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EMA+RSI Pump & Drop Swing Sniper (SL+TP) - Strategy | https://www.tradingview.com/script/83Ijv4aU-EMA-RSI-Pump-Drop-Swing-Sniper-SL-TP-Strategy/ | mmoiwgg | https://www.tradingview.com/u/mmoiwgg/ | 391 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© mmoiwgg
//@version=4
strategy(title="EMA+RSI Pump & Drop Swing Sniper (With Alerts & SL+TP) - Strategy", shorttitle="EMA+RSI Swing Strategy", overlay=true)
emaLength = input(title="EMA Length", type=input.integer, defval=50, minval=0)
emarsiSource = input(close, title="EMA+RSI Source")
condSource = input(high, title="Long+Short Condition Source")
emaVal = ema(emarsiSource, emaLength)
rsiLength = input(title="RSI Length", type=input.integer, defval=25, minval=0)
rsiVal = rsi(emarsiSource, rsiLength)
//Safety
emaLength2 = input(title="Safety EMA Length", type=input.integer, defval=70, minval=0)
emaSource2 = input(close, title="Safety EMA Source")
ema = ema(emaSource2, emaLength2)
emaColorSource2 = close
emaBSource2 = close
// Backtest+Dates
FromMonth = input(defval = 1, title = "From Month", minval = 1, maxval = 12)
FromDay = input(defval = 1, title = "From Day", minval = 1, maxval = 31)
FromYear = input(defval = 2019, title = "From Year", minval = 2017)
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 = 2017)
showDate = input(defval = true, title = "Show Date Range", type = input.bool)
start = timestamp(FromYear, FromMonth, FromDay, 00, 00) // backtest start window
finish = timestamp(ToYear, ToMonth, ToDay, 23, 59) // backtest end window
window() => time >= start and time <= finish ? true : false // create function - add window() to entry/exit/close
// Conditions
exit_long = crossover(emaVal, condSource)
longCond = crossunder(emaVal, condSource) and close > ema
//Stoploss + TakeProfit
sl = input(0.051, step=0.001, title="Stop Loss")
tp = input(0.096, step=0.001, title="Take Profit")
// Plots Colors
colors = emarsiSource > emaVal and rsiVal > 14 ? color.green : color.red
emaColorSource = input(close, title="Line Color Source")
emaBSource = input(close, title="Line Color B Source")
// Plots
plot(ema, color=emaColorSource2[1] > ema and emaBSource2 > ema ? color.green : color.red, linewidth=1)
plot(emaVal, color=emaColorSource[1] > emaVal and emaBSource > emaVal ? color.green : color.red, linewidth=3)
plotcandle(open, high, low, close, color=colors)
//Strategy Entry+Exits
strategy.entry("long",1,when=window() and longCond)
strategy.close("long",when=window() and exit_long)
strategy.exit("long tp/sl", "long", profit = close * tp / syminfo.mintick, loss = close * sl / syminfo.mintick)
|
Fibonacci EMA averages (21, 34, 55, 89, 144) | https://www.tradingview.com/script/8qUg9GwB-Fibonacci-EMA-averages-21-34-55-89-144/ | h311m4n | https://www.tradingview.com/u/h311m4n/ | 54 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© h311m4n
//@version=4
strategy("Fibonacci EMA averages",overlay=true)
ema21 = 21
ema34 = 34
ema55 = 55
ema89 = 89
ema144 = 144
ema_21 = ema(close, ema21)
ema_34 = ema(close, ema34)
ema_55 = ema(close, ema55)
ema_89 = ema(close, ema89)
ema_144 = ema(close, ema144)
plot(ema_21, color=color.red)
plot(ema_34, color=color.yellow)
plot(ema_55, color=color.green)
plot(ema_89, color=color.blue)
plot(ema_144, color=color.fuchsia) |
All in One Strategy no RSI Label - For higher dollar crypto | https://www.tradingview.com/script/DxZ60Wla-All-in-One-Strategy-no-RSI-Label-For-higher-dollar-crypto/ | Solutions1978 | https://www.tradingview.com/u/Solutions1978/ | 345 | 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/
//@version=4
// ββββββββββββββ ββββββββ ββββββ ββββββββββββββββββββββββ βββββββ βββ βββ
//βββββββββββββββββββββββββββββββββββββββββββββββββββββββββ ββββββββββββ ββββ
//βββ ββββββββββββββ ββββββββ βββ ββββββ βββ βββ ββββββββ βββββββ
//βββ ββββββββββββββ ββββββββ βββ ββββββ βββ βββ ββββββββ βββββ
//βββββββββββ ββββββββββββββ βββ βββ ββββββββββββββββ ββββββββ βββ
// ββββββββββ ββββββββββββββ βββ βββ βββββββββββββββ βββββββ βββ
//ββββββββ βββββββ βββ βββ βββββββββββββββ βββββββ ββββ βββββββββββ βββ ββββββ ββββββββ ββββββ
//ββββββββββββββββββββ βββ βββββββββββββββββββββββββββββ βββββββββββββββββββββββββββββββββββββββ
//βββββββββββ ββββββ βββ βββ βββ ββββββ βββββββββ βββββββββββββββββββββββ ββββββββββββ
//βββββββββββ ββββββ βββ βββ βββ ββββββ βββββββββββββββββββββ βββ βββββββ ββββ ββββββββ
//ββββββββββββββββββββββββββββββββββ βββ βββββββββββββββ ββββββββββββββ βββ βββββββ βββ ββββββββ
//ββββββββ βββββββ ββββββββ βββββββ βββ βββ βββββββ βββ βββββββββββββ βββ ββββββ βββ ββββββ
strategy(shorttitle='Ain1 No Label',title='All in One Strategy no RSI Label', overlay=true, scale=scale.left, initial_capital = 1000, process_orders_on_close=true, default_qty_type = strategy.percent_of_equity, default_qty_value = 100, commission_type=strategy.commission.percent, commission_value=0.18, calc_on_every_tick=true)
kcolor = color.new(#0094FF, 60)
dcolor = color.new(#FF6A00, 60)
// ----------------- Strategy Inputs -------------------------------------------------------------
//Backtest dates with auto finish date of today
start = input(defval = timestamp("01 April 2021 00:00 -0500"), title = "Start Time", type = input.time)
finish = input(defval = timestamp("31 December 2021 00:00 -0600"), title = "End Time", type = input.time)
window() => time >= start and time <= finish ? true : false // create function "within window of time"
// Strategy Selection - Long, Short, or Both
stratinfo = input(true, "Long/Short for Mixed Market, Long for Bull, Short for Bear")
strat = input(title="Trade Types", defval="Long/Short", options=["Long Only", "Long/Short", "Short Only"])
strat_val = strat == "Long Only" ? 1 : strat == "Long/Short" ? 0 : -1
// Risk Management Inputs
sl= input(10.0, "Stop Loss %", minval = 0, maxval = 100, step = 0.01)
stoploss = sl/100
tp = input(20.0, "Target Profit %", minval = 0, maxval = 100, step = 0.01)
TargetProfit = tp/100
useXRSI = input(false, "Use RSI crossing back, select only one strategy")
useCRSI = input(false, "Use Tweaked Connors RSI, select only one")
RSIInfo = input(true, "These are the RSI Strategy Inputs, RSI Length applies to MACD, set OB and OS to 45 for using Stoch and EMA strategies.")
length = input(14, "RSI Length", minval=1)
overbought= input(62, "Overbought")
oversold= input(35, "Oversold")
cl1 = input(3, "Connor's MA Length 1", minval=1, step=1)
cl2 = input(20, "Connor's MA Lenght 2", minval=1, step=1)
cl3 = input(50, "Connor's MA Lenght 3", minval=1, step=1)
// MACD and EMA Inputs
useMACD = input(false, "Use MACD Only, select only one strategy")
useEMA = input(false, "Use EMA Only, select only one strategy (EMA uses Stochastic inputs too)")
MACDInfo=input(true, "These are the MACD strategy variables")
fastLength = input(5, minval=1, title="EMA Fast Length")
slowLength = input(10, minval=1, title="EMA Slow Length")
ob_min = input(52, "Overbought Lookback Minimum Value", minval=0, maxval=200)
ob_lb = input(25, "Overbought Lookback Bars", minval=0, maxval=100)
os_min = input(50, "Oversold Lookback Minimum Value", minval=0, maxval=200)
os_lb = input(35, "Oversold Lookback Bars", minval=0, maxval=100)
source = input(title="Source", type=input.source, defval=close)
RSI = rsi(source, length)
// Price Movement Inputs
PriceInfo = input(true, "Price Change Percentage Cross Check Inputs for all Strategies, added logic to avoid early sell")
lkbk = input(5,"Max Lookback Period")
// EMA and SMA Background Inputs
useStoch = input(false, "Use Stochastic Strategy, choose only one")
StochInfo = input(true, "Stochastic Strategy Inputs")
smoothK = input(3, "K", minval=1)
smoothD = input(3, "D", minval=1)
k_mode = input("SMA", "K Mode", options=["SMA", "EMA", "WMA"])
high_source = input(high,"High Source")
low_source= input(low,"Low Source")
HTF = input("","Curernt or Higher time frame only", type=input.resolution)
// Selections to show or hide the overlays
showZones = input(true, title="Show Bullish/Bearish Zones")
showStoch = input(true, title="Show Stochastic Overlays")
showRSIBS = input(true, title="Show RSI Buy Sell Zones")
showMACD = input(true, title="Show MACD")
color_bars=input(true, "Color Bars")
// ------------------ Dynamic RSI Calculation ----------------------------------------
AvgHigh(src,cnt,val) =>
total = 0.0
count = 0
for i = 0 to cnt
if src[i] > val
count := count + 1
total := total + src[i]
round(total / count)
RSI_high = AvgHigh(RSI, ob_lb, ob_min)
AvgLow(src,cnt,val) =>
total = 0.0
count = 0
for i = 0 to cnt
if src[i] < val
count := count + 1
total := total + src[i]
round(total / count)
RSI_low = AvgLow(RSI, os_lb, os_min)
// ------------------ Price Percentage Change Calculation -----------------------------------------
perc_change(lkbk) =>
overall_change = ((close[0] - open[lkbk]) / open[lkbk]) * 100
highest_high = 0.0
lowest_low = 0.0
for i = lkbk to 0
highest_high := i == lkbk ? high : high[i] > high[(i + 1)] ? high[i] : highest_high[1]
lowest_low := i == lkbk ? low : low[i] < low[(i + 1)] ? low[i] : lowest_low[1]
start_to_high = ((highest_high - open[lkbk]) / open[lkbk]) * 100
start_to_low = ((lowest_low - open[lkbk]) / open[lkbk]) * 100
previous_to_high = ((highest_high - open[1])/open[1])*100
previous_to_low = ((lowest_low-open[1])/open[1])*100
previous_bar = ((close[1]-open[1])/open[1])*100
[overall_change, start_to_high, start_to_low, previous_to_high, previous_to_low, previous_bar]
// Call the function
[overall, to_high, to_low, last_high, last_low, last_bar] = perc_change(lkbk)
// Plot the function
//plot(overall*50, color=color.white, title='Overall Percentage Change', linewidth=3)
//plot(to_high*50, color=color.green,title='Percentage Change from Start to High', linewidth=2)
//plot(to_low*50, color=color.red, title='Percentage Change from Start to Low', linewidth=2)
//plot(last_high*100, color=color.teal, title="Previous to High", linewidth=2)
//plot(last_low*100, color=color.maroon, title="Previous to Close", linewidth=2)
//plot(last_bar*100, color=color.orange, title="Previous Bar", linewidth=2)
//hline(0, title='Center Line', color=color.orange, linewidth=2)
true_dip = overall < 0 and to_high > 0 and to_low < 0 and last_high > 0 and last_low < 0 and last_bar < 0
true_peak = overall > 0 and to_high > 0 and to_low > 0 and last_high > 0 and last_low < 0 and last_bar > 0
alertcondition(true_dip, title='True Dip', message='Dip')
alertcondition(true_peak, title='True Peak', message='Peak')
// ------------------ Background Colors based on EMA Indicators -----------------------------------
// Uses standard lengths of 9 and 21, if you want control delete the constant definition and uncomment the inputs
haClose(gap) => (open[gap] + high[gap] + low[gap] + close[gap]) / 4
rsi_ema = rsi(haClose(0), length)
v2 = ema(rsi_ema, length)
v3 = 2 * v2 - ema(v2, length)
emaA = ema(rsi_ema, fastLength)
emaFast = 2 * emaA - ema(emaA, fastLength)
emaB = ema(rsi_ema, slowLength)
emaSlow = 2 * emaB - ema(emaB, slowLength)
//plot(rsi_ema, color=color.white, title='RSI EMA', linewidth=3)
//plot(v2, color=color.green,title='v2', linewidth=2)
//plot(v3, color=color.red, title='v3', linewidth=2)
//plot(emaFast, color=color.teal, title="EMA Fast", linewidth=2)
//plot(emaSlow, color=color.maroon, title="EMA Slow", linewidth=2)
EMABuy = crossunder(emaFast, v2) and window()
EMASell = crossover(emaFast, emaSlow) and window()
alertcondition(EMABuy, title='EMA Buy', message='EMA Buy Condition')
alertcondition(EMASell, title='EMA Sell', message='EMA Sell Condition')
// bullish signal rule:
bullishRule =emaFast > emaSlow
// bearish signal rule:
bearishRule =emaFast < emaSlow
// current trading State
ruleState = 0
ruleState := bullishRule ? 1 : bearishRule ? -1 : nz(ruleState[1])
ruleColor = ruleState==1 ? color.new(color.blue, 90) : ruleState == -1 ? color.new(color.red, 90) : ruleState == 0 ? color.new(color.gray, 90) : na
bgcolor(showZones ? ruleColor : na, title="Bullish/Bearish Zones")
// ------------------ Stochastic Indicator Overlay -----------------------------------------------
// Calculation
// Use highest highs and lowest lows
h_high = highest(high_source ,lkbk)
l_low = lowest(low_source ,lkbk)
stoch = stoch(RSI, RSI_high, RSI_low, length)
k =
k_mode=="EMA" ? ema(stoch, smoothK) :
k_mode=="WMA" ? wma(stoch, smoothK) :
sma(stoch, smoothK)
d = sma(k, smoothD)
k_c = change(k)
d_c = change(d)
kd = k - d
// Plot
signalColor = k>oversold and d<overbought and k>d and k_c>0 and d_c>0 ? kcolor :
k<overbought and d>oversold and k<d and k_c<0 and d_c<0 ? dcolor : na
kp = plot(showStoch ? k : na, "K", color=kcolor)
dp = plot(showStoch ? d : na, "D", color=dcolor)
fill(kp, dp, color = signalColor, title="K-D")
signalUp = showStoch ? not na(signalColor) and kd>0 : na
signalDown = showStoch ? not na(signalColor) and kd<0 : na
//plot(signalUp ? kd : na, "Signal Up", color=kcolor, transp=90, style=plot.style_columns)
//plot(signalDown ? (kd+100) : na , "Signal Down", color=dcolor, transp=90, style=plot.style_columns, histbase=100)
//StochBuy = crossover(k, d) and kd>0 and to_low<0 and window()
//StochSell = crossunder(k,d) and kd<0 and to_high>0 and window()
StochBuy = crossover(k, d) and window()
StochSell = crossunder(k, d) and window()
alertcondition(StochBuy, title='Stoch Buy', message='K Crossing D')
alertcondition(StochSell, title='Stoch Sell', message='D Crossing K')
// -------------- Add Price Movement -------------------------
// Calculations
h1 = vwma(high, length)
l1 = vwma(low, length)
hp = h_high[1]
lp = l_low[1]
// Plot
var plot_color=#353535
var sig = 0
if (h1 >hp)
sig:=1
plot_color:=color.lime
else if (l1 <lp)
sig:=-1
plot_color:=color.maroon
//plot(1,title = "Price Movement Bars", style=plot.style_columns,color=plot_color)
//plot(sig,title="Signal 1 or -1",display=display.none)
// --------------------------------------- RSI Plot ----------------------------------------------
// Plot Oversold and Overbought Lines
over = hline(oversold, title="Oversold", color=color.green)
under = hline(overbought, title="Overbought", color=color.red)
fillcolor = color.new(#9915FF, 90)
fill(over, under, fillcolor, title="Band Background")
// Show RSI and EMA crosses with arrows and RSI Color (tweaked Connors RSI)
// Improves strategy setting ease by showing where EMA 5 crosses EMA 10 from above to confirm overbought conditions or trend reversals
// This shows where you should enter shorts or exit longs
// Tweaked Connors RSI Calculation
connor_ob = overbought
connor_os = oversold
ma1 = sma(close,cl1)
ma2 = sma(close, cl2)
ma3 = sma(close, cl3)
// Buy Sell Zones using tweaked Connors RSI (RSI values of 80 and 20 for Crypto as well as ma3, ma20, and ma50 are the tweaks)
RSI_SELL = ma1 > ma2 and open > ma3 and RSI >= connor_ob and true_peak and window()
RSI_BUY = ma2 < ma3 and ma3 > close and RSI <= connor_os and true_dip and window()
alertcondition(RSI_BUY, title='Connors Buy', message='Connors RSI Buy')
alertcondition(RSI_SELL, title='Connors Sell', message='Connors RSI Sell')
// Color Definition
col = useCRSI ? (close > ma2 and close < ma3 and RSI <= connor_os ? color.lime : close < ma2 and close > ma3 and RSI <= connor_ob ? color.red : color.yellow ) : color.yellow
// Plot colored RSI Line
plot(RSI, title="RSI", linewidth=3, color=col)
//------------------- MACD Strategy -------------------------------------------------
[macdLine, signalLine, _] = macd(close, fastLength, slowLength, length)
bartrendcolor = macdLine > signalLine and k > 50 and RSI > 50 ? color.teal : macdLine < signalLine and k < 50 and RSI < 50 ? color.maroon : macdLine < signalLine ? color.yellow : color.gray
barcolor(color = color_bars ? bartrendcolor : na)
MACDBuy = macdLine>signalLine and RSI<RSI_low and overall<0 and window()
MACDSell = macdLine<signalLine and RSI>RSI_high and overall>0 and window()
//plotshape(showMACD ? MACDBuy: na, title = "MACD Buy", style = shape.arrowup, text = "MACD Buy", color=color.green, textcolor=color.green, size=size.small)
//plotshape(showMACD ? MACDSell: na, title = "MACD Sell", style = shape.arrowdown, text = "MACD Sell", color=color.red, textcolor=color.red, size=size.small)
MACColor = MACDBuy ? color.new(color.teal, 50) : MACDSell ? color.new(color.maroon, 50) : na
bgcolor(showMACD ? MACColor : na, title ="MACD Signals")
// -------------------------------- Entry and Exit Logic ------------------------------------
// Entry Logic
XRSI_OB = crossunder(RSI, overbought) and overall<0 and window()
RSI_OB = RSI>overbought and true_peak and window()
XRSI_OS = crossover(RSI, oversold) and overall>0 and window()
RSI_OS = RSI<oversold and true_dip and window()
alertcondition(XRSI_OB, title='Reverse RSI Sell', message='RSI Crossing back under OB')
alertcondition(XRSI_OS, title='Reverse RSI Buy', message='RSI Crossing back over OS')
alertcondition(RSI_OS, title='RSI Buy', message='RSI Crossover OS')
alertcondition(RSI_SELL, title='RSI Sell', message='RSI Crossunder OB')
// Strategy Entry and Exit with built in Risk Management
GoLong = strategy.position_size==0 and strat_val > -1 and rsi_ema > RSI and k < d ? (useXRSI ? XRSI_OS : useMACD ? MACDBuy : useCRSI ? RSI_BUY : useStoch ? StochBuy : RSI_OS) : false
GoShort = strategy.position_size==0 and strat_val < 1 and rsi_ema < RSI and d < k ? (useXRSI ? XRSI_OB : useMACD ? MACDSell : useCRSI ? RSI_SELL : useStoch ? StochSell : RSI_OB) : false
if (GoLong)
strategy.entry("LONG", strategy.long)
if (GoShort)
strategy.entry("SHORT", strategy.short)
longStopPrice = strategy.position_avg_price * (1 - stoploss)
longTakePrice = strategy.position_avg_price * (1 + TargetProfit)
shortStopPrice = strategy.position_avg_price * (1 + stoploss)
shortTakePrice = strategy.position_avg_price * (1 - TargetProfit)
//plot(series=(strategy.position_size > 0) ? longTakePrice : na, color=color.green, style=plot.style_circles, linewidth=3, title="Long Take Profit")
//plot(series=(strategy.position_size < 0) ? shortTakePrice : na, color=color.green, style=plot.style_circles, linewidth=3, title="Short Take Profit")
//plot(series=(strategy.position_size > 0) ? longStopPrice : na, color=color.red, style=plot.style_cross, linewidth=2, title="Long Stop Loss")
//plot(series=(strategy.position_size < 0) ? shortStopPrice : na, color=color.red, style=plot.style_cross, linewidth=2, title="Short Stop Loss")
if (strategy.position_size > 0)
strategy.exit(id="Exit Long", from_entry = "LONG", stop = longStopPrice, limit = longTakePrice)
if (strategy.position_size < 0)
strategy.exit(id="Exit Short", from_entry = "SHORT", stop = shortStopPrice, limit = shortTakePrice)
CloseLong = strat_val > -1 and strategy.position_size > 0 and rsi_ema > RSI and d > k ? (useXRSI ? XRSI_OB : useMACD ? MACDSell : useCRSI ? RSI_SELL : RSI_OB) : false
if(CloseLong)
strategy.close("LONG")
CloseShort = strat_val < 1 and strategy.position_size < 0 and rsi_ema < RSI and k > d ? (useXRSI ? XRSI_OS : useMACD ? MACDBuy : useCRSI ? RSI_BUY : RSI_OS) : false
if(CloseShort)
strategy.close("SHORT")
|
Yusram Mount MaV - Day MaV CrossOver Strgty | https://www.tradingview.com/script/pwk0oi8y/ | dadashkadir | https://www.tradingview.com/u/dadashkadir/ | 215 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© dadashkadir
//@version=4
strategy("Mount MaV - Day MaV CrossOver Strgty", shorttitle="Yusram Str.", overlay=true)
src = input(title= "Kaynak", type=input.source, defval=close)
mav = input(title="Hareketli Ortlama Tipi", defval="SMA", options=["SMA", "EMA", "WMA"])
Gbar = input(title="GΓΌnlΓΌk Bar SayΔ±sΔ±", defval=7, minval=1, maxval=999)
Abar = input(title="AylΔ±k Bar SayΔ±sΔ±", defval=5, minval=1, maxval=999)
//displacement = input(20, minval=1, title="Displacement")
getMA(src, length) =>
ma = 0.0
if mav == "SMA"
ma := sma(src, length)
ma
if mav == "EMA"
ma := ema(src, length)
ma
if mav == "WMA"
ma := wma(src, length)
ma
ma
long = "M" //AylΔ±k
ln = security(syminfo.ticker, long, src)
lnma = getMA(ln, Abar)
gnma = getMA(src, Gbar)
col1= gnma>gnma[1]
col3= gnma<gnma[1]
colorM = col1 ? color.green : col3 ? color.navy : color.yellow
l1 = plot(lnma, title="MhO", trackprice = true, style=plot.style_line, color=color.red, linewidth=3)
l2 = plot(gnma, title="DhO", trackprice = true, style=plot.style_line, color=colorM, linewidth=3)
fill(l1, l2, color = lnma < gnma ? color.green : color.red, title="GΓΆlgelendirme", transp=90)
zamanaralik = input (2020, title="Backtest BaΕlangΔ±Γ§ Tarihi")
al = crossover (gnma, lnma) and zamanaralik <= year
sat = crossover (lnma, gnma) and zamanaralik <= year
plotshape(al, title = "GiriΕ", text = 'Al', style = shape.labelup, location = location.belowbar, color= color.green, textcolor = color.white, transp = 0, size = size.tiny)
plotshape(sat, title = "ΓΔ±kΔ±Ε", text = 'Sat', style = shape.labeldown, location = location.abovebar, color= color.red, textcolor = color.white, transp = 0, size = size.tiny)
FromDay = input(defval = 1, title = "Str. BaΕlama Tarihi GΓΌn", minval = 1, maxval = 31)
FromMonth = input(defval = 1, title = "Str. BaΕlama Tarihi Ay", minval = 1, maxval = 12)
FromYear = input(defval = 2015, title = "Str. BaΕlama Tarihi YΔ±l", minval = 2005)
ToDay = input(defval = 1, title = "Str. BitiΕ Tarihi GΓΌn", minval = 1, maxval = 31)
ToMonth = input(defval = 1, title = "Str. BitiΕ Tarihi Ay", minval = 1, maxval = 12)
ToYear = input(defval = 9999, title = "Str. BitiΕ Tarihi YΔ±l", 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 al
strategy.entry("Al", strategy.long, when=Timerange())
if sat
strategy.entry("Sat", strategy.short, when=Timerange())
|
ChBrkOutStrategySMA | https://www.tradingview.com/script/Q68bqBap-ChBrkOutStrategySMA/ | anshuanshu333 | https://www.tradingview.com/u/anshuanshu333/ | 45 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© anshuanshu333
//@version=4
strategy("ChBrkOutStrategySMA", overlay=true, initial_capital = 200000)
length = input(title="Length", type=input.integer, minval=1, maxval=1000, defval=7)
fastSMA = sma(close,9)
slowSMA = sma(close,21)
upBound = highest(high, length)
downBound = lowest(low, length)
boundLongEntry = ((close >= upBound) or (high >= upBound)) and fastSMA>slowSMA and (close > open)
boundShortEntry =((close <= downBound) or (low <= downBound)) and fastSMA<slowSMA and (close <open)
u=plot(upBound, title = "Upper Bound",color=color.blue, linewidth=1)
l=plot(downBound, title = "Lower Bound",color=color.red, linewidth=1)
plot(fastSMA,title = "Fast SMA", color = color.red, linewidth =2)
plot(slowSMA,title = "Slow SMA" ,color = color.green, linewidth =1)
fill(u,l, transp=95)
plot(avg(upBound,downBound), title = "Avg", color=color.gray,linewidth =1)
if (boundLongEntry )
strategy.entry("LE", long = true)
if (boundShortEntry)
strategy.entry("SE", long = false)
SmaLongExit = crossunder(fastSMA,slowSMA)
SmaShortExit = crossover(fastSMA,slowSMA)
//Close TRades
if (strategy.position_size > 0)
strategy.close(id="LE",when= SmaLongExit)
if (strategy.position_size < 0)
strategy.close(id="SE",when= SmaShortExit) |
KSR Strategy | https://www.tradingview.com/script/N2c1PkLs-KSR-Strategy/ | greadandfear | https://www.tradingview.com/u/greadandfear/ | 948 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© askkuldeeprandhawa
//@version=4
strategy("KSR Strategy", overlay=true)
par1=input(10)
par2=input(20)
ema1=ema(close,par1)
ema2=ema(close,par2)
buy=ema1>ema2
sell=ema2<ema1
mycolor= iff(buy,color.green,iff(sell,color.blue,color.red))
barcolor(color=mycolor)
ema100=ema(close,100)
ibuy=crossover(ema1,ema2)
iSell=crossunder(ema1,ema2)
varp=tostring(close[1])
plotshape(ibuy, "Up Arrow", shape.triangleup, location.belowbar, color.green, 0, 0,"Buy" , color.green, true, size.tiny)
plotshape(iSell, "Down Arrow", shape.triangledown, location.abovebar, color.red, 0, 0, "Sell", color.red, true, size.tiny)
crossed =crossover(ema(close,par1), ema(close,par2))
if crossed
l = label.new(bar_index, na, tostring(close),
color=color.green,
textcolor=color.white,
style=label.style_labelup, yloc=yloc.belowbar)
crossed2 =crossunder(ema(close,par1), ema(close,par2))
if crossed2
l = label.new(bar_index, na, tostring(close),
color=color.red,
textcolor=color.white,
style=label.style_labeldown, yloc=yloc.abovebar)
plot(ema(close,par1),"EMA Short",color=color.white)
plot(ema(close,par2),"EMA Long",color=color.orange)
longCondition = crossover(ema(close, par1), ema(close, par2))
if (longCondition)
strategy.entry("My Long Entry Id", strategy.long)
shortCondition = crossunder(ema(close, par1), ema(close, par2))
if (shortCondition)
strategy.entry("My Short Entry Id", strategy.short)
ma1_len = input(title="MA1", type=input.integer, defval=8, minval=1, maxval=100, step=1)
ma2_len = input(title="MA2", type=input.integer, defval=12, minval=1, maxval=100, step=1)
o = ema(open, ma1_len)
c = ema(close, ma1_len)
h = ema(high, ma1_len)
l = ema(low, ma1_len)
tim1=input('D',"Short Time")
tim2=input('W',"Long Time")
ema_p=input(title="EMA Period", type=input.integer, defval=16, minval=1, maxval=100, step=1)
refma = ema(close, ema_p)
plot(refma, title="EMA" , linewidth=1, color=close < refma ? color.orange : color.blue)
ha_t = heikinashi(syminfo.tickerid)
ha_o = security(ha_t, tim2, o)
ha_c = security(ha_t, tim2, c)
ha_h = security(ha_t, tim2, h)
ha_l = security(ha_t, tim2, l)
o2 = ema(ha_o, ma2_len)
c2 = ema(ha_c, ma2_len)
h2 = ema(ha_h, ma2_len)
l2 = ema(ha_l, ma2_len)
ha_col = ha_c > ha_o ? color.red : color.green
plotshape(true, style=shape.circle, color=ha_c > ha_o ? color.green : color.red, location=location.bottom)
ha_t1 = heikinashi(syminfo.tickerid)
ha_o1 = security(ha_t1, tim1, o)
ha_c1 = security(ha_t1, tim1, c)
ha_h1 = security(ha_t1, tim1, h)
ha_l1 = security(ha_t1, tim1, l)
o3 = ema(ha_o1, ma2_len)
c3 = ema(ha_c1, ma2_len)
h3 = ema(ha_h1, ma2_len)
l3 = ema(ha_l1, ma2_len)
ha_col1 = ha_c1 > ha_o1 ? color.red : color.green
plotshape(true, style=shape.circle, color=ha_c1 > ha_o1 ? color.green : color.red, location=location.top)
|
Bear & Bull Zone Signal Strategy | https://www.tradingview.com/script/r8SlI9zT-Bear-Bull-Zone-Signal-Strategy/ | Solutions1978 | https://www.tradingview.com/u/Solutions1978/ | 321 | 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/
//@version=4
strategy(shorttitle='BBZS',title='Bear & Bull Zone Signal Strategy', overlay=true, initial_capital = 1000, process_orders_on_close=true, default_qty_type = strategy.percent_of_equity, default_qty_value = 100, commission_type=strategy.commission.percent, commission_value=0.18, calc_on_every_tick=true)
kcolor = #0094FF
dcolor = #FF6A00
// ----------------- Strategy Inputs -------------------------------------------------------------
//Backtest dates with auto finish date of today
start = input(defval = timestamp("01 April 2021 00:00 -0500"), title = "Start Time", type = input.time)
finish = input(defval = timestamp("31 December 2021 00:00 -0600"), title = "Start Time", type = input.time)
window() => time >= start and time <= finish ? true : false // create function "within window of time"
// Strategy Selection - Long, Short, or Both
strat = input(title="Strategy", defval="Long/Short", options=["Long Only", "Long/Short", "Short Only"])
strat_val = strat == "Long Only" ? 1 : strat == "Long/Short" ? 0 : -1
// Risk Management Inputs
sl= input(10.0, "Stop Loss %", minval = 0, maxval = 100, step = 0.01)
stoploss = sl/100
tp = input(20.0, "Target Profit %", minval = 0, maxval = 100, step = 0.01)
TargetProfit = tp/100
// RSI and Stochastic Inputs
length = input(14, "RSI Length", minval=1)
source = input(title="RSI Source", type=input.source, defval=close)
overbought= input(62, "Overbought")
oversold= input(35, "Oversold")
look_back = input(9,"Look Back Bars")
high_source = input(high,"High Source")
low_source= input(low,"Low Source")
// EMA and SMA Background Inputs
smoothK = input(3, "K", minval=1)
smoothD = input(3, "D", minval=1)
k_mode = input("SMA", "K Mode", options=["SMA", "EMA", "WMA"])
// MACD Inputs
fastLength = input(5, minval=1, title="EMA Fast Length")
slowLength = input(10, minval=1, title="EMA Slow Length")
// Selections to show or hide the overlays
showZones = input(true, title="Show Bullish/Bearish Zones")
showStoch = input(true, title="Show Stochastic Overlays")
// ------------------ Background Colors based on EMA Indicators -----------------------------------
// Uses standard lengths of 9 and 21, if you want control delete the constant definition and uncomment the inputs
haClose(gap) => (open[gap] + high[gap] + low[gap] + close[gap]) / 4
rsi_ema = rsi(haClose(0), length)
v2 = ema(rsi_ema, length)
v3 = 2 * v2 - ema(v2, length)
emaA = ema(rsi_ema, fastLength)
emaFast = 2 * emaA - ema(emaA, fastLength)
emaB = ema(rsi_ema, slowLength)
emaSlow = 2 * emaB - ema(emaB, slowLength)
// bullish signal rule:
bullishRule =emaFast > emaSlow
// bearish signal rule:
bearishRule =emaFast < emaSlow
// current trading State
ruleState = 0
ruleState := bullishRule ? 1 : bearishRule ? -1 : nz(ruleState[1])
bgcolor(showZones ? ( ruleState==1 ? color.blue : ruleState==-1 ? color.red : color.gray ) : na , title=" Bullish/Bearish Zones", transp=95)
// ------------------ Stochastic Indicator Overlay -----------------------------------------------
// Calculation
// Use highest highs and lowest lows
h_high = highest(high_source ,look_back)
l_low = lowest(low_source ,look_back)
RSI = rsi(source, length)
stoch = stoch(RSI, RSI, RSI, length)
k =
k_mode=="EMA" ? ema(stoch, smoothK) :
k_mode=="WMA" ? wma(stoch, smoothK) :
sma(stoch, smoothK)
d = sma(k, smoothD)
k_c = change(k)
d_c = change(d)
kd = k - d
// Plot
signalColor = k>oversold and d<overbought and k>d and k_c>0 and d_c>0 ? kcolor :
k<overbought and d>oversold and k<d and k_c<0 and d_c<0 ? dcolor : na
kp = plot(showStoch ? k : na, "K", transp=80, color=kcolor)
dp = plot(showStoch ? d : na, "D", transp=80, color=dcolor)
fill(kp, dp, color = signalColor, title="K-D", transp=88)
signalUp = showStoch ? not na(signalColor) and kd>0 : na
signalDown = showStoch ? not na(signalColor) and kd<0 : na
plot(signalUp ? kd : na, "Signal Up", color=kcolor, transp=90, style=plot.style_columns)
plot(signalDown ? (kd+100) : na , "Signal Down", color=dcolor, transp=90, style=plot.style_columns, histbase=100)
// -------------- Add Price Movement to Strategy for better visualization -------------------------
// Calculations
h1 = vwma(high, length)
l1 = vwma(low, length)
hp = h_high[1]
lp = l_low[1]
// Plot
var plot_color=#353535
var sig = 0
if (h1 >hp)
sig:=1
plot_color:=color.lime
else if (l1 <lp)
sig:=-1
plot_color:=color.maroon
bgcolor(plot_color, transp=75)
// --------------------------------------- RSI Plot ----------------------------------------------
// Plot Oversold and Overbought Lines
over = hline(oversold, title="Oversold", color=color.green)
under = hline(overbought, title="Overbought", color=color.red)
fill(over, under, color=#9915FF, transp=90, title="Band Background")
// Plot colored RSI Line
plot(RSI, title="RSI", linewidth=3, color=color.yellow)
//---------------- Signal Trigger Definitions -----------------------------------------
SignalA = bearishRule and signalDown and window()
SignalB = bullishRule and signalDown and window()
SignalC = bearishRule and signalUp and window()
SignalD = bullishRule and signalUp and window()
//---------------- Signal Alerts ------------------------------------------------------
//alertcondition(SignalA, title='Bear & Signal Down', message='Bearish Down')
//alertcondition(SignalB, title='Bull & Signal Down', message='Bullish Down')
//alertcondition(SignalC, title='Bear & Signal Up', message='Bearish Up')
//alertcondition(SignalD, title='Bull & Signal Up', message='Bullish Up')
//---------------- Fibonacci Sanity Check of Signals ---------------------------------
sma24 = sma(close, 24)
sma38 = sma(close, 38)
sma50 = sma(close, 50)
sma62 = sma(close, 62)
sma76 = sma(close, 76)
sma100 = sma(close, 100)
sma236 = sma(close, 236)
sma382= sma(close, 382)
sma500 = sma(close, 500)
sma618 = sma(close, 618)
sma764 = sma(close, 764)
sma1000 = sma(close, 1000)
ema24 = ema(close, 24)
ema38 = ema(close, 38)
ema50 = ema(close, 50)
ema62 = ema(close, 62)
ema76 = ema(close, 76)
ema100 = ema(close, 100)
ema236 = ema(close, 236)
ema382= ema(close, 382)
ema500 = ema(close, 500)
ema618 = ema(close, 618)
ema764 = ema(close, 764)
ema1000 = ema(close, 1000)
Higher50 = close > sma50 or close > ema50
Lower50 = close < sma50 or close < ema50
Higher100 = close > sma100 or close > ema100
Lower100 = close < sma100 or close < ema100
Higher236 = close > sma236 or close > ema236
Lower236 = close < sma236 or close < ema236
Higher500 = close > sma500 or close > ema500
Lower500 = close < sma500 or close < ema500
Higher1000 = close > sma1000 or close > ema1000
Lower1000 = close < sma1000 or close < ema1000
// ------------------------------------- Alerts and Entry Strategy ----------------------------
GoLong = strat_val > -1 ? (SignalC or SignalD and ((Higher50 or Higher100 or Higher236 or Higher500 or Higher1000) and not (Higher50[1] or Higher100[1] or Higher236[1] or Higher500[1] or Higher1000[1]))) : false
//alertcondition(GoLong, title='True Long Signal', message='Go Long')
GoShort = strat_val < 1 ? (SignalA or SignalB and ((Lower50 or Lower100 or Lower236 or Lower500 or Lower1000) and not (Lower50[1] or Lower100[1] or Lower236[1] or Lower500[1] or Lower1000[1]))) : false
//alertcondition(GoShort, title='True Short Signal', message='Go Short')
// ------------------------------------- Backtesting of Strategy --------------------------------
convert_percent_to_points(percent) =>
strategy.position_size != 0 ? round(percent * strategy.position_avg_price / syminfo.mintick) : float(na)
setup_percent(percent) =>
convert_percent_to_points(percent)
if (GoLong)
strategy.entry("LONG", strategy.long)
strategy.exit(id="Exit Long", from_entry = "LONG", loss=setup_percent(stoploss), profit=setup_percent(TargetProfit))
CloseLong = strat_val > -1 ? strategy.position_size > 0 and GoShort : false
if(CloseLong)
strategy.close("LONG")
if (GoShort)
strategy.entry("SHORT", strategy.short)
strategy.exit(id="Exit Short", from_entry = "SHORT", loss=setup_percent(stoploss), profit=setup_percent(TargetProfit))
CloseShort = strat_val < 1 ? strategy.position_size < 0 and GoLong : false
if(CloseShort)
strategy.close("SHORT")
|
DEMA/EMA & VOL (Short strategy) | https://www.tradingview.com/script/HgyuhGYO-DEMA-EMA-VOL-Short-strategy/ | Qorbanjf | https://www.tradingview.com/u/Qorbanjf/ | 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/
// Β© Qorbanjf
//@version=4
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© Qorbanjf
//@version=4
strategy("Qorban: DEMA/EMA & VOL Short ONLY", shorttitle="DEMA/EMA & VOL SHORT", overlay=true, initial_capital=10000, default_qty_value=10000)
// DEMA
length = input(10, minval=1, title="DEMA LENGTH")
src = input(close, title="Source")
e1 = ema(src, length)
e2 = ema(e1, length)
dema1 = 2 * e1 - e2
plot(dema1, "DEMA", color=color.yellow)
//EMA
len = input(25, minval=1, title="EMA Length")
srb = input(close, title="Source")
offset = input(title="Offset", type=input.integer, defval=0, minval=-500, maxval=500)
ema1 = ema(srb, len)
plot(ema1, title="EMA", color=color.blue, offset=offset)
// get ATR VALUE
atr = atr(14)
//ATRP (Average True Price in precentage)
// Inputs
atrTimeFrame = input("D", title="ATR Timeframe", type=input.resolution)
atrLookback = input(defval=14,title="ATR Lookback Period",type=input.integer)
useMA = input(title = "Show Moving Average?", type = input.bool, defval = true)
maType = input(defval="EMA", options=["EMA", "SMA"], title = "Moving Average Type")
maLength = input(defval = 20, title = "Moving Average Period", minval = 1)
slType = input(title="Stop Loss ATR / %", type=input.float, defval=5.0, step=0.1)
slMulti = input(title="SL Multiplier", type=input.float, defval=1.0, step=0.1)
minimumProfitPercent = input(title="Minimum profit %", type=input.float, defval=20.00)
// ATR Logic
// atrValue = atr(atrLookback)
// atrp = (atrValue/close)*100
// plot(atrp, color=color.white, linewidth=2, transp = 30)
atrValue = security(syminfo.tickerid, atrTimeFrame, atr(atrLookback))
atrp = (atrValue/close)*100
// Moving Average Logic
ma(maType, src, length) =>
maType == "EMA" ? ema(src, length) : sma(src, length) //Ternary Operator (if maType equals EMA, then do ema calc, else do sma calc)
maFilter = security(syminfo.tickerid, atrTimeFrame, ma(maType, atrp, maLength))
// Determine percentage of open profit
var entry = 0.0
distanceProfit = low - entry
distanceProfitPercent = distanceProfit / entry
//Determin if we have a long entry signal OR a sell position signal
profitSignal = minimumProfitPercent == 0.0 or distanceProfitPercent >= minimumProfitPercent
shortSignal = crossunder(dema1, ema1) and atrp > maFilter and strategy.position_size == 0 and not na(atr)
exitSignal = profitSignal and strategy.position_size !=0 and crossover(dema1, ema1)
// === INPUT BACKTEST RANGE ===
//FromMonth = input(defval = 1, title = "From Month", minval = 1, maxval = 12)
//FromDay = input(defval = 1, title = "From Day", minval = 1, maxval = 31)
//FromYear = input(defval = 2017, title = "From Year", minval = 2000)
//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 = 2017)
//Invert trade direction & flipping
//tradInvert = input(defval = false, title = "invert trade direction")
//MOM_MR = input(defval=1, title = "MOM = 1 / MR = -1", minval=-1, maxval=1)
//plots=input(false, title="Show plots?")
// Get stop loss (in pips AND percentage distance)
shortStop = highest(high, 4) - (atr * slMulti)
shortStopPercent = close - (close * slMulti)
// Save long stop & target prices (used for drawing data to the chart & deetermining profit)
var shortStopSaved = 0.0
var shortTargetSaved = 0.0
enterShort = false
if shortSignal
shortStopSaved := slType ? shortStop : shortStopPercent
enterShort:= true
entry := close
// long conditions
//enterLong = crossover(dema1, ema1) and atrp < maFilter
//exitSignal => crossunder(dema1, ema1)
//Enter trades when conditions are met
strategy.entry("short", strategy.short, when=enterShort, comment="SHORT")
//place exit orders (only executed after trades are active)
strategy.exit(id="Short exit",
from_entry="short",
limit=exitSignal ? close : na,
stop=shortStopSaved,
when=strategy.position_size > 0,
comment="end short")
//short strategy
//goShort() => crossunder(dema1, ema1) and atrp > maFilter
//KillShort() => crossover(dema1, ema1)
//strategy.entry("SHORT", strategy.short, when = goShort())
//strategy.close("COVER", when = KillShort())
|
4-Hour Stochastic EMA Trend | https://www.tradingview.com/script/dU7AQYp7/ | slymnturkoglu | https://www.tradingview.com/u/slymnturkoglu/ | 31 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© slymnturkoglu
//@version=4
strategy("Stochastic")
//study(title="Stochastic", shorttitle="Stoch", format=format.price, precision=2, resolution="")
period1 = 5
period2 = 15
period3 = 50
ma1 = ema(close, period1)
ma2 = ema(close, period2)
ma3 = ema(close, period3)
periodK=13
periodD=15
smoothK=5
k = sma(stoch(close, high, low, periodK), smoothK)
d = sma(k, periodD)
buyCondition = crossover(k, d) and crossover(ma1, ma3) and crossover(ma2, ma3)
sellCondition = crossunder(k, d) and crossunder(ma1, ma3) and crossunder(ma2, ma3)
strategy.entry("long", strategy.long, 1000, alert_message="LongAlert", when=buyCondition)
strategy.close("long", alert_message="CloseAlert", when=sellCondition)
//study("Stochastic EMA Trend", overlay=false)
plot(close)
plot(ma1, color=color.blue, linewidth=3, title="EMA period 5")
plot(ma2, color=color.green,linewidth=3, title="EMA period 15")
plot(ma3, color=color.yellow,linewidth=3, title="EMA period 50")
plot(d, color=color.red,linewidth=3, title="d")
plot(k, color=color.blue,linewidth=3, title="k")
|
Stable Coin - Arbitraje | https://www.tradingview.com/script/MGSpgtvW-Stable-Coin-Arbitraje/ | aguspina | https://www.tradingview.com/u/aguspina/ | 167 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© aguspina
//@version=4
strategy("Stable Coin - Arbitraje", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=100, initial_capital=100000, currency=currency.USD, commission_type=strategy.commission.percent, commission_value=0.001, calc_on_every_tick=true)
strategy.risk.allow_entry_in(strategy.direction.long)
///// Backtest Start Date /////
startDate = input(title="Start Date", type=input.integer, defval=1, minval=1, maxval=31)
startMonth = input(title="Start Month", type=input.integer, defval=1, minval=1, maxval=12)
startYear = input(title="Start Year", type=input.integer, defval=2021, minval=1800, maxval=2100)
lowPrice = input(title="Low Price", type=input.float, defval=0.9997)
highPrice = input(title="High Price", type=input.float, defval=1.0003)
afterStartDate = (time >= timestamp(syminfo.timezone, startYear, startMonth, startDate, 0, 0))
shouldOpenLong = close <= lowPrice
if (afterStartDate and shouldOpenLong)
strategy.entry(id="LONG", long=true, limit=lowPrice)
strategy.exit(id="LONG", limit=highPrice)
|
MACD Trendprediction Strategy V1 | https://www.tradingview.com/script/p6meJyu3/ | moritz1301 | https://www.tradingview.com/u/moritz1301/ | 245 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© moritz1301
//@version=4
strategy("MACD Trendprediction Strategy V1", shorttitle="MACD TPS", overlay=true)
sma = input(12,title='DEMA Courte')
lma = input(26,title='DEMA Longue')
tsp = input(9,title='Signal')
dolignes = input(true,title="Lignes")
MMEslowa = ema(close,lma)
MMEslowb = ema(MMEslowa,lma)
DEMAslow = ((2 * MMEslowa) - MMEslowb )
MMEfasta = ema(close,sma)
MMEfastb = ema(MMEfasta,sma)
DEMAfast = ((2 * MMEfasta) - MMEfastb)
LigneMACDZeroLag = (DEMAfast - DEMAslow)
MMEsignala = ema(LigneMACDZeroLag, tsp)
MMEsignalb = ema(MMEsignala, tsp)
Lignesignal = ((2 * MMEsignala) - MMEsignalb )
MACDZeroLag = (LigneMACDZeroLag - Lignesignal)
bgcolor(LigneMACDZeroLag<Lignesignal ? color.red : color.green)
if (LigneMACDZeroLag>Lignesignal)
strategy.entry("Buy", strategy.long, comment="BUY")
if (LigneMACDZeroLag<Lignesignal)
strategy.close("Buy", strategy.long, comment="SELL")
|
BTC_ISHIMOKU | https://www.tradingview.com/script/QeOSspqw-btc-ishimoku/ | IntelTrading | https://www.tradingview.com/u/IntelTrading/ | 104 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© Alferow
//@version=4
strategy("BTC_ISHIMOKU", overlay=true, initial_capital=1000, commission_value=0.25, default_qty_type=strategy.percent_of_equity, default_qty_value=100)
period_max = input(20, minval = 1)
period_med = input(10, minval = 1)
period_min = input(16, minval = 1)
Lmax = highest(high, period_max)
Smax = lowest(low, period_max)
Lmed = highest(high, period_med)
Smed = lowest(low, period_med)
Lmin = highest(high, period_min)
Smin = lowest(low, period_min)
HL1 = (Lmax + Smax + Lmed + Smed)/4
HL2 = (Lmed + Smed + Lmin + Smin)/4
p1 = plot(HL1, color = color.red, linewidth = 2)
p2 = plot(HL2, color = color.green, linewidth = 2)
fill(p1, p2, color = HL1 < HL2 ? color.green : color.red, transp = 90)
start = timestamp(input(2020, minval=1), 01, 01, 00, 00)
finish = timestamp(input(2025, minval=1),01, 01, 00, 00)
trig = time > start and time < finish ? true : false
strategy.entry("Long", true, when = crossover(HL2, HL1) and trig)
// strategy.entry("Short", false, when = crossunder(HL2, HL1) and trig)
strategy.close("Long", when = crossunder(HL2, HL1) and trig)
|
buy down and sell high trend 200 sma and ma cross | https://www.tradingview.com/script/P34cPRhX-buy-down-and-sell-high-trend-200-sma-and-ma-cross/ | willi130503 | https://www.tradingview.com/u/willi130503/ | 37 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© willi130503
//@version=4
strategy(title = "buy down and sell high trend 200 sma ma cross ")
conditionForBuy = open > high[1]
strategy.entry("long", true, 1, limit = low, when = conditionForBuy) // enter long using limit order at low price of current bar if conditionForBuy is true
strategy.cancel("long", when = not conditionForBuy) // cancel the entry order with name "long" if conditionForBuy is false
short = sma(close, 9)
long = sma(close, 21)
long200 = sma(close, 200)
plot(short, color = color.red)
plot(long, color = color.green)
plot(long200, color = color.white)
plot(cross(short, long) ? short : na, style = plot.style_cross, linewidth = 4)
|
Sentiment Oscillator | https://www.tradingview.com/script/ODMCwcDG-Sentiment-Oscillator/ | dannylimardi | https://www.tradingview.com/u/dannylimardi/ | 276 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© dannylimardi
//@version=4
strategy("Sentiment Oscillator with Backtest", "Sentiment Oscillator", overlay=false, initial_capital=100, default_qty_type=strategy.percent_of_equity, default_qty_value=100, commission_type=strategy.commission.percent, commission_value=0.08)
//Inputs
msLen = input(49, type=input.integer, title="Market Sentiment Lookback Length", group="Parameters")
emaLen1 = input(40, type=input.integer, title="Fast EMA Length", group="Parameters")
emaLen2 = input(204, type=input.integer, title="Slow EMA Length", group="Parameters")
signalLen = input(20, type=input.integer, title="Signal Length", group="Parameters")
showMs = input(false, type=input.bool, title="Show Market Sentiment Line?", group="Plots")
showHist = input(true, type=input.bool, title="Show Momentum Histogram?", group="Plots")
showMacd = input(true, type=input.bool, title="Show MACD Line?", group="Plots")
showSignal = input(true, type=input.bool, title="Show Signal Line?", group="Plots")
showDots = input(true, type=input.bool, title="Plot Dots when MACD and Signal Line cross?", group="Plots")
showCpv = input(false, type=input.bool, title="[Show Change/Volume of Each Bar?]", group="Plots")
showEma1 = input(false, type=input.bool, title="[Show Fast EMA?]", group="Plots")
showEma2 = input(false, type=input.bool, title="[Show Slow EMA?]", group="Plots")
longStrategy = input(true, type=input.bool, title="Backtest Long Strategy?", group="Long Strategy")
entryVar1 = input(title="Long Entry Variable 1",defval="Histogram", options=["Market Sentiment", "Fast EMA", "Slow EMA", "MACD", "Signal Line", "Histogram"], group="Long Strategy")
entryCond = input(title="Long Entry Condition", defval="Crossing Over", options=["Crossing Over", "Crossing Under"], group="Long Strategy")
entryVar2 = input(title="Long Entry Variable 2", defval="Zero Line", options=["Market Sentiment", "Fast EMA", "Slow EMA", "MACD", "Signal Line", "Histogram", "Zero Line"], group="Long Strategy")
exitVar1 = input(title="Long Exit Variable 1",defval="MACD", options=["Market Sentiment", "Fast EMA", "Slow EMA", "MACD", "Signal Line", "Histogram"], group="Long Strategy")
exitCond = input(title="Long Exit Condition", defval="Crossing Under", options=["Crossing Over", "Crossing Under"], group="Long Strategy")
exitVar2 = input(title="Long Exit Variable 2", defval="Zero Line", options=["Market Sentiment", "Fast EMA", "Slow EMA", "MACD", "Signal Line", "Histogram", "Zero Line"], group="Long Strategy")
useCPV = input(false, type=input.bool, title="Use Alternate Calculation Method?", group="Other Settings", tooltip="If checked, the Market Sentiment will be the EMA of Change Per Volume of each bar, instead of the default calculation method (Price Change EMA divided by Volume EMA). The alternate method may be slightly more responsive, but will result in bigger fluctuations when there is a huge change in volume. If this method is checked, I recommend changing the Long Exit Strategy to 'Signal Line Crossing Under Zero'.")
mcTheme = input(false, type=input.bool, title="Use Alternate Color Scheme?", group="Other Settings", tooltip="If checked, the MACD, Signal, and Histogram will all be plotted as areas and histograms")
//Calculations
priceChange = close - close[1]
changePerVolume = (priceChange/volume) * 10000000 // (The 1000000 doesn't have any significance, it's just to avoid color-change errors when the values are too small.)
priceChangeEma = ema(priceChange, msLen)
volumeEma = ema(volume, msLen)
marketSentiment = useCPV ? ema(changePerVolume, msLen) : priceChangeEma/volumeEma * 1000000000
msEma1 = ema(marketSentiment, emaLen1)
msEma2 = ema(marketSentiment, emaLen2)
macd = msEma1-msEma2
signal = ema(macd, signalLen)
hist = macd-signal
//Strategy Function and String Definitions
var entryVar1_ = 0.0
var entryVar2_ = 0.0
var exitVar1_ = 0.0
var exitVar2_ = 0.0
if entryVar1 == "Market Sentiment"
entryVar1_ := marketSentiment
else if entryVar1 == "Fast EMA"
entryVar1_ := msEma1
else if entryVar1 =="Slow EMA"
entryVar1_ := msEma2
else if entryVar1 == "MACD"
entryVar1_ := macd
else if entryVar1 == "Signal Line"
entryVar1_ := signal
else if entryVar1 == "Histogram"
entryVar1_ := hist
if entryVar2 == "Market Sentiment"
entryVar2_ := marketSentiment
else if entryVar2 == "Fast EMA"
entryVar2_ := msEma1
else if entryVar2 =="Slow EMA"
entryVar2_ := msEma2
else if entryVar2 == "MACD"
entryVar2_ := macd
else if entryVar2 == "Signal Line"
entryVar2_ := signal
else if entryVar2 == "Histogram"
entryVar2_ := hist
else if entryVar2 == "Zero Line"
entryVar2_ := 0
if exitVar1 == "Market Sentiment"
exitVar1_ := marketSentiment
else if exitVar1 == "Fast EMA"
exitVar1_ := msEma1
else if exitVar1 =="Slow EMA"
exitVar1_ := msEma2
else if exitVar1 == "MACD"
exitVar1_ := macd
else if exitVar1 == "Signal Line"
exitVar1_ := signal
else if exitVar1 == "Histogram"
exitVar1_ := hist
if exitVar2 == "Market Sentiment"
exitVar2_ := marketSentiment
else if exitVar2 == "Fast EMA"
exitVar2_ := msEma1
else if exitVar2 =="Slow EMA"
exitVar2_ := msEma2
else if exitVar2 == "MACD"
exitVar2_ := macd
else if exitVar2 == "Signal Line"
exitVar2_ := signal
else if exitVar2 == "Histogram"
exitVar2_ := hist
else if exitVar2 == "Zero Line"
exitVar2_ := 0
entryCond_(entryVar1_, entryVar2_) =>
if entryCond == "Crossing Over"
crossover(entryVar1_, entryVar2_)
else if entryCond == "Crossing Under"
crossunder(entryVar1_, entryVar2_)
exitCond_(exitVar1_, exitVar2_) =>
if exitCond == "Crossing Over"
crossover(exitVar1_, exitVar2_)
if exitCond == "Crossing Under"
crossunder(exitVar1_, exitVar2_)
longEntry = entryCond_(entryVar1_, entryVar2_)
longExit = exitCond_(exitVar1_, exitVar2_)
up = crossover(macd, signal)
down = crossunder(macd, signal)
greenDot = up ? valuewhen(up, signal, 0) : na
redDot = down ? valuewhen(down, signal, 0) : na
//Plot colors
col_grow_above = #26A69A
col_grow_below = #FFCDD2
col_fall_above = #B2DFDB
col_fall_below = #EF5350
col_macd = #0094ff
col_signal = #ff6a00
//Drawings
plot(showMacd ? macd : na, title="MACD", color=mcTheme ? #6f62e3 : col_macd, transp=mcTheme ? 15 : 0,
style=mcTheme ? plot.style_histogram : plot.style_line)
plot(showSignal ? signal : na, title="Signal", color=mcTheme ? (signal > 0 ? color.blue : color.orange) : col_signal, transp=mcTheme ? 85 : 0,
style=mcTheme ? plot.style_area : plot.style_line)
plot(showHist ? hist : na, title="Histogram", style=mcTheme ? plot.style_columns : plot.style_area,
color=mcTheme ? (hist > 0 ? color.teal : color.red) : (hist>=0 ? (hist[1] < hist ? col_grow_above : col_fall_above) : (hist[1] < hist ? col_grow_below : col_fall_below)),
transp=mcTheme ? 15 : 20)
plot(showDots ? greenDot : na, color=color.lime, style=plot.style_circles, linewidth=5, transp=40)
plot(showDots ? redDot : na, color=color.red, style=plot.style_circles, linewidth=5, transp=40)
plot(0, color=color.white, transp=80)
plot(showEma1 ? msEma1 : na, color=color.aqua)
plot(showEma2 ? msEma2 : na, color=color.yellow)
plot(showMs ? marketSentiment : na, color=color.lime)
plot(showCpv ? changePerVolume : na, color=changePerVolume > changePerVolume[1] ? color.teal : color.red)
// if longEntry and valuewhen(longEntry, bar_index, 1) < valuewhen(longExit, bar_index, 0)
// label.new(bar_index, signal, "BUY", yloc=yloc.price, style=label.style_none, color=color.green, textcolor=color.blue)
// if longExit and valuewhen(longExit, bar_index, 1) < valuewhen(longEntry, bar_index, 0)
// label.new(bar_index, signal, "SELL", yloc=yloc.price, style=label.style_none, color=color.red, textcolor=color.red)
//Strategy
if longStrategy
strategy.entry("Buy", strategy.long, when=longEntry)
strategy.close("Buy", when=longExit)
|
Simple way to BEAT the market [STRATEGY] | https://www.tradingview.com/script/vrFq8cGn-Simple-way-to-BEAT-the-market-STRATEGY/ | TraderHalai | https://www.tradingview.com/u/TraderHalai/ | 445 | 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/
//
// @author Sunil Halai
//
// This script has been created to demonstrate the effectiveness of using market regime filters in your trading strategy, and how they can improve your returns and lower your drawdowns
//
// This strategy adds a simple filter (The historical volatility filter, which can be found on my trading profile) to a traditional buy and hold strategy of the index SPY. There are other filters
// that could also be added included a long term moving average / percentile rank filter / ADX filter etc, to improve the returns further.
//
// Feel free to use some of the market filters in my trading profile to improve and refine your strategies further, or make a copy and play around with the code yourself. This is just
// a simple example for demo purposes.
//
//@version=4
strategy(title = "Simple way to beat the market [STRATEGY]", shorttitle = "Beat The Market [STRATEGY]", overlay=true, initial_capital=100000, default_qty_type=strategy.percent_of_equity, currency="USD", default_qty_value=100)
upperExtreme = input(title = "Upper percentile filter (Do not trade above this number)", type = input.integer, defval = 95)
lookbackPeriod = input(title = "Lookback period", type = input.integer, defval = 100)
annual = 365
per = timeframe.isintraday or timeframe.isdaily and timeframe.multiplier == 1 ? 1 : 7
hv = lookbackPeriod * stdev(log(close / close[1]), 10) * sqrt(annual / per)
filtered = hv >= percentile_nearest_rank(hv, 100, upperExtreme)
if(not(filtered))
strategy.entry("LONG", strategy.long)
else
strategy.close("LONG") |
5-10-20 Cross | https://www.tradingview.com/script/2kbxQKu3-5-10-20-Cross/ | aadilpatel07 | https://www.tradingview.com/u/aadilpatel07/ | 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/
// Β© aadilpatel07
//@version=4
strategy("5-10-20 Cross", overlay=true)
src = close,
len1 = input(5, minval=1, title="EMA 1")
len2 = input(10, minval=1, title="EMA 2")
len3 = input(20, minval=1, title="EMA 3")
mult = input(type=input.float, defval=2)
len = input(type=input.integer, defval=14)
[superTrend, dir] = supertrend(mult, len)
ema1 = ema(src, len1)
ema2 = ema(src, len2)
ema3 = ema(src, len3)
//EMA Color
col1 = color.lime
col2 = color.blue
col3 = color.red
//EMA Plots
plot(series=ema1,color=col1, title="EMA1")
plot(series=ema2,color=col2, title="EMA2")
plot(series=ema3,color=col3, title="EMA3")
//plot SuperTrend
colResistance = dir == 1 and dir == dir[1] ? color.new(color.red, 100) : color.new(color.green, 100)
colSupport = dir == -1 and dir == dir[1] ? color.new(color.green, 0) : color.new(color.green, 10)
plot(superTrend, color = colResistance, linewidth=1)
plot(superTrend, color = colSupport, linewidth=1)
//longCondition = crossover(ema1, ema2) and crossover(ema1,ema3) and crossover(ema2,ema3)
longCondition = ema1 > ema2 and ema1 > ema3 and ema2 > ema3 and ema2 < ema1 and dir == -1
if (longCondition)
strategy.entry("My Long Entry Id", strategy.long)
//shortCondition = crossover(ema2, ema1) and crossover(ema3,ema1) and crossover(ema3,ema2)
shortCondition = ema1 < ema2 and ema1 < ema3 and ema2 < ema3 and ema2 > ema1 and dir == 1
if (shortCondition)
strategy.entry("My Short Entry Id", strategy.short) |
PSAR w/ Extras | https://www.tradingview.com/script/6L628c5A-PSAR-w-Extras/ | qweporiuqwer | https://www.tradingview.com/u/qweporiuqwer/ | 123 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© qweporiuqwer
//@version=4
strategy("PSAR w/ Extras", overlay=true,
default_qty_type=strategy.percent_of_equity, default_qty_value=100,
initial_capital=1000,
commission_type=strategy.commission.percent, commission_value=0.25)
psar = sar(0.02, 0.02, 0.2) // these are default values
var startTime = input(title="Start Date", type=input.time, defval=timestamp("01 Jan 2018 00:00"))
psarLong = crossunder(psar, close)
psarShort = crossover(psar, close)
buyCondition = psarLong
sellCondition = psarShort
trailingStopArm = 5
trailingStopCatch = 1
if time > startTime
strategy.entry("Long", true, when=buyCondition)
strategy.exit("exit", "Long",
trail_points = close * (trailingStopArm * 0.01) / syminfo.mintick,
trail_offset = close * (trailingStopCatch * 0.01) / syminfo.mintick)
plot(psar, style=plot.style_circles, linewidth=2)
plot(ema(close, 50), color = color.red) |
Wave Trend w/ VWMA overlay | https://www.tradingview.com/script/Tts2YhVP-Wave-Trend-w-VWMA-overlay/ | jadamcraig | https://www.tradingview.com/u/jadamcraig/ | 333 | 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/
//
// Created by jadamcraig
//
// This strategy benefits from extracts taken from the following
// studies/authors. Thank you for developing and sharing your ideas in an open
// way!
// * Wave Trend Strategy by thomas.gigure
// * cRSI + Waves Strategy with VWMA overlay by Dr_Roboto
//
//@version=4
//==============================================================================
//==============================================================================
overlay = true // plots VWMA (need to close and re-add)
//overlay = false // plots Wave Trend (need to close and re-add)
strategy("Wave Trend w/ VWMA overlay", overlay=overlay)
baseQty = input(defval=1, title="Base Quantity", type=input.float, minval=1)
useSessions = input(defval=true, title="Limit Signals to Trading Sessions?")
sess1_startHour = input(defval=8, title="Session 1: Start Hour",
type=input.integer, minval=0, maxval=23)
sess1_startMinute = input(defval=25, title="Session 1: Start Minute",
type=input.integer, minval=0, maxval=59)
sess1_stopHour = input(defval=10, title="Session 1: Stop Hour",
type=input.integer, minval=0, maxval=23)
sess1_stopMinute = input(defval=25, title="Session 1: Stop Minute",
type=input.integer, minval=0, maxval=59)
sess2_startHour = input(defval=12, title="Session 2: Start Hour",
type=input.integer, minval=0, maxval=23)
sess2_startMinute = input(defval=55, title="Session 2: Start Minute",
type=input.integer, minval=0, maxval=59)
sess2_stopHour = input(defval=14, title="Session 2: Stop Hour",
type=input.integer, minval=0, maxval=23)
sess2_stopMinute = input(defval=55, title="Session 2: Stop Minute",
type=input.integer, minval=0, maxval=59)
sess1_closeAll = input(defval=false, title="Close All at End of Session 1")
sess2_closeAll = input(defval=true, title="Close All at End of Session 2")
//==============================================================================
//==============================================================================
// Volume Weighted Moving Average (VWMA)
//==============================================================================
//==============================================================================
plotVWMA = overlay
// check if volume is available for this equity
useVolume = input(
title="VWMA: Use Volume (uncheck if equity does not have volume)",
defval=true)
vwmaLen = input(defval=21, title="VWMA: Length", type=input.integer, minval=1,
maxval=200)
vwma = vwma(close, vwmaLen)
vwma_high = vwma(high, vwmaLen)
vwma_low = vwma(low, vwmaLen)
if not(useVolume)
vwma := wma(close, vwmaLen)
vwma_high := wma(high, vwmaLen)
vwma_low := wma(low, vwmaLen)
// +1 when above, -1 when below, 0 when inside
vwmaSignal(priceOpen, priceClose, vwmaHigh, vwmaLow) =>
sig = 0
color = color.gray
if priceClose > vwmaHigh
sig := 1
color := color.green
else if priceClose < vwmaLow
sig := -1
color := color.red
else
sig := 0
color := color.gray
[sig,color]
[vwma_sig, vwma_color] = vwmaSignal(open, close, vwma_high, vwma_low)
priceAboveVWMA = vwma_sig == 1 ? true : false
priceBelowVWMA = vwma_sig == -1 ? true : false
// plot(priceAboveVWMA?2.0:0,color=color.blue)
// plot(priceBelowVWMA?2.0:0,color=color.maroon)
//bandTrans = input(defval=70, title="VWMA Band Transparancy (100 invisible)",
// type=input.integer, minval=0, maxval=100)
//fillTrans = input(defval=70, title="VWMA Fill Transparancy (100 invisible)",
// type=input.integer, minval=0, maxval=100)
bandTrans = 60
fillTrans = 60
// ***** Plot VWMA *****
highband = plot(plotVWMA?fixnan(vwma_high):na, title='VWMA High band',
color = vwma_color, linewidth=1, transp=bandTrans)
lowband = plot(plotVWMA?fixnan(vwma_low):na, title='VWMA Low band',
color = vwma_color, linewidth=1, transp=bandTrans)
fill(lowband, highband, title='VWMA Band fill', color=vwma_color,
transp=fillTrans)
plot(plotVWMA?vwma:na, title='VWMA', color = vwma_color, linewidth=3,
transp=bandTrans)
//==============================================================================
//==============================================================================
// Wave Trend
//==============================================================================
//==============================================================================
plotWaveTrend = not(overlay)
n1 = input(10, "Wave Trend: Channel Length")
n2 = input(21, "Wave Trend: Average Length")
obLevel1 = input(60, "Wave Trend: Over Bought Level 1")
obLevel2 = input(53, "Wave Trend: Over Bought Level 2")
osLevel1 = input(-60, "Wave Trend: Over Sold Level 1")
osLevel2 = input(-53, "Wave Trend: Over Sold Level 2")
ap = hlc3
esa = ema(ap, n1)
d = ema(abs(ap - esa), n1)
ci = (ap - esa) / (0.015 * d)
tci = ema(ci, n2)
wt1 = tci
wt2 = sma(wt1,4)
plot(plotWaveTrend?0:na, color=color.gray)
plot(plotWaveTrend?obLevel1:na, color=color.red)
plot(plotWaveTrend?osLevel1:na, color=color.green)
plot(plotWaveTrend?obLevel2:na, color=color.red, style=3)
plot(plotWaveTrend?osLevel2:na, color=color.green, style=3)
plot(plotWaveTrend?wt1:na, color=color.green)
plot(plotWaveTrend?wt2:na, color=color.red, style=3)
plot(plotWaveTrend?wt1-wt2:na, color=color.blue, transp=80)
//==============================================================================
//==============================================================================
// Order Management
//==============================================================================
//==============================================================================
// Define Long and Short Conditions
longCondition = crossover(wt1, wt2)
shortCondition = crossunder(wt1, wt2)
// Define Quantities
orderQty = baseQty * 2
if (longCondition)
if (vwma_sig == 1)
if ( strategy.position_size >= (baseQty * 4 * -1) and
strategy.position_size < 0 )
orderQty := baseQty * 4 + abs(strategy.position_size)
else
orderQty := baseQty * 4
else if (vwma_sig == 0)
if ( strategy.position_size >= (baseQty * 2 * -1) and
strategy.position_size < 0 )
orderQty := baseQty * 2 + abs(strategy.position_size)
else
orderQty := baseQty * 2
else if (vwma_sig == -1)
if ( strategy.position_size >= (baseQty * 1 * -1) and
strategy.position_size < 0 )
orderQty := baseQty * 1 + abs(strategy.position_size)
else
orderQty := baseQty * 1
else if (shortCondition)
if (vwma_sig == -1)
if ( strategy.position_size <= (baseQty * 4) and
strategy.position_size > 0 )
orderQty := baseQty * 4 + strategy.position_size
else
orderQty := baseQty * 4
else if (vwma_sig == 0)
if ( strategy.position_size <= (baseQty * 2) and
strategy.position_size > 2 )
orderQty := baseQty * 2 + strategy.position_size
else
orderQty := baseQty * 2
else if (vwma_sig == 1)
if ( strategy.position_size <= (baseQty * 1) and
strategy.position_size > 0 )
orderQty := baseQty * 1 + strategy.position_size
else
orderQty := baseQty * 1
// Determine if new trades are permitted
newTrades = false
if (useSessions)
if ( hour == sess1_startHour and minute >= sess1_startMinute )
newTrades := true
else if ( hour > sess1_startHour and hour < sess1_stopHour )
newTrades := true
else if ( hour == sess1_stopHour and minute < sess1_stopMinute )
newTrades := true
else if ( hour == sess2_startHour and minute >= sess2_startMinute )
newTrades := true
else if ( hour > sess2_startHour and hour < sess2_stopHour )
newTrades := true
else if ( hour == sess2_stopHour and minute < sess2_stopMinute )
newTrades := true
else
newTrades := false
else
newTrades := true
// Long Signals
if ( longCondition and newTrades )
strategy.order("Buy", strategy.long, orderQty)
// Short Signals
if ( shortCondition and newTrades )
strategy.order("Sell", strategy.short, orderQty)
// Close open position at end of Session 1, if enabled
if (sess1_closeAll and hour == sess1_stopHour and minute >= sess1_stopMinute )
strategy.close_all()
// Close open position at end of Session 2, if enabled
if (sess2_closeAll and hour == sess2_stopHour and minute >= sess2_stopMinute )
strategy.close_all()
|
Stoch-RSI 4h/1h/15min | https://www.tradingview.com/script/s6my45QC-Stoch-RSI-4h-1h-15min/ | MoonFlag | https://www.tradingview.com/u/MoonFlag/ | 376 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© MoonFlag
//@version=4
strategy(title="(Stoch/RSI/RVSI/MACD/TimeframeConfluence)", overlay=true, precision=2, initial_capital=100, commission_type=strategy.commission.percent, commission_value=0.07, default_qty_type = strategy.percent_of_equity, default_qty_value=100, pyramiding=1, calc_on_order_fills=false, calc_on_every_tick = false)
Pair = input(title="Trading Pair (For reference only)", type=input.string, defval="DOGE")
Wunderbit = input(title="Use strategy comments below (paste below for webhooks bots)", defval=false)
Enter_Long = input(title="Enter Long ", type=input.string, defval="")
Exit_Long = input(title="Exit Long ", type=input.string, defval="")
Enter_Short = input(title="Enter Short ", type=input.string, defval="")
Exit_Short = input(title="Exit Short ", type=input.string, defval="")
Longs = input(title='Include Long Trades', defval = true)
Shorts = input(title='Include Short Trades', defval = true)
useMACDRVSI = input(title="Use MACD/RVSI", defval=true)
MACDonBuySell = true//input(title="MACDonBuySell", defval=true)
resolution = input(title="MACD/RVSI Confluence Resolution", type=input.resolution, defval="15")
avl = 5
l1 = 10
maFast =3
maSlow =10
nv = cum((change(close)) * volume)
av = ema(nv, avl)
RVSI = rsi(av, l1)
xSlow = ema(RVSI, maSlow)
xFast = ema(RVSI, maFast)
xSlowR=security(syminfo.tickerid, resolution, xSlow)
xFastR=security(syminfo.tickerid, resolution, xFast)
histRVSI_R = xFastR - xSlowR
src = close
signal_length = 9
sma_source = false
sma_signal = false
fast_ma = sma_source ? sma(src, maFast) : ema(src, maFast)
slow_ma = sma_source ? sma(src, maSlow) : ema(src, maSlow)
macd = fast_ma - slow_ma
macd_R = security(syminfo.tickerid, resolution, macd)
signal = sma_signal ? sma(macd, signal_length) : ema(macd, signal_length)
signal_R = security(syminfo.tickerid, resolution, signal)
histMACD_R = macd_R - signal_R
var maxMACD =0.
var maxRVSI =0.
var minMACD =0.
var minRVSI =0.
if (maxRVSI < histRVSI_R)
maxRVSI := histRVSI_R
if (minRVSI > histRVSI_R)
minRVSI := histRVSI_R
if (maxMACD < histMACD_R)
maxMACD := histMACD_R
if (minMACD > histMACD_R)
minMACD := histMACD_R
if maxRVSI < -1*minRVSI
maxRVSI := -1*minRVSI
if maxMACD < -1*minMACD
maxMACD := -1*minMACD
bothSameSign = false
if ((histRVSI_R * histMACD_R) > 0)
bothSameSign := true
bothSignalsCombined = bothSameSign?(((histRVSI_R/maxRVSI)+(histMACD_R/maxMACD))/2):na
var maxBoth =0.
var minBoth =0.
if (maxBoth < bothSignalsCombined)
maxBoth := bothSignalsCombined
if (minBoth > bothSignalsCombined)
minBoth := bothSignalsCombined
if maxBoth < -1*minBoth
maxBoth := -1*minBoth
buyBackground = color.green
regular = #0000FF
sellBackground = color.red
color notrading = na
sessioncolor = regular
buyRVSIMACD = false
sellRVSIMACD = false
if (bothSignalsCombined > 0)
sessioncolor := buyBackground
buyRVSIMACD := true//useMACDRVSI
if (bothSignalsCombined < 0)
sessioncolor := sellBackground
sellRVSIMACD := true//useMACDRVSI
bgcolor(bothSignalsCombined != 0? sessioncolor:na, title="MACD/RVSI Confluence", transp=85)
RSIclause = input(title="RSI clause", defval=true)//, inline="RSI2", group="RSI2")
timeframeRSI = input(title="Timeframe RSI", type=input.resolution, defval="5" )
rsi_Longs__Crossover = 31//input(title="RSI Longs Crossover %", type=input.float, defval=31, maxval=100, minval=1, step=1) // how much (percentage) can price fall before exiting the trade
rsi_Shorts_Crossunder = 69//input(title="RSI Shorts Crossunder %", type=input.float, defval=69, maxval=100, minval=1, step=1) // how much (percentage) can price fall before exiting the trade
useRSI2 = true
RSItimeframe2chart = false
RSIlength2 = 14//input(title="Length RSI", defval=14)//, inline="RSI2", group="RSI2")
RSIsrc2 = close
RSIsmaLength2 = 3//input(title="RSI SMA Length", defval=3)//, inline="RSI2 sma", group="RSI2")
RSIup2 = rma(max(change(RSIsrc2), 0), RSIlength2)
RSIdown2 = rma(-min(change(RSIsrc2), 0), RSIlength2)
RSI2 = RSIdown2 == 0 ? 100 : RSIup2 == 0 ? 0 : 100 - (100 / (1 + RSIup2 / RSIdown2))
RSIplot2 = security(syminfo.tickerid, timeframeRSI, RSI2[barstate.isrealtime ? 1 : 0], gaps = barmerge.gaps_off, lookahead = barmerge.lookahead_off)[barstate.isrealtime ? 0 : 1]
RSIsma2 = sma(RSIplot2, RSIsmaLength2)
var RSIprevious =0.
if RSIprevious == 0.
RSIprevious:=-1
if crossunder (RSIsma2, rsi_Shorts_Crossunder)
RSIprevious:= -1
if crossover (RSIsma2, rsi_Longs__Crossover)
RSIprevious:= 1
var RSIonUpwards = false
var RSIonDownwards = false
RSIonUpwards := false
RSIonDownwards := false
if RSIclause and RSIprevious == 1
RSIonUpwards := true
if RSIclause and RSIprevious == -1
RSIonDownwards := true
if not RSIclause
RSIonUpwards := true
RSIonDownwards := true
lookback1 = 4//input(title="lookback 1", type=input.integer, defval=4)
lookback2 = 8//input(title="lookback 2", type=input.integer, defval=8)
BuyComment_Long = Pair + " Long"
BuyComment_Short = Pair + " Short"
SellCommentTP_Long = "Take Profit"
SellCommentTP_Short = "Take Profit"
SellCommentTrend_Long = "Trend Shift"
SellCommentTrend_Short = "Trend Shift"
SellCommentTrailStopLoss_Long = "Trail StopLoss"
SellCommentTrailStopLoss_Short = "Trail StopLoss"
SellCommentRisingStopLoss_Long = "Ramp StopLoss"
SellCommentRisingStopLoss_Short = "Ramp StopLoss"
if Wunderbit
BuyComment_Long := Enter_Long
SellCommentTP_Long := Exit_Long
BuyComment_Short := Enter_Short
SellCommentTP_Short := Exit_Short
SellCommentTrend_Long := SellCommentTP_Long
SellCommentTrailStopLoss_Long := SellCommentTP_Long
SellCommentRisingStopLoss_Long := SellCommentTP_Long
SellCommentTrend_Short := SellCommentTP_Short
SellCommentTrailStopLoss_Short := SellCommentTP_Short
SellCommentRisingStopLoss_Short := SellCommentTP_Short
timeframe1 = timeframe.period//input(title="Fast Stoch Timeframe ", type=input.resolution, defval="15" )
timeframe2 = input(group="Stochastic",title="Slow Stoch Timeframe (should be approx 4X present timeframe", type=input.resolution, defval="60" )
// get input
i_length = input(group="Stochastic", title="Stochastic Length", minval=1, defval=18)
i_k = input(group="Stochastic", title="Stochastic %K", minval=1, defval=2)
i_d = input(group="Stochastic", title="Stochastic %D", minval=1, defval=10)
i_sellThreshold_Longs = input(group="Stochastic Buy/Sell", title="LONGS: Stoch Sell/Close Threshold", type=input.float, defval=85.0, maxval=100, minval=0.0, step=5)
i_buyThreshold_Longs = input(group="Stochastic Buy/Sell", title="LONGS: Stoch Buy/Open Threshold", type=input.float, defval=40.0, maxval=100, minval=0.0, step=5)
i_sellThreshold_Shorts = input(group="Stochastic Buy/Sell", title="SHORTS: Stoch Sell/Close Threshold", type=input.float, defval=30.0, maxval=100, minval=0.0, step=5)
i_buyThreshold_Shorts = input(group="Stochastic Buy/Sell", title="SHORTS: Stoch Buy/Open Threshold", type=input.float, defval=50.0, maxval=100, minval=0.0, step=5)
stopLossLine = input(group="Trade Settings",title='Ramp Stop Loss Line % per candle', step=0.01,defval = 0.15 )/100
long_sl_inp = input(group="Trade Settings",title='Ramp Stop Loss Start %' , step=0.1 ,defval = 3.5 )/100
long_stop_level =0.0
long_stop_level :=long_stop_level[1]
stopLineLongLevel = 0.
stopLineLongLevel :=stopLineLongLevel[1]
i_trailStopPercent = input(group="Trade Settings", title="Trailing Stop Percent", type=input.float, defval=3, maxval=100, minval=0.1, step=0.5)/100
i_takeProfit = input(group="Trade Settings", title="Take Profit", type=input.float, defval=2.5, maxval=100, minval=0.1, step=0.5)/100
sto = stoch(close, high, low, i_length)
K = sma(sto, i_k)
D = sma(K, i_d)
stoch_A = security(syminfo.tickerid, timeframe1, D)
stoch_B = security(syminfo.tickerid, timeframe2, D)
stoch_A_upTrend = stoch_A > stoch_A[1]
stoch_A_downTrend = stoch_A < stoch_A[1]
stoch_B_upTrend = (stoch_B[lookback1] >= stoch_B[lookback2])
stoch_B_downTrend = (stoch_B[lookback1] <= stoch_B[lookback2])
var recentHigh = 0.0
var entryPrice = 0.0
var trailStop = 0.0
if Longs and barstate.isconfirmed
if strategy.position_size == 0
if (stoch_A < i_buyThreshold_Longs) and stoch_A_upTrend and stoch_B_upTrend
if RSIonUpwards
if useMACDRVSI==false or (MACDonBuySell?buyRVSIMACD:(not sellRVSIMACD))
entryPrice := close
recentHigh := close
trailStop := (close * (1-i_trailStopPercent))
long_stop_level := entryPrice * (1 - long_sl_inp)
stopLineLongLevel :=long_stop_level
strategy.entry(id="Long", long=strategy.long, comment=BuyComment_Long)
if strategy.position_size > 0
if close > recentHigh
recentHigh := close
trailStop := (recentHigh * (1-i_trailStopPercent))
strategy.exit(id="Long", stop=trailStop, comment=SellCommentTrailStopLoss_Long) //if (D[1] >= 80) and (D < 80) // strategy.close(id="Long", comment=SellCommentTrend)
if crossunder(stoch_A, i_sellThreshold_Longs) // and barstate.isconfirmed and strategy.position_size > 0
strategy.close(id="Long", comment=SellCommentTrend_Long)
if close > (entryPrice * (1+i_takeProfit)) //and barstate.isconfirmed and strategy.position_size > 0
strategy.close(id="Long", comment=SellCommentTP_Long)
//if strategy.position_size > 0
stopLineLongLevel := stopLineLongLevel* (1+ stopLossLine)
if close < stopLineLongLevel //and barstate.isconfirmed and strategy.position_size > 0
strategy.close(id="Long", comment=SellCommentRisingStopLoss_Long )
//else
if Shorts and barstate.isconfirmed
if strategy.position_size == 0
if (stoch_A > i_buyThreshold_Shorts) and stoch_A_downTrend and stoch_B_downTrend
if RSIonDownwards
if useMACDRVSI==false or (MACDonBuySell?sellRVSIMACD:(not buyRVSIMACD))
entryPrice := close
recentHigh := close
trailStop := (close * (1+i_trailStopPercent))
long_stop_level := entryPrice * (1 + long_sl_inp)
stopLineLongLevel :=long_stop_level
strategy.entry(id="Short", long=strategy.short, comment=BuyComment_Short)
if strategy.position_size < 0
if close < recentHigh
recentHigh := close
trailStop := (recentHigh * (1+i_trailStopPercent))
strategy.exit(id="Short", stop=trailStop, comment=SellCommentTrailStopLoss_Short)
if crossover(stoch_A, (i_sellThreshold_Shorts))
strategy.close(id="Short", comment=SellCommentTrend_Short)
if close < (entryPrice * (1-i_takeProfit))
strategy.close(id="Short", comment=SellCommentTP_Short)
stopLineLongLevel := stopLineLongLevel* (1 - stopLossLine)
if close > stopLineLongLevel
strategy.close(id="Short", comment=SellCommentRisingStopLoss_Short )
plot(strategy.position_size != 0 ? stopLineLongLevel : na, style=plot.style_linebr, color=color.red, linewidth=1, title="Ramp StopLoss")
//plot(K, title="%K", color=color.blue, linewidth=1)
//plot(stoch_A, title="Stoch A", color=color.orange, linewidth=1)
//plot(stoch_B, title="Stoch B", color= stoch_B_upTrend ? color.green : color.red, style=plot.style_stepline)
//upperBand = hline(i_sellThreshold, title="Upper Limit", linestyle=hline.style_dashed)
//middleBand = hline(50, title="Midline", linestyle=hline.style_dotted)
//lowerBand = hline(i_buyThreshold, title="Lower Limit", linestyle=hline.style_dashed)
//fill(lowerBand, upperBand, color=color.purple, transp=75)
//bgC = color.black
//if strategy.position_size != 0
// bgC := color.green
//bgcolor(bgC)
|
cRSI + Waves Strategy with VWMA overlay + sessions and order qty | https://www.tradingview.com/script/qqq7zKvk-cRSI-Waves-Strategy-with-VWMA-overlay-sessions-and-order-qty/ | jadamcraig | https://www.tradingview.com/u/jadamcraig/ | 159 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© Dr_Roboto; forked May 7, 2021 by jadamcraig
//
//@version=4
//
// This indicator uses the cyclic smoothed Relative Strength Index (cRSI) instead of the traditional Relative Strength Index (RSI). See below for more info on the benefits to the cRSI.
//
// [b]My key contributions[/b]
// 1) A Weighted Moving Average (WMA) to track the general trend of the cRSI signal. This is very helpful in determining when the equity switches from bullish to bearish, which can be used to determine buy/sell points.
// This is then is used to color the region between the upper and lower cRSI bands (green above, red below).
// 2) An attempt to detect the motive (impulse) and corrective and waves. Corrective waves are indicated A, B, C, D, E, F, G. F and G waves are not technically Elliot Waves, but the way I detect waves it is really hard
// to always get it right. Once and a while you could actually see G and F a second time. Motive waves are identified as s (strong) and w (weak). Strong waves have a peak above the cRSI upper band and weak waves have a peak below the upper band.
// 3) My own divergence indicator for bull, hidden bull, bear, and hidden bear. I was not able to replicate the TradingView style of drawing a line from peak to peak, but for this indicator I think in the end it makes the chart cleaner.
// 4) I have also added "alert conditions" for most of the key events. Select the equity you want (such as: SPX) and the desired timeframe (such as: D).
// Go to the TradingView "Alerts" tab (click the alarm clock icon) --> Create Alert (alarm clock with a +) --> Change the first condition drop down to "Cyclic Smoothed RSI with Motive-Corrective Wave Indicator" --> in the
// drop down below that select the alert that you want (such as: Bull - cRSI Above WMA). You will want to give the alert a good name that includes the ticker name and time frame, for example "SPX 1D: Bull - cRSI above WMA"
//
// There is a latency issue with an indicator like this that is based on moving averages. That means they tend to trigger right after key events. Perfect timing is not possible strictly with these indicators, but they do work
// very well "on average." However, my implementation has minimal latency as peaks (tops/bottoms) only require one bar to detect.
//
// As a bit of an Easter Egg, this code can be tweaked and run as a strategy to get buy/sell signals. I use this code for both my indicator and for trading strategy. Just copy and past it into a new strategy script and just
// change it from study to something like.
// strategy("cRSI + Waves Strategy with VWMA overlay", overlay=overlay)
// The buy/sell code is at the end and just needs to be uncommented. I make no promises or guarantees about how good it is as a strategy, but it gives you some code and ideas to work with.
//
// [b]Tuning[/b]
// 1) Volume Weighted Moving Average (VWMA): This is a βhidden strategyβ feature implemented that will display the high-low bands of the VWMA on the price chart if run the code using βoverlay = trueβ.
// - [Use Volume for VWMA] If the equity does not have volume, then the VWMA will not show up. Uncheck this box and it will use the regular WMA (no volume).
// - [VWMA Length] defines how far back the WMA averages price.
//
// 2) cRSI (Black line in the indicator)
// - [CRSI Dominate Cycle Length] Increase to length that amount of time a band (upper/lower) stays high/low after a peak. Reduce the value to shorten the time. Just increment it up/down to see the effect.
// - [CRSI Moving Average Length] defines how far back the SMA averages the cRSI. This affects the purple line in the indicator.
// - [CRSI Top/Bottom Detector Lookback] defines how many bars back the peak detector looks to determine if a peak has occurred. For example, a top is detected like this: current-bar down relative to the 1-bar-back,
// 1-bar-back up relative to 2-bars-back (look back = 1), c) 2-bars-back up relative to 3-bars-back (lookback = 2), and d) 3-bars-back up relative to 4-bars-back (lookback = 3). I hope that makes sense. There are
// only 2 options for this setting: 2 or 3 bars. 2 bars will be able to detect small peaks but create more βfalseβ peaks that may not be meaningful. 3 bars will be more robust but can miss short duration peaks.
//
// 3) Waves
// - The check boxes are self explanatory for which labels they turn on and off on the plot.
//
// 4) Divergence Indicators
// - The check boxes are self explanatory for which labels they turn on and off on the plot.
//
// [b]Hints[/b]
// - The most common parameter to change is the [CRSI Top/Bottom Detector Lookback]. Different stocks will have different levels of strength in their peaks. A setting of 2 may generate too many corrective waves.
// - Different times scales will give you different wave counts. This is to be expected. A conunter impulse wave inside a corrective wave may actually go above the cRSI WMA on a smaller time frame. You may need to increase it one or two levels to see large waves.
// - Just because you see divergence (bear or hidden bear) does not mean a price is going to go down. Often price continues to rise through bears, so take note and that is normal. Bulls are usually pretty good indicators especially if you see them on C,E,G waves.
//
//
// ---------------------------------------
// cyclic smoothed RSI (cRSI) indicator
// ---------------------------------------
// The βcoreβ code for the cyclic smoothed RSI (cRSI) indicator was written by Lars von Theinen and is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/. Copyright (C) 2017 CC BY,
// whentotrade / Lars von Thienen. For more details on the cRSI Indicator: https://www.tradingview.com/script/TmqiR1jp-RSI-cyclic-smoothed-v2/
//
// The cyclic smoothed RSI indicator is an enhancement of the classic RSI, adding
// 1) additional smoothing according to the market vibration,
// 2) adaptive upper and lower bands according to the cyclic memory and
// 3) using the current dominant cycle length as input for the indicator.
// It is much more responsive to market moves than the basic RSI. The indicator uses the dominant cycle as input to optimize signal, smoothing, and cyclic memory. To get more in-depth information on the cyclic-smoothed
// RSI indicator, please read Decoding The Hidden Market Rhythm - Part 1: Dynamic Cycles (2017), Chapter 4: "Fine-tuning technical indicators." You need to derive the dominant cycle as input parameter for the cycle length as described in chapter 4.
//=================================================================================================================================
//=================================================================================================================================
overlay = true // plots VWMA (need to close and re-added)
// overlay = false // plots cRSI (need to close and re-added)
strategy("cRSI + Waves Strategy with VWMA overlay + sessions and order qty", overlay=overlay)
//=================================================================================================================================
//=================================================================================================================================
// Disables cRSI and VWMA plotting so debug data can be plotted
// DEBUG = true
DEBUG = false
maxOrderSize = input(defval=4, title="Max Order Size", type=input.integer,
minval=2)
useSessions = input(defval=true, title="Limit Signals to Trading Sessions?")
sess1_startHour = input(defval=3, title="Session 1: Start Hour",
type=input.integer, minval=0, maxval=23)
sess1_startMinute = input(defval=57, title="Session 1: Start Minute",
type=input.integer, minval=0, maxval=59)
sess1_stopHour = input(defval=10, title="Session 1: Stop Hour",
type=input.integer, minval=0, maxval=23)
sess1_stopMinute = input(defval=30, title="Session 1: Stop Minute",
type=input.integer, minval=0, maxval=59)
sess2_startHour = input(defval=12, title="Session 2: Start Hour",
type=input.integer, minval=0, maxval=23)
sess2_startMinute = input(defval=57, title="Session 2: Start Minute",
type=input.integer, minval=0, maxval=59)
sess2_stopHour = input(defval=14, title="Session 2: Stop Hour",
type=input.integer, minval=0, maxval=23)
sess2_stopMinute = input(defval=57, title="Session 2: Stop Minute",
type=input.integer, minval=0, maxval=59)
sess1_closeAll = input(defval=false, title="Close All at End of Session 1")
sess2_closeAll = input(defval=true, title="Close All at End of Session 2")
//=================================================================================================================================
//=================================================================================================================================
// Helper Functions
//=================================================================================================================================
//=================================================================================================================================
// function to convert bool to int
b2i(bval) =>
ival = bval ? 1 : 0
// function to look for a price in the lookback that is recently above the current price
recentAbove(in, thresh, lookback) =>
found = false
for i=0 to lookback
if in[i] >= thresh
found := true
break
if found
res = true
else
res = false
// is value rising or falling based on history
isRisingFalling(in, lookback) =>
cntThresh = round(lookback*0.6) // majority = greater than 50%
cntUp = 0
cntDown = 0
rising = false
falling = false
// count up the times it is above or below the current value
for i=1 to lookback
if in[0] > in[i]
cntUp := cntUp + 1
else if in[0] < in[i]
cntDown := cntDown + 1
// rising
if cntUp > cntThresh
rising := true
else
rising := false
// falling
if cntDown > cntThresh
falling := true
else
falling := false
// flat
flat = not(rising) and not(falling)
// if flat, then select preivous value for rising and falling
if flat
rising := rising[1]
falling := falling[1]
// return tuple
[rising,falling,flat]
// Do the last several prices form a top
isTop(price, lookback) =>
if lookback == 3
// 3 prices back -> 3rd check helps ensure there was a down trend, but can miss some small reversals
// up->up->down
if (price[2] > price[3]) and (price[1] > price[2]) and (price[0] < price[1])
top = true
else
top = false
else
// 2 places back
// up->down
if (price[1] > price[2]) and (price[0] < price[1])
top = true
else
top = false
// Do the last several prices form a bottom
isBottom(price, lookback) =>
if lookback == 3
// 3 prices back -> 3rd check helps ensure there was a down trend, but can miss some small reversals
// down->down->up
if (price[2] < price[3]) and (price[1] < price[2]) and (price[0] > price[1])
bottom = true
else
bottom = false
else
// 2 prices back
// down->up
if (price[1] < price[2]) and (price[0] > price[1])
bottom = true
else
bottom = false
// function to filter multiple signals in a row
filterSignal(signalFlag, lookback) =>
signalFlagFilt = signalFlag
for i = 1 to lookback
signalFlagFilt := signalFlagFilt[0] == true and signalFlagFilt[i] == true ? false : signalFlagFilt
//=================================================================================================================================
//=================================================================================================================================
// Price Movement
//=================================================================================================================================
//=================================================================================================================================
priceRising = close[0] >= close[1] and close[1] >= close[2]
priceFalling = close[0] <= close[1] and close[1] <= close[2]
// plot(priceRising?1.0:0,color=color.green)
// plot(priceFalling?1.0:0,color=color.red)
//=================================================================================================================================
//=================================================================================================================================
// Volume Weighted Moving Average (VWMA)
//=================================================================================================================================
//=================================================================================================================================
plotVWMA = overlay and not(DEBUG)
// check if volume is available for this equity
useVolume = input(title="Use Volume for VWMA (uncheck if equity does not have volume)", defval=true)
vwmaLen = input(defval=21, title="VWMA Length", type=input.integer, minval=1, maxval=200)
vwma = vwma(close, vwmaLen)
vwma_high = vwma(high, vwmaLen)
vwma_low = vwma(low, vwmaLen)
if not(useVolume)
vwma := wma(close, vwmaLen)
vwma_high := wma(high, vwmaLen)
vwma_low := wma(low, vwmaLen)
// +1 when above, -1 when below, 0 when inside
vwmaSignal(priceOpen, priceClose, vwmaHigh, vwmaLow) =>
sig = 0
color = color.gray
if priceClose > vwmaHigh
sig := 1
color := color.green
else if priceClose < vwmaLow
sig := -1
color := color.red
else
sig := 0
color := color.gray
[sig,color]
[vwma_sig, vwma_color] = vwmaSignal(open, close, vwma_high, vwma_low)
priceAboveVWMA = vwma_sig == 1 ? true : false
priceBelowVWMA = vwma_sig == -1 ? true : false
// plot(priceAboveVWMA?2.0:0,color=color.blue)
// plot(priceBelowVWMA?2.0:0,color=color.maroon)
// bandTrans = input(defval=70, title="VWMA Band Transparancy (100 invisible)", type=input.integer, minval=0, maxval=100)
// fillTrans = input(defval=70, title="VWMA Fill Transparancy (100 invisible)", type=input.integer, minval=0, maxval=100)
bandTrans = 70
fillTrans = 70
// ***** Plot VWMA *****
highband = plot(plotVWMA?fixnan(vwma_high):na, title='VWMA High band', color = vwma_color, linewidth=1, transp=bandTrans)
lowband = plot(plotVWMA?fixnan(vwma_low):na, title='VWMA Low band', color = vwma_color, linewidth=1, transp=bandTrans)
fill(lowband, highband, title='VWMA Band fill', color=vwma_color, transp=fillTrans)
plot(plotVWMA?vwma:na, title='VWMA', color = vwma_color, linewidth=3, transp=bandTrans)
//=================================================================================================================================
//=================================================================================================================================
// Moving Average Convergence Divergence (MACD)
//=================================================================================================================================
//=================================================================================================================================
[macdLine, signalLine, histLine] = macd(close, 12, 26, 9)
// Is the histogram rising or falling
histLineRising = histLine[0] >= histLine[1] and histLine[1] >= histLine[2]
histLineFalling = histLine[0] <= histLine[1] and histLine[1] <= histLine[2]
// Did the histogram cross over zero
histLineCrossNeg2Pos = histLine[0] >= 0.0 and histLine[1] < 0.0
histLineCrossPos2Neg = histLine[0] <= 0.0 and histLine[1] > 0.0
// plot(histLineRising?1.0:0,color=color.green)
// plot(histLineFalling?1.0:0,color=color.red)
// plot(histLineCrossNeg2Pos?1.0:0,color=color.green)
// plot(histLineCrossPos2Neg?1.0:0,color=color.red)
//=================================================================================================================================
//=================================================================================================================================
// Cyclic Smoothed Relative Strength Index (cRSI)
//=================================================================================================================================
//=================================================================================================================================
plotCRSI = not(overlay) and not(DEBUG)
//src = input(title="cRSI Source", defval=close)
src = close
domcycle = input(10, minval=5, title="cRSI Dominant Cycle Length (persist after high/low)") //12
crsi = 0.0
cyclelen = domcycle / 2
vibration = 10
leveling = 10.0
cyclicmemory = domcycle * 2
//set min/max ranges?
torque = 2.0 / (vibration + 1)
phasingLag = (vibration - 1) / 2.0
up = rma(max(change(src), 0), cyclelen)
down = rma(-min(change(src), 0), cyclelen)
rsi = down == 0 ? 100 : up == 0 ? 0 : 100 - 100 / (1 + up / down)
crsi := torque * (2 * rsi - rsi[phasingLag]) + (1 - torque) * nz(crsi[1])
// there is a bug that can cause the lower bound to be bigger than the upper bound with a value of 999999.0
// lmax = -999999.0
// lmin = 999999.0
lmax = 0.0 // don't konw why, but this fixes the bug
lmin = 0.0
for i = 0 to cyclicmemory - 1 by 1
if nz(crsi[i], -999999.0) > lmax
lmax := nz(crsi[i])
lmax
else
if nz(crsi[i], 999999.0) < lmin
lmin := nz(crsi[i])
lmin
mstep = (lmax - lmin) / 100
aperc = leveling / 100
crsiLowband = 0.0
for steps = 0 to 100 by 1
testvalue = lmin + mstep * steps
above = 0
below = 0
for m = 0 to cyclicmemory - 1 by 1
below := below + iff(crsi[m] < testvalue, 1, 0)
below
ratio = below / cyclicmemory
if ratio >= aperc
crsiLowband := testvalue
break
else
continue
crsiHighband = 0.0
for steps = 0 to 100 by 1
testvalue = lmax - mstep * steps
above = 0
for m = 0 to cyclicmemory - 1 by 1
above := above + iff(crsi[m] >= testvalue, 1, 0)
above
ratio = above / cyclicmemory
if ratio >= aperc
crsiHighband := testvalue
break
else
continue
//=================================================================================================================================
//=================================================================================================================================
// cRSI moving average
//=================================================================================================================================
//=================================================================================================================================
crsiMaLen = input(title="cRSI Moving Average Length", defval=50, minval=0, step=5, type=input.integer)
// crsiSMA = sma(crsi,crsiMaLen)
// crsiEMA = ema(crsi,crsiMaLen)
crsiWMA = wma(crsi,crsiMaLen)
// plot(crsiSMA, "CRSI SMA", color.red, linewidth=2)
// plot(crsiEMA, "CRSI EMA", color.green, linewidth=2)
// plot(crsiWMA, "CRSI WMA", color.fuchsia, linewidth=2)
//=================================================================================================================================
//=================================================================================================================================
// cRSI Feature Analysis
//=================================================================================================================================
//=================================================================================================================================
// Crossing of upper band
crsiAboveHighband = crsi >= crsiHighband
crsiBelowHighband = not(crsiAboveHighband)
crsiCrossAboveHighband = crsiAboveHighband[0] and crsiBelowHighband[1] ? true : false
crsiCrossBelowHighband = crsiBelowHighband[0] and crsiAboveHighband[1] ? true : false
// plot(crsiAboveHighband?2.0:0,color=color.black)
// plot(crsiBelowHighband?2.25:0,color=color.red)
// plot(crsiCrossAboveHighband?2.5:0,color=color.green)
// plot(crsiCrossBelowHighband?2.75:0,color=color.blue)
//-----------------------------------------------------------------------------
// Crossing of lower band
crsiAboveLowband = crsi >= crsiLowband
crsiBelowLowband = not(crsiAboveLowband)
crsiCrossAboveLowband = crsiAboveLowband[0] and crsiBelowLowband[1] ? true : false
crsiCrossBelowLowband = crsiBelowLowband[0] and crsiAboveLowband[1] ? true : false
// plot(crsiAboveLowband?1.0:0,color=color.black)
// plot(crsiBelowLowband?1.25:0,color=color.red)
// plot(crsiCrossAboveLowband?1.5:0,color=color.green)
// plot(crsiCrossBelowLowband?1.75:0,color=color.blue)
//-----------------------------------------------------------------------------
// Crossing of WMA
crsiAboveWMA = crsi >= crsiWMA
crsiBelowWMA = not(crsiAboveWMA)
crsiCrossAboveWMA = crsiAboveWMA[0] and crsiBelowWMA[1] ? true : false
crsiCrossBelowWMA = crsiBelowWMA[0] and crsiAboveWMA[1] ? true : false
// plot(crsiAboveWMA?1.0:0,color=color.black)
// plot(crsiBelowWMA?1.25:0,color=color.red)
// plot(crsiCrossAboveWMA?1.5:0,color=color.blue)
// plot(crsiCrossBelowWMA?1.75:0,color=color.maroon)
//-----------------------------------------------------------------------------
// Crossing of 50 level
crsiAbove50 = crsi >= 50
crsiBelow50 = not(crsiAbove50)
crsiCrossAbove50 = crsiAbove50[0] and crsiBelow50[1] ? true : false
crsiCrossBelow50 = crsiBelow50[0] and crsiAbove50[1] ? true : false
//-----------------------------------------------------------------------------
// CRSI falling or rising
crsiRising = crsi[0] >= crsi[1]
crsiFalling = crsi[0] < crsi[1]
// plot(crsiRising?3.0:0,color=color.green)
// plot(crsiFalling?3.0:0,color=color.red)
//-----------------------------------------------------------------------------
// Compare cRSI to crsiWMA to determine if equity is bullish (motive) or bearish (corrective)
bull = crsiAboveWMA
bear = not(bull)
bullBearColor = bull ? color.green : color.red
bullStart = bull[0] and bear[1] ? true : false
bearStart = bear[0] and bull[1] ? true : false
alertcondition(bullStart, title='Bull - cRSI above WMA', message='Bull - cRSI above WMA')
alertcondition(bearStart, title='Bear - cRSI below WMA', message='Bear - cRSI below WMA')
//=================================================================================================================================
//=================================================================================================================================
// Plot cRSI colored by Bull or Bear
//=================================================================================================================================
//=================================================================================================================================
// Basic RSI
hline(plotCRSI?50:na, title="Middle Line", linestyle=hline.style_dashed, linewidth=2)
h2 = hline(plotCRSI?70:na, title="Overbought", linestyle=hline.style_dashed, linewidth=2)
h1 = hline(plotCRSI?30:na, title="Oversold", linestyle=hline.style_dashed, linewidth=2)
fill(h1, h2, color=color.silver, transp=80)
// cRSI
crsiLB2 = plot(plotCRSI?crsiLowband:na, "cRSI LowBand", bullBearColor)
crsiHB2 = plot(plotCRSI?crsiHighband:na, "cRSI HighBand", bullBearColor)
fill(crsiLB2, crsiHB2, bullBearColor, transp=75)
plot(plotCRSI?crsiWMA:na, "CRSI WMA", color.fuchsia, linewidth=2)
plot(plotCRSI?crsi:na, "CRSI", color.black, linewidth=4)
//=================================================================================================================================
//=================================================================================================================================
// Moitve (impulse) and Corrective Waves
//=================================================================================================================================
//=================================================================================================================================
// THIS IS A MAJOR ASSUMPTION TO THIS APPROACH!!!
motiveWave = bull
correctiveWave = bear
// TOP AND BOTTOM ARE DETECTED ONE BAR LATE!!!
topBottomLookback = input(title="cRSI Top/Bottom Detector Lookback (3 is more robust but misses smaller)", defval=2, minval=2, maxval=3, step=1, type=input.integer)
crsiTop = isTop(crsi, topBottomLookback)
crsiBottom = isBottom(crsi,topBottomLookback)
// Top above high band
crsiTopAboveHighband = crsiTop and crsiAboveHighband[1]
waveStrongImpulse = crsiTopAboveHighband
// Top that does not break high band but is above WMA
crsiTopBelowHighband = (crsiTop and crsiBelowHighband[1]) and (crsi > crsiWMA)
waveWeakImpulse = crsiTopBelowHighband
//-----------------------------------------------------------------------------
// Determine the ABC, ABCDE, ABCDEFG sequence
// Note that ABCDEFG is not a true Elliott corrective wave sequence, but for this approach is shows up once in a blue moon
possibleWaveA = crsiBottom and crsiBelowLowband[1]
possibleWaveB = (crsiTop and crsiBelowWMA[1]) or (crsiTop and crsiBelow50[1]) // Also catch the tops that are above wma but stay under RSI 50 (rare)
possibleWaveC = possibleWaveA or (crsiBottom and crsiBelowWMA[1]) // sometimes wave C is above the lower band but below the WMA
// Wave AB
findWaveAB(possibleWaveA, possibleWaveB, correctiveWave) =>
isWaveAB = false
foundMatch = false
// start with Wave B
if possibleWaveB
// search backwards and look for wave A
for i=1 to 50
// Equity must be in correction else invalidated
if correctiveWave[i]
if possibleWaveA[i]
foundMatch := true
break
//else
// keep looping
else
// motive wave invalidates search
foundMatch := false
break
// Did we match an A and B wave?
if foundMatch
isWaveAB := true
else
isWaveAB := false
else
isWaveAB := false
waveAB = findWaveAB(possibleWaveA, possibleWaveB, correctiveWave)
// Wave ABC
findWaveABC(possibleWaveC, waveAB, correctiveWave) =>
isWaveABC = false
foundMatch = false
if possibleWaveC
// search backwards and look for wave AB
for i=1 to 50
// Equity must be in correction else invalidated
if correctiveWave[i]
if waveAB[i]
foundMatch := true
break
//else
// keep looping
else
// motive wave invalidates search
foundMatch := false
break
// Did we match a waveAB with C?
if foundMatch
isWaveABC := true
else
isWaveABC := false
else
isWaveABC := false
waveABC = findWaveABC(possibleWaveC, waveAB, correctiveWave)
// Wave ABCD
findWaveABCD(possibleWaveB, waveABC, correctiveWave) =>
isWaveABCD = false
foundMatch = false
if possibleWaveB
// search backwards and look for wave ABC
for i=1 to 50
// Equity must be in correction else invalidated
if correctiveWave[i]
if waveABC[i]
foundMatch := true
break
//else
// keep looping
else
// motive wave invalidates search
foundMatch := false
break
// Did we match a waveABC with D?
if foundMatch
isWaveABCD := true
else
isWaveABCD := false
else
isWaveABCD := false
waveABCD = findWaveABCD(possibleWaveB, waveABC, correctiveWave)
// Wave ABCDE
findWaveABCDE(possibleWaveC, waveABCD, correctiveWave) =>
isWaveABCDE = false
foundMatch = false
if possibleWaveC
// search backwards and look for another wave ABC in this correction
for i=1 to 50
// Equity must be in correction else invalidated
if correctiveWave[i]
if waveABCD[i]
foundMatch := true
break
//else
// keep looping
else
// motive wave invalidates search
foundMatch := false
break
// Did we match a waveABC with another waveABC?
if foundMatch
isWaveABCDE := true
else
isWaveABCDE := false
else
isWaveABCDE := false
waveABCDE = findWaveABCDE(possibleWaveC, waveABCD, correctiveWave)
// Wave ABCDEF
findWaveABCDEF(possibleWaveB, waveABCDE, correctiveWave) =>
isWaveABCDEF = false
foundMatch = false
if possibleWaveB
// search backwards and look for another wave ABC in this correction
for i=1 to 50
// Equity must be in correction else invalidated
if correctiveWave[i]
if waveABCDE[i]
foundMatch := true
break
//else
// keep looping
else
// motive wave invalidates search
foundMatch := false
break
// Did we match a waveABC with another waveABC?
if foundMatch
isWaveABCDEF := true
else
isWaveABCDEF := false
else
isWaveABCDEF := false
waveABCDEF = findWaveABCDEF(possibleWaveB, waveABCDE, correctiveWave)
// Wave ABCDEFG
findWaveABCDEFG(possibleWaveC, waveABCDEF, correctiveWave) =>
isWaveABCDEFG = false
foundMatch = false
if possibleWaveC
// search backwards and look for another wave ABC in this correction
for i=1 to 50
// Equity must be in correction else invalidated
if correctiveWave[i]
if waveABCDEF[i]
foundMatch := true
break
//else
// keep looping
else
// motive wave invalidates search
foundMatch := false
break
// Did we match a waveABC with another waveABC?
if foundMatch
isWaveABCDEFG := true
else
isWaveABCDEFG := false
else
isWaveABCDEFG := false
waveABCDEFG = findWaveABCDEFG(possibleWaveC, waveABCDEF, correctiveWave)
// Determine individual corrective waves
waveA = possibleWaveA and not(waveABC) and not(waveABCDE)
waveB = waveAB and not(waveABCD)
waveC = waveABC
waveD = waveABCD
waveE = waveABCDE
waveF = waveABCDEF
waveG = waveABCDEFG
//-----------------------------------------------------------------------------
// Plot key cRSI points
// plot(crsiCrossBelowHighband?crsi:na, title='cRSI cross below high band', color=color.red, linewidth=7, style=plot.style_circles)
// plot(crsiCrossAboveLowband?crsi:na, title='cRSI cross above low band', color=color.green, linewidth=7, style=plot.style_circles)
// plot(crsiCrossBelowWMA?crsi:na, title='cRSI cross below WMA', color=color.red, linewidth=5, style=plot.style_cross)
// plot(crsiCrossAboveWMA?crsi:na, title='cRSI cross above WMA', color=color.green, linewidth=5, style=plot.style_cross)
// plot(crsiCrossAbove50?crsi:na, title='cRSI cross above 50', color=color.black, linewidth=7, style=plot.style_circles)
// plot(crsiCrossBelow50?crsi:na, title='cRSI cross below 50', color=color.black, linewidth=7, style=plot.style_circles)
// plot(crsiTop?crsi[1]:na, title='cRSI Top', color=color.blue, linewidth=4, style=plot.style_cross, offset=-1)
// plot(crsiBottom?crsi[1]:na, title='cRSI Top', color=color.purple, linewidth=4, style=plot.style_cross, offset=-1)
//--------------------
// Impulse waves
plotStrong = input(title="Plot Strong Impulse Waves (above upper band)", defval=true) and plotCRSI
plotWeak = input(title="Plot Weak Impulse Waves (below upper band)", defval=true) and plotCRSI
impWaveSz = size.tiny
plotshape(plotStrong and waveStrongImpulse?crsi[1]:na, text="s", title='Strong Impulse', style=shape.labeldown, location=location.absolute, color=color.navy, transp=0, offset=-1, textcolor=color.white, size=impWaveSz)
plotshape(plotWeak and waveWeakImpulse?crsi[1]:na, text="w", title='Weak Impulse', style=shape.labeldown, location=location.absolute, color=color.purple, transp=0, offset=-1, textcolor=color.white, size=impWaveSz)
//---------------------
// Corrective waves
// plot(possibleWaveC?crsi[1]:na, title='Possible Wave C', color=color.green, linewidth=6, style=plot.style_circles, offset=-1)
// plot(possibleWaveB?crsi[1]:na, title='Possible Wave B', color=color.blue, linewidth=6, style=plot.style_circles, offset=-1)
// plot(possibleWaveA?crsi[1]:na, title='Possible Wave A', color=color.purple, linewidth=6, style=plot.style_circles, offset=-1)
// plot(waveAB?crsi[1]:na, title='Wave AB', color=color.black, linewidth=5, style=plot.style_cross, offset=-1)
// plot(waveABC?crsi[1]:na, title='Wave ABC', color=color.black, linewidth=7, style=plot.style_cross, offset=-1)
// plot(waveABCDE?crsi[1]:na, title='Wave ABCDE', color=color.black, linewidth=9, style=plot.style_cross, offset=-1)
// plotshape(waveAB?crsi[1]:na, title='Wave AB', style=shape.triangledown, location=location.absolute, color=color.orange, transp=0, offset=-1, text="AB", textcolor=color.orange, size=size.small)
// plotshape(waveABC?crsi[1]:na, title='Wave ABC', style=shape.triangleup, location=location.absolute, color=color.blue, transp=0, offset=-1, text="ABC", textcolor=color.blue, size=size.small)
// plotshape(waveABCD?crsi[1]:na, title='Wave ABCD', style=shape.triangledown, location=location.absolute, color=color.red, transp=0, offset=-1, text="ABCD", textcolor=color.red, size=size.small)
// plotshape(waveABCDE?crsi[1]:na, title='Wave ABCDE', style=shape.triangleup, location=location.absolute, color=color.green, transp=0, offset=-1, text="ABCDE", textcolor=color.green, size=size.small)
plotWaves = input(title="Plot Corrective Waves (ABC,ABCDE)", defval=true) and plotCRSI
corWaveSz = size.small
plotshape(plotWaves and waveA?crsi[1]:na, text="A", title='Wave A', style=shape.labelup, location=location.absolute, color=color.blue, transp=0, offset=-1, textcolor=color.white, size=corWaveSz)
plotshape(plotWaves and waveB?crsi[1]:na, text="B", title='Wave B', style=shape.labeldown, location=location.absolute, color=color.red, transp=0, offset=-1, textcolor=color.white, size=corWaveSz)
plotshape(plotWaves and waveC?crsi[1]:na, text="C", title='Wave C', style=shape.labelup, location=location.absolute, color=color.green, transp=0, offset=-1, textcolor=color.white, size=corWaveSz)
plotshape(plotWaves and waveD?crsi[1]:na, text="D", title='Wave D', style=shape.labeldown, location=location.absolute, color=color.maroon, transp=0, offset=-1, textcolor=color.white, size=corWaveSz)
plotshape(plotWaves and waveE?crsi[1]:na, text="E", title='Wave E', style=shape.labelup, location=location.absolute, color=color.lime, transp=0, offset=-1, textcolor=color.white, size=corWaveSz)
plotshape(plotWaves and waveF?crsi[1]:na, text="F", title='Wave F', style=shape.labeldown, location=location.absolute, color=color.fuchsia, transp=0, offset=-1, textcolor=color.white, size=corWaveSz)
plotshape(plotWaves and waveG?crsi[1]:na, text="G", title='Wave G', style=shape.labelup, location=location.absolute, color=color.aqua, transp=0, offset=-1, textcolor=color.white, size=corWaveSz)
//---------------------
// PRICE CHANGE BETWEEN IMPULSE AND WAVE A
//=================================================================================================================================
//=================================================================================================================================
// Divergence Indicator Using cRSI
//=================================================================================================================================
//=================================================================================================================================
plotBull = input(title="Plot Bullish (cRSI Higher-Low : Price Lower-Low)", defval=true) and plotCRSI
plotHiddenBull = input(title="Plot Hidden Bullish (cRSI Lower-Low : Price Higher-Low)", defval=true) and plotCRSI
plotBear = input(title="Plot Bearish (cRSI Lower-High : Price Higher-High", defval=true) and plotCRSI
plotHiddenBear = input(title="Plot Hidden Bearish (cRSI Higher-High : Price Lower-High)", defval=true) and plotCRSI
//------------------------------------------------------------------------------
crsiHighs = waveStrongImpulse or waveWeakImpulse
crsiLows = possibleWaveA or possibleWaveC
//------------------------------------------------------------------------------
// Regular Bullish --> cRSI makes a Higher-Low, but price makes a Lower-Low
// Hidden Bullish --> cRSI makes a Lower-Low, but price makes a Higher-Low
bullish(crsiLows, crsi, price) =>
foundLow = false
crsiHigherLow = false
priceHigher = false
regularBullish = false
hiddenBullish = false
if crsiLows[0] == true
for i=1 to 50
if crsiLows[i] == true
foundLow := true
// crsi higher or lower?
if crsi[0] > crsi[i]
crsiHigherLow := true
else
crsiHigherLow := false
// price higher or lower
if price[0] > price[i]
priceHigher := true
else
priceHigher := false
// found low, stop looking
break
else
continue
if foundLow
// Regular Bullish --> cRSI makes a Higher-Low, but price makes a Lower-Low
if (crsiHigherLow==true) and (priceHigher==false)
regularBullish := true
hiddenBullish := false
// Hidden Bullish --> cRSI makes a Lower-Low, but price makes a Higher-Low
else if (crsiHigherLow==false) and (priceHigher==true)
regularBullish := false
hiddenBullish := true
else
regularBullish := false
hiddenBullish := false
else
regularBullish := false
hiddenBullish := false
else
// this is not a low
regularBullish := false
hiddenBullish := false
// return tuple
[regularBullish,hiddenBullish]
[regularBullish,hiddenBullish] = bullish(crsiLows, crsi, close)
plotshape(plotBull and regularBullish?crsi[1]-12:na, text="Bull", title='Bull', style=shape.labelup, location=location.absolute, color=color.green, transp=0, offset=-1, textcolor=color.white, size=corWaveSz)
plotshape(plotHiddenBull and hiddenBullish?crsi[1]-12:na, text="H Bull", title='Hidden Bull', style=shape.labelup, location=location.absolute, color=color.green, transp=20, offset=-1, textcolor=color.white, size=corWaveSz)
//------------------------------------------------------------------------------
// Regular Bearish --> cRSI makes a Lower-High, but price makes a Higher-High
// Hidden Bearish --> cRSI makes a Higher-High, but price makes a Lower-High
bearish(crsiHighs, crsi, price) =>
foundHigh = false
crsiHigherHigh = false
priceHigher = false
regularBearish = false
hiddenBearish = false
if crsiHighs[0] == true
for i=1 to 50
if crsiHighs[i] == true
foundHigh := true
// crsi higher or lower?
if crsi[0] > crsi[i]
crsiHigherHigh := true
else
crsiHigherHigh := false
// price higher or lower
if price[0] > price[i]
priceHigher := true
else
priceHigher := false
// found high, stop looking
break
else
continue
if foundHigh
// Regular Bearish --> cRSI makes a Lower-High, but price makes a Higher-High
if (crsiHigherHigh==false) and (priceHigher==true)
regularBearish := true
hiddenBearish := false
// Hidden Bearish --> cRSI makes a Higher-High, but price makes a Lower-High
else if (crsiHigherHigh==true) and (priceHigher==false)
regularBearish := false
hiddenBearish := true
else
regularBearish := false
hiddenBearish := false
else
regularBearish := false
hiddenBearish := false
else
// this is not a low
regularBearish := false
hiddenBearish := false
// return tuple
[regularBearish,hiddenBearish]
[regularBearish,hiddenBearish] = bearish(crsiHighs, crsi, close)
plotshape(plotBear and regularBearish?crsi[1]+10:na, text="Bear", title='Bear', style=shape.labeldown, location=location.absolute, color=color.red, transp=0, offset=-1, textcolor=color.white, size=corWaveSz)
plotshape(plotHiddenBear and hiddenBearish?crsi[1]+10:na, text="H Bear", title='Hidden Bear', style=shape.labeldown, location=location.absolute, color=color.red, transp=20, offset=-1, textcolor=color.white, size=corWaveSz)
//==================================================================================================================================================================================================================================================================
//==================================================================================================================================================================================================================================================================
//==================================================================================================================================================================================================================================================================
// Buy/Sell Strategy
//==================================================================================================================================================================================================================================================================
//==================================================================================================================================================================================================================================================================
//==================================================================================================================================================================================================================================================================
// Remove duplicate buy/sells if one was already executed recently
filterLookback = 5
// normalize a value in a range between min and max
normalize(val, valMin, valMax) =>
valNorm = val
valNorm := valNorm < valMin ? valMin : valNorm
valNorm := valNorm > valMax ? valMax : valNorm
valNorm := (valNorm-valMin) / (valMax-valMin)
recentWave(wave, lookback) =>
ret = false
found = false
for i=0 to lookback
if wave[i] == true
found := true
break
if found
ret := true
else
ret := false
//-----------------------------------------------------------------------------
// Levels for upper band - High
crsiHighband_extremeHighLevel = 90
crsiHighband_highLevel = 70
crsiHighband_highWeight = normalize(crsiHighband, crsiHighband_highLevel, crsiHighband_extremeHighLevel)
// Levels for upper band - Low
crsiHighband_extremeLowLevel = 45
crsiHighband_lowLevel = 55
crsiHighband_lowWeight = 1.0 - normalize(crsiHighband, crsiHighband_extremeLowLevel, crsiHighband_lowLevel)
// plot(crsiHighband_highWeight,color=color.blue)
// plot(crsiHighband_lowWeight,color=color.red)
//-----------------------------------------------------------------------------
// // Levels for lower band - High
crsiLowband_extremeHighLevel = 80
crsiLowband_highLevel = 60
crsiLowband_higheight = normalize(crsiLowband, crsiLowband_highLevel, crsiLowband_extremeHighLevel)
// Levels for lower band - Low
crsiLowband_extremeLowLevel = 20
crsiLowband_lowLevel = 45
crsiLowband_lowWeight = 1.0 - normalize(crsiLowband, crsiLowband_extremeLowLevel, crsiLowband_lowLevel)
// plot(crsiLowband_highWeight,color=color.blue)
// plot(crsiLowband_lowWeight,color=color.red)
//--------------------------------------------------------------------------------------------
// DETERMINE IF NEW TRADES ARE PERMITTED
//--------------------------------------------------------------------------------------------
newTrades = false
if (useSessions)
if ( hour == sess1_startHour and minute >= sess1_startMinute )
newTrades := true
else if ( hour > sess1_startHour and hour < sess1_stopHour )
newTrades := true
else if ( hour == sess1_stopHour and minute < sess1_stopMinute )
newTrades := true
else if ( hour == sess2_startHour and minute >= sess2_startMinute )
newTrades := true
else if ( hour > sess2_startHour and hour < sess2_stopHour )
newTrades := true
else if ( hour == sess2_stopHour and minute < sess2_stopMinute )
newTrades := true
else
newTrades := false
else
newTrades := true
//--------------------------------------------------------------------------------------------
// SELL
//--------------------------------------------------------------------------------------------
maxSellOrderSize = maxOrderSize
crsiHighband_above_crsiHighband_highLevel = crsiHighband > crsiHighband_highLevel ? true : false
Sell1 = waveStrongImpulse
Sell2 = crsiAboveHighband and crsiFalling ? true : false // Above high band and now falling
Sell3 = crsiAboveHighband[1] and crsiFalling ? true : false // 1x previous was above high band and now falling (sometimes it can be off by a bar)
Sell4 = crsiAboveHighband[2] and crsiFalling ? true : false // 2x previous was above high band and now falling (sometimes it can be off by a bar)
//Sell = Sell1 //and crsiHighband_above_crsiHighband_highLevel
// Sell = Sell1 //and crsiHighband_above_crsiHighband_highLevel
// Sell = (Sell1 or Sell2) //and crsiHighband_above_crsiHighband_highLevel
// Sell = (Sell1 or Sell2 or Sell3) //and crsiHighband_above_crsiHighband_highLevel
Sell = (Sell1 or Sell2 or Sell3 or Sell4) and crsiHighband_above_crsiHighband_highLevel
Sell := filterSignal(Sell, filterLookback)
// Base sell size on how high the Highband is
sellSize = crsiHighband_highWeight *maxSellOrderSize // When in doubt, DON'T SELL! Stonks only go up ;)
// extreme cRSI
sellSize := crsi > crsiHighband_extremeHighLevel ? 1.5*maxSellOrderSize : sellSize
// if the sell size is small, just make min sell
sellSize := sellSize < maxSellOrderSize/3 ? 0 : sellSize
sellSize := round(sellSize)
if (Sell and newTrades)
strategy.order("Sell", false, sellSize)
//--------------------------------------------------------------------------------------------
// BUY - Price can continue to fall even when cRSI is rising!!!
//--------------------------------------------------------------------------------------------
maxBuyOrderSize = maxOrderSize
// Wait until it crosses back above WMA so it is clear that motive wave is clear.
// Buying at the bottom is really hard because RSI can start to rise yet price will continue to fall
Buy1 = bullStart
// Using waves can help do a better job timing the bottom, but big corrections can go much deeper than just Wave C (Zig Zag)
Buy2 = waveA and regularBullish
Buy3 = waveC and regularBullish
Buy4 = waveE and (topBottomLookback == 3) // usullay max is a wave E with topBottomLookback == 3
Buy5 = waveG and (topBottomLookback == 2) // can see a G wave when topBottomLookback == 2
Buy = Buy1 or Buy2 or Buy3 or Buy4 or Buy5
Buy := filterSignal(Buy, filterLookback)
// Base buy size on how low the Lowband is
buySize = crsiLowband_lowWeight*maxBuyOrderSize
// buySize := buySize < 1 ? 1 : buySize // When in doubt, BUY! Stonks only go up ;)
// Look for recent wave endings that can increase our guess of buying at a low
recentWaveC = recentWave(waveC, 10)
recentWaveE = recentWave(waveE, 10)
recentWaveG = recentWave(waveG, 10)
// buySize := recentWaveE ? 1.5*maxBuyOrderSize : buySize
// buySize := recentWaveG ? 1.5*maxBuyOrderSize : buySize
buySize := recentWaveE ? maxBuyOrderSize : buySize
buySize := recentWaveG ? maxBuyOrderSize : buySize
// if the buy size is small, just make min buy
buySize := buySize < maxSellOrderSize/3 ? 0 : buySize
buySize := round(buySize)
if (Buy and newTrades)
strategy.order("Buy", true, buySize)
// Close open position at end of Session 1, if enabled
if (sess1_closeAll and hour == sess1_stopHour and minute >= sess1_stopMinute )
strategy.close_all()
// Close open position at end of Session 2, if enabled
if (sess2_closeAll and hour == sess2_stopHour and minute >= sess2_stopMinute )
strategy.close_all()
|
Alex Days HiLo Rajib | https://www.tradingview.com/script/tke82Sib-Alex-Days-HiLo-Rajib/ | 14rajib | https://www.tradingview.com/u/14rajib/ | 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/
// Β© 14rajib
//@version=4
strategy(title="Alex Days HiLo Rajib", overlay = true)
length = input(20)
hh = highest(high, length)
ll = lowest(low, length)
plot(hh[1], color=color.green, title="HH")
plot(ll[1], color=color.red, title="LL")
//bgColour = (high > hh) ? color.blue :
// (low < ll) ? color.yellow :
// na
//bgcolor(color=bgColour, transp=90)
plotshape(high>hh[1] ? hh + 5:na, color=#FF0000,location=location.absolute, style=shape.arrowdown)
plotshape(low< ll[1] ? ll-5: na, color=#00FF00, location=location.absolute, style=shape.arrowup) |
EMA & Supertrend | https://www.tradingview.com/script/elShbJCK-EMA-Supertrend/ | bhavikmota | https://www.tradingview.com/u/bhavikmota/ | 157 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© bhavikmota
//@version=4
strategy("EMA & Supertrend", overlay = true)
//length = input(9, minval=1)
//ema1 = ema(close, length)
//ema2 = ema(ema1, length)
//ema3 = ema(ema2, length)
//shortest = ema(close, 20)
//short = ema(close, 50)
//longer = ema(close, 100)
//longest = ema(close, 200)
//for Ema1
len1 = input(21, minval=1)
//src1 = input(close)
ema1 = ema(close,len1)
plot(ema1, color=color.red, linewidth=1)
//for Ema2
len2 = input(55, minval=1)
//src2 = input(close)
ema2 = ema(close,len2)
plot(ema2, color=color.green, linewidth=1)
//for Ema3
len3 = input(200, minval=1)
//src3 = input(close)
ema3 = ema(close,len3)
plot(ema3, color=color.blue, linewidth=1)
//for Ema4
len4 = input(233, minval=1)
//src4 = input(close)
ema4 = ema(close,len4)
plot(ema4, color=color.black, linewidth=1)
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
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)
alertcondition(buySignal, title="SuperTrend Buy", message="SuperTrend Buy!")
alertcondition(sellSignal, title="SuperTrend Sell", message="SuperTrend Sell!")
changeCond = trend != trend[1]
alertcondition(changeCond, title="SuperTrend Direction Change", message="SuperTrend has changed direction!")
//Trading logic
Enterlong = crossover(ema1,ema2) or (close>ema1 and close>ema2 and ema1>ema2) and close>ema4// positive ema crossover
Exitlong = crossunder(close,ema2) // candle closes below supertrend
Entershort = crossunder(ema1,ema2) or (close<ema1 and close<ema2 and ema2<ema1) and close<ema4// negative ema crossover
Exitshort = crossover(close,ema2) // candle closes above supertrend
//Execution Logic - Placing Order
start = timestamp(2008,1,1,0,0)
if time>= start
strategy.entry("long", strategy.long, 100, when=Enterlong)
strategy.close("long",when=Exitlong)
//strategy.entry("short",strategy.short,100,when=Entershort)
//strategy.close("short",when=Exitshort) |
Richard's Strategy | https://www.tradingview.com/script/ZD4V9sA1-Richard-s-Strategy/ | Deepak8369 | https://www.tradingview.com/u/Deepak8369/ | 38 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© melodyera0822
//@version=4
strategy("Richard Strategy", overlay=true)
// User input
variable_for_stoploss = input(4,title="stop loss var")
lenght = input(20,title="lenght")
// high_low
_20_day_highest = highest(nz(close[1]), lenght)
_20_day_lowest = lowest(nz(close[1]), lenght)
_10_day_low = lowest(nz(close[1]), lenght/2)
_10_day_high = highest(nz(close[1]), lenght/2)
//indicators
atr20 = atr(20)
ema_atr20 = ema(atr20,20)
//vars
var traded = "false"
var buy_sell = "none"
var buyExit = false
var sellExit = false
var stoploss = 0
buyCon = close > _20_day_highest and traded == "false"
plotshape(buyCon,style = shape.triangleup,location = location.belowbar, color = color.green )
if (buyCon)
strategy.entry("long", strategy.long, when = buyCon)
traded := "true"
buy_sell := "buy"
stoploss := round(close - variable_for_stoploss * ema_atr20)
sellCon = close < _20_day_lowest and traded == "false"
plotshape(sellCon,style = shape.triangledown, color = color.red )
if (sellCon)
strategy.entry("short", strategy.short)
traded := "true"
buy_sell := "sell"
stoploss := round(close - variable_for_stoploss * ema_atr20)
if traded == "true"
if buy_sell == "buy" and ((close<stoploss)or(close<_10_day_low))
strategy.close("long")
buyExit := true
traded := "false"
if buy_sell == "sell" and ((close>stoploss)or(close>_10_day_high))
strategy.close("short")
sellExit := true
traded := "false"
plotshape(buyExit,style = shape.triangleup,location = location.belowbar, color = color.yellow )
buyExit := false
plotshape(sellExit,style = shape.triangledown, color = color.yellow )
sellExit := false |
All in One Strategy | https://www.tradingview.com/script/6vHRkdsf-All-in-One-Strategy/ | Solutions1978 | https://www.tradingview.com/u/Solutions1978/ | 671 | 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/
//@version=4
// ββββββββββββββ ββββββββ ββββββ ββββββββββββββββββββββββ βββββββ βββ βββ
//βββββββββββββββββββββββββββββββββββββββββββββββββββββββββ ββββββββββββ ββββ
//βββ ββββββββββββββ ββββββββ βββ ββββββ βββ βββ ββββββββ βββββββ
//βββ ββββββββββββββ ββββββββ βββ ββββββ βββ βββ ββββββββ βββββ
//βββββββββββ ββββββββββββββ βββ βββ ββββββββββββββββ ββββββββ βββ
// ββββββββββ ββββββββββββββ βββ βββ βββββββββββββββ βββββββ βββ
//ββββββββ βββββββ βββ βββ βββββββββββββββ βββββββ ββββ βββββββββββ βββ ββββββ ββββββββ ββββββ
//ββββββββββββββββββββ βββ βββββββββββββββββββββββββββββ βββββββββββββββββββββββββββββββββββββββ
//βββββββββββ ββββββ βββ βββ βββ ββββββ βββββββββ βββββββββββββββββββββββ ββββββββββββ
//βββββββββββ ββββββ βββ βββ βββ ββββββ βββββββββββββββββββββ βββ βββββββ ββββ ββββββββ
//ββββββββββββββββββββββββββββββββββ βββ βββββββββββββββ ββββββββββββββ βββ βββββββ βββ ββββββββ
//ββββββββ βββββββ ββββββββ βββββββ βββ βββ βββββββ βββ βββββββββββββ βββ ββββββ βββ ββββββ
strategy(shorttitle='Ain1v4',title='All in One Strategy', overlay=true, scale=scale.left, initial_capital = 1000, process_orders_on_close=true, default_qty_type = strategy.percent_of_equity, default_qty_value = 100, commission_type=strategy.commission.percent, commission_value=0.18, calc_on_every_tick=true)
kcolor = color.new(#0094FF, 60)
dcolor = color.new(#FF6A00, 60)
// ----------------- Strategy Inputs -------------------------------------------------------------
//Backtest dates with auto finish date of today
start = input(defval = timestamp("22 June 2021 00:00 -0500"), title = "Start Time", type = input.time)
finish = input(defval = timestamp("31 December 2021 00:00 -0600"), title = "End Time", type = input.time)
window() => time >= start and time <= finish ? true : false // create function "within window of time"
// Strategy Selection - Long, Short, or Both
stratinfo = input(true, "Long/Short for Mixed Market, Long for Bull, Short for Bear")
strat = input(title="Trade Types", defval="Long/Short", options=["Long Only", "Long/Short", "Short Only"])
strat_val = strat == "Long Only" ? 1 : strat == "Long/Short" ? 0 : -1
// Risk Management Inputs
sl= input(10.0, "Stop Loss %", minval = 0, maxval = 100, step = 0.01)
stoploss = sl/100
tp = input(20.0, "Target Profit %", minval = 0, maxval = 100, step = 0.01)
TargetProfit = tp/100
ld = input(2, "Stop Trading After This Many Losing Days", type=input.integer, minval=0, maxval=100, step=1)
strategy.risk.max_cons_loss_days(count=ld)
ml = input(10, "Maximum % of Equity Lost to Halt Trading", type=input.integer, minval=1, maxval=100, step=1)
strategy.risk.max_drawdown(value=ml, type=strategy.percent_of_equity)
useXRSI = input(false, "Use RSI crossing back, select only one strategy")
useCRSI = input(false, "Use Tweaked Connors RSI, select only one")
RSIInfo = input(true, "These are the RSI Strategy Inputs, RSI Length applies to MACD, set OB and OS to 45 for using Stoch and EMA strategies.")
length = input(14, "RSI Length", minval=1)
overbought= input(62, "Overbought")
oversold= input(35, "Oversold")
cl1 = input(3, "Connor's MA Length 1", minval=1, step=1)
cl2 = input(20, "Connor's MA Lenght 2", minval=1, step=1)
cl3 = input(50, "Connor's MA Lenght 3", minval=1, step=1)
// MACD and EMA Inputs
useMACD = input(false, "Use MACD Only, select only one strategy")
useEMA = input(false, "Use EMA Only, select only one strategy (EMA uses Stochastic inputs too)")
MACDInfo=input(true, "These are the MACD strategy variables")
fastLength = input(5, minval=1, title="EMA Fast Length")
slowLength = input(10, minval=1, title="EMA Slow Length")
ob_min = input(52, "Overbought Lookback Minimum Value", minval=0, maxval=200)
ob_lb = input(25, "Overbought Lookback Bars", minval=0, maxval=100)
os_min = input(50, "Oversold Lookback Minimum Value", minval=0, maxval=200)
os_lb = input(35, "Oversold Lookback Bars", minval=0, maxval=100)
source = input(title="Source", type=input.source, defval=close)
RSI = rsi(source, length)
// Price Movement Inputs
PriceInfo = input(true, "Price Change Percentage Cross Check Inputs for all Strategies, added logic to avoid early sell. This is different from setting of max loss in risk management.")
lkbk = input(5,"Max Lookback Period")
// EMA and SMA Background Inputs
useStoch = input(false, "Use Stochastic Strategy, choose only one")
StochInfo = input(true, "Stochastic Strategy Inputs")
smoothK = input(3, "K", minval=1)
periodK = input(14, "K Period", minval=1)
periodD = input(3, "D Period", minval=1)
k_mode = input("SMA", "K Mode", options=["SMA", "EMA", "WMA"])
high_source = input(high,"High Source")
low_source= input(low,"Low Source")
// Selections to show or hide the overlays
showZones = input(true, title="Show Bullish/Bearish Zones")
showStoch = input(true, title="Show Stochastic Overlays")
showRSIBS = input(true, title="Show RSI Buy Sell Zones")
showMACD = input(true, title="Show MACD")
color_bars=input(true, "Color Bars")
// ----------------------- Dynamic RSI --------------------------------------
// Define f_print function to show key recommendations for RSI
f_print(_text) =>
// Create label on the first bar.
var _label = label(na),
label.delete(_label),
_label := label.new(
time + (time-time[1]),
ohlc4,
_text,
xloc.bar_time,
yloc.price,
color(na),
label.style_none,
color.gray,
size.large,
text.align_left
)
// Display highest and lowest RSI values
AvgHigh(src,cnt,val) =>
total = 0.0
count = 0
for i = 0 to cnt
if src[i] > val
count := count + 1
total := total + src[i]
round(total / count)
RSI_high = AvgHigh(RSI, ob_lb, ob_min)
AvgLow(src,cnt,val) =>
total = 0.0
count = 0
for i = 5 to cnt by 5
if src[i] < val
count := count + 1
total := total + src[i]
round(total / count)
RSI_low = AvgLow(RSI, os_lb, os_min)
f_print("Recommended RSI Settings:" + "\nOverbought = " + tostring(RSI_high) + "\nOversold = " + tostring(RSI_low))
// Plot Oversold and Overbought Lines
over = hline(oversold, title="Oversold", color=color.green)
under = hline(overbought, title="Overbought", color=color.red)
fillcolor = color.new(#9915FF, 90)
fill(over, under, fillcolor, title="Band Background")
// ------------------ Background Colors based on EMA Indicators -----------------------------------
rsi_ema = ema(RSI, length)
emaA = ema(rsi_ema, fastLength)
emaFast = 2 * emaA - ema(emaA, fastLength)
emaB = ema(rsi_ema, slowLength)
emaSlow = 2 * emaB - ema(emaB, slowLength)
// New Bullish and Bearish Signal Rule logic check
out = ema(RSI, length)
// bullish signal rule:
bullishRule =emaFast > emaSlow and out >=out[1]
// bearish signal rule:
bearishRule =emaFast < emaSlow and out <= out[1]
EMAShortSell = crossunder(rsi_ema, emaFast) and crossunder(rsi_ema, emaSlow) and bearishRule and window()
EMAShortBuy = crossover(rsi_ema, emaFast) and crossover(rsi_ema, emaSlow) and bullishRule and window()
EMALongBuy = crossover(rsi_ema, emaSlow) and crossover(rsi_ema, emaFast) and bullishRule and window()
EMALongSell = crossunder(emaFast, emaSlow) and bearishRule and window()
// current trading State
ruleState = 0
ruleState := bullishRule ? 1 : bearishRule ? -1 : nz(ruleState[1])
ruleColor = ruleState==1 ? color.new(color.blue, 90) : ruleState == -1 ? color.new(color.red, 90) : ruleState == 0 ? color.new(color.gray, 90) : na
bgcolor(showZones ? ruleColor : na, title="Bullish/Bearish Zones")
// ------------------ Price Percentage Change Calculation ---------------------------------------
perc_change(lkbk) =>
overall_change = ((close[0] - open[lkbk]) / open[lkbk]) * 100
highest_high = 0.0
lowest_low = 0.0
for i = lkbk to 0
highest_high := i == lkbk ? high : high[i] > high[(i + 1)] ? high[i] : highest_high[1]
lowest_low := i == lkbk ? low : low[i] < low[(i + 1)] ? low[i] : lowest_low[1]
start_to_high = ((highest_high - open[lkbk]) / open[lkbk]) * 100
start_to_low = ((lowest_low - open[lkbk]) / open[lkbk]) * 100
previous_to_high = ((highest_high - open[1])/open[1])*100
previous_to_low = ((lowest_low-open[1])/open[1])*100
previous_bar = ((close[1]-open[1])/open[1])*100
[overall_change, start_to_high, start_to_low, previous_to_high, previous_to_low, previous_bar]
// Call the function
[overall, to_high, to_low, last_high, last_low, last_bar] = perc_change(lkbk)
// Plot the function
//plot(overall*50, color=color.white, title='Overall Percentage Change', linewidth=3)
//plot(to_high*50, color=color.green,title='Percentage Change from Start to High', linewidth=2)
//plot(to_low*50, color=color.red, title='Percentage Change from Start to Low', linewidth=2)
//plot(last_high*100, color=color.teal, title="Previous to High", linewidth=2)
//plot(last_low*100, color=color.maroon, title="Previous to Close", linewidth=2)
//plot(last_bar*100, color=color.orange, title="Previous Bar", linewidth=2)
//hline(0, title='Center Line', color=color.orange, linewidth=2)
true_dip = overall < 0 and to_high > 0 and to_low < 0 and last_high > 0 and last_low < 0 and last_bar < 0
true_peak = overall > 0 and to_high > 0 and to_low > 0 and last_high > 0 and last_low < 0 and last_bar > 0
// ------------------ Stochastic Indicator Overlay -----------------------------------------------
// Calculation
// Use highest highs and lowest lows
h_high = highest(high_source ,lkbk)
l_low = lowest(low_source ,lkbk)
stoch = stoch(close, high_source, low_source, periodK)
k =
k_mode=="EMA" ? ema(stoch, smoothK) :
k_mode=="WMA" ? wma(stoch, smoothK) :
sma(stoch, smoothK)
d = sma(k, periodD)
k_c = change(k)
d_c = change(d)
kd = k - d
// Plot
signalColor = k>oversold and d<overbought and k>d and k_c>0 and d_c>0 ? kcolor :
k<overbought and d>oversold and k<d and k_c<0 and d_c<0 ? dcolor : na
kp = plot(showStoch ? k : na, "K", color=kcolor)
dp = plot(showStoch ? d : na, "D", color=dcolor)
fill(kp, dp, color = signalColor, title="K-D")
signalUp = showStoch ? not na(signalColor) and kd>0 : na
signalDown = showStoch ? not na(signalColor) and kd<0 : na
//plot(signalUp ? kd : na, "Signal Up", color=kcolor, transp=90, style=plot.style_columns)
//plot(signalDown ? (kd+100) : na , "Signal Down", color=dcolor, transp=90, style=plot.style_columns, histbase=100)
StochBuy = crossover(k, d) and k_c>0 and d_c>0 and k<RSI and d<RSI and window()
StochSell = crossunder(k, d) and k_c<0 and d_c<0 and k<RSI and d<RSI and window()
// -------------- Add Price Movement to Strategy for better visualization -------------------------
// Calculations
h1 = vwma(high, length)
l1 = vwma(low, length)
hp = h_high[1]
lp = l_low[1]
// Plot
var plot_color=#353535
var sig = 0
if (h1 >hp)
sig:=1
plot_color:=color.lime
else if (l1 <lp)
sig:=-1
plot_color:=color.maroon
//plot(1,title = "Price Movement Bars", style=plot.style_columns,color=plot_color)
//plot(sig,title="Signal 1 or -1",display=display.none)
// --------------------------------------- RSI Plot ----------------------------------------------
// Show RSI and EMA crosses with arrows and RSI Color (tweaked Connors RSI)
// Improves strategy setting ease by showing where EMA 5 crosses EMA 10 from above to confirm overbought conditions or trend reversals
// This shows where you should enter shorts or exit longs
// Tweaked Connors RSI Calculation
connor_ob = overbought
connor_os = oversold
ma1 = sma(close,cl1)
ma2 = sma(close, cl2)
ma3 = sma(close, cl3)
// Buy Sell Zones using tweaked Connors RSI (RSI values of 80 and 20 for Crypto as well as ma3, ma20, and ma50 are the tweaks)
RSI_SELL = ma1 > ma2 and open > ma3 and RSI >= connor_ob and true_peak and window()
RSI_BUY = ma2 < ma3 and ma3 > close and RSI <= connor_os and true_dip and window()
// Color Definition
col = useCRSI ? (close > ma2 and close < ma3 and RSI <= connor_os ? color.lime : close < ma2 and close > ma3 and RSI <= connor_ob ? color.red : color.yellow ) : color.yellow
// Plot colored RSI Line
plot(RSI, title="RSI", linewidth=3, color=col)
//------------------- MACD Strategy -------------------------------------------------
[macdLine, signalLine, _] = macd(close, fastLength, slowLength, length)
bartrendcolor = macdLine > signalLine and k > 50 and RSI > 50 ? color.teal : macdLine < signalLine and k < 50 and RSI < 50 ? color.maroon : macdLine < signalLine ? color.yellow : color.gray
barcolor(color = color_bars ? bartrendcolor : na)
MACDBuy = macdLine>signalLine and RSI<RSI_low and overall<0 and window()
MACDSell = macdLine<signalLine and RSI>RSI_high and overall>0 and window()
//plotshape(showMACD ? MACDBuy: na, title = "MACD Buy", style = shape.arrowup, text = "MACD Buy", color=color.green, textcolor=color.green, size=size.small)
//plotshape(showMACD ? MACDSell: na, title = "MACD Sell", style = shape.arrowdown, text = "MACD Sell", color=color.red, textcolor=color.red, size=size.small)
MACColor = MACDBuy ? color.new(color.teal, 50) : MACDSell ? color.new(color.maroon, 50) : na
bgcolor(showMACD ? MACColor : na, title ="MACD Signals")
// -------------------------------- Entry and Exit Logic ------------------------------------
// Entry Logic
XRSI_OB = crossunder(RSI, overbought) and overall<0 and window()
RSI_OB = RSI>overbought and true_peak and window()
XRSI_OS = crossover(RSI, oversold) and overall>0 and window()
RSI_OS = RSI<oversold and true_dip and window()
// Strategy Entry and Exit with built in Risk Management
if(strategy.opentrades==0 and strat_val>-1)
OtherLong = rsi_ema > RSI and k < d
GoLong = useStoch ? StochBuy : useXRSI ? OtherLong and XRSI_OS : useMACD ? OtherLong and MACDBuy : useCRSI ? OtherLong and RSI_BUY : useEMA ? EMALongBuy : RSI_OS
if (GoLong)
strategy.entry("LONG", strategy.long)
if(strategy.opentrades==0 and strat_val<1)
OtherShort = rsi_ema < RSI and d < k
GoShort = useStoch ? StochSell : useXRSI ? OtherShort and XRSI_OB : useMACD ? OtherShort and MACDSell : useCRSI ? OtherShort and RSI_SELL : useEMA ? EMAShortSell : OtherShort and RSI_OB
if (GoShort)
strategy.entry("SHORT", strategy.short)
longStopPrice = strategy.position_avg_price * (1 - stoploss)
longTakePrice = strategy.position_avg_price * (1 + TargetProfit)
shortStopPrice = strategy.position_avg_price * (1 + stoploss)
shortTakePrice = strategy.position_avg_price * (1 - TargetProfit)
//plot(series=(strategy.position_size > 0) ? longTakePrice : na, color=color.green, style=plot.style_circles, linewidth=3, title="Long Take Profit")
//plot(series=(strategy.position_size < 0) ? shortTakePrice : na, color=color.green, style=plot.style_circles, linewidth=3, title="Short Take Profit")
//plot(series=(strategy.position_size > 0) ? longStopPrice : na, color=color.red, style=plot.style_cross, linewidth=2, title="Long Stop Loss")
//plot(series=(strategy.position_size < 0) ? shortStopPrice : na, color=color.red, style=plot.style_cross, linewidth=2, title="Short Stop Loss")
if (strategy.position_size > 0)
strategy.exit(id="Exit Long", from_entry = "LONG", stop = longStopPrice, limit = longTakePrice)
if (strategy.position_size < 0)
strategy.exit(id="Exit Short", from_entry = "SHORT", stop = shortStopPrice, limit = shortTakePrice)
StochLong2 = strategy.position_size<0 and strat_val > -1
OtherLong2 = strategy.position_size<0 and strat_val > -1 and rsi_ema > RSI and k < d
CloseShort= useStoch ? StochLong2 and StochBuy : useXRSI ? OtherLong2 and XRSI_OS : useMACD ? OtherLong2 and MACDBuy : useCRSI ? OtherLong2 and RSI_BUY : useEMA ? EMAShortBuy : RSI_OS
StochShort2 = strategy.position_size>0 and strat_val < 1
OtherShort2 = strategy.position_size>0 and strat_val < 1 and rsi_ema < RSI and d < k
CloseLong = useStoch ? StochShort2 and StochSell : useXRSI ? OtherShort2 and XRSI_OB : useMACD ? OtherShort2 and MACDSell : useCRSI ? OtherShort2 and RSI_SELL : useEMA ? EMALongSell : OtherShort2 and RSI_OB
if(CloseLong)
strategy.close("LONG")
if(CloseShort)
strategy.close("SHORT")
|
Morun Astro Trend MAs cross Strategy | https://www.tradingview.com/script/dWi5MI7l-Morun-Astro-Trend-MAs-cross-Strategy/ | citlacom | https://www.tradingview.com/u/citlacom/ | 539 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© citlacom
// @version=4
// Strategy developed by the Financial Astrology Research Group.
strategy("Financial Astrology Research MA Strategy",
overlay=true, linktoseries=true,
currency="USD", pyramiding=0, initial_capital=10000,
default_qty_type=strategy.percent_of_equity, default_qty_value=25,
commission_type=strategy.commission.percent, commission_value=0.1)
// Signals indicators.
var int masterCycleLength = input(40, minval=30, step=10, title="Master cycle length")
var int minCrossConsolidationPeriod = input(0, minval=0, step=5, title="Minimum MA cross consolidation period")
var int leadShiftHours = input(0, type=input.integer, minval=0, step=4, title="Hours shift for leading effect")
var int futureWeeksNumber = timeframe.isminutes ? 1 : 2
// Risk control settings.
float trailingStopPercent = input(10, title="Trailing Stop Distance(%)", type=input.float, minval=0.0, step=1) * 0.01
float trailingStopTriggerPercent = input(1, title="Trailing Stop Trigger Distance(%)", type=input.float, minval=0.0, step=1) * 0.01
float stopLossPercent = input(5, title="Stop Loss (%)", type=input.float, minval=0.0, step=1) * 0.01
bool plotTrailingStop = input(false, title="Plot trailing stop prices.", type=input.bool)
string orderType = "market"
// Order signals controls.
bool enableEntryShortOrder = input(true, title="Enable entry short orders", type=input.bool)
bool enableEntryLongOrder = input(true, title="Enable entry long orders", type=input.bool)
bool ignoreEarlyReverseSignal = input(false, title="Ignore exit signal when change is lower than stop loss", type=input.bool)
string zignalyProviderEnvKey = input("", title="Zignaly provider key environment variable", type=input.string)
bool skipProcessingFilters = true
bool exitOnReverseSignal = true
int fastMAPeriod = masterCycleLength / 2
int slowMAPeriod = masterCycleLength
// Position information.
float currentPositionSize = strategy.position_size
float currentPositionEntryPrice = strategy.position_avg_price
string positionSymbol = syminfo.ticker
string positionSymbolId = syminfo.tickerid
float positionSymbolMinTick = syminfo.mintick
string exchangeId = syminfo.prefix
string entryName = strategy.position_entry_name
bool ignoreNewSignal = currentPositionSize != 0
// Trailing stop trigger checks.
float entryPriceLongDiff = 1 - (currentPositionEntryPrice[1] / high)
float entryPriceShortDiff = 1 - (low / currentPositionEntryPrice[1])
bool trailingStopLongTrigger = entryPriceLongDiff > trailingStopTriggerPercent
bool trailingStopShortTrigger = entryPriceShortDiff > trailingStopTriggerPercent
// Trailing stop calculation base price.
float baseStopPrice = trailingStopLongTrigger or trailingStopShortTrigger ? close : currentPositionEntryPrice
// Due to TradingView limitations to integrate external signals from financial astrology ML models
// we needed to hardcode the buy/sell signals here in the code as PineScript array with start Date index at 2021-01-01
// and end index at 2022-12-31, this signal is based on the correlation of planets cycles and price trend for each research
// asset historical data detected through machine learning methods, once models are trained can forecast future daily trend.
varip int[] ADA = array.from(
1,0,1,1,1,1,1,1,0,0,0,1,0,0,1,0,0,1,0,0,1,0,1,0,0,1,1,1,1,1,1,1,1,1,1,0,1,1,1,1,0,1,0,1,0,0,1,1,0,1,0,0,1,0,0,0,1,0,0,1,0,0,0,0,1,0,1,0,0,1,1,0,0,1,1,0,1,0,0,0,0,0,1,1,1,0,0,0,1,1,0,0,1,1,1,0,0,0,1,1,1,1,0,0,1,1,0,1,0,1,0,0,0,0,1,1,1,1,1,0,0,0,1,1,1,1,1,0,1,0,0,0,1,0,1,0,0,0,0,1,0,1,1,1,1,1,0,1,0,1,0,0,0,1,1,0,0,1,1,0,1,1,1,0,1,0,1,0,0,0,0,0,1,0,0,1,1,1,1,1,1,1,0,
1,1,1,1,1,0,1,0,1,1,1,0,0,1,0,0,0,0,1,1,0,0,0,0,0,1,0,1,0,0,0,0,0,1,0,0,1,0,0,1,1,1,0,1,1,0,1,0,0,0,0,0,0,1,1,1,1,0,0,0,1,0,1,0,1,1,0,0,0,1,1,1,1,0,0,0,1,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,0,0,1,0,1,1,1,0,1,1,0,0,0,0,0,0,1,1,1,1,0,1,1,1,0,0,0,0,0,1,1,0,1,0,1,1,0,1,0,0,0,0,0,0,0,0,0,1,1,0,0,0,0,1,1,0,0,1,0,0,0,0,0,0,1,0,0,1,1,1,0,0,0,0,0,1,0,1,0,0,1,0,1,0,0,0,1,
0,1,0,0,1,0,1,0,1,0,0,1,0,0,1,1,0,0,1,1,1,1,1,1,1,0,1,1,1,0,0,1,1,1,1,0,1,0,0,1,0,0,0,0,0,0,0,0,0,1,0,1,1,1,1,0,0,0,0,0,1,1,0,0,0,1,0,1,0,1,0,0,0,0,0,0,1,1,1,1,1,0,1,1,0,1,1,1,1,0,0,0,0,0,0,0,1,1,1,0,1,1,0,0,0,1,0,1,0,1,1,1,0,0,0,0,1,0,0,0,0,0,0,1,1,1,0,0,1,1,0,1,1,0,0,1,0,0,1,0,1,1,1,1,1,1,1,0,1,1,1,1,1,0,1,1,1,1,1,0,1,0,0,0,1,1,1,0,0,0,0,0,0,0,1,1,0,0,1,0,1,0,
1,1,0,1,1,1,0,0,1,1,1,0,1,0,1,1,0,0,0,0,1,0,1,0,1,1,0,1,0,0,0,0,1,1,1,1,0,0,0,0,0,0,0,0,0,0,0,1,0,0,0,1,0,0,0,0,0,1,1,1,0,1,1,1,0,0,0,1,1,1,1,1,1,0,0,1,0,0,0,0,0,1,0,1,1,0,0,1,1,1,1,1,1,1,1,1,1,1,1,0,1,0,0,0,0,0,0,0,0,0,1,0,1,0,0,1,1,0,0,0,0,1,1,1,0,1,0,0,0,0,0,0,1,1,0,0,0,0,0,0,1,1,0,0,0,0,1,0,0,1,1,0,0,0,0,0,1,0,0,0,0,0,0,1,1,1,1,1,1,0,1,1,0,0,0,1,0,1,0,1,1,0,1)
varip int[] BAT = array.from(
1,1,1,1,0,1,1,1,1,1,1,1,1,0,0,0,0,0,0,0,1,0,1,0,0,0,0,0,0,0,0,0,0,0,0,1,1,0,1,1,0,1,1,1,1,1,1,0,0,1,0,1,0,1,0,1,1,0,0,1,0,1,1,0,1,0,0,0,1,1,1,1,1,1,1,0,1,1,1,0,0,0,0,0,1,1,1,1,1,1,1,1,1,0,1,1,0,1,1,1,1,0,1,1,1,0,0,0,1,1,0,1,1,0,0,0,1,0,0,1,1,0,1,1,1,1,0,0,1,1,1,1,1,1,0,0,0,1,0,0,0,0,0,1,0,1,1,0,1,0,1,1,1,0,0,0,0,1,0,0,1,1,0,0,0,1,0,0,0,0,0,1,1,0,0,1,1,1,0,1,0,0,0,
1,1,0,0,0,0,0,0,0,0,1,0,0,1,0,1,0,1,1,0,0,0,0,1,0,0,1,0,0,0,1,0,0,1,0,1,0,0,1,1,1,0,0,0,1,0,0,1,0,0,0,0,1,1,1,0,1,0,0,1,0,0,0,0,1,1,1,1,1,1,1,1,1,1,0,1,0,1,0,0,1,0,0,0,1,0,0,0,0,1,1,1,1,0,1,0,1,1,1,1,1,0,1,0,1,1,1,1,0,0,0,1,0,0,1,1,1,1,0,0,0,1,1,1,0,1,1,0,0,1,0,1,1,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,1,0,0,0,0,0,1,0,1,0,1,1,1,0,1,1,1,1,1,0,1,0,1,1,0,0,0,0,0,0,0,
1,0,0,0,1,1,0,1,1,1,0,0,0,0,1,0,1,0,0,0,0,0,0,0,1,1,0,0,1,0,1,1,1,1,1,1,1,0,1,0,1,1,1,1,1,0,1,0,1,1,1,0,1,1,0,1,0,0,0,1,1,1,0,0,0,0,1,1,1,1,1,0,0,1,0,0,1,1,0,1,1,1,1,1,0,0,1,1,0,1,1,1,1,0,0,0,1,1,0,0,1,1,1,1,1,0,0,0,1,0,1,0,1,0,1,1,1,0,1,0,1,1,1,1,0,1,1,1,1,0,0,1,1,0,1,0,1,1,0,1,0,1,1,1,1,1,0,0,0,1,0,1,0,1,0,1,1,0,0,0,0,1,1,1,1,0,1,0,1,0,1,1,1,1,0,1,1,0,1,1,0,1,
0,0,0,1,1,0,0,0,0,1,0,0,0,1,0,1,0,0,0,0,1,0,1,1,1,1,0,0,1,1,0,0,1,0,1,1,1,0,1,0,0,1,1,0,0,1,1,1,0,1,1,0,0,0,1,0,0,0,0,1,1,1,0,0,0,1,1,0,1,0,1,0,1,1,0,1,1,0,1,1,1,1,1,1,0,1,0,0,0,0,0,1,0,0,0,1,0,1,1,1,1,0,0,0,0,0,1,0,0,1,1,0,0,1,0,0,0,1,0,0,1,1,1,0,1,1,0,0,1,0,0,0,0,1,0,1,0,0,1,0,1,1,0,0,0,1,1,1,1,1,1,0,1,1,0,1,0,0,1,0,0,1,0,0,0,0,0,0,0,0,1,1,0,1,1,1,0,1,1,1,1,1,0)
varip int[] BNB = array.from(
1,1,1,0,0,0,0,1,1,0,1,1,1,1,1,1,1,1,0,1,0,0,1,0,0,0,0,1,0,1,0,1,1,1,0,1,1,0,0,1,1,1,1,0,0,0,0,0,1,1,1,0,0,0,0,1,1,0,0,1,1,0,0,0,0,1,1,0,0,1,0,0,1,1,1,1,1,0,0,0,0,1,0,1,0,1,1,1,1,1,1,1,0,1,1,0,0,1,1,0,0,0,1,1,0,1,0,0,1,0,1,0,0,1,0,1,1,1,1,0,1,0,1,1,0,1,0,0,0,1,1,1,1,0,0,1,1,1,1,0,0,0,0,1,0,0,0,0,1,1,1,1,0,0,0,0,1,0,0,1,1,0,0,0,0,0,0,0,0,1,1,1,1,1,1,0,0,1,0,0,0,0,0,
0,1,0,0,0,0,0,1,1,1,0,0,1,1,1,0,0,1,0,1,1,1,1,1,0,0,0,0,0,0,1,0,0,0,1,1,0,0,1,1,1,0,1,1,1,0,1,0,0,1,0,1,1,0,1,1,1,1,1,1,0,1,1,1,1,0,0,0,1,1,1,0,1,1,0,1,0,0,0,0,0,0,1,1,1,1,1,1,1,1,0,0,1,1,0,1,0,1,0,1,1,1,0,1,1,1,1,1,1,1,0,1,1,1,1,0,0,1,1,0,1,1,1,0,1,1,1,0,0,0,0,1,0,1,1,1,1,1,0,0,1,1,0,0,1,1,1,1,1,1,0,0,0,0,1,1,0,0,0,1,0,1,1,1,1,0,0,0,0,0,1,0,0,1,0,0,0,0,1,1,1,1,
1,0,0,0,1,0,1,0,0,1,0,0,1,0,1,1,1,0,0,0,1,1,1,1,1,1,0,0,1,1,1,1,1,1,1,1,1,1,0,1,0,0,0,0,1,0,0,0,1,0,1,0,0,1,1,1,1,1,1,1,0,0,0,0,0,0,1,1,0,0,0,0,1,1,1,0,1,1,0,1,0,1,0,1,0,0,1,1,0,0,1,0,0,1,0,0,1,0,0,1,0,1,0,1,0,0,0,1,1,1,0,0,0,0,1,0,0,1,1,0,1,1,0,1,1,1,1,0,0,1,1,1,1,0,1,1,1,0,0,1,1,1,1,1,0,1,1,0,1,1,0,0,0,1,0,1,1,1,1,1,1,1,1,1,0,1,1,0,1,0,0,1,0,1,1,0,0,0,0,0,0,0,
0,0,1,0,1,1,1,0,0,0,0,0,1,0,1,0,0,0,1,0,1,0,0,0,0,1,1,0,1,1,0,1,1,1,1,1,1,0,0,0,1,0,0,0,1,0,0,1,1,0,1,0,0,1,1,1,1,1,0,1,1,0,1,1,0,0,1,0,0,0,0,0,0,0,0,0,0,0,0,1,0,1,0,0,1,0,0,0,0,0,0,0,1,0,0,1,1,1,1,1,0,0,0,0,1,0,1,0,1,0,0,1,1,1,1,1,1,0,1,0,0,0,0,0,0,0,1,0,0,1,1,0,1,1,1,1,1,0,1,0,0,1,0,1,0,1,0,0,1,1,1,1,0,1,0,1,1,1,1,1,1,0,1,0,1,1,0,1,1,1,1,0,0,0,0,0,0,1,0,1,0,0,0)
varip int[] BTC = array.from(
0,0,0,0,0,1,1,1,0,1,0,0,0,0,1,0,0,1,1,1,0,0,1,1,1,1,1,1,1,1,0,1,0,1,0,0,1,1,0,1,1,1,1,0,0,1,1,1,0,1,1,1,0,1,1,1,0,1,1,0,1,0,1,0,1,1,0,0,1,0,0,1,1,1,1,1,1,1,1,0,0,0,0,0,1,1,1,0,1,1,1,0,0,0,1,1,0,0,0,1,0,1,0,1,1,1,0,1,0,0,0,1,0,0,0,1,1,1,1,1,1,0,1,0,0,1,1,1,1,1,1,1,1,1,0,1,0,1,0,0,0,0,0,1,1,0,1,1,0,0,1,1,0,1,0,0,0,0,1,1,0,0,1,1,0,0,1,1,0,0,0,0,1,1,0,0,1,0,0,0,0,1,1,
1,1,0,1,1,1,0,1,0,1,1,0,0,1,0,0,0,1,1,1,1,1,1,1,1,1,1,1,1,0,1,1,0,0,1,1,0,0,1,1,1,1,0,1,1,1,0,1,1,1,0,1,1,1,1,0,1,0,1,1,1,1,1,1,0,1,0,0,0,1,1,1,0,0,0,1,0,0,1,0,0,1,1,1,0,0,0,1,1,1,1,0,1,0,1,1,1,1,1,1,0,1,1,1,0,0,0,1,0,1,0,1,1,0,1,0,0,1,0,1,1,0,1,0,1,1,0,1,1,1,1,0,0,0,1,1,1,1,1,1,1,1,1,1,0,1,1,1,0,0,1,1,0,0,0,0,0,1,1,1,1,1,0,1,1,1,1,0,1,1,1,0,0,1,1,0,0,0,0,1,1,0,
1,0,0,0,1,0,1,1,1,0,1,1,1,1,0,1,0,0,0,1,0,1,1,1,0,0,0,0,0,1,1,1,1,1,0,0,0,1,1,0,0,1,1,1,1,1,0,1,1,0,1,0,1,0,1,1,0,0,1,1,1,1,0,1,1,1,1,1,1,0,0,1,1,1,1,1,1,1,0,0,0,1,1,1,1,0,1,1,1,1,0,0,0,1,0,1,1,1,1,1,0,1,0,0,1,0,0,1,0,0,0,0,1,0,1,1,0,0,1,1,0,1,1,1,1,1,1,1,0,0,1,1,1,0,1,1,0,0,1,0,0,0,0,0,0,1,1,0,1,1,1,1,0,0,1,0,0,0,0,0,1,1,1,1,0,1,1,1,1,1,1,1,1,1,1,0,0,0,0,1,1,1,
1,0,1,1,1,0,1,0,0,0,0,0,0,1,0,1,0,1,0,0,1,1,0,1,1,1,1,1,1,1,1,0,0,0,1,1,0,0,1,1,1,0,1,1,0,0,1,0,0,0,1,0,1,1,0,1,1,1,0,0,1,1,1,0,1,1,1,1,1,1,1,1,1,1,1,1,1,0,0,1,1,1,1,1,0,0,1,0,1,1,1,1,1,0,0,0,1,0,1,1,1,1,1,0,0,1,1,0,1,1,1,1,1,1,0,1,1,1,1,1,1,1,1,0,1,0,1,1,0,1,1,0,0,0,1,1,1,1,0,0,1,1,1,0,1,0,0,0,1,1,1,0,0,0,0,0,1,1,1,1,0,1,1,1,1,1,1,0,1,1,1,1,0,1,1,1,0,0,0,0,1,1,1)
varip int[] DASH = array.from(
0,0,0,0,1,0,0,1,0,1,1,0,0,1,0,0,0,1,1,1,1,0,1,1,0,0,0,0,0,0,0,0,1,1,0,1,1,0,1,1,1,1,1,1,0,0,1,0,0,0,0,0,0,0,0,1,1,0,1,0,1,0,0,0,0,1,1,0,0,1,0,0,1,1,1,1,0,0,1,0,1,0,1,1,0,1,0,1,1,0,1,1,0,0,1,1,1,0,1,1,1,0,0,1,1,1,0,0,0,0,1,0,0,0,1,1,1,0,0,0,1,0,1,0,1,0,1,0,1,1,1,0,0,1,1,1,0,1,0,0,0,0,0,0,1,0,0,0,1,1,1,0,1,1,0,0,0,0,0,1,0,0,0,0,1,1,0,1,0,0,0,0,0,1,0,1,0,0,0,0,0,0,0,
0,0,0,1,1,1,0,1,0,1,0,0,1,1,1,0,1,1,1,0,1,0,0,1,0,0,1,0,0,0,1,1,1,0,0,0,1,0,1,1,0,0,1,0,1,1,0,1,1,1,0,0,1,1,1,1,0,0,0,1,1,0,1,1,1,1,0,1,0,1,1,1,0,1,1,1,1,1,0,1,0,0,0,0,0,0,0,0,0,1,0,1,1,0,1,0,0,0,0,1,1,1,1,0,0,1,1,1,1,1,1,0,0,1,0,0,0,1,1,0,1,1,1,0,0,0,0,0,0,0,0,0,0,1,1,1,0,1,0,1,1,0,1,1,1,0,0,0,1,1,1,1,1,1,0,1,0,0,1,0,1,1,0,1,1,1,0,0,0,0,1,1,1,1,1,0,0,1,0,1,0,1,
1,1,0,0,1,1,1,1,0,1,0,0,1,0,0,0,1,0,0,0,1,0,0,1,0,0,0,1,1,1,1,0,1,0,1,1,1,0,1,0,0,0,1,0,0,0,0,0,1,1,0,1,1,1,0,0,0,1,1,0,0,0,0,1,1,0,0,0,1,1,0,0,0,0,1,0,1,1,0,1,0,0,0,0,0,0,0,1,1,0,0,1,0,0,1,1,1,1,0,1,0,1,1,0,0,1,1,1,0,1,0,0,1,1,1,1,0,1,1,1,0,0,1,0,1,0,1,1,0,0,1,1,1,1,1,0,1,0,1,0,0,0,0,0,0,0,0,0,1,1,0,0,1,0,0,1,0,1,1,1,1,0,0,1,1,1,0,0,0,0,0,1,1,0,0,0,0,0,0,0,0,0,
0,1,1,1,0,1,0,1,1,1,1,0,1,0,0,0,1,1,0,1,0,1,0,0,0,0,0,0,0,1,1,0,0,0,0,1,0,0,1,1,0,1,1,0,1,0,0,1,1,1,0,0,0,0,0,0,0,1,1,0,0,0,0,0,0,0,1,0,0,0,1,0,1,0,1,0,0,0,1,1,1,1,1,0,1,0,1,1,1,0,0,0,0,1,1,1,1,1,0,1,1,1,1,0,1,1,1,1,1,1,0,0,1,0,0,0,0,0,0,1,0,0,0,0,0,0,1,0,0,1,1,1,0,1,0,1,1,1,1,1,1,1,0,0,1,0,1,1,1,0,1,0,0,0,1,1,0,1,1,0,1,1,0,1,0,0,0,0,1,1,0,1,0,1,1,0,1,1,1,1,0,0,0)
varip int[] EOS = array.from(
1,0,1,1,1,0,1,1,1,1,0,0,0,1,1,1,1,1,0,1,0,0,0,0,0,1,1,0,1,1,1,1,0,0,1,1,1,1,1,1,1,1,1,0,1,0,0,1,1,0,0,0,0,0,0,0,0,1,0,1,1,0,0,1,0,0,1,1,1,1,0,0,1,1,0,1,0,1,0,0,1,0,1,1,0,1,1,1,0,1,0,0,1,1,1,1,0,0,1,1,1,0,1,0,1,1,0,0,0,0,0,1,1,0,0,0,0,1,1,1,0,1,1,0,1,0,0,0,1,1,0,1,0,0,0,0,0,0,0,0,0,0,0,0,1,1,1,1,1,1,1,1,1,1,0,0,0,0,0,1,1,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,0,1,1,1,1,0,
1,0,1,0,0,0,1,1,0,0,0,1,0,0,0,0,1,0,1,0,0,0,1,0,0,0,0,1,1,0,1,0,0,1,1,1,0,0,1,0,0,0,0,0,1,1,0,1,1,1,1,1,1,1,1,0,1,0,0,0,0,1,1,1,0,0,0,1,1,1,1,0,0,0,0,1,1,0,0,1,1,0,0,1,0,1,0,0,0,0,0,0,0,1,0,1,0,1,1,0,1,0,1,1,1,0,1,1,0,0,1,0,1,0,1,0,1,1,1,0,1,0,0,0,0,1,1,0,0,1,1,1,1,1,1,1,0,1,0,0,0,1,0,0,1,0,0,0,0,1,1,0,0,1,0,1,0,1,0,0,0,1,1,1,1,1,1,0,1,0,0,1,0,1,0,1,1,0,0,1,1,1,
0,0,1,1,1,0,0,1,1,1,1,1,1,1,1,1,1,0,1,0,0,0,0,1,1,1,1,1,0,0,1,1,1,1,0,1,1,1,0,1,1,1,1,1,1,1,1,1,1,1,0,1,1,1,1,0,0,1,0,0,0,1,1,1,1,1,1,1,0,0,0,1,0,0,1,1,1,1,1,1,0,0,1,0,0,1,1,1,1,1,1,0,0,0,1,1,1,1,0,1,0,1,1,1,0,0,0,1,0,1,1,1,0,0,0,0,0,0,1,1,0,0,0,0,1,1,1,1,1,1,1,1,1,1,0,1,1,1,1,1,0,1,1,1,1,1,1,0,1,1,1,0,0,1,1,1,1,1,1,1,0,1,0,1,1,1,1,1,1,0,1,1,1,0,0,1,1,0,1,1,1,0,
0,1,0,1,1,1,1,1,0,1,0,1,0,1,0,1,1,0,0,0,1,1,0,0,0,0,0,0,0,1,1,0,1,1,1,0,1,1,1,0,0,0,0,0,0,0,1,1,0,0,0,0,1,0,1,0,1,1,0,0,1,0,1,0,1,0,0,1,1,1,0,0,0,0,1,0,1,0,0,1,0,1,1,1,0,1,1,1,0,0,0,0,0,0,0,0,1,0,0,0,0,1,1,0,0,1,0,1,1,1,1,0,0,0,0,0,0,1,0,0,0,0,0,0,0,0,1,1,0,0,0,0,0,1,1,0,0,0,0,0,1,1,1,0,0,1,0,1,1,0,1,0,0,0,0,1,0,0,0,0,0,0,0,0,0,1,0,1,1,0,1,1,0,0,0,0,0,1,1,1,1,1,1)
varip int[] ETC = array.from(
1,0,1,1,1,1,0,1,0,1,0,1,1,0,0,1,0,1,0,1,1,1,1,1,1,1,1,0,0,0,0,0,0,1,0,1,0,0,1,1,1,1,1,0,0,1,0,1,1,1,0,0,0,0,0,0,0,0,0,1,0,0,0,0,1,1,0,1,1,1,0,1,1,1,1,1,0,0,1,1,0,0,1,0,0,0,1,1,1,1,1,1,0,1,1,0,1,1,1,0,0,0,0,0,1,1,0,1,0,0,0,0,0,0,0,1,0,1,1,1,1,1,1,1,0,1,1,1,1,1,0,0,1,1,1,1,1,0,0,0,0,0,0,1,1,1,0,1,0,0,0,0,1,1,1,0,0,1,0,0,0,0,0,1,1,1,0,1,1,1,0,0,1,1,0,0,0,1,1,1,1,0,0,
1,0,1,0,0,0,0,1,1,1,1,0,0,0,0,0,0,1,0,0,0,1,0,0,0,1,0,1,1,0,1,0,0,0,1,1,1,0,0,1,1,0,0,0,0,0,1,0,0,1,0,1,0,1,0,1,0,0,0,1,1,1,0,1,0,0,1,0,1,0,0,0,1,1,1,1,0,1,0,0,0,1,0,0,0,1,1,0,1,1,1,0,1,0,0,0,0,1,0,1,1,0,0,0,0,0,0,1,1,1,1,1,1,1,1,0,1,1,1,0,1,1,1,1,1,0,1,0,1,0,0,0,1,1,1,1,0,0,0,0,1,0,0,0,1,0,0,1,0,0,1,0,0,0,1,1,1,0,1,0,0,0,0,1,1,0,0,0,0,0,1,1,1,1,0,0,0,1,1,1,1,1,
1,1,1,1,0,1,0,0,1,0,1,0,0,0,0,0,1,0,0,0,0,0,1,0,0,0,0,0,1,1,1,1,0,1,1,1,1,1,1,0,0,0,1,1,0,1,0,0,1,0,1,1,1,1,0,0,0,0,0,0,0,0,0,0,1,0,1,0,0,0,0,0,0,0,0,1,1,0,0,0,1,1,1,0,0,0,0,0,1,0,0,0,0,0,0,1,1,1,1,0,0,0,0,1,1,1,1,0,0,0,0,1,0,1,0,1,1,0,1,1,0,0,0,1,1,0,1,0,1,1,1,1,1,1,1,0,0,0,0,0,1,1,1,1,1,1,1,0,0,0,1,0,0,0,0,0,0,0,0,0,1,1,1,1,0,0,0,1,0,1,1,0,1,0,1,0,0,1,1,1,0,0,
0,0,0,1,0,1,1,1,0,1,0,1,1,0,0,0,1,0,1,0,0,1,0,1,0,1,0,1,1,0,1,0,1,1,1,1,1,0,0,0,1,0,0,0,0,0,1,0,0,0,0,1,0,0,1,0,0,0,0,0,1,0,1,0,0,1,0,1,0,0,0,0,0,0,1,0,1,0,1,1,1,1,1,0,0,0,1,0,1,1,1,0,1,0,0,0,0,0,0,0,0,0,1,1,1,0,0,0,0,0,1,1,1,1,1,1,1,0,0,1,0,0,0,0,0,0,0,0,1,1,1,0,0,0,1,1,1,0,0,1,1,0,0,0,0,1,1,1,0,1,1,0,1,0,1,1,1,0,1,0,1,1,0,1,0,1,1,0,0,0,0,0,0,1,1,1,1,1,0,1,1,1,0)
varip int[] ETH = array.from(
0,1,1,0,0,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,0,1,0,0,1,0,0,1,0,0,0,0,1,1,1,1,1,1,0,1,0,0,0,1,1,1,1,1,0,0,0,0,0,1,1,1,0,1,0,1,0,0,1,0,1,0,0,0,1,1,1,1,1,1,0,1,0,0,0,0,0,1,1,1,0,1,0,1,1,0,1,1,1,0,0,1,1,0,0,0,0,0,1,0,1,1,0,1,1,1,1,0,0,1,1,0,1,1,0,0,1,1,0,0,0,0,1,1,1,1,1,1,0,1,0,0,1,0,0,0,0,1,0,1,1,1,0,0,1,1,0,0,0,0,0,1,1,1,1,1,1,1,1,1,1,1,0,1,0,0,1,0,1,1,1,0,0,0,1,1,1,
0,0,1,0,0,0,1,1,0,1,1,0,0,1,1,1,0,1,0,1,0,1,0,0,1,0,0,0,1,0,1,0,0,0,1,1,1,0,0,1,0,1,1,1,1,1,1,0,0,0,0,1,1,1,0,1,0,1,0,0,0,0,0,1,0,0,1,1,0,1,0,0,1,0,0,0,0,1,0,1,0,0,0,1,1,0,0,1,1,0,0,0,0,1,1,1,0,0,1,1,1,1,1,1,1,1,1,0,1,0,0,0,1,0,0,0,0,0,1,0,1,1,0,0,0,0,0,0,1,0,0,0,0,1,1,1,0,0,0,1,1,0,0,0,1,1,1,0,0,0,0,1,1,1,1,1,1,0,1,1,1,1,0,1,0,1,1,0,0,1,1,0,1,0,0,1,1,1,1,1,1,1,
1,1,1,0,0,0,1,1,1,0,0,1,0,0,0,0,1,0,1,1,1,1,1,1,1,1,1,1,1,1,1,0,1,0,1,1,0,0,0,1,1,0,0,0,0,0,0,0,0,0,0,0,0,1,1,1,1,1,1,0,0,1,0,0,0,1,1,1,1,1,1,1,1,1,1,1,1,1,0,0,1,0,1,1,1,1,1,0,1,1,1,0,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,1,0,1,1,1,1,1,1,0,1,0,1,1,1,1,1,1,0,1,0,1,1,1,1,0,1,1,1,0,1,1,1,1,0,1,0,0,0,0,1,1,1,1,0,0,0,1,0,1,0,1,1,1,1,1,1,1,0,0,1,1,0,1,0,1,1,0,1,1,0,1,0,0,
0,1,1,0,0,1,0,1,1,1,0,1,1,1,1,0,0,0,1,0,1,1,0,1,0,0,1,0,1,0,1,1,1,0,1,0,0,1,1,0,0,1,1,0,1,1,1,1,1,1,0,0,1,1,1,0,0,0,0,1,1,0,1,0,1,1,1,1,1,1,1,0,0,0,0,0,0,0,0,1,1,0,0,0,0,0,0,1,1,1,0,1,1,1,1,0,1,0,0,0,0,0,1,1,0,1,0,1,1,1,1,1,0,0,0,0,0,0,1,0,1,0,1,0,1,0,0,0,0,1,0,0,1,1,1,1,0,0,0,0,0,0,0,1,0,1,0,1,1,1,0,0,0,0,0,1,1,0,0,1,0,1,0,0,1,1,0,0,0,0,0,0,1,1,0,1,0,1,1,1,1,0,0)
varip int[] LINK = array.from(
1,0,1,0,1,1,0,0,0,0,1,0,1,1,1,1,0,0,0,1,0,0,0,1,0,0,1,1,1,0,0,0,0,1,1,1,1,1,1,1,0,0,0,1,0,0,0,0,1,1,0,0,0,0,1,0,1,1,1,0,1,1,0,0,1,1,1,1,1,1,1,1,1,0,0,1,1,1,0,0,0,0,0,0,1,1,0,0,1,0,1,1,1,0,1,1,1,1,1,0,1,1,0,1,1,0,0,0,0,0,1,0,0,0,0,0,1,0,1,1,1,1,1,1,1,1,1,1,1,1,0,0,0,1,0,0,0,0,0,0,1,0,0,1,1,1,0,0,0,1,0,1,0,1,1,1,1,1,1,1,1,1,0,0,1,1,0,0,0,1,0,0,1,0,0,1,1,1,0,1,1,1,1,
0,1,0,1,1,1,1,0,1,0,1,1,0,1,1,0,0,0,0,1,0,1,1,1,1,1,1,1,0,1,1,0,0,0,0,1,1,1,0,1,0,0,1,0,0,0,0,0,1,0,1,1,0,0,1,0,1,0,1,0,0,1,1,0,1,0,0,0,0,0,1,1,1,1,0,1,1,0,0,1,1,1,0,1,1,0,1,0,1,0,1,1,0,0,1,1,1,1,0,1,0,0,0,0,0,0,1,1,1,0,0,0,0,0,0,1,0,0,1,1,0,0,0,1,0,0,0,0,0,1,1,1,1,1,1,1,1,0,0,1,0,0,1,1,1,0,1,1,0,1,0,1,1,0,1,1,1,0,0,1,1,0,0,1,1,1,1,1,1,1,0,1,0,0,1,0,0,1,0,1,1,1,
0,0,0,1,0,1,0,1,1,1,0,0,1,1,1,1,1,0,0,0,0,1,1,1,1,0,0,0,0,1,0,1,0,0,1,0,1,0,1,1,0,0,1,1,1,1,0,1,0,1,1,1,1,1,0,1,1,1,0,0,0,1,1,1,1,1,0,0,0,1,1,0,0,1,0,0,1,0,0,0,0,0,1,0,1,1,1,1,1,1,1,1,1,0,0,1,0,1,0,1,1,1,1,1,0,0,0,1,0,0,0,1,1,1,1,1,1,1,0,1,0,1,0,1,1,1,1,1,1,0,1,1,0,0,0,0,1,0,0,1,0,1,1,1,1,1,0,0,0,1,0,0,0,1,1,1,0,1,0,0,0,0,1,0,1,1,1,0,1,0,0,0,0,1,1,0,0,1,1,1,1,1,
0,1,0,0,1,0,0,1,1,1,0,1,0,1,0,0,0,1,1,1,0,0,0,1,0,0,1,1,1,1,0,1,1,1,1,1,0,0,0,0,0,0,0,1,0,0,0,0,0,1,0,0,1,1,1,1,1,0,0,1,0,0,1,1,1,0,1,0,0,0,0,0,0,0,1,0,1,0,1,0,1,0,0,0,1,1,1,1,1,1,0,1,0,1,1,0,0,1,1,1,0,1,1,1,1,1,1,0,1,0,0,0,0,0,0,1,1,1,1,1,1,1,0,1,0,0,0,1,0,0,0,1,1,1,1,0,0,1,1,0,1,1,0,1,1,0,0,1,1,1,0,0,1,1,1,1,0,0,0,1,1,1,1,1,0,1,0,1,0,0,0,1,1,0,0,1,1,0,1,1,1,1,0)
varip int[] LTC = array.from(
0,1,0,1,1,0,1,1,0,0,0,0,1,1,0,1,0,0,1,1,0,0,1,0,1,0,1,1,0,0,0,1,1,1,0,0,1,1,0,1,1,1,1,1,0,1,1,1,1,1,0,1,1,0,1,1,1,0,0,1,1,1,0,0,0,0,0,0,0,0,0,0,1,0,0,1,1,1,0,1,1,1,0,1,1,0,0,1,1,1,1,1,0,1,1,1,1,1,1,1,0,0,1,1,0,1,1,0,0,0,0,0,0,0,1,1,1,0,0,1,0,1,1,1,1,1,1,1,1,1,0,0,1,1,1,0,0,0,0,0,0,0,0,0,1,0,1,0,0,0,0,1,0,1,0,1,0,1,1,0,1,1,1,1,1,1,1,0,0,1,1,1,0,1,1,1,1,1,1,1,0,1,1,
0,1,1,1,1,0,1,1,1,1,1,0,1,0,0,0,0,1,1,0,0,0,1,1,1,0,0,0,0,0,0,0,1,0,1,1,0,0,0,1,1,0,0,0,1,0,0,1,1,1,1,1,0,0,0,1,1,0,0,0,0,1,0,0,0,0,1,0,1,0,0,0,1,0,0,0,0,1,0,1,1,0,0,0,1,1,1,0,0,0,0,1,0,1,0,1,1,1,1,1,0,0,0,1,1,1,1,1,1,1,0,1,1,1,1,0,1,0,0,1,1,1,1,1,0,0,1,0,0,1,1,0,1,0,1,1,0,0,0,1,1,1,0,0,0,0,1,1,0,1,1,1,0,1,1,1,1,0,0,1,1,1,0,0,0,0,0,0,0,0,0,0,0,0,1,0,0,0,0,1,1,1,
1,0,1,0,0,0,1,0,0,0,0,0,0,0,1,1,1,1,1,0,0,0,0,0,0,1,1,0,1,1,1,0,0,0,0,0,0,1,0,1,0,1,1,0,0,1,0,0,0,0,0,1,0,1,1,1,0,1,0,0,0,1,1,0,0,0,0,1,1,0,0,0,1,1,1,1,1,1,0,0,1,1,0,1,1,0,0,1,0,0,1,0,0,0,0,1,1,1,0,1,0,0,0,0,1,0,0,1,0,0,1,1,1,0,0,1,1,1,1,1,0,0,1,0,0,0,1,1,1,1,1,1,0,0,1,1,0,0,1,1,1,0,0,0,0,1,1,1,0,0,0,1,1,1,0,0,1,1,0,1,0,0,1,1,0,1,0,1,0,1,0,0,0,1,0,1,1,1,0,0,0,1,
0,0,1,1,1,1,1,0,0,1,1,0,1,0,1,1,0,0,0,0,1,1,1,0,1,0,0,0,1,1,0,0,0,1,1,0,0,0,0,1,0,1,1,0,0,0,0,0,0,0,0,1,0,0,0,0,1,0,0,0,0,0,0,0,1,0,1,0,1,0,0,1,1,0,0,1,1,1,1,1,1,0,0,0,1,1,0,0,0,0,0,0,0,1,1,1,0,0,1,0,0,1,0,1,1,0,1,0,0,1,0,0,0,1,0,1,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,1,1,1,1,1,1,0,0,0,1,0,1,1,1,1,1,0,0,1,1,0,0,1,1,0,0,0,1,1,1,1,1,0,1,1,1,1,1,0,0,1,0,1,1,1,1,1,1,1,1)
varip int[] XLM = array.from(
0,0,0,1,0,1,1,0,0,1,0,1,0,1,1,1,1,1,0,1,0,0,1,0,0,0,0,0,1,0,0,1,0,1,1,0,0,0,0,0,1,1,1,1,0,1,1,1,1,1,0,0,0,0,0,0,0,0,0,0,0,1,1,1,1,1,1,1,1,0,0,0,1,1,1,1,1,1,1,0,0,0,0,1,1,1,1,1,1,1,1,1,0,0,0,0,0,1,1,0,1,1,1,0,1,1,1,1,0,1,1,1,0,1,0,1,0,1,1,1,1,0,0,0,0,1,1,0,0,1,1,0,1,1,1,1,0,1,0,0,0,0,1,0,1,1,1,1,0,0,1,1,0,0,0,0,0,0,0,0,1,1,1,0,0,0,1,0,0,0,0,0,1,1,1,1,0,0,0,0,0,0,0,
0,0,1,1,0,0,0,0,1,0,0,1,1,1,0,1,0,0,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,0,0,0,0,0,1,0,1,1,1,1,1,0,0,1,0,1,0,0,0,0,0,1,1,1,0,1,0,0,0,0,0,1,0,0,0,0,1,1,0,0,1,0,1,0,1,0,0,0,0,0,0,0,0,0,0,1,1,1,0,0,1,1,0,0,1,1,0,0,1,1,1,0,1,0,0,1,0,0,0,0,0,0,0,0,1,0,0,1,0,0,1,0,0,1,0,0,1,0,0,0,0,1,0,0,0,0,1,0,0,1,1,0,1,0,1,0,1,0,0,0,1,0,0,0,0,1,0,0,0,0,1,0,0,1,0,1,1,1,0,1,1,0,1,1,
1,0,0,1,1,1,1,0,1,0,0,1,0,0,1,1,0,1,1,0,0,0,1,0,0,0,1,0,0,0,0,0,0,1,0,0,1,0,0,1,0,1,0,1,1,0,1,1,1,0,1,1,0,0,1,0,0,1,0,1,1,1,1,1,1,1,0,1,0,0,0,0,1,1,0,1,1,0,1,1,1,1,0,1,1,0,1,0,1,0,0,0,0,1,1,1,1,0,1,0,1,1,1,0,0,1,1,1,0,0,0,1,1,1,1,1,0,0,1,1,0,1,0,1,0,0,0,0,1,1,1,0,0,0,0,0,1,1,1,0,0,0,0,0,1,1,0,0,0,0,0,1,1,0,0,1,0,0,0,0,1,1,0,1,0,0,1,1,0,0,0,0,0,1,0,1,1,0,0,0,1,0,
0,1,0,0,1,1,1,0,0,0,0,0,1,0,1,1,0,0,0,1,0,1,1,0,0,1,1,0,0,1,1,1,0,1,0,0,1,1,1,1,0,1,0,0,0,1,1,1,1,0,0,0,1,1,0,0,1,1,1,0,0,0,0,0,0,0,0,0,0,0,0,0,1,0,0,0,0,0,0,0,1,0,1,0,0,0,1,1,1,0,1,1,1,0,0,1,1,0,1,1,0,1,0,0,0,1,0,0,0,0,0,0,0,1,1,0,0,0,1,1,0,1,0,0,0,0,1,0,1,0,0,0,1,1,1,0,1,1,0,0,1,1,0,1,1,0,1,1,1,0,1,0,0,0,0,0,1,1,1,0,0,0,0,0,0,1,1,0,0,0,0,1,0,1,0,0,1,1,1,1,0,0,0)
varip int[] XRP = array.from(
0,0,0,0,0,0,0,1,0,1,0,1,0,0,0,0,0,1,0,0,1,1,1,0,0,1,0,0,1,0,0,0,0,0,1,1,1,0,1,1,1,1,0,0,0,0,0,0,1,1,1,0,1,1,0,0,1,1,0,1,0,1,1,1,1,0,1,1,0,0,0,0,1,0,0,0,1,0,0,1,1,1,0,0,0,1,0,1,0,0,0,0,1,0,1,1,1,0,0,0,1,0,1,1,0,0,0,0,0,0,1,0,0,0,1,1,1,0,1,1,1,1,1,1,1,1,0,1,0,0,0,0,0,1,1,1,0,0,0,0,0,1,0,0,0,1,0,0,0,1,1,1,1,0,1,0,0,0,1,1,0,0,0,0,0,0,0,0,0,0,0,0,1,0,1,1,1,1,0,0,0,1,1,
0,1,0,0,0,1,0,0,0,0,0,0,0,0,0,0,1,1,0,1,1,0,1,1,1,1,0,0,1,0,0,1,0,0,1,0,0,0,1,0,0,0,0,0,0,1,0,1,0,1,1,1,0,1,1,0,0,0,0,0,0,0,0,0,0,1,0,0,0,0,0,0,0,0,0,0,0,1,1,1,0,0,0,0,0,0,0,1,0,1,1,1,1,0,0,1,1,1,1,1,1,1,1,1,0,1,0,1,0,0,0,1,1,0,0,0,1,0,1,1,1,1,1,1,1,1,0,0,1,1,1,1,0,1,0,0,1,1,1,0,1,0,0,1,0,0,0,1,0,0,0,0,0,0,0,1,0,0,0,0,1,1,0,0,0,0,1,0,1,0,0,0,0,1,1,0,0,0,0,0,0,1,
0,0,0,0,0,1,1,0,1,1,0,0,0,0,0,0,0,0,1,1,0,0,0,1,1,1,0,0,0,1,0,0,0,0,0,0,1,0,0,1,0,0,1,1,0,1,0,0,0,0,0,1,1,0,0,0,0,1,0,0,0,1,0,1,1,1,0,1,1,1,1,0,0,0,1,1,0,1,0,0,0,0,0,1,1,0,0,0,1,0,0,1,0,0,1,1,1,1,1,0,1,1,1,1,1,1,1,1,1,1,0,1,0,0,1,0,0,0,0,0,0,1,1,0,1,1,1,1,0,0,1,0,0,1,0,0,0,0,0,0,1,1,0,1,1,1,1,1,0,1,1,1,1,1,0,1,0,0,1,0,0,0,1,1,0,1,1,1,0,1,1,0,1,1,0,1,1,1,1,0,1,0,
1,0,0,0,0,1,0,0,0,0,1,1,0,0,0,0,0,0,0,0,0,0,0,0,1,0,0,0,0,0,0,0,0,0,0,1,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,1,1,0,0,0,1,1,1,1,1,0,0,0,0,0,1,0,0,1,1,1,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,1,1,0,1,1,1,0,0,1,0,1,1,1,0,1,0,0,1,0,1,1,0,0,1,0,0,0,0,0,0,0,0,0,1,1,0,1,1,1,1,0,0,0,0,0,1,1,1,0,0,0,0,0,1,0,0,1,0,1,0,1,0,1,1,0,1,0,1,0,0,0,0,1,0,0,1,1,0,1,0,0,1,1,1)
varip int[] ZEC = array.from(
0,0,0,0,1,0,0,1,1,0,0,1,1,0,0,0,0,1,0,0,0,0,1,1,0,1,0,1,0,0,0,0,0,0,1,1,0,1,0,1,1,1,1,1,1,1,1,1,1,1,0,0,0,0,0,0,0,0,0,0,1,1,1,0,0,1,1,1,1,0,1,1,0,0,0,1,1,0,1,1,1,0,0,1,0,0,1,1,1,1,1,0,0,0,1,1,0,1,1,1,1,1,1,1,0,1,1,0,1,1,1,0,0,0,0,0,0,1,1,1,1,1,1,1,1,1,1,1,1,1,0,1,1,0,1,0,0,0,1,0,0,0,0,0,0,0,1,1,0,0,0,0,1,0,0,0,1,0,1,0,0,0,1,1,0,1,1,1,1,1,0,1,0,0,0,0,1,0,0,1,0,1,1,
1,0,0,0,0,0,1,1,0,0,0,1,1,1,0,1,0,0,1,0,0,0,0,0,0,1,0,0,1,0,0,0,0,0,0,0,0,0,1,1,0,1,1,0,1,0,0,1,0,0,0,0,1,1,1,0,0,0,1,1,0,1,0,1,1,0,0,0,0,0,0,0,0,0,1,1,1,0,0,0,0,0,0,0,0,0,0,0,0,0,1,1,0,1,1,0,1,1,1,0,0,1,0,1,0,1,1,1,1,0,1,1,0,0,0,0,1,1,0,1,0,1,1,1,0,0,0,1,1,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,1,1,0,1,1,1,0,0,1,0,0,0,1,1,1,1,0,1,0,0,1,0,0,0,1,0,0,1,0,0,1,1,1,1,1,
0,1,0,0,0,0,0,0,1,1,0,0,1,0,0,0,0,0,0,1,0,0,0,0,1,0,0,0,0,0,0,0,0,0,0,1,1,1,1,0,0,0,1,0,1,0,0,0,0,0,0,0,1,1,1,1,0,1,0,1,1,1,1,1,1,1,1,0,0,1,0,1,0,0,0,1,1,0,1,0,0,1,0,0,1,0,0,0,0,0,1,0,0,0,0,0,1,1,1,1,0,1,1,1,0,0,1,1,1,0,0,1,0,0,1,1,0,0,0,0,1,1,1,0,0,1,1,1,0,1,1,1,1,1,1,0,0,0,0,0,0,1,1,1,1,0,1,0,1,0,1,0,0,0,0,0,0,0,1,0,1,1,0,1,0,0,1,0,0,0,1,0,1,0,0,0,0,0,0,0,0,1,
1,1,1,1,1,0,1,1,0,0,0,0,1,1,1,0,0,0,0,0,0,0,1,1,1,1,0,0,0,0,1,1,1,1,1,0,0,0,0,0,1,1,0,0,0,0,0,1,0,0,0,0,0,0,0,0,0,0,0,0,1,1,1,0,1,1,0,1,0,1,1,1,1,0,0,0,0,1,1,1,1,1,0,0,0,0,1,0,1,0,0,1,0,0,0,0,0,0,1,0,1,0,1,1,1,1,0,0,0,0,1,0,0,1,0,0,1,1,0,0,0,0,0,0,1,0,0,0,0,0,0,0,0,1,1,0,1,1,0,1,1,0,0,0,1,0,0,1,0,1,0,0,0,1,1,1,0,1,0,0,0,0,1,1,0,0,0,0,0,0,0,1,1,1,0,0,0,0,0,0,0,0,0)
varip int[] ZRX = array.from(
0,0,0,0,1,0,0,1,0,1,0,1,1,0,0,0,0,1,0,1,0,1,0,0,1,0,1,1,1,1,1,1,1,0,0,0,1,0,0,0,1,1,0,0,0,1,0,0,1,1,0,0,0,0,0,0,0,0,0,0,0,1,0,0,1,1,0,0,1,1,0,1,0,0,1,1,1,0,0,0,0,1,1,1,1,0,1,1,1,1,1,0,0,1,1,1,0,1,1,1,1,1,1,1,1,0,0,0,1,0,0,0,0,1,1,1,0,1,0,1,1,1,1,1,0,0,1,0,0,0,0,0,0,0,0,0,0,1,0,0,0,0,0,1,1,1,0,0,1,1,1,1,1,0,0,0,1,0,0,0,1,0,1,0,1,0,0,0,0,0,0,0,0,0,1,0,1,1,1,0,1,1,0,
1,1,1,1,0,0,0,0,0,1,1,0,0,0,0,1,1,0,1,1,1,0,0,1,1,1,1,0,0,0,0,0,0,0,0,1,1,1,1,0,0,0,1,1,1,0,0,1,1,0,0,0,1,1,0,0,0,0,1,1,0,0,0,0,0,0,0,1,0,0,0,0,0,1,1,1,0,1,1,1,1,0,0,0,0,0,0,0,0,0,0,0,1,1,1,1,1,1,1,0,1,1,0,1,0,1,1,0,0,0,0,0,0,1,0,0,1,1,0,0,0,0,0,0,1,0,0,0,1,1,1,0,0,1,1,0,0,0,0,1,0,0,0,1,0,0,0,0,1,0,0,1,0,1,1,1,0,0,0,1,1,1,1,1,1,1,1,1,0,1,0,0,0,0,0,0,1,1,0,0,0,1,
0,0,1,0,0,0,1,0,0,1,0,1,1,1,1,0,0,1,1,0,1,1,1,1,1,1,0,0,1,1,0,1,1,1,1,0,1,0,0,0,0,0,0,0,1,0,0,0,0,1,1,1,1,0,0,1,1,0,0,1,0,0,1,1,0,1,1,1,0,0,0,1,1,0,0,0,1,0,1,0,0,0,0,0,1,0,1,1,1,0,0,0,0,0,0,0,0,0,0,0,1,1,1,1,0,1,1,0,1,0,1,0,1,1,0,0,0,0,0,0,1,1,0,0,1,0,1,1,1,0,1,1,1,1,1,0,0,1,0,1,1,1,1,1,0,0,1,1,1,0,0,0,0,0,0,0,1,1,1,0,0,0,1,0,1,1,0,1,1,0,0,0,0,1,1,1,0,0,0,0,0,0,
0,0,1,1,1,1,1,1,0,1,0,1,0,1,1,0,0,0,0,1,1,1,1,1,1,1,1,0,1,1,1,1,1,1,1,0,0,1,0,0,0,0,0,0,0,0,0,1,1,1,0,0,1,0,0,0,0,1,0,0,0,0,0,0,0,0,1,1,1,1,1,0,1,0,1,0,1,1,1,0,0,0,0,0,0,0,0,1,0,0,1,0,0,0,0,0,1,0,1,1,0,0,0,0,0,0,0,0,1,0,1,0,0,0,0,0,0,0,0,1,1,1,0,0,1,1,0,0,0,0,0,0,0,0,1,0,1,0,0,1,1,1,1,1,0,1,1,0,0,0,1,1,0,1,0,1,1,1,0,0,1,0,0,1,1,0,1,1,1,0,0,1,1,1,0,0,1,1,1,1,1,0,0)
var mlSignal = if (syminfo.ticker == "ADAUSDT")
ADA
else if (syminfo.ticker == "BATUSDT")
BAT
else if (syminfo.ticker == "BNBUSDT")
BNB
else if (syminfo.ticker == "BTCUSDT")
BTC
else if (syminfo.ticker == "DASHUSDT")
DASH
else if (syminfo.ticker == "EOSUSDT")
EOS
else if (syminfo.ticker == "ETCUSDT")
ETC
else if (syminfo.ticker == "ETHUSDT")
ETH
else if (syminfo.ticker == "LINKUSDT")
LINK
else if (syminfo.ticker == "LTCUSDT")
LTC
else if (syminfo.ticker == "XLMUSDT")
XLM
else if (syminfo.ticker == "XRPUSDT")
XRP
else if (syminfo.ticker == "ZECUSDT")
ZEC
else if (syminfo.ticker == "ZRXUSDT")
ZRX
else
array.from(0)
scaleBetween(unscaledNum, minAllowed, maxAllowed, min, max) =>
(maxAllowed - minAllowed) * (unscaledNum - min) / (max - min) + minAllowed
calculateDayBarsCount() =>
// Daily resolution
if (timeframe.period == "D")
1
// 4 hours
else if (timeframe.period == "240")
6
// 3 hours
else if (timeframe.period == "180")
8
// 2 hours
else if (timeframe.period == "120")
12
// 1 hour
else if (timeframe.period == "60")
24
// 45 minutes
else if (timeframe.period == "45")
32
// 30 minutes
else if (timeframe.period == "30")
48
// 15 minutes
else if (timeframe.period == "15")
96
// 10 minutes
else if (timeframe.period == "10")
144
// 5 minutes
else if (timeframe.period == "5")
288
// For other resolutions don't plot future predictions.
else
0
calculateWeekBarsCount(numWeeks) =>
dayBarsCount = calculateDayBarsCount()
numWeeks * 7 * dayBarsCount
calculateCandleTimeDiff(futureWeekOffset) =>
// 2021-01-01 00:00 ML signal day time serie start.
leadShiftSeconds = leadShiftHours * 3600
futureOffsetSeconds = calculateWeekBarsCount(futureWeekOffset) > 0
? futureWeekOffset * 7 * 86400
: 0
referenceUnixTime = 1609459200 - futureOffsetSeconds - leadShiftSeconds
candleUnixTime = (time / 1000) + 1
timeDiff = candleUnixTime - referenceUnixTime
iff(timeDiff < 0, na, timeDiff)
getMLSignalCandleIndex(futureWeekOffset) =>
timeDiff = calculateCandleTimeDiff(futureWeekOffset)
// Day index, days count elapsed from reference date.
candleIndex = floor(timeDiff / 86400)
iff(candleIndex < 0, na, candleIndex)
getMLSignal(futureWeekOffset) =>
// Map array data items indexes to candles.
int candleIndex = getMLSignalCandleIndex(futureWeekOffset)
int itemsCount = array.size(mlSignal)
// Return na for candles where indicator data is not available.
int index = candleIndex > itemsCount ? na : candleIndex
signal = if (index >= 0 and itemsCount > 1)
array.get(mlSignal, index)
else
na
calculateSmoothSignal(mlSignalSerie) =>
int smoothPeriod = calculateWeekBarsCount(1)
if (smoothPeriod > 0)
sma(mlSignalSerie, smoothPeriod)
else
na
getCurrentDayMLSignal(mlSignal, dayOffset) =>
futureWeekBarsOffset = calculateWeekBarsCount(futureWeeksNumber)
dayBarsOffset = calculateDayBarsCount() * dayOffset
dayIndex = futureWeekBarsOffset - dayBarsOffset
mlSignal[dayIndex]
// Compose signal time serie from array data, N weaks lead signals for future projection (plot offset).
int mlSignalLeadSerie = getMLSignal(futureWeeksNumber)
// Scale smooth signal into price -/+ 20% price range.
float mlSignalSerieSmooth = scaleBetween(calculateSmoothSignal(mlSignalLeadSerie), 0.8, 1.2, 0, 1)
int todayMLSignal = getCurrentDayMLSignal(mlSignalLeadSerie, 0)
int tomorrowMLSignal = getCurrentDayMLSignal(mlSignalLeadSerie, 1)
calculateFastMA() =>
sma(hl2, fastMAPeriod)
calculateSlowMA() =>
src = hl2
smma = 0.0
smma := na(smma[1]) ? sma(src, slowMAPeriod) : (smma[1] * (slowMAPeriod - 1) + src) / slowMAPeriod
// vwma(hl2, slowMAPeriod)
currentDate() =>
tostring(year) + '-' + tostring(month) + '-' + tostring(dayofmonth)
currentTime() =>
tostring(hour) + ':' + tostring(minute) + ":" + "00"
currentTimezone() =>
syminfo.timezone
composeSignalData(action, side, type) =>
string skipProcessingFiltersString = skipProcessingFilters ? "true" : "false"
string signalData = '{' +
'"date":"' + currentDate() + '"' + "," +
'"hour":"' + currentTime() + '"' + "," +
'"timezone":"' + currentTimezone() + '"' + "," +
'"orderType":"' + orderType + '"' + "," +
'"action":"' + action + '"' + "," +
'"side":"' + side + '"' + "," +
'"symbolCode":"' + positionSymbol + '"' + "," +
'"symbolId":"' + positionSymbolId + '"' + "," +
'"symbolMinTick":' + tostring(positionSymbolMinTick) + "," +
'"exchangeId":"' + exchangeId + '"' + "," +
'"signalPrice":' + tostring(open) + "," +
'"indicatorType":"' + type + '"' + "," +
'"indicatorPeriod":' + tostring(masterCycleLength) + "," +
'"trailingStopTriggerPercent":' + tostring(trailingStopTriggerPercent * 100) + "," +
'"trailingStopPercent":' + tostring(trailingStopPercent * 100) + "," +
'"trailingStopLongPercent":' + tostring(trailingStopPercent * 100) + "," +
'"stopLossPercent":' + tostring(stopLossPercent * 100) + "," +
'"skipProcessingFilters":' + skipProcessingFiltersString + "," +
'"providerEnvKey":"' + zignalyProviderEnvKey + '"' +
'}'
entryLongPosition(type) =>
string alertMessageEntry = composeSignalData("entry", "long", type)
strategy.entry("long_entry", strategy.long, comment=type + "EntryLong",
alert_message=alertMessageEntry)
entryShortPosition(type) =>
string alertMessageEntry = composeSignalData("entry", "short", type)
strategy.entry("short_entry", strategy.short, comment=type + "EntryShort",
alert_message=alertMessageEntry)
closeLongPosition(type) =>
string alertMessage = composeSignalData("exit", "long", type)
bool executeExit = ignoreEarlyReverseSignal ? (entryPriceShortDiff >= stopLossPercent or entryPriceLongDiff >= trailingStopTriggerPercent) : true
if (executeExit)
strategy.close("long_entry", comment= type + "ExitLong", alert_message=alertMessage)
closeShortPosition(type) =>
string alertMessage = composeSignalData("exit", "short", type)
bool executeExit = ignoreEarlyReverseSignal ? (entryPriceLongDiff >= stopLossPercent or entryPriceShortDiff >= trailingStopTriggerPercent) : true
if (executeExit)
strategy.close("short_entry", comment=type + "ExitShort", alert_message=alertMessage)
// Calculate long trailing stop.
calculateTrailingStopLong() =>
longStopPrice = 0.0
stopFactor = trailingStopLongTrigger ? trailingStopPercent : stopLossPercent
longStopPrice := if (currentPositionSize > 0)
stopValue = baseStopPrice * (1 - stopFactor)
max(stopValue, longStopPrice[1])
else
0
longStopPrice
// Calculate short trailing stop.
calculateTrailingStopShort() =>
shortStopPrice = 0.0
stopFactor = trailingStopShortTrigger ? trailingStopPercent : stopLossPercent
shortStopPrice := if (currentPositionSize < 0)
stopValue = baseStopPrice * (1 + stopFactor)
min(stopValue, shortStopPrice[1])
else
9999999
shortStopPrice
checkMACrossUpper(fastMAValues, slowMAValues) =>
bool maCross = crossover(fastMAValues, slowMAValues)
int underCrossConsolidationPeriod = barssince(crossunder(fastMAValues, slowMAValues))
bool minCrossConsolidationPass = underCrossConsolidationPeriod >= minCrossConsolidationPeriod
bool mlTrendLong = todayMLSignal == 1 and tomorrowMLSignal >= 1
if (exitOnReverseSignal and maCross)
closeShortPosition("MA")
if (enableEntryLongOrder and maCross and minCrossConsolidationPass and mlTrendLong)
if (not ignoreNewSignal)
entryLongPosition("MA")
checkMACrossLower(fastMAValues, slowMAValues) =>
bool maCross = crossunder(fastMAValues, slowMAValues)
int overCrossConsolidationPeriod = barssince(crossover(fastMAValues, slowMAValues))
bool minCrossConsolidationPass = overCrossConsolidationPeriod >= minCrossConsolidationPeriod
bool mlTrendShort = todayMLSignal == 0 and tomorrowMLSignal == 0
if (exitOnReverseSignal and maCross)
closeLongPosition("MA")
if (enableEntryShortOrder and maCross and minCrossConsolidationPass and mlTrendShort)
if (not ignoreNewSignal)
entryShortPosition("MA")
// Strategy MAs line plots.
fastMAValues = calculateFastMA()
slowMAValues = calculateSlowMA()
plot(fastMAValues, color=color.lime, style=plot.style_line, linewidth=3)
plot(slowMAValues, color=color.orange, style=plot.style_line, linewidth=2)
checkMACrossUpper(fastMAValues, slowMAValues)
checkMACrossLower(fastMAValues, slowMAValues)
// Plot trailing stop price marks.
longStopPrice = calculateTrailingStopLong()
plot(series=(currentPositionSize > 0 and plotTrailingStop) ? longStopPrice: na,
color=color.fuchsia, style=plot.style_cross,
linewidth=2, title="Long Trail Stop")
shortStopPrice = calculateTrailingStopShort()
plot(series=(currentPositionSize < 0 and plotTrailingStop) ? shortStopPrice : na,
color=color.fuchsia, style=plot.style_cross,
linewidth=2, title="Short Trail Stop")
// ISSUE NOTE: When strategy.exit is invoked through a function the alert_message
// results in empty data. Keep the call at main script level.
if (currentPositionSize > 0)
string alertMessage = composeSignalData("exit", "long", "SL")
strategy.exit("long_exit", "long_entry", comment="TSLExitLong",
alert_message=alertMessage, stop=longStopPrice)
// Submit exit orders for short position trailing stop.
if (currentPositionSize < 0)
string alertMessage = composeSignalData("exit", "short", "SL")
strategy.exit("short_exit", "short_entry", comment="TSLExitShort",
alert_message=alertMessage, stop=shortStopPrice)
// Thanks to "Sol" trader that contributed the idea of rescaling ML daily trend signal to price.
realOHLC = avg(open, high, low, close)
priceSignalSmoothPeriod = calculateDayBarsCount() * 2
smoothRealPrice = priceSignalSmoothPeriod > 0 ? sma(realOHLC, priceSignalSmoothPeriod) : na
priceSignal = smoothRealPrice * mlSignalSerieSmooth
int plotOffset = calculateWeekBarsCount(futureWeeksNumber)
plot(priceSignal, color=color.aqua, style=plot.style_line, linewidth=2, offset=plotOffset)
//plot(todayMLSignal, color=color.silver, style=plot.style_cross, linewidth=1)
// Mark future predictions boundary.
bgcolor(barstate.islast ? color.new(color.silver, 60) : na) |
Hammers & Stars Strategy | https://www.tradingview.com/script/t776tkZv-Hammers-Stars-Strategy/ | ZenAndTheArtOfTrading | https://www.tradingview.com/u/ZenAndTheArtOfTrading/ | 3,558 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© ZenAndTheArtOfTrading / PineScriptMastery
// Last Updated: 5th October, 2021
// @version=4
strategy("Hammers & Stars Strategy [v1.1]", shorttitle="HSS[v1.1]", overlay=true)
// Strategy Settings
var g_strategy = "Strategy Settings"
atrMinFilterSize = input(title=">= ATR Filter", type=input.float, defval=0.0, minval=0.0, group=g_strategy, tooltip="Minimum size of entry candle compared to ATR")
atrMaxFilterSize = input(title="<= ATR Filter", type=input.float, defval=3.0, minval=0.0, group=g_strategy, tooltip="Maximum size of entry candle compared to ATR")
stopMultiplier = input(title="Stop Loss ATR", type=input.float, defval=1.0, group=g_strategy, tooltip="Stop loss multiplier (x ATR)")
rr = input(title="R:R", type=input.float, defval=1.0, group=g_strategy, tooltip="Risk:Reward profile")
fibLevel = input(title="Fib Level", type=input.float, defval=0.333, group=g_strategy, tooltip="Used to calculate upper/lower third of candle. (For example, setting it to 0.5 will mean hammers must close >= 50% mark of the total candle size)")
// Filter Settings
var g_filter = "Filter Settings"
emaFilter = input(title="EMA Filter", type=input.integer, defval=0, group=g_filter, tooltip="EMA length to filter trades - set to zero to disable")
i_startTime = input(title="Start Date Filter", defval=timestamp("01 Jan 2000 13:30 +0000"), type=input.time, group=g_filter, tooltip="Date & time to begin trading from")
i_endTime = input(title="End Date Filter", defval=timestamp("1 Jan 2099 19:30 +0000"), type=input.time, group=g_filter, tooltip="Date & time to stop trading")
// Backtester Settings
var g_tester = "Backtester Settings"
startBalance = input(title="Starting Balance", type=input.float, defval=10000.0, group=g_tester, tooltip="Your starting balance for the custom inbuilt tester system")
riskPerTrade = input(title="Risk Per Trade", type=input.float, defval=1.0, group=g_tester, tooltip="Your desired % risk per trade (as a whole number)")
drawTester = input(title="Draw Backtester", type=input.bool, defval=true, group=g_tester, tooltip="Turn on/off inbuilt backtester display")
// AutoView Settings
var g_av = "AutoView Settings [OANDA]"
av_use = input(title="Use AutoView?", type=input.bool, defval=false, group=g_av, tooltip="If turned on then the alerts this script generates will use AutoView syntax for auto-trading (WARNING: USE AT OWN RISK! RESEARCH THE DANGERS)")
av_oandaDemo = input(title="Use Oanda Demo?", type=input.bool, defval=false, group=g_av, tooltip="If turned on then oandapractice broker prefix will be used for AutoView alerts (demo account). If turned off then live account will be used")
av_limitOrder = input(title="Use Limit Order?", type=input.bool, defval=true, group=g_av, tooltip="If turned on then AutoView will use limit orders. If turned off then market orders will be used")
av_gtdOrder = input(title="Days To Leave Limit Order", type=input.integer, minval=0, defval=2, group=g_av, tooltip="This is your GTD setting (good til day)")
av_accountBalance = input(title="Account Balance", type=input.float, defval=1000.0, step=100, group=g_av, tooltip="Your account balance (used for calculating position size)")
av_accountCurrency = input(title="Account Currency", type=input.string, defval="USD", options=["AUD", "CAD", "CHF", "EUR", "GBP", "JPY", "NZD", "USD"], group=g_av, tooltip="Your account balance currency (used for calculating position size)")
av_riskPerTrade = input(title="Risk Per Trade %", type=input.float, defval=2.0, step=0.5, group=g_av, tooltip="Your risk per trade as a % of your account balance")
// PineConnector Settings
var g_pc = "PineConnector Settings"
pc_use = input(title="Use PineConnector?", type=input.bool, defval=false, group=g_pc, tooltip="Use PineConnector Alerts? (WARNING: USE AT OWN RISK! RESEARCH THE DANGERS)")
pc_id = input(title="License ID", type=input.string, defval="ID", group=g_pc, tooltip="This is your PineConnector license ID")
pc_spread = input(title="Spread", type=input.float, defval=0.5, group=g_pc, tooltip="Enter your average spread for this pair (used for offsetting entry limit order from closing price)")
pc_risk = input(title="Risk Per Trade", type=input.float, defval=1, step=0.5, group=g_pc, tooltip="This is how much to risk per trade (% of balance or lots - based on PC settings)")
pc_prefix = input(title="MetaTrader Prefix", type=input.string, defval="", group=g_pc, tooltip="This is your broker's MetaTrader symbol prefix (leave blank if there is none)")
pc_suffix = input(title="MetaTrader Suffix", type=input.string, defval="", group=g_pc, tooltip="This is your broker's MetaTrader symbol suffix (leave blank if there is none)")
pc_limit = input(title="Use Limit Order?", type=input.bool, defval=true, group=g_pc, tooltip="If true a limit order will be used, if false a market order will be used")
// Generate PineConnector alert string & prepare OANDA broker string
var broker = av_oandaDemo ? "oandapractice" : "oanda"
var symbol = pc_prefix + syminfo.ticker + pc_suffix
var limit = pc_limit ? "limit" : ""
var spread = syminfo.mintick * 10 * pc_spread
pc_entry_alert(direction, sl, tp) =>
limit_price = direction == "buy" ? close - spread : close + spread
price = pc_limit ? "price=" + tostring(limit_price) + "," : ""
pc_id + "," + direction + limit + "," + symbol + "," + price + "sl=" + tostring(sl) + ",tp=" + tostring(tp) + ",risk=" + tostring(pc_risk)
// See if this bar's time happened within date filter
dateFilter = time >= i_startTime and time <= i_endTime
// Get indicator values
atr = atr(14)
ema = ema(close, emaFilter == 0 ? 1 : emaFilter)
// Custom function to convert pips into whole numbers
toWhole(number) =>
return = atr < 1.0 ? (number / syminfo.mintick) / (10 / syminfo.pointvalue) : number
return := atr >= 1.0 and atr < 100.0 and syminfo.currency == "JPY" ? return * 100 : return
// Custom function to convert whole numbers back into pips
toPips(number) =>
return = atr >= 1.0 ? number : (number * syminfo.mintick) * (10 / syminfo.pointvalue)
return := atr >= 1.0 and atr < 100.0 and syminfo.currency == "JPY" ? return / 100 : return
// Custom function to truncate (cut) excess decimal places
truncate(_number, _decimalPlaces) =>
_factor = pow(10, _decimalPlaces)
int(_number * _factor) / _factor
// Check EMA Filter
emaFilterLong = emaFilter == 0 or close > ema
emaFilterShort = emaFilter == 0 or close < ema
// Check ATR filter
atrMinFilter = abs(high - low) >= (atrMinFilterSize * atr) or atrMinFilterSize == 0.0
atrMaxFilter = abs(high - low) <= (atrMaxFilterSize * atr) or atrMaxFilterSize == 0.0
atrFilter = atrMinFilter and atrMaxFilter
// Calculate 33.3% 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 setup
validHammer = lowestBody >= bullFib and atrFilter and close != open and not na(atr) and emaFilterLong
validStar = highestBody <= bearFib and atrFilter and close != open and not na(atr) and emaFilterShort
// Check if we have confirmation for our setup
validLong = validHammer and strategy.position_size == 0 and dateFilter and barstate.isconfirmed
validShort = validStar and strategy.position_size == 0 and dateFilter and barstate.isconfirmed
//------------- DETERMINE POSITION SIZE -------------//
// Get account inputs
var tradePositionSize = 0.0
var pair = syminfo.basecurrency + "/" + syminfo.currency
// Check if our account currency is the same as the base or quote currency (for risk $ conversion purposes)
accountSameAsCounterCurrency = av_accountCurrency == syminfo.currency
accountSameAsBaseCurrency = av_accountCurrency == syminfo.basecurrency
// Check if our account currency is neither the base or quote currency (for risk $ conversion purposes)
accountNeitherCurrency = not accountSameAsCounterCurrency and not accountSameAsBaseCurrency
// Get currency conversion rates if applicable
conversionCurrencyPair = accountSameAsCounterCurrency ? syminfo.tickerid : accountNeitherCurrency ? av_accountCurrency + syminfo.currency : av_accountCurrency + syminfo.currency
conversionCurrencyRate = security(symbol=syminfo.type == "forex" ? conversionCurrencyPair : "AUDUSD", resolution="D", expression=close)
// Calculate position size
getPositionSize(stopLossSizePoints) =>
riskAmount = (av_accountBalance * (av_riskPerTrade / 100)) * (accountSameAsBaseCurrency or accountNeitherCurrency ? conversionCurrencyRate : 1.0)
riskPerPoint = (stopLossSizePoints * syminfo.pointvalue)
positionSize = (riskAmount / riskPerPoint) / syminfo.mintick
round(positionSize)
// Set up our GTD (good-til-day) order info
gtdTime = time + (av_gtdOrder * 1440 * 60 * 1000) // 86,400,000ms per day
gtdYear = year(gtdTime)
gtdMonth = month(gtdTime)
gtdDay = dayofmonth(gtdTime)
gtdString = " dt=" + tostring(gtdYear) + "-" + tostring(gtdMonth) + "-" + tostring(gtdDay)
//------------- END POSITION SIZE CODE -------------//
// Calculate our stop distance & size for the current bar
stopSize = atr * stopMultiplier
longStopPrice = low < low[1] ? low - stopSize : low[1] - stopSize
longStopDistance = close - longStopPrice
longTargetPrice = close + (longStopDistance * rr)
shortStopPrice = high > high[1] ? high + stopSize : high[1] + stopSize
shortStopDistance = shortStopPrice - close
shortTargetPrice = close - (shortStopDistance * rr)
// Save trade stop & target & position size if a valid setup is detected
var t_entry = 0.0
var t_stop = 0.0
var t_target = 0.0
var t_direction = 0
// Detect valid long setups & trigger alert
if validLong
t_entry := close
t_stop := longStopPrice
t_target := longTargetPrice
t_direction := 1
tradePositionSize := getPositionSize(toWhole(longStopDistance) * 10)
strategy.entry(id="Long", long=strategy.long, when=validLong, comment="(SL=" + tostring(truncate(toWhole(longStopDistance),2)) + " pips)")
// Fire alerts
if not av_use and not pc_use
alert(message="Bullish Hammer Detected!", freq=alert.freq_once_per_bar_close)
// Trigger PineConnector long alert
if pc_use
alertString = pc_entry_alert("buy", t_stop, t_target)
alert(alertString, alert.freq_once_per_bar_close)
// Trigger AutoView long alert
if av_use
alert(message="e=" + broker + " b=long q="
+ tostring(tradePositionSize)
+ " s=" + pair
+ " t=" + (av_limitOrder ? "limit fp=" + tostring(close) : "market")
+ " fsl=" + tostring(t_stop)
+ " ftp=" + tostring(t_target)
+ (av_gtdOrder != 0 and av_limitOrder ? gtdString : ""),
freq=alert.freq_once_per_bar_close)
// Detect valid short setups & trigger alert
if validShort
t_entry := close
t_stop := shortStopPrice
t_target := shortTargetPrice
t_direction := -1
tradePositionSize := getPositionSize(toWhole(shortStopDistance) * 10)
strategy.entry(id="Short", long=strategy.short, when=validShort, comment="(SL=" + tostring(truncate(toWhole(shortStopDistance),2)) + " pips)")
// Fire alerts
if not av_use and not pc_use
alert(message="Bearish Hammer Detected!", freq=alert.freq_once_per_bar_close)
// Trigger PineConnector short alert
if pc_use
alertString = pc_entry_alert("sell", t_stop, t_target)
alert(alertString, alert.freq_once_per_bar_close)
// Trigger AutoView short alert
if av_use
alert(message="e=" + broker + " b=short q="
+ tostring(tradePositionSize)
+ " s=" + pair
+ " t=" + (av_limitOrder ? "limit fp=" + tostring(close) : "market")
+ " fsl=" + tostring(t_stop)
+ " ftp=" + tostring(t_target)
+ (av_gtdOrder != 0 and av_limitOrder ? gtdString : ""),
freq=alert.freq_once_per_bar_close)
// Check if price has hit long stop loss or target
if t_direction == 1 and (low <= t_stop or high >= t_target)
t_direction := 0
// Cancel limit order if it hasn't been filled yet
if pc_limit and pc_use
alert(pc_id + ",cancellong," + symbol)
// Check if price has hit short stop loss or target
if t_direction == -1 and (high >= t_stop or low <= t_target)
t_direction := 0
// Cancel limit order if it hasn't been filled yet
if pc_limit and pc_use
alert(pc_id + ",cancelshort," + symbol)
// Exit trades whenever our stop or target is hit
strategy.exit(id="Long Exit", from_entry="Long", limit=t_target, stop=t_stop, when=strategy.position_size > 0)
strategy.exit(id="Short Exit", from_entry="Short", limit=t_target, stop=t_stop, when=strategy.position_size < 0)
// Draw trade data
plot(strategy.position_size != 0 or validLong or validShort ? t_stop : na, title="Trade Stop Price", color=color.red, style=plot.style_linebr)
plot(strategy.position_size != 0 or validLong or validShort ? t_target : na, title="Trade Target Price", color=color.green, style=plot.style_linebr)
plot(strategy.position_size != 0 or validLong or validShort ? tradePositionSize : na, color=color.purple, display=display.none, title="AutoView Position Size")
// Draw EMA if it's enabled
plot(emaFilter == 0 ? na : ema, color=emaFilterLong ? color.green : color.red, linewidth=2, title="EMA")
// Draw price action setup arrows
plotshape(validLong ? 1 : na, style=shape.triangleup, location=location.belowbar, color=color.green, title="Bullish Setup")
plotshape(validShort ? 1 : na, style=shape.triangledown, location=location.abovebar, color=color.red, title="Bearish Setup")
// --- BEGIN TESTER CODE --- //
// Declare performance tracking variables
var balance = startBalance
var drawdown = 0.0
var maxDrawdown = 0.0
var maxBalance = 0.0
var totalPips = 0.0
var totalWins = 0
var totalLoss = 0
// Detect winning trades
if strategy.wintrades != strategy.wintrades[1]
balance := balance + ((riskPerTrade / 100) * balance) * rr
totalPips := totalPips + abs(t_entry - t_target)
totalWins := totalWins + 1
if balance > maxBalance
maxBalance := balance
// Detect losing trades
if strategy.losstrades != strategy.losstrades[1]
balance := balance - ((riskPerTrade / 100) * balance)
totalPips := totalPips - abs(t_entry - t_stop)
totalLoss := totalLoss + 1
// Update drawdown
drawdown := (balance / maxBalance) - 1
if drawdown < maxDrawdown
maxDrawdown := drawdown
// Prepare stats table
var table testTable = table.new(position.top_right, 5, 2, border_width=1)
f_fillCell(_table, _column, _row, _title, _value, _bgcolor, _txtcolor) =>
_cellText = _title + "\n" + _value
table.cell(_table, _column, _row, _cellText, bgcolor=_bgcolor, text_color=_txtcolor)
// Draw stats table
var bgcolor = color.new(color.black,0)
if drawTester
if barstate.islastconfirmedhistory
// Update table
dollarReturn = balance - startBalance
f_fillCell(testTable, 0, 0, "Total Trades:", tostring(strategy.closedtrades), bgcolor, color.white)
f_fillCell(testTable, 0, 1, "Win Rate:", tostring(truncate((strategy.wintrades/strategy.closedtrades)*100,2)) + "%", bgcolor, color.white)
f_fillCell(testTable, 1, 0, "Starting:", "$" + tostring(startBalance), bgcolor, color.white)
f_fillCell(testTable, 1, 1, "Ending:", "$" + tostring(truncate(balance,2)), bgcolor, color.white)
f_fillCell(testTable, 2, 0, "Return:", "$" + tostring(truncate(dollarReturn,2)), dollarReturn > 0 ? color.green : color.red, color.white)
f_fillCell(testTable, 2, 1, "Pips:", (totalPips > 0 ? "+" : "") + tostring(truncate(toWhole(totalPips),2)), bgcolor, color.white)
f_fillCell(testTable, 3, 0, "Return:", (dollarReturn > 0 ? "+" : "") + tostring(truncate((dollarReturn / startBalance)*100,2)) + "%", dollarReturn > 0 ? color.green : color.red, color.white)
f_fillCell(testTable, 3, 1, "Max DD:", tostring(truncate(maxDrawdown*100,2)) + "%", color.red, color.white)
// --- END TESTER CODE --- // |
VixFixLinReg-Strategy | https://www.tradingview.com/script/VRbtGCcs-VixFixLinReg-Strategy/ | Trendoscope | https://www.tradingview.com/u/Trendoscope/ | 269 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© HeWhoMustNotBeNamed
//@version=4
strategy("VixFixLinReg-Strategy", shorttitle="VixFixLinReg - Strategy",
overlay=false, initial_capital = 100000,
default_qty_type = strategy.percent_of_equity, default_qty_value = 100, commission_type = strategy.commission.percent, pyramiding = 1,
commission_value = 0.01)
pd = input(22, title="LookBack Period Standard Deviation High")
bbl = input(20, title="Bolinger Band Length")
mult = input(2.0 , minval=1, maxval=5, title="Bollinger Band Standard Devaition Up")
lb = input(50 , title="Look Back Period Percentile High")
ph = input(.85, title="Highest Percentile - 0.90=90%, 0.95=95%, 0.99=99%")
pl = input(1.01, title="Lowest Percentile - 1.10=90%, 1.05=95%, 1.01=99%")
hp = input(false, title="Show High Range - Based on Percentile and LookBack Period?")
sd = input(false, title="Show Standard Deviation Line?")
i_startTime = input(defval = timestamp("01 Jan 2010 00:00 +0000"), title = "Start Time", type = input.time)
i_endTime = input(defval = timestamp("01 Jan 2099 00:00 +0000"), title = "End Time", type = input.time)
inDateRange = time >= i_startTime and time <= i_endTime
considerVIXFixClose = input(false)
lengthKC=input(20, title="KC Length")
multKC = input(1.5, title="KC MultFactor")
atrLen = input(22)
atrMult = input(5)
initialStopBar = input(5)
waitForCloseBeforeStop = input(true)
f_getStop(atrLen, atrMult)=>
stop = strategy.position_size > 0 ? close - (atrMult * atr(atrLen)) : lowest(initialStopBar)
stop := strategy.position_size > 0 ? max(stop,nz(stop[1], stop)) : lowest(initialStopBar)
stop
wvf = ((highest(close, pd)-low)/(highest(close, pd)))*100
sDev = mult * stdev(wvf, bbl)
midLine = sma(wvf, bbl)
lowerBand = midLine - sDev
upperBand = midLine + sDev
rangeHigh = (highest(wvf, lb)) * ph
rangeLow = (lowest(wvf, lb)) * pl
col = wvf >= upperBand or wvf >= rangeHigh ? color.lime : color.gray
val = linreg(wvf, pd, 0)
absVal = abs(val)
linRegColor = val>val[1]? (val > 0 ? color.green : color.orange): (val > 0 ? color.lime : color.red)
plot(hp and rangeHigh ? rangeHigh : na, title="Range High Percentile", style=plot.style_line, linewidth=4, color=color.orange)
plot(hp and rangeLow ? rangeLow : na, title="Range High Percentile", style=plot.style_line, linewidth=4, color=color.orange)
plot(wvf, title="Williams Vix Fix", style=plot.style_histogram, linewidth = 4, color=col)
plot(sd and upperBand ? upperBand : na, title="Upper Band", style=plot.style_line, linewidth = 3, color=color.aqua)
plot(-absVal, title="Linear Regression", style=plot.style_histogram, linewidth=4, color=linRegColor)
vixFixState = (col == color.lime) ? 1: 0
vixFixState := strategy.position_size == 0? max(vixFixState, nz(vixFixState[1],0)) : vixFixState
longCondition = (vixFixState == 1 and linRegColor == color.lime) and inDateRange
exitLongCondition = (linRegColor == color.orange or linRegColor == color.red) and considerVIXFixClose
stop = f_getStop(atrLen, atrMult)
label_x = time+(60*60*24*1000*20)
myLabel = label.new(x=label_x, y=0, text="Stop : "+tostring(stop), xloc=xloc.bar_time, style=label.style_none, textcolor=color.black, size=size.normal)
label.delete(myLabel[1])
strategy.entry("Long", strategy.long, when=longCondition, oca_name="oca_buy", oca_type=strategy.oca.cancel)
strategy.close("Long", when=exitLongCondition or (close < stop and waitForCloseBeforeStop and linRegColor == color.green))
strategy.exit("ExitLong", "Long", stop = stop, when=not waitForCloseBeforeStop and linRegColor == color.green) |
BTC Rapid fire strategy 1M Scalping | https://www.tradingview.com/script/c620W1po-BTC-Rapid-fire-strategy-1M-Scalping/ | atakhadivi | https://www.tradingview.com/u/atakhadivi/ | 70 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© atakhadivi
//@version=4
strategy("rapid fire", overlay=true)
longCondition = open > sar(0.02,0.02,0.2) and open[1] < sar(0.02,0.02,0.2)[1] and open > sma(close,50)
takeprofit = strategy.position_avg_price * (1 + 0.005)
stopLoss = strategy.position_avg_price * (1 - 0.015)
if (longCondition)
strategy.entry("longEntry", strategy.long, limit = takeprofit, stop = stopLoss)
shortCondition = open < sar(0.02,0.02,0.2) and open[1] > sar(0.02,0.02,0.2)[1] and open < sma(close,50)
take_profit = strategy.position_avg_price * (1 - 0.005)
stop_Loss = strategy.position_avg_price * (1 + 0.015)
if (shortCondition)
strategy.entry("shortEntry", strategy.short, limit = take_profit, stop = stop_Loss) |
Donchian Channel Strategy | https://www.tradingview.com/script/7lDOCF4F-Donchian-Channel-Strategy/ | pratyush_trades | https://www.tradingview.com/u/pratyush_trades/ | 449 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© pratyush_trades
//@version=4
strategy("Donchian Channel Strategy", overlay=true)
length = input(20)
longRule = input("Higher High", "Long Entry", options=["Higher High", "Basis"])
shortRule = input("Lower Low", "Short Entry", options=["Lower Low", "Basis"])
hh = highest(high, length)
ll = lowest(low, length)
up = plot(hh, 'Upper Band', color = color.green)
dw = plot(ll, 'Lower Band', color = color.red)
mid = (hh + ll) / 2
midPlot = plot(mid, 'Basis', color = color.orange)
fill(up, midPlot, color=color.green, transp = 95)
fill(dw, midPlot, color=color.red, transp = 95)
if (close>ema(close,200))
if (not na(close[length]))
strategy.entry("Long", strategy.long, stop=longRule=='Basis' ? mid : hh)
if (close<ema(close,200))
if (not na(close[length]))
strategy.entry("Short", strategy.short, stop=shortRule=='Basis' ? mid : ll)
if (strategy.position_size>0)
strategy.exit(id="Longs Exit",stop=ll)
if (strategy.position_size<0)
strategy.exit(id="Shorts Exit",stop=hh) |
Jigga - Heatmap Comparision | https://www.tradingview.com/script/N9IEVihp-Jigga-Heatmap-Comparision/ | jigneshjc | https://www.tradingview.com/u/jigneshjc/ | 36 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© jigneshjc
//@version=5
strategy('Jigga - Heatmap Comparision', overlay=false)
checkRSI = input(true, title='------------------------ RSI ------------------------')
length_RSI = input.int(14, title='Signal', inline='RSI')
upperValueRSI = input.int(55, title='Upper', inline='RSI')
lowerValueRSI = input.int(45, title='Lower', inline='RSI')
checkMA = input(false, title='------------------------ EMA CrossOver ------------------------')
fastMA = input.int(20, title='Fast', inline='EMA Crossover')
slowMA = input.int(50, title='Slow', inline='EMA Crossover')
includeIndex = input(false, title='------------------------ INDEX ------------------------')
symbol1 = input.symbol(title='1', defval='NSE:CNXMETAL', inline='Symbol')
symbol2 = input.symbol(title='2', defval='NSE:CNXFMCG', inline='Symbol')
symbol3 = input.symbol(title='3', defval='NSE:CNXIT', inline='Symbol')
symbol4 = input.symbol(title='4', defval='NSE:CNXPHARMA', inline='Symbol')
symbol5 = input.symbol(title='5', defval='NSE:CNXAUTO', inline='Symbol')
doBackTesting = input(false, title='------------------------ Do BackTesting ------------------------')
refSector = input.int(title='Buy sell based on sector #', defval=1, options=[1, 2, 3, 4, 5])
updown(price) =>
closePrice = price
vrsi = ta.rsi(closePrice, length_RSI)
up = false
down = false
if checkRSI and checkMA
up := vrsi > upperValueRSI and ta.ema(closePrice, fastMA) > ta.ema(closePrice, slowMA) ? true : vrsi < lowerValueRSI and ta.ema(closePrice, fastMA) < ta.ema(closePrice, slowMA) ? false : up[1]
up
else if checkRSI
up := vrsi > upperValueRSI ? true : vrsi < lowerValueRSI ? false : up[1]
up
else if checkMA
up := ta.ema(closePrice, fastMA) > ta.ema(closePrice, slowMA) ? true : false
up
up
s1Close = request.security(symbol1, timeframe.period, close)
s2Close = request.security(symbol2, timeframe.period, close)
s3Close = request.security(symbol3, timeframe.period, close)
s4Close = request.security(symbol4, timeframe.period, close)
s5Close = request.security(symbol5, timeframe.period, close)
s1RSIup = updown(s1Close)
s2RSIup = updown(s2Close)
s3RSIup = updown(s3Close)
s4RSIup = updown(s4Close)
s5RSIup = updown(s5Close)
refSectorup = refSector == 1 ? s1RSIup : refSector == 2 ? s2RSIup : refSector == 3 ? s2RSIup : refSector == 4 ? s4RSIup : s5RSIup
h0 = hline(1, color=color.new(color.black, 10), linewidth=2, linestyle=hline.style_solid)
h1 = hline(2, color=color.new(color.black, 10), linewidth=2, linestyle=hline.style_solid)
h2 = hline(3, color=color.new(color.black, 10), linewidth=2, linestyle=hline.style_solid)
h3 = hline(4, color=color.new(color.black, 10), linewidth=2, linestyle=hline.style_solid)
h4 = hline(5, color=color.new(color.black, 10), linewidth=2, linestyle=hline.style_solid)
h5 = hline(6, color=color.new(color.black, 10), linewidth=2, linestyle=hline.style_solid)
lapos_x = timenow + math.round(ta.change(time) * 20)
lapos_y = ta.highest(5) // + (0.15 * highest(20))
get_bars(Trend) =>
since_st_buy = ta.barssince(Trend == true)
since_st_sell = ta.barssince(Trend == false)
[since_st_buy, since_st_sell]
[since_st_1_buy, since_st_1_sell] = get_bars(s5RSIup)
[since_st_2_buy, since_st_2_sell] = get_bars(s4RSIup)
[since_st_3_buy, since_st_3_sell] = get_bars(s3RSIup)
[since_st_4_buy, since_st_4_sell] = get_bars(s2RSIup)
[since_st_5_buy, since_st_5_sell] = get_bars(s1RSIup)
heatmap_color(cond1, cond2, colorValue) =>
cond1 ? colorValue : cond2 ? color.new(color.silver, 20) : na
f_draw_label(x, y, _text, _textcolor, _size) =>
var label Label = na
label.delete(Label)
Label := label.new(x, y, _text, color=color.new(color.white, 20), textcolor=_textcolor, style=label.style_none, yloc=yloc.price, xloc=xloc.bar_time, size=_size)
Label
f_draw_label(lapos_x, 1, symbol5, color.black, size.large)
f_draw_label(lapos_x, 2, symbol4, color.black, size.large)
f_draw_label(lapos_x, 3, symbol3, color.black, size.large)
f_draw_label(lapos_x, 4, symbol2, color.black, size.large)
f_draw_label(lapos_x, 5, symbol1, color.black, size.large)
fill(h0, h1, color=heatmap_color(since_st_1_sell > since_st_1_buy, since_st_1_sell < since_st_1_buy, color.new(color.fuchsia, 20)), title='Sector5', transp=90)
fill(h1, h2, color=heatmap_color(since_st_2_sell > since_st_2_buy, since_st_2_sell < since_st_2_buy, color.new(color.yellow, 20)), title='Sector4', transp=90)
fill(h2, h3, color=heatmap_color(since_st_3_sell > since_st_3_buy, since_st_3_sell < since_st_3_buy, color.new(color.lime, 20)), title='Sector3', transp=90)
fill(h3, h4, color=heatmap_color(since_st_4_sell > since_st_4_buy, since_st_4_sell < since_st_4_buy, color.new(color.orange, 20)), title='Sector2', transp=90)
fill(h4, h5, color=heatmap_color(since_st_5_sell > since_st_5_buy, since_st_5_sell < since_st_5_buy, color.new(color.blue, 20)), title='Sector1', transp=90)
if strategy.position_size == 0 and refSectorup and doBackTesting
strategy.entry(id='In', direction=strategy.long)
if not refSectorup and doBackTesting
strategy.close('In')
|
Momentum Strategy | https://www.tradingview.com/script/LGAJeltq-Momentum-Strategy/ | PrattyCharts | https://www.tradingview.com/u/PrattyCharts/ | 467 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© PrattyCharts
//@version=4
strategy("Momentum Strategy", overlay=true, process_orders_on_close =true)
isCrypto = false
if(syminfo.prefix == "COINBASE" or syminfo.prefix == "BINANCE" or syminfo.prefix == "FTX" or syminfo.prefix == "BITSTAMP")
isCrypto := true
benchmark = syminfo.root == "SPX" or syminfo.root == "BTCUSD"
// momentum settings
highPeriod = input(63, type = input.integer, title = "New Highs Period")
relativeHighPeriod = input(40, type = input.integer, title = "New Relative Highs Period")
trendMovingAverage = input(50, type = input.integer, title = "Uptrend Period")
trailingMovingAverage = input(20, type = input.integer, title = "First Moving Average Stop")
bullmarket = rising(ema(close, 200),1) and rising(ema(close, 200),1)
strategy.risk.allow_entry_in(strategy.direction.long)
longMA = ema(close, trendMovingAverage)
shortMA = ema(close, trailingMovingAverage)
plot(shortMA, transp = 70)
plot(longMA, transp = 70)
// check for new relative high
comparativeTickerStock = input("SPX", type = input.symbol, title = "Stock Benchmark")
comparativeTickerCrypto = input("BTCUSD", type = input.symbol, title = "Crypto Benchmark")
baseSymbol = security(syminfo.tickerid, timeframe.period, close)
benchmarkStock = security(comparativeTickerStock, timeframe.period, close)
benchmarkCrypto = security(comparativeTickerCrypto, timeframe.period, close)
rs = baseSymbol / benchmarkStock
// check if bitcoin should be used for relative strength
if(isCrypto)
rs := baseSymbol / benchmarkCrypto
newRelativeHigh = rs > highest(rs[1], relativeHighPeriod)
relativeUptrend = rising(ema(rs,trendMovingAverage),1)
// triggers
isNewHigh = close > highest(close[1], highPeriod)
hasRelativeStrength = newRelativeHigh and relativeUptrend
upperClosingRange = close-open > 0.85 * (open-high) // closing near upper 85% of candle range
hasBullishRSI = rsi(close, 14) > 60
inUptrend = rising(longMA,1)
buyTrigger = isNewHigh and upperClosingRange and inUptrend and hasBullishRSI
if(not benchmark) // do not do relative analysis for benchmarks
buyTrigger := buyTrigger and hasRelativeStrength
// determine which exit to use
exitTrigger = close < shortMA
var trending = false
// check if the stock is trending nicely
if(close > strategy.position_avg_price * 1.20)
trending := true
// if the stock is trending well use a longer moving average
if(trending)
exitTrigger := close < longMA
// check if the stock is breaking down on a relative basis
rsEMA = ema(rs, trendMovingAverage)
if(rs < rsEMA )
exitTrigger :=true
// strategy
if (buyTrigger)
strategy.entry("buy ", strategy.long, comment = "Buy")
if(exitTrigger)
strategy.entry("sell ", strategy.short, comment = "Exit")
trending := false |
Fibonacci candle with Fibonacci ema strategy | https://www.tradingview.com/script/zQD1Qknz-Fibonacci-candle-with-Fibonacci-ema-strategy/ | SoftKill21 | https://www.tradingview.com/u/SoftKill21/ | 221 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© SoftKill21
//@version=4
strategy("Fibonacci candle", overlay=true,initial_capital = 1000, default_qty_type=strategy.percent_of_equity, default_qty_value=100, commission_type=strategy.commission.percent , commission_value=0.1 )
//plot of our fibonacci candle
// Fibonacci
// Fn = Fn-1 + Fn-2
// F10 = 55
// 0 1 2 3 5 8 13 21 34 55
avg_close = (close[0] + close[1] + close[2] + close[3] +close[5] + close[8] + close[13]+ close[21] + close[34] + close[55]) / 10
avg_high = (high[0] + high[1] + high[2] + high[3] +high[5] + high[8] + high[13]+ high[21] + high[34] + high[55]) / 10
avg_low = (low[0] + low[1] + low[2] + low[3] +low[5] + low[8] + low[13]+ low[21] + low[34] + low[55]) / 10
avg_open = (open[0] + open[1] + open[2] + open[3] +open[5] + open[8] + open[13]+ open[21] + open[34] + open[55]) / 10
length_ema_vol=input(12)
volume_avg =(volume[0] + volume[1] + volume[2] + volume[3] +volume[5] + volume[8] + volume[13]+ volume[21] + volume[34] + volume[55]) / 10
ema_volume_avg = ema(volume_avg,length_ema_vol)
// plot(volume_avg,color=color.white)
// plot(ema_volume_avg)
longvol = crossover(volume_avg,ema_volume_avg)
shortvol = crossunder(volume_avg, ema_volume_avg)
src = avg_close//input(avg_close, title="Source")
out55 = ema(src, 55)
out1 = ema(src, 1)
out2 = ema(src, 2)
out3 = ema(src, 3)
out5 = ema(src, 5)
out8 = ema(src, 8)
out13 = ema(src, 13)
out21 = ema(src, 21)
out34 = ema(src, 34)
avg_ema = (out55 + out1 + out2 + out3+ out5 + out8 + out13 + out21 + out34)/9
//plot(avg_ema)
//plotcandle(avg_open, avg_high, avg_low, avg_close, title='Title', color = avg_open < avg_close ? color.green : color.red, wickcolor=color.white)
//stochastic
periodK = input(9, title="K", minval=1)
periodD = input(3, title="D", minval=1)
smoothK = input(3, title="Smooth", minval=1)
k = sma(stoch(close, high, low, periodK), smoothK)
d = sma(k, periodD)
avg_stoch = (k+d)/2
//plot(avg_stoch)
stoch_middle=input(40)
//plot(50)
//
long = avg_open < avg_close and avg_close > avg_close[1] and avg_high > avg_high[1] and avg_close[1] > avg_close[2] and avg_high[1] > avg_high[2] and longvol and avg_stoch>stoch_middle
short = avg_open > avg_close and avg_close < avg_close[1] and avg_low < avg_low[1] and avg_close[1] < avg_close[2] and avg_low[1] < avg_low[2] and shortvol and avg_stoch<stoch_middle
strategy.entry("long",1,when=long and avg_close > avg_ema)
strategy.close('long',when=short and avg_close < avg_ema)
|
MACD, RSI, & RVOL Strategy | https://www.tradingview.com/script/7GmXKfig-MACD-RSI-RVOL-Strategy/ | BobBarker42069 | https://www.tradingview.com/u/BobBarker42069/ | 806 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© BobBarker42069
//@version=4
strategy("MACD, RSI, & RVOL Strategy", overlay=true, max_bars_back=5000,
default_qty_type= strategy.cash, calc_on_order_fills=false, calc_on_every_tick=false,
pyramiding=0, default_qty_value=100000, initial_capital=100000)
strategy.risk.allow_entry_in(strategy.direction.long)
length = input( 14 )
overSold = input( 30 )
overBought = input( 70 )
price = close
vrsi = rsi(price, length)
co = crossover(vrsi, overSold)
cu = crossunder(vrsi, overBought)
fastLength = input(12)
slowlength = input(26)
MACDLength = input(9)
MACD = ema(close, fastLength) - ema(close, slowlength)
aMACD = ema(MACD, MACDLength)
delta = MACD - aMACD
RVOLlen = input(14, minval=1, title="RVOL Length")
av = sma(volume, RVOLlen)
RVOL = volume / av
if (not na(vrsi))
if ((co and crossover(delta, 0)) or (co and crossover(RVOL, 2)) or (crossover(delta, 0) and crossover(RVOL, 2)))
strategy.entry("MACD & RSI BUY Long", strategy.long, comment="BUY LONG")
if ((cu and crossunder(delta, 0)) or (cu and crossunder(RVOL, 5)) or (crossunder(delta, 0) and crossunder(RVOL, 5)))
strategy.entry("MACD & RSI SELL Short", strategy.short, comment="SELL LONG")
//plot(strategy.equity, title="equity", color=color.red, linewidth=2, style=plot.style_areabr) |
(IK) Base Break Buy | https://www.tradingview.com/script/JkzbgenP-IK-Base-Break-Buy/ | tapRoot_coding | https://www.tradingview.com/u/tapRoot_coding/ | 453 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© userIan
//@version=4
strategy("(IK) Base Break Buy", overlay=true, pyramiding=6, precision=2, default_qty_type=strategy.cash, initial_capital=100.0, currency="USD", commission_type=strategy.commission.percent, commission_value=0.1)
// == INPUT ==
i_baseMax = input(group="Base Calculations", title="Max Bases", type=input.integer, defval=3, minval=1, maxval=10) // max amount of bases on the chart at any specific time
i_dev = input(group="Base Calculations", title="Base Area Deviation", type=input.float, defval=0.005, minval=0.0, maxval=1.0) // if enough recent bars had bottoms within this deviation of the current bar's bottom, a base is created
i_baseDev = input(group="Base Calculations", title="Unique Base Deviation", type=input.float, defval=0.05, minval=0.0, maxval=1.0) // bases cannot be created if they fall within this deviation of an extant base
i_baseSource = input(group="Base Calculations", title="Base Source", options=["Close or Open", "Low"], defval="Close or Open") // should base calcuations be based off of candlestick closes and opens (whichever is lower), or candlestick lows
i_lookback = input(group="Base Calculations", title="Lookback", type=input.integer, defval=100) // how many bars back do we check to confirm current bases
i_confLevel = input(group="Base Calculations", title="Confidence Level", type=input.float, defval=0.01, minval=0.0, maxval=1.0) // what percentage of historical bars bottoming within deviation are needed to confirm a base
i_breakThresh = input(group="Base Break Detection", title="Break Threshold", type=input.float, defval=0.02, minval=0.0, maxval=1.0) // how far (by percentage) does price have to fall below a base to constitute a 'break'
i_breakWindow = input(group="Base Break Detection", title="Break Window", type=input.integer, defval=5) // how many bars should we allow for price to fall below the break threshold before it's no longer a tradable break
i_initialOrder = input(group="Order Settings", title="Initial Order Capital", type=input.float, defval=0.2, minval=0.0, maxval=1.0) // what percentage of capital to use in initial trade entry
i_safetyCount = input(group="Order Settings", title="Safety Order Max Count", type=input.integer, defval=3, minval=0, maxval=5) // maximum amount of safety orders per trade. remaining capital after initial entry will be divided evenly among these
i_safetyThresh = input(group="Order Settings", title="Safter Order Threshold", type=input.float, defval=0.03, minval=0.0, maxval=1.0) // what percentage does price need to fall to activate a safety order
i_stopLoss = input(group="Order Settings", title="Stop Loss", type=input.float, defval=0.2, minval=0.0, maxval=1.0) // what percentage does price need to fall to activate a stop loss
i_stopLossType = input(group="Order Settings", title="Stop Loss Type", options=['From Initial Entry', 'From Price Average'], defval='From Price Average') // calculate static stop loss based on price at first entry, or dynamic stop loass based on position average price
// == FUNCTIONS ==
// is _val1 within the deviation (_dev) of _val2?
f_isCloseTo(_val1, _val2, _dev) => (_val1 <= _val2*(1+_dev)) and (_val1 >= _val2*(1-_dev))
// is this confirmed base (_val) distant enough (outside of deviation _dev) from another confirmed base (in _arr)?
f_newBase(_val, _arr, _dev) =>
result = true
if array.size(_arr) > 0
for i = 0 to array.size(_arr)-1
if (_val <= array.get(_arr, i)*(1+_dev)) and (_val >= array.get(_arr, i)*(1-_dev))
result := false
result
// == VARIABLES ==
var bases = array.new_float() // reference to every current base
var closestBase = float(na) // the closest base to currenct price (only below price)
var brokenBase = float(na) // the base that has been recently broken
var baseBreakIndex = int(na) // when the most recent base was broken
var takeProfit = float(na) // dynamic take profit percentage base on severity of base break
var safetyOrderQty = ((strategy.initial_capital*(1-i_initialOrder))/i_safetyCount)/100 // percentage of capital to use for each safety order
var safetyCount = 0 // keep track of how many safety orders we've made
// == LOGIC ==
// detect bases and add unique bases to base array
currentBot = i_baseSource == "Low" ? low : min(close,open)
count = 0
for i = 1 to i_lookback
bot = i_baseSource == "Low" ? low[i] : min(close[i],open[i])
if f_isCloseTo(currentBot, bot, i_dev)
count := count +1
if count >= (i_lookback * i_confLevel) and f_newBase(currentBot, bases, i_baseDev)
array.unshift(bases, currentBot)
// prune base array
if array.size(bases) > i_baseMax
array.pop(bases)
// detect base break
if crossunder(close, closestBase) and strategy.position_size == 0
baseBreakIndex := bar_index
brokenBase := closestBase
// reset baseBreak if window has expired; this is no longer a tradable break
if (bar_index - baseBreakIndex > i_breakWindow) and strategy.position_size == 0
brokenBase := na
// update closest base
if array.size(bases) > 0
array.sort(bases, order.descending)
for i = 0 to array.size(bases)-1
if array.get(bases, i) < close
closestBase := array.get(bases,i)
break
// reset safety count if a trade has just been exited
if strategy.position_size == 0
safetyCount := 0
// == ENTRY AND EXIT ==
// enter trade if break is confirmed and set the takeProfit percentage
if close < (brokenBase * (1-i_breakThresh)) and strategy.position_size == 0 and barstate.isconfirmed
strategy.entry(id="Long", long=strategy.long, qty=(strategy.initial_capital * i_initialOrder)/close, comment='buy')
takeProfit := 1-(close/brokenBase)
// safety order
if close < (strategy.position_avg_price * (1-i_safetyThresh)) and safetyCount < i_safetyCount
safetyCount := safetyCount + 1
strategy.entry(id="Long", long=strategy.long, qty=(strategy.initial_capital * safetyOrderQty)/close, comment='safety')
// exit trade
strategy.exit(id="Long", stop=i_stopLossType == "From Price Average" ? strategy.position_avg_price * (1-i_stopLoss) : brokenBase * (1-i_stopLoss), comment='sell-stop')
if (close > strategy.position_avg_price * (1+takeProfit)) and barstate.isconfirmed
strategy.close("Long", comment='sell-profit')
brokenBase := na
// == PLOT ==
plotTimer = bar_index % 2 == 0 // this creates a dashed line
plot(array.size(bases) > 0 and plotTimer ? array.get(bases,0) : na, color=color.white, style=plot.style_linebr)
plot(array.size(bases) > 1 and plotTimer ? array.get(bases,1) : na, color=color.white, style=plot.style_linebr)
plot(array.size(bases) > 2 and plotTimer ? array.get(bases,2) : na, color=color.white, style=plot.style_linebr)
plot(array.size(bases) > 3 and plotTimer ? array.get(bases,3) : na, color=color.white, style=plot.style_linebr)
plot(array.size(bases) > 4 and plotTimer ? array.get(bases,4) : na, color=color.white, style=plot.style_linebr)
plot(array.size(bases) > 5 and plotTimer ? array.get(bases,5) : na, color=color.white, style=plot.style_linebr)
plot(array.size(bases) > 6 and plotTimer ? array.get(bases,6) : na, color=color.white, style=plot.style_linebr)
plot(array.size(bases) > 7 and plotTimer ? array.get(bases,7) : na, color=color.white, style=plot.style_linebr)
plot(array.size(bases) > 8 and plotTimer ? array.get(bases,8) : na, color=color.white, style=plot.style_linebr)
plot(array.size(bases) > 9 and plotTimer ? array.get(bases,9) : na, color=color.white, style=plot.style_linebr)
plot(closestBase == closestBase[1] and strategy.position_size == 0 ? closestBase : na, color=color.yellow, style=plot.style_linebr) // yellow line for closest base (if not in trade)
plot(brokenBase, color=color.purple, style=plot.style_linebr) // purple line for the broken base that triggered the trade
plot(strategy.position_avg_price * (1+takeProfit), color=color.silver, style=plot.style_linebr) // silver line for target profit
plot(i_stopLossType == "From Price Average" ? strategy.position_avg_price * (1-i_stopLoss) : brokenBase * (1-i_stopLoss), color=color.red, style=plot.style_linebr) // red line for stop loss |
[KL] Bollinger Bands Consolidation Strategy | https://www.tradingview.com/script/UIdThJsJ-KL-Bollinger-Bands-Consolidation-Strategy/ | DojiEmoji | https://www.tradingview.com/u/DojiEmoji/ | 169 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© DojiEmoji
//
//@version=4
strategy("[KL] BB Consolidation Strategy",overlay=true,pyramiding=1)
// Timeframe {
backtest_timeframe_start = input(defval = timestamp("01 Apr 2016 13:30 +0000"), title = "Backtest Start Time", type = input.time)
USE_ENDTIME = input(false,title="Define backtest end-time (If false, will test up to most recent candle)")
backtest_timeframe_end = input(defval = timestamp("19 Apr 2021 19:30 +0000"), title = "Backtest End Time (if checked above)", type = input.time)
within_timeframe = time >= backtest_timeframe_start and (time <= backtest_timeframe_end or not USE_ENDTIME)
// }
// Bollinger bands (sdv=2, len=20) {
BOLL_length = 20, BOLL_src = close, SMA20 = sma(BOLL_src, BOLL_length), BOLL_sDEV_x2 = 2 * stdev(BOLL_src, BOLL_length)
BOLL_upper = SMA20 + BOLL_sDEV_x2, BOLL_lower = SMA20 - BOLL_sDEV_x2
plot(SMA20, "Basis", color=#872323, offset = 0)
BOLL_p1 = plot(BOLL_upper, "BOLL Upper", color=color.navy, offset = 0, transp=50)
BOLL_p2 = plot(BOLL_lower, "BOLL Lower", color=color.navy, offset = 0, transp=50)
fill(BOLL_p1, BOLL_p2, title = "Background", color=#198787, transp=85)
// }
// Volatility Indicators {
ATR_x2 = atr(BOLL_length) * 2 // multiplier aligns with BOLL
avg_atr = sma(ATR_x2, input(1,title="No. of candles to lookback when determining ATR is decreasing"))
plot(SMA20+ATR_x2, "SMA20 + ATR_x2", color=color.gray, offset = 0, transp=50)
plot(SMA20-ATR_x2, "SMA20 - ATR_x2", color=color.gray, offset = 0, transp=50)
plotchar(ATR_x2, "ATR_x2", "", location = location.bottom)
//}
// Trailing stop loss {
var entry_price = float(0), var stop_loss_price = float(0), trail_profit_line_color = color.green
var trailing_SL_buffer = float(0)
var risk_value = trailing_SL_buffer //declared separately; trailing_SL_buffer may be tightened subsequently
UPDATE_ATR_LEN = input(true, title="Update the size of stoploss after entry")
if UPDATE_ATR_LEN and strategy.position_size > 0 and close < open
trailing_SL_buffer := ATR_x2
TSL_source = input(title="Source of TSL", defval="low", options=["close","low","middle of both"])
get_TSL_src() =>
result = float(-1)
case = TSL_source
if case == "close"
result := close
else if case == "low"
result := low
else if case == "middle of both"
result := avg(low, close)
if strategy.position_size == 0 or not within_timeframe
trail_profit_line_color := color.black // make TSL line less visible
stop_loss_price := get_TSL_src() - ATR_x2 // "
else if strategy.position_size > 0
stop_loss_price := max(stop_loss_price, get_TSL_src() - trailing_SL_buffer)
if strategy.position_size > 0 and stop_loss_price > stop_loss_price[1]
alert("Stop loss limit raised", alert.freq_once_per_bar)
// } end of Trailing stop loss
//Buy setup - Long positions {
is_squeezing = ATR_x2 > BOLL_sDEV_x2
if is_squeezing and within_timeframe and not is_squeezing[1]
alert("BOLL bands are squeezing", alert.freq_once_per_bar)
else if not is_squeezing and within_timeframe and is_squeezing[1]
alert("BOLL bands stopped squeezing", alert.freq_once_per_bar)
ema_trend = ema(close, 20)
VERBOSE = input(true, title="Show text descriptions of buy/sell orders")
concat(a, b) =>
concat = " "
if VERBOSE
concat := a
if a != ""
concat := concat + ", "
concat := concat + b
concat
// } end of Buy setup - Long positions
// Sell setup - Long position {
REWARD_RATIO_EXIT = input(3, title="Reward ratio for exit (if selected above)")
IGNORE_EXIT_CONSOL = input(true,title="Ignore sell signals during consolidation (unless hitting stop loss)")
bearish_candle1 = (close - open)/(high - low) < -0.5 and high > max(close[1],open[1]) and abs(open-close) > BOLL_sDEV_x2/2
gapped_down = high < low[1] and close < open
is_bearish = bearish_candle1 or gapped_down
reward_met = close >= (entry_price + (REWARD_RATIO_EXIT * risk_value))
rsi10 = rsi(close, 10), rsi14 = rsi(close, 14)
overbought = rsi14 > 70 and rsi10 > rsi14
EXIT_OVERBOUGHT = input(false,title="Exit position when overbought")
TIGHTEN_TSL_BEARISH = input(true,title="Tighten TSL instead of exiting when candle is bearish")
// } end of Sell setup - Long position
// MAIN:
if within_timeframe
entry_msg = ""
exit_msg = ""
// ENTRY
confirm_entry = false
conf_count = 0
if avg_atr <= avg_atr[1] // "decreased volatility"
conf_count := conf_count + 1
if open < close // "Green candlestick"
conf_count := conf_count + 1
entry_msg := concat(entry_msg, "green")
else if abs(close-open)/abs(high-low) < 0.1 //"Doji"
conf_count := conf_count + 1
entry_msg := concat(entry_msg, "doji")
if ema_trend > ema_trend[1] //"Upward EMA20"
conf_count := conf_count + 1
entry_msg := concat(entry_msg, "+ve ema20")
confirm_entry := conf_count >= 2
if is_squeezing and confirm_entry and strategy.position_size == 0
strategy.entry("Long",strategy.long, comment=entry_msg)
entry_price := close
trailing_SL_buffer := ATR_x2
risk_value := trailing_SL_buffer // may be adjusted during holding-period
stop_loss_price := get_TSL_src() - trailing_SL_buffer
// EXIT
if strategy.position_size > 0
SL_hit = low < stop_loss_price
bExit = false
if close > entry_price and SL_hit
exit_msg := concat(exit_msg, "profit [TSL]")
bExit := true
else if close <= entry_price and SL_hit
exit_msg := concat(exit_msg, "stop loss")
bExit := true
else if (not IGNORE_EXIT_CONSOL or not is_squeezing) and is_bearish and not TIGHTEN_TSL_BEARISH
exit_msg := concat(exit_msg, "bearish")
bExit := true
if reward_met
exit_msg := concat(exit_msg, "reward met")
bExit := true
else if overbought
exit_msg := concat(exit_msg, "overbought")
bExit := EXIT_OVERBOUGHT
if TIGHTEN_TSL_BEARISH and is_bearish
stop_loss_price := max(low-(low-stop_loss_price)*0.9,stop_loss_price)
else if overbought and not EXIT_OVERBOUGHT
stop_loss_price := max(low-(low-stop_loss_price)*0.7,stop_loss_price)
strategy.close("Long", when=bExit, comment=exit_msg)
// plot TSL line
plot(stop_loss_price, color=trail_profit_line_color)
// CLEAN UP:
if strategy.position_size == 0 and not is_squeezing
entry_price := 0
trailing_SL_buffer := float(0)
stop_loss_price := float(0)
risk_value := 0
|
72s Strat: Backtesting Adaptive HMA+ pt.1 | https://www.tradingview.com/script/FrjeeWdl-72s-Strat-Backtesting-Adaptive-HMA-pt-1/ | io72signals | https://www.tradingview.com/u/io72signals/ | 3,388 | 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/
// 2020 Β© io72signals / Antorio Bergasdito
//@version=4
strategy("72s Strategy: Adaptive Hull Moving Average+ pt.1", shorttitle="72s Strat: Adaptive HMA+ pt.1", overlay=true,
pyramiding=1, initial_capital=1000, commission_type=strategy.commission.cash_per_order, commission_value=.5,
slippage=3, max_bars_back=1000)
atrBase = atr(21)
src = close
adaptPct = 0.03141
//{ INPUTS
orderSize = input(0.1, title="Order Size (in Lot)", step=.1, group="ORDERS")
minProfit = input(1, step=.1, title="Base Minimum Profit before exit (ATR)", group="ORDERS") * atrBase
takeProfit = input(3, step=.1, title="Default Target Profit (ATR)", group="ORDERS") * atrBase
useSL = input(true, title="Use StopLoss", group="ORDERS")
SLInput = input("Half Distance Zone", title="Base StopLoss Point",
options=["One Distance Zone", "Half Distance Zone", "Last High/Low", "ATR Only"], group="ORDERS")
maxSL = input(4.5, step=.1, title="Maximum StopLoss (ATR)", group="ORDERS") * atrBase
doubleUp = input(false, "Activate 2nd order with xHMA+ exits", group="ORDERS") //If enable, set pyramiding to at least: 2
minLength = input(172, title="Minimum:", group="Adaptive HMA+ Period", inline="HMA+")
maxLength = input(233, title="Maximum:", group="Adaptive HMA+ Period", inline="HMA+")
flat = input(17, title="Flat Market when xHMA's slope below", group="Market Movement")
atrFast = input(14, "Charged if ATR", group="Market Movement", inline="volality", minval=2, maxval=34)
atrSlow = input(46, ">= ATR", group="Market Movement", inline="volality", minval=21, maxval=120)
showZone = input(false, title="Show Adaptive HMA+ Distance Zone", group="DISTANCE ZONE")
mult = input(2.7, title="Distance (Envelope) Multiplier", step=.1, group="DISTANCE ZONE")
minorMin = input(89, title="Minimum:", group="Minor Adaptive HMA+ Period", inline="mHMA+")
minorMax = input(121, title="Maximum:", group="Minor Adaptive HMA+ Period", inline="mHMA+")
showMA = input(true, title="Show MA?", group="OTHER")
useBg = input(true, title="Background color to differentiate movement", group="OTHER")
rsi = rsi(input(close,"RSI Source", inline="RSI", group="OTHER"), input(14, "RSI Length", inline="RSI", group="OTHER"))
//}...inputs
//{ ADAPTIVE HMA+
//Condition to adapt to:
charged = atr(atrFast) > atr(atrSlow) //<--Volatility Meter. Change it to whatever match your strat/pair/tf.
//Dynamics
var float dynamicLength = avg(minLength,maxLength)
var float minorLength = avg(minorMin,minorMax)
dynamicLength := iff(charged, max(minLength, dynamicLength * (1 - adaptPct)), min(maxLength, dynamicLength * (1 + adaptPct)))
minorLength := iff(charged, max(minorMin, minorLength * (1 - adaptPct)), min(minorMax, minorLength * (1 + adaptPct)))
//Slope calculation to determine whether market is in trend, or in consolidation or choppy, or might about to change current trend
pi = atan(1) * 4
highestHigh = highest(34), lowestLow = lowest(34)
slope_range = 25 / (highestHigh - lowestLow) * lowestLow
calcslope(_ma)=>
dt = (_ma[2] - _ma) / src * slope_range
c = sqrt(1 + dt * dt)
xAngle = round(180 * acos(1 / c) / pi)
maAngle = iff(dt > 0, -xAngle, xAngle)
maAngle
//MA coloring+ to mark market dynamics
dynColor(_ma,_col1a,_col1b,_col2a,_col2b,_col0) =>
slope = calcslope(_ma)
slope >= flat ? charged? _col1a : _col1b :
slope < flat and slope > -flat ? _col0 :
slope <= -flat ? charged? _col2a : _col2b : _col0
//Adaptive HMA
xhma(_src,_length) => _return = wma(2 * wma(_src, _length / 2) - wma(_src, _length), floor(sqrt(_length)))
dynamicHMA = xhma(src,int(dynamicLength)) //<--Batman - Our main xHMA+
minorHMA = xhma(src,int(minorLength)) //<--Robin - Faster minor xHMA+ (Optional). Can be use to assist for
// faster entry, slower exit point, or pullbacks info too.
_slope = calcslope(dynamicHMA)
plotchar(_slope, "slope is:", "", location.top) //<--Output current slope to Data Window, for our reference when optimizing Strategy
//Envelope the main DynamicHMA with ATR band, just one way to approximate current price distance to MA. Other usages/methods may vary.
upperTL = dynamicHMA + mult * atr(40) , lowerTL = dynamicHMA - mult * atr(40) //<--Half distance zone
topTL = dynamicHMA + (mult*2) * atr(40) , botTL = dynamicHMA - (mult*2) * atr(40) //<--One distance zone
stopupperTL = dynamicHMA + (mult/2) * atr(40), stoplowerTL = dynamicHMA - (mult/2) * atr(40) //<--Half of the half. If need ie. tighter SL or trailing
//Plotting Distance Zone
plot(showZone?upperTL:na, color=color.green, transp=72)
plot(showZone?lowerTL:na, color=color.red, transp=72)
plot(showZone?topTL:na, color=color.gray, transp=72)
plot(showZone?botTL:na, color=color.gray, transp=72)
sutl = plot(showZone?stopupperTL:na, color=color.white, transp=100)
sltl = plot(showZone?stoplowerTL:na, color=color.white, transp=100)
colZone = showZone? color.purple:color.new(color.white,100)
fill(sutl, sltl, color=colZone, transp=90)
plot(showMA?dynamicHMA:na, "Adaptive HMA+", dynColor(dynamicHMA, #6fbf73, #c0f5ae, #eb4d5c, #f2b1d4, color.yellow), 3)
plot(showMA?minorHMA:na, "minor HMA+", dynColor(minorHMA, #6fbf73, #c0f5ae, #eb4d5c, #f2b1d4, color.yellow), 1)
//Backgroud color to differentiate market condition
notgreat = _slope < flat and _slope > -flat
bgcolor(useBg? charged? na : #afb4b9 : na)
//EMA 200. (Not being use in here. But since they've been a BFF since long, thought I'm just gonna put it here..)
emma200 = ema(close,200) //, plot(emma200)
//}...adaptive HMA+
//{ SIGNALS
//Base; When HMA+ turn to a darker color and market is out from low volatility
upSig = _slope >= flat and charged
dnSig = _slope <= -flat and charged
//Default buy/sell, when market switchs to the above base condition, and typical price is still in tolerated distance, and RSI is on the right side.
buy = upSig and not upSig[1] and close>dynamicHMA and low<=upperTL and (rsi>51 and rsi<=70)
sell = dnSig and not dnSig[1] and close<dynamicHMA and high>=lowerTL and (rsi<49 and rsi>=30)
//Alternative buy/sell, when price is a bit far from MA, and RSI is still on the same side but already on oversold/overbought (relatively).
overBuy = upSig and not upSig[1] and rsi>70 and close>dynamicHMA and hl2>upperTL and minorHMA>dynamicHMA
overSell= dnSig and not dnSig[1] and rsi<30 and close<dynamicHMA and hl2<lowerTL and minorHMA<dynamicHMA
//Alternative additional buy/sell with different exits at Robin's.
secondBuy = (buy or overBuy) and rsi[1]<rsi
secondSell = (sell or overSell) and rsi[1]>rsi
//Plot 'em up
atrPos = 0.2 * atr(5)
plotshape(buy? dynamicHMA-atrPos:na,color=color.green, location=location.absolute, style=shape.labelup, text="buy", textcolor=color.white, size = size.small)
plotshape(sell? dynamicHMA+atrPos:na, color=color.red, location=location.absolute, style=shape.labeldown, text="sell", textcolor=color.white, size = size.small)
plotshape(overBuy? dynamicHMA-atrPos:na,color=color.green, location=location.absolute, style=shape.labelup, text="overBuy", textcolor=color.white, size = size.small)
plotshape(overSell?dynamicHMA+atrPos:na, color=color.red, location=location.absolute, style=shape.labeldown, text="overSell", textcolor=color.white, size = size.small)
plotshape(doubleUp and secondBuy? dynamicHMA-atrPos*8:na,color=color.green, location=location.absolute, style=shape.labelup, text="+buy", textcolor=color.white, size = size.small)
plotshape(doubleUp and secondSell?dynamicHMA+atrPos*8:na, color=color.red, location=location.absolute, style=shape.labeldown, text="+sell", textcolor=color.white, size = size.small)
//Alert
if buy
alert("Buy signal at "+tostring(close), alert.freq_once_per_bar_close)
if sell
alert("Sell signal at "+tostring(close), alert.freq_once_per_bar_close)
if overBuy
alert("OverBuy signal at "+tostring(close), alert.freq_once_per_bar_close)
if overSell
alert("OverSell signal at "+tostring(close), alert.freq_once_per_bar_close)
if doubleUp and secondBuy
alert("2nd Buy signal at "+tostring(close), alert.freq_once_per_bar_close)
if doubleUp and secondSell
alert("2nd Sell signal at "+tostring(close), alert.freq_once_per_bar_close)
//}...signals
//{ ORDERS
//(I use Lot just because it's how I usually trade, matches my flow when thinking/planning. Change the "qty" in "strategy.entry()" below to use other UOM.)
//Forex pairs are 100,000 units per 1 lot. Units per 1 lot vary on non-forex pairs, please check with your broker and change accordingly if necessary.
//(ie: In MT4 and MT5 right click a symbol and then click Specification. The Contract Size field tells how many units are in one lot.)
standard1LotUnits =
syminfo.type == "forex" ? 100000 :
syminfo.ticker == "XAUUSD" ? 100 :
syminfo.ticker == "XAGUSD" ? 5000 :
syminfo.type == "crypto" ? 1 : 1000
lotSize = standard1LotUnits * orderSize
pip() => syminfo.mintick * (syminfo.type == "forex" ? 10 : 1)
//{ StopLoss
SLHighMax = high + maxSL, SLLowMax = low - maxSL //<--Maximum StopLoss. If a chosen SL-point from input above happen
// to be outside this max point, then this one will be use as SL.
lastHigh = highest(high, 48) + (5 * pip()) //<--Last High/Low. If use as SL-point, adjust the lookback length
lastLow = lowest(low, 48) - (5 * pip()) // according to where your comfort lies (and position-size).
//Delivering SL from inputs
SLBuy = SLInput == "One Distance Zone"? botTL : SLInput == "Half Distance Zone"? lowerTL :
SLInput == "Last High/Low"? lastLow : SLInput == "ATR Only"? SLLowMax : SLLowMax
SLSell= SLInput == "One Distance Zone"? topTL : SLInput == "Half Distance Zone"? upperTL :
SLInput == "Last High/Low"? lastHigh: SLInput == "ATR Only"? SLHighMax: SLHighMax
//}---stopLoss
//
float entryPrice = na, float normOrder = 0, float riskOrder = 0
float buyTP = na, float sellTP = na, float buySL = na, float sellSL = na
entryPrice := nz(entryPrice[1]), normOrder := nz(normOrder[1]), riskOrder := nz(riskOrder[1])
buyTP:=nz(buyTP[1]), sellTP:=nz(sellTP[1]), buySL:=nz(buySL[1]), sellSL :=nz(sellSL[1])
//This part will also make your TP/SL change dynamically if there's a new signal while you have an open position.
//If you want to fire this TP/SL only in a new position, then add "strategy.position_size == 0"
if (buy or sell or overBuy or overSell) //and strategy.position_size == 0
entryPrice := close
if buy or sell and strategy.position_size == 0
normOrder := 1
if overBuy or overSell and strategy.position_size == 0
riskOrder := 1
buyTP := high + takeProfit
sellTP := low - takeProfit
if buy or overBuy
buySL := SLLowMax<SLBuy? SLBuy:SLLowMax
if sell or overSell
sellSL:= SLHighMax>SLSell? SLSell:SLHighMax
//Trailing Minimum-Profit. --Just a simple helper to prevent premature exit rule. Or at least to have a
//change to get break-even (after commission) if market turns its back on us, before heading to stoploss area.
minBuyProfit = strategy.position_avg_price + minProfit
minSellProfit = strategy.position_avg_price - minProfit
//{ Exit Points
//TP/SL Exits
stopLossBuy = useSL? low <=buySL : na
stopLossSell = useSL? high>=sellSL: na
takeProfitBuy = high>= buyTP
takeProfitSell = low <= sellTP
//Simplified RSI Exits
RSIexitBuy = crossunder(rsi,70) or rsi<50
RSIexitSell = crossover(rsi,30) or rsi>50
//Exit Conditions
exitBuy = ( close >= minBuyProfit and (RSIexitBuy or crossunder(close,dynamicHMA)) ) or stopLossBuy or takeProfitBuy
exitSell = ( close <= minSellProfit and (RSIexitSell or crossover(close,dynamicHMA) ) ) or stopLossSell or takeProfitSell
exitoverBuy = ( close >= minBuyProfit and (crossunder(rsi,45) or (open<stopupperTL and hl2<stopupperTL)) ) or (open<dynamicHMA and rsi<60)
or stopLossBuy or takeProfitBuy
exitoverSell = ( close <= minSellProfit and (crossover(rsi,55) or (open>stoplowerTL and hl2>stoplowerTL)) ) or (open>dynamicHMA and rsi>40)
or stopLossSell or takeProfitSell
//Alternative 2nd Exits at Robin's (or SL)
exitSecondBuy = (close >= minBuyProfit and crossunder(close, minorHMA)) or stopLossBuy
exitSecondSell = (close <= minSellProfit and crossover(close, minorHMA)) or stopLossSell
//Plotting and Alert for Exits
inBuyExit = strategy.position_size > 0 and ((normOrder == 1 and exitBuy) or (riskOrder == 1 and exitoverBuy))
inSellExit = strategy.position_size < 0 and ((normOrder == 1 and exitSell) or (riskOrder == 1 and exitoverSell))
in2ndBuyExit = strategy.position_size > 0 and (doubleUp and exitSecondBuy)
in2ndSellExit= strategy.position_size < 0 and (doubleUp and exitSecondSell)
if inBuyExit or inSellExit
if normOrder == 1 and exitBuy
normOrder := 0, alert("Close Buy Position/s at "+tostring(close), alert.freq_once_per_bar_close)
if normOrder == 1 and exitSell
normOrder := 0, alert("Close Sell Position/s at "+tostring(close), alert.freq_once_per_bar_close)
if riskOrder == 1 and exitoverBuy
riskOrder := 0, alert("Close overBuy Position/s at "+tostring(close), alert.freq_once_per_bar_close)
if riskOrder == 1 and exitoverSell
riskOrder := 0, alert("Close overSell Position/s at "+tostring(close), alert.freq_once_per_bar_close)
if in2ndBuyExit
alert("Close 2nd Buy Position/s at "+tostring(close), alert.freq_once_per_bar_close)
if in2ndSellExit
alert("Close 2nd Sell Position/s at "+tostring(close), alert.freq_once_per_bar_close)
plotchar(inBuyExit, color=color.green, location=location.abovebar, char="β§", size=size.tiny)
plotchar(inSellExit, color=color.red, location=location.belowbar, char="β§", size=size.tiny)
plotchar(in2ndBuyExit, color=color.teal, location=location.abovebar, char="β§", size=size.tiny)
plotchar(in2ndSellExit, color=color.maroon, location=location.belowbar, char="β§", size=size.tiny)
//}---exit points
//{ Actions
//ENTRIES
strategy.entry("buy", strategy.long, qty=lotSize, when=buy )
strategy.entry("sell", strategy.short, qty=lotSize, when=sell)
strategy.entry("overBuy", strategy.long, qty=lotSize, when=overBuy )
strategy.entry("overSell", strategy.short, qty=lotSize, when=overSell)
if doubleUp
strategy.entry("2ndBuy", strategy.long, qty=lotSize, when=secondBuy )
strategy.entry("2ndSell", strategy.short, qty=lotSize, when=secondSell)
//EXITS
//We use just "strategy.close" because we already set limit conditions above for SL and TP, fires at candle close. If you want to
//separate exit data or exit at the exact SL/TP you can add such as: strategy.exit("exitbuy", from_entry="buy", stop=buySL, limit=buyTP)
//accordingly. And delete stopLossBuy, stopLossSell, takeProfitBuy, takeProfitSell definitions from above.
strategy.close("buy", when=exitBuy , comment="close buy")
strategy.close("sell", when=exitSell, comment="close sell")
strategy.close("overBuy", when=exitoverBuy , comment="close overBuy")
strategy.close("overSell", when=exitoverSell, comment="close overSell")
if doubleUp
strategy.close("2ndBuy", when=exitSecondBuy , comment="close 2nd Buy")
strategy.close("2ndSell", when=exitSecondSell, comment="close 2nd Sell")
//}---actions
orderCol = strategy.position_size>0? color.green : strategy.position_size<0? color.red : na
// plot(strategy.position_size>0? minBuyProfit : strategy.position_size<0? minSellProfit : na, color=orderCol, style=plot.style_linebr, linewidth=1, title="Minimum Profit")
plot(strategy.position_size != 0? entryPrice:na, style=plot.style_cross, transp=50)
plot(useSL and strategy.position_size>0? buySL : useSL and strategy.position_size<0? sellSL : na, color=color.red, style=plot.style_cross, linewidth=1, title="Stop Loss", transp=50)
plot(strategy.position_size>0? buyTP : strategy.position_size<0? sellTP : na, color=color.green, style=plot.style_cross, linewidth=1, title="Take Profit", transp=50)
//}...orders
//{------------------------------------------------------------------------
//Below is just fancy stuff approximating gain in pips. You probably don't need this.
//(Also I'm not too sure this is the right way calculating pip gain in pine. If somebody knows how, kindly correct me please)
mUnit = lotSize*pip()
ppip = round((strategy.grossprofit-strategy.grossprofit[1]) / syminfo.pointvalue/mUnit,1)
lpip = round((strategy.grossloss-strategy.grossloss[1]) / syminfo.pointvalue/mUnit,1)
pipGain = round((strategy.grossprofit/syminfo.pointvalue)/mUnit)
pipLoss = round((strategy.grossloss/syminfo.pointvalue)/mUnit)
avg_ppip = round((pipGain/strategy.wintrades),1)
pctProfit = round(strategy.wintrades/strategy.closedtrades * 100, 2)
maxDD = ceil(strategy.max_drawdown/ syminfo.pointvalue/mUnit) //check if our margin can handle DD's pips*orderSize
var txt2 = ""
txt = "Total trades: "+ tostring(strategy.closedtrades)+"\n("+tostring(pctProfit)+"%) Win: "+tostring(strategy.wintrades)+" / Loss: "+tostring(strategy.losstrades)+
"\nAverage win pips per trade: "+ tostring(avg_ppip) + " pips\n\nApproximate (*give n take)\nTotal Pip Gain: "+ tostring(pipGain) +" pips"+
"\nTotal Pip Loss: "+tostring(pipLoss)+ " pips"+"\n\nMax Drawdown so far: "+tostring(maxDD)+" pips"
if strategy.wintrades>strategy.wintrades[1]
txt2 := "\n\nLast closed trade: Bagged "+tostring(ppip)+" pips π»"
if strategy.losstrades>strategy.losstrades[1]
txt2 := "\n\nLast closed trade: Blew "+tostring(lpip)+" pips πͺ"
txt += txt2
label pvtLabel = label.new(time, lowestLow, text=txt,
color=color.new(color.white,100), xloc=xloc.bar_time, style=label.style_label_left, textcolor=color.gray, textalign=text.align_left)
label.set_x(pvtLabel, label.get_x(pvtLabel) + ((time-time[1]) * 21))
label.delete(pvtLabel[1])
//}
|
T3 crossover strategy | https://www.tradingview.com/script/0DeI9Z4m-T3-crossover-strategy/ | DynamicSignalLab | https://www.tradingview.com/u/DynamicSignalLab/ | 30 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© DynamicSignalLab
//@version=4
strategy(title="T3 crossover strategy", shorttitle="T3 strategy", overlay=true)
length = input(title="Length", type=input.integer, defval=5)
factor = input(title="Factor", type=input.float, minval=0, maxval=1, defval=0.7)
highlightMovements = input(title="Highlight Movements ?", type=input.bool, defval=true)
src = input(title="Source", type=input.source, defval=close)
gd(src, length) =>
ema(src, length) * (1 + factor) - ema(ema(src, length), length) * factor
t3 = gd(gd(gd(src, length), length), length)
t3Color = highlightMovements ? (t3 > t3[1] ? color.green : color.red) : #6d1e7f
plot(t3, title="T3", linewidth=2, color=t3Color, transp=0)
longCondition = crossover(t3, t3[2])
if (longCondition)
strategy.entry("long", strategy.long)
shortCondition = crossunder(t3, t3[2])
if (shortCondition)
strategy.entry("short", strategy.short) |
4X EMA and volume strategy | https://www.tradingview.com/script/j6jo4PEh-4X-EMA-and-volume-strategy/ | SoftKill21 | https://www.tradingview.com/u/SoftKill21/ | 133 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© SoftKill21
//@version=4
strategy("4x ema + volume", overlay=true,initial_capital = 1000, default_qty_type=strategy.percent_of_equity, default_qty_value=100, commission_type=strategy.commission.percent , commission_value=0.1 )
//ema x 4
ema1l=input(13)
ema2l=input(21)
ema3l=input(50)
ema4l=input(180)
ema1=ema(close,ema1l)
ema2=ema(close,ema2l)
ema3=ema(close,ema3l)
ema4=ema(close,ema4l)
long1 = close > ema1 and ema1 > ema2 and ema2> ema3 and ema3 > ema4
long2 = crossover(ema1,ema2) and crossover(ema1,ema3)
short1 = close < ema1 and ema1 < ema2 and ema2< ema3 and ema3 < ema4
short2= crossunder(ema1,ema2) and crossunder(ema1,ema3)
//eom
length = input(14, minval=1)
div = input(10000, title="Divisor", minval=1)
eom = sma(div * change(hl2) * (high - low) / volume, length)
option1=input(true)
option2=input(false)
if(option1)
strategy.entry("long",1,when=long1 and eom>0)
strategy.close("long",when=short1 and eom<0)
if(option2)
strategy.entry("long",1,when=long2 and eom>0)
strategy.close("long",when=short2 and eom<0) |
ATR with EOM and VORTEX | https://www.tradingview.com/script/9OKaWbM4-ATR-with-EOM-and-VORTEX/ | SoftKill21 | https://www.tradingview.com/u/SoftKill21/ | 166 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© SoftKill21
//@version=4
strategy("atr+eom+vortex strat", overlay=true,initial_capital = 1000, default_qty_type=strategy.percent_of_equity, default_qty_value=100, commission_type=strategy.commission.percent , commission_value=0.01 )
//atr and ema
atr_lenght=input(10)
atrvalue = atr(atr_lenght)
//plot(atrvalue)
ema_atr_length=input(5)
ema_atr = ema(atrvalue,ema_atr_length)
//plot(ema_atr,color=color.white)
//EOM and ema
lengthEOM = input(10, minval=1)
div = 10//input(10000, title="Divisor", minval=1)
eom = sma(div * change(hl2) * (high - low) / volume, lengthEOM)
// + - 0 long/short
//VORTEX
period_ = input(10, title="Length", minval=2)
VMP = sum( abs( high - low[1]), period_ )
VMM = sum( abs( low - high[1]), period_ )
STR = sum( atr(1), period_ )
VIP = VMP / STR
VIM = VMM / STR
avg_vortex=(VIP+VIM)/2
//plot(avg_vortex)
long= atrvalue > ema_atr and eom > 0 and avg_vortex>1
short=atrvalue < ema_atr and eom < 0 and avg_vortex<1
strategy.entry("long",1,when=long)
//strategy.entry("short",0,when=short)
strategy.close("long",when=short) |
ATR trailing Stop Loss tight to slack [Takazudo] | https://www.tradingview.com/script/uPqTfcHs-ATR-trailing-Stop-Loss-tight-to-slack-Takazudo/ | Takazudo | https://www.tradingview.com/u/Takazudo/ | 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/
//@version=5
//@author=Takazudo
strategy("ATR trailing SL tight to slack [Takazudo]",
overlay=true,
default_qty_type=strategy.fixed,
initial_capital=0,
currency=currency.USD)
posSize = strategy.position_size
hasNoPos = posSize == 0
hasLongPos = posSize > 0
hasShortPos = posSize < 0
//============================================================================
// consts, inputs
//============================================================================
// colors
var COLOR_SL_LINE = color.new(#e0f64d, 20)
var COLOR_SL_LINE_THIN = color.new(#e0f64d, 90)
var COLOR_ENTRY_BAND = color.new(#43A6F5, 30)
var COLOR_TRANSPARENT = color.new(#000000, 100)
// Entry strategy
_g1 = 'Entry strategy'
var config_entryBandBars = input.int(defval = 100, title = "Entry band bar count", minval=1, group=_g1)
_g2 = 'ATR SL'
var config_slAtr_length = input.int(24, title = "Trailing stop ATR Length", group=_g2)
var config_slAtr_multi1 = input.float(1.5, title = "Trailing stop ATR Multiple on tight", step=0.1, group=_g2)
var config_slAtr_multi2 = input.float(4, title = "Trailing stop ATR Multiple on slack", step=0.1, group=_g2)
_g3 = 'Backtesting range'
var config_fromYear = input.int(defval = 2016, title = "From Year", minval = 1970, group=_g3)
var config_fromMonth = input.int(defval = 1, title = "From Month", minval = 1, maxval = 12, group=_g3)
var config_fromDay = input.int(defval = 1, title = "From Day", minval = 1, maxval = 31, group=_g3)
var config_toYear = input.int(defval = 2021, title = "To Year", minval = 1970, group=_g3)
var config_toMonth = input.int(defval = 4, title = "To Month", minval = 1, maxval = 12, group=_g3)
var config_toDay = input.int(defval = 5, title = "To Day", minval = 1, maxval = 31, group=_g3)
//============================================================================
// Range Edge calculation
//============================================================================
f_calcEntryBand_high() =>
_highest = math.max(open[3], close[3])
for i = 4 to (config_entryBandBars - 1)
_highest := math.max(_highest, open[i], close[i])
_highest
f_calcEntryBand_low() =>
_lowest = math.min(open[3], close[3])
for i = 4 to (config_entryBandBars - 1)
_lowest := math.min(_lowest, open[i], close[i])
_lowest
entryBand_high = f_calcEntryBand_high()
entryBand_low = f_calcEntryBand_low()
entryBand_height = entryBand_high - entryBand_low
plot(entryBand_high, color=COLOR_ENTRY_BAND, linewidth=1)
plot(entryBand_low, color=COLOR_ENTRY_BAND, linewidth=1)
rangeBreakDetected_long = entryBand_high < close
rangeBreakDetected_short = entryBand_low > close
shouldMakeEntryLong = (strategy.position_size == 0) and rangeBreakDetected_long
shouldMakeEntryShort = (strategy.position_size == 0) and rangeBreakDetected_short
//============================================================================
// ATR based stuff
//============================================================================
sl_atrHeight_tight = ta.atr(config_slAtr_length) * config_slAtr_multi1
sl_atrHeight_slack = ta.atr(config_slAtr_length) * config_slAtr_multi2
sl_tight_bull = math.min(open, close) - sl_atrHeight_tight
sl_tight_bear = math.max(open, close) + sl_atrHeight_tight
sl_slack_bull = math.min(open, close) - sl_atrHeight_slack
sl_slack_bear = math.max(open, close) + sl_atrHeight_slack
plot(sl_tight_bull, color=COLOR_SL_LINE_THIN, linewidth=1)
plot(sl_tight_bear, color=COLOR_SL_LINE_THIN, linewidth=1)
plot(sl_slack_bull, color=COLOR_SL_LINE_THIN, linewidth=1)
plot(sl_slack_bear, color=COLOR_SL_LINE_THIN, linewidth=1)
//============================================================================
// Sl
//============================================================================
var trailingSl_long = hl2
var trailingSl_short = hl2
trailingSl_long := if hasLongPos
math.max(trailingSl_long, sl_slack_bull)
else
sl_tight_bull
trailingSl_short := if hasShortPos
math.min(trailingSl_short, sl_slack_bear)
else
sl_tight_bear
color_sl_long = hasLongPos ? COLOR_SL_LINE : COLOR_TRANSPARENT
color_sl_short = hasShortPos ? COLOR_SL_LINE : COLOR_TRANSPARENT
plot(trailingSl_long, color=color_sl_long, linewidth=2)
plot(trailingSl_short, color=color_sl_short, linewidth=2)
//============================================================================
// make entries
//============================================================================
// Calculate start/end date and time condition
startDate = timestamp(config_fromYear, config_fromMonth, config_fromDay, 00, 00)
finishDate = timestamp(config_toYear, config_toMonth, config_toDay, 00, 00)
if (time >= startDate and time <= finishDate)
if shouldMakeEntryLong
strategy.entry(id="Long", direction=strategy.long, stop=close, qty=1000)
if shouldMakeEntryShort
strategy.entry(id="Short", direction=strategy.short, stop=close, qty=1000)
strategy.exit('Long-SL/TP', 'Long', stop=trailingSl_long)
strategy.exit('Short-SL/TP', 'Short', stop=trailingSl_short)
|
RSI+PA+DCA Strategy | https://www.tradingview.com/script/tPeoGM3W-RSI-PA-DCA-Strategy/ | A3Sh | https://www.tradingview.com/u/A3Sh/ | 271 | 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/
//@version=4
// Β© A3Sh
// RSI Strategy that buys the dips, works with Price Averaging and has a Dollar Cost Average option.
// When the price drops below specified percentages of the price (6 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.
// The idea is to lower the average position price to a point that when the market rises, the current price crosses over the average position price.
// When the current price crosses the average position size and reaches the specified take profit, all entries are closed at once.
// In case the market drops significantly, there is an option to activate DCA to lower the average price further.
// RSI code 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
// 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/
// Buy every week code based on the following question in Stack Overflow
// https://stackoverflow.com/questions/59870411/in-pine-script-how-can-you-do-something-once-per-day-or-keep-track-if-somethin
strategy(title = "RSI+PA+DCA", 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(15, title = "Portfolio %", type = input.float, step = 0.1, minval = 0.1, maxval = 100)
q = (strategy.equity / 100 * port) / open
// Long position entry layers. Percentage from the entry price of the the first long
PositionInputs = input("++++", title = "+++++ Long Positions VA Layers +++++")
ps2 = input(2, title = "2nd Long Entry %", step = 0.1)
ps3 = input(3, title = "3rd Long Entry %", step = 0.1)
ps4 = input(5, title = "4th Long Entry %", step = 0.1)
ps5 = input(10, title = "5th Long Entry %", step = 0.1)
ps6 = input(16, title = "6th Long Entry %", step = 0.1)
// Calculate Moving Averages
maInput = input("++++", title = "+++++ Moving Average Filter +++++")
plotMA = input(title = "Plot Moving Average", defval = false)
movingaverage_signal = sma(close, input(100))
plot (plotMA ? movingaverage_signal : na, color = color.green)
// RSI inputs and calculations
rsiInput = input( "++++", title = "+++++ RSI Inputs +++++" )
length = input( 14 )
overSold = input( 30, title = "oversold, entry trigger long position" )
overBought = input( 70, title = "overbought, has no specific function")
price = close
vrsi = rsi(price, length)
// Long trigger (co)
co = crossover(vrsi, overSold) and close < movingaverage_signal
// Take profit
takeprofit = input("++++", title = "+++++ Take Profit +++++")
ProfitTarget_Percent = input(5, title = "Take Profit % (Per Position)")
ProfitTarget_Percent_All = input(7, title = "Take Profit % (Exit All, above % of price average, white line)")
// Store values to create and plot the different PA layers
long1 = valuewhen(co, close, 0)
long2 = valuewhen(co, close - (close / 100 * ps2), 0)
long3 = valuewhen(co, close - (close / 100 * ps3), 0)
long4 = valuewhen(co, close - (close / 100 * ps4), 0)
long5 = valuewhen(co, close - (close / 100 * ps5), 0)
long6 = valuewhen(co, close - (close / 100 * ps6), 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]
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 position average price
plot (strategy.position_avg_price, title = "Average price", style = plot.style_linebr, color = color.white, linewidth = 2)
// Take profit and exit all on take profit above position average price + plot a red take profit line
tpv = strategy.position_avg_price + (strategy.position_avg_price / 100 * ProfitTarget_Percent_All)
plot (tpv, title = "Take Profit All", style = plot.style_linebr, color = color.red, linewidth = 1)
tpl1 = close < tpv ? eps1 + close * (ProfitTarget_Percent / 100) : tpv
tpl2 = close < tpv ? eps2 + close * (ProfitTarget_Percent / 100) : tpv
tpl3 = close < tpv ? eps3 + close * (ProfitTarget_Percent / 100) : tpv
tpl4 = close < tpv ? eps4 + close * (ProfitTarget_Percent / 100) : tpv
tpl5 = close < tpv ? eps5 + close * (ProfitTarget_Percent / 100) : tpv
tpl6 = close < tpv ? eps6 + close * (ProfitTarget_Percent / 100) : tpv
// Open DCA order once at the start of the week
dcaWeek = input("++++", title = "+++++ Open DCA order once every week +++++")
newWeek = change(time("W"))
dcatime = input(title = "Buy a fixed amount every Monday", defval = false)
fixedAmount = input(40, title = "Fixed amount currency for DCA orders", step = 0.1)
dcaq = fixedAmount / open
plotchar (dcatime ? newWeek : na, "buy at Week start", "βΌ", location.top, size = size.tiny, color = color.white)
bgcolor (dcatime and newWeek ? color.white : na, transp = 50)
// Submit Entry Orders
if (co and strategy.opentrades == 0)
eps1 := long1
eps2 := long2
eps3 := long3
eps4 := long4
eps5 := long5
eps6 := long6
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)
// Submit Weekly DCA order, only when price is below position average price and when a position is open
if (dcatime and newWeek and strategy.position_size > 0 and close < strategy.position_avg_price)
strategy.entry("DCA", strategy.long, dcaq)
// 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 DCA", from_entry = "DCA", limit = tpv)
// 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()
|
Scalping Dips On Trend (by Coinrule) | https://www.tradingview.com/script/iHHO0PJA-Scalping-Dips-On-Trend-by-Coinrule/ | Coinrule | https://www.tradingview.com/u/Coinrule/ | 585 | strategy | 3 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© Coinrule
//@version=3
strategy(shorttitle='Scalping Dips On Trend',title='Scalping Dips On Trend (by Coinrule)', overlay=true, initial_capital = 1000, default_qty_type = strategy.percent_of_equity, default_qty_value = 30, commission_type=strategy.commission.percent, commission_value=0.1)
//Backtest dates
fromMonth = input(defval = 1, title = "From Month")
fromDay = input(defval = 10, title = "From Day")
fromYear = input(defval = 2020, title = "From Year")
thruMonth = input(defval = 1, title = "Thru Month")
thruDay = input(defval = 1, title = "Thru Day")
thruYear = input(defval = 2112, title = "Thru Year")
showDate = input(defval = true, title = "Show Date Range")
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"
inp_lkb = input(1, title='Lookback Period')
perc_change(lkb) =>
overall_change = ((close[0] - close[lkb]) / close[lkb]) * 100
// Call the function
overall = perc_change(inp_lkb)
//MA inputs and calculations
MA=input(50, title='Moving Average')
MAsignal = sma(close, MA)
//Entry
dip= -(input(2))
strategy.entry(id="long", long = true, when = overall< dip and MAsignal > close and window())
//Exit
Stop_loss= ((input (10))/100)
Take_profit= ((input (3))/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()) |
Bollinger Bands strategy with RSI and MACD v1.0 | https://www.tradingview.com/script/CEzU8qc0/ | juliangonzaconde | https://www.tradingview.com/u/juliangonzaconde/ | 438 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© juliangonzaconde
//@version=4
strategy(title="BB-strategy", calc_on_every_tick=true,max_labels_count=500, max_bars_back = 1000, overlay=true, pyramiding=5, default_qty_value=3,initial_capital=100000, currency=currency.EUR)
bbSource = input(title="BB source", type=input.source, defval=close)
smaLength = input(title="Bollinger Bands SMA length", type=input.integer, defval=20)
stdLength = input(title="Bollinger Bands StdDev length", type=input.integer, defval=2)
longTrailPerc = input(title="Trail Long Loss (%) (min: 0.0)", type=input.float, minval=0.0, step=0.1, defval=4.0) * 0.01
shortTrailPerc = input(title="Trail Short Loss (%) (min: 0.0)", type=input.float, minval=0.0, step=0.1, defval=4.0) * 0.01
maxOrders= input(title="Maximum orders (min: 1, max: 3)", type=input.integer,minval=1, maxval=3, defval=2)
posSize= input(title="Position size (min: 1, max: 100)", type=input.integer, minval=1, maxval=100, defval=2)
rsiChosen= input(title="Use RSI", type=input.bool, defval=false)
rsiSource = input(title="RSI source", type=input.source, defval=close)
rsiPeriod= input(title="RSI period", type=input.integer, minval=1, maxval=1000, defval=14)
rsiBuy = input(title="RSI value for buy", type=input.integer, minval=1, maxval=99, defval=30)
rsiSell = input(title="RSI value for sell", type=input.integer, minval=1, maxval=99, defval=70)
macdChosen= input(title="Use MACD", type=input.bool, defval=false)
macdVariation= input(title="Use MACD variation (Use MACD must be selected)", type=input.bool, defval=false)
macdSource = input(title="MACD source", type=input.source, defval=close)
fastLen= input(title="MACD fast length", type=input.integer, minval=1, maxval=1000, defval=12)
slowLen= input(title="MACD slow length", type=input.integer, minval=1, maxval=1000, defval=26)
signLen= input(title="MACD signal length", type=input.integer, minval=1, maxval=1000, defval=9)
longMaxTpChosen= input(title="Use maximum TP long", type=input.bool, defval=true)
longMaxTp= input(title="Maximum take profit long (%) (min: 0.5, max: 30.0)", type=input.float, minval=0.5, step=0.1, defval=3.0 ,maxval=30.0) * 0.01
shortMaxTpChosen= input(title="Use maximum TP short", type=input.bool, defval=true)
shortMaxTp= input(title="Maximum take profit short (%) (min: 0.5, max: 30.0)", type=input.float, minval=0.5, step=0.1, defval=3.0 ,maxval=30.0) * 0.01
rsiValue= rsi(rsiSource, rsiPeriod)
[macdLine, signalLine, histLine] = macd(macdSource, fastLen, slowLen, signLen)
plot(macdLine, color=color.red)
plot(signalLine, color=color.green)
plot(histLine, color=color.yellow, style=plot.style_histogram)
[middle, upper, lower] = bb(bbSource, smaLength, stdLength)
var idsLong = array.new_string(maxOrders,na)
var idsShort = array.new_string(maxOrders,na)
var stopLong = array.new_float(maxOrders, 0.0)
var stopShort = array.new_float(maxOrders,999999.0)
var longPartialClose = array.new_bool(maxOrders,false)
var shortPartialClose = array.new_bool(maxOrders,false)
var opTp = array.new_float(maxOrders, 0.0)
var opTpShort = array.new_float(maxOrders, 0.0)
canBuyMacd = true
if macdVariation
canBuyMacd := histLine[2]<histLine[1] and histLine[1] < histLine
if not macdChosen
canBuyMacd := true
else
canBuyMacd := histLine[2]<0 and histLine[1] >= 0 and histLine >= 0
if not macdChosen
canBuyMacd := true
canSellMacd = true
if macdVariation
canSellMacd := histLine[2]> histLine[1] and histLine[1]> histLine
if not macdChosen
canSellMacd := true
else
canSellMacd := histLine[2]>0 and histLine[1] <= 0 and histLine <= 0
if not macdChosen
canSellMacd := true
canBuyRsi = true
if rsiChosen
if rsiValue > rsiBuy
canBuyRsi := false
canSellRsi = true
if rsiChosen
if rsiValue < rsiSell
canSellRsi := false
canBuy = false
int index = na
for i = 0 to (maxOrders - 1)
val=array.get(idsLong,i)
if val==na
canBuy := true
index := i
canSell = false
int indexSell= na
for i = 0 to (maxOrders - 1)
val=array.get(idsShort,i)
if val==na
canSell := true
indexSell := i
bool isLong = close[2] < lower[2] and close[1] > close[2] and close > close[1] and canBuy and close[3] > close[2] and close < middle and (canBuyRsi and canBuyMacd)
bool isShort = close[2] > upper[2] and close[1] < close[2] and close < close[1] and canSell and close[3] < close[2] and close > middle and (canSellRsi and canSellMacd)
longStopPrice = 0.0
shortStopPrice = 0.0
tp=0.0
id = ""
if (isLong)
id := tostring(time)
strategy.entry(id=id, long=true, qty=posSize)
array.set(idsLong, index, id)
stopValue = close * (1 - longTrailPerc)
longStopPrice := stopValue
array.set(stopLong, index, longStopPrice)
tp := close * (1 + longMaxTp)
array.set(opTp,index,tp)
for i = 0 to (maxOrders - 1)
stopValue = close * (1 - longTrailPerc)
longStopPrice := max(stopValue, array.get(stopLong,i))
array.set(stopLong,i,longStopPrice)
if ((longMaxTpChosen and array.get(opTp,i)<= close) or close >= upper or close <= array.get(stopLong,i)) and array.get(idsLong,i) != na
id := array.get(idsLong,i)
strategy.close(id=id, qty=posSize)
array.set(idsLong,i,na)
array.set(stopLong,i,0.0)
array.set(longPartialClose,i,false)
if close > middle and array.get(idsLong,i) != na and not array.get(longPartialClose,i)
id := array.get(idsLong,i)
x=array.get(idsLong,i)
strategy.close(id=id, qty=posSize/2)
array.set(longPartialClose,i,true)
if (isShort)
id := tostring(time)
strategy.entry(id=id, long=false, qty=posSize)
array.set(idsShort, indexSell, id)
stopValue = close * (1 + shortTrailPerc)
shortStopPrice := stopValue
array.set(stopShort, indexSell, shortStopPrice)
tp := close * (1 - shortMaxTp)
array.set(opTpShort,indexSell,tp)
for i = 0 to (maxOrders - 1)
stopValue = close * (1 + shortTrailPerc)
shortStopPrice := min(stopValue, array.get(stopShort,i))
array.set(stopShort,i,shortStopPrice)
if ((shortMaxTpChosen and array.get(opTpShort,i) >= close) or close <= lower or close >= array.get(stopShort,i)) and array.get(idsShort,i) != na
id := array.get(idsShort,i)
strategy.close(id=id, qty=posSize)
array.set(idsShort,i,na)
array.set(stopShort,i,999999.0)
array.set(shortPartialClose,i,false)
if close < middle and not array.get(shortPartialClose,i) and array.get(idsShort,i) != na
id := array.get(idsShort,i)
strategy.close(id=id, qty=posSize/2)
array.set(shortPartialClose,i,true)
plot(middle, color=color.yellow)
plot(upper, color=color.yellow)
plot(lower, color=color.yellow) |
(IK) Stoch-60-15 | https://www.tradingview.com/script/CJ7Q8NyT-IK-Stoch-60-15/ | tapRoot_coding | https://www.tradingview.com/u/tapRoot_coding/ | 296 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© userIan
//@version=4
strategy(title="(IK) 60-15", precision=2, default_qty_type=strategy.cash, default_qty_value=100.0, initial_capital=100.0, currency="USD", commission_type=strategy.commission.percent, commission_value=0.1)
// get input
i_length = input(group="Stochastic", title="Stochastic Length", minval=1, defval=18)
i_k = input(group="Stochastic", title="Stochastic %K", minval=1, defval=2)
i_d = input(group="Stochastic", title="Stochastic %D", minval=1, defval=10)
i_trailingStop = input(group="Trade Settings", title="Trailing Stop?", type=input.bool, defval=true) // should stop loss be dynamic, based on most recent high, or static, based on entry price?
i_stopPercent = input(group="Trade Settings", title="Stop Percent", type=input.float, defval=0.05, maxval=1.0, minval=0.001) // how much (percentage) can price fall before exiting the trade
i_takeProfit = input(group="Trade Settings", title="Take Profit", type=input.float, defval=0.05, maxval=1.0, minval=0.001) // how much (percentage) can price rise before exiting the trade
i_sellThreshold = input(group="Trade Settings", title="Sell Threshold", type=input.float, defval=75.0, maxval=100, minval=0.0) // when stochastic %D crosses under this value, exit the trade
i_buyThreshold = input(group="Trade Settings", title="Buy Threshold", type=input.float, defval=40.0, maxval=100, minval=0.0) // stochastic %D must be below this value to enter a trade
// declare order variables
var recentHigh = 0.0 // the highest high while in a trade
var stop = 0.0 // the price that will trigger as stop loss
var entryPrice = 0.0 // the price when the trade was entered
// build stochastic
sto = stoch(close, high, low, i_length)
K = sma(sto, i_k)
D = sma(K, i_d)
// get stochastic trend
stoch_upTrend = D > D[1]
// get stochastic trend for 60 minute
stoch_60 = security(syminfo.tickerid, "60", D)
stoch_60_upTrend = (stoch_60[4] >= stoch_60[8])
// entry
if (D < i_buyThreshold) and stoch_upTrend and stoch_60_upTrend and barstate.isconfirmed
recentHigh := close
entryPrice := close
stop := (close * (1-i_stopPercent))
strategy.entry(id="60-15-Long", long=strategy.long, comment='buy')
// update recent high, trailing stop
if close > recentHigh
recentHigh := close
stop := i_trailingStop ? (recentHigh * (1-i_stopPercent)) : stop
// exit
strategy.exit(id="60-15-Long", stop=stop, comment='sell-stop')
if close > (entryPrice * (1+i_takeProfit)) and barstate.isconfirmed
strategy.close(id="60-15-Long", comment='sell-profit')
if crossunder(D, i_sellThreshold) and barstate.isconfirmed
strategy.close(id="60-15-Long", comment='sell-trend')
// plot
plot(K, title="%K", color=color.blue, linewidth=1)
plot(D, title="%D", color=color.orange, linewidth=1)
plot(stoch_60, title="Hourly Stochastic (D)", color= stoch_60_upTrend ? color.green : color.red, style=plot.style_stepline)
upperBand = hline(i_sellThreshold, title="Upper Limit", linestyle=hline.style_dashed)
middleBand = hline(50, title="Midline", linestyle=hline.style_dotted)
lowerBand = hline(i_buyThreshold, title="Lower Limit", linestyle=hline.style_dashed)
fill(lowerBand, upperBand, color=color.purple, transp=75)
|
ELIA MULTI INDICATORS STRATEGY | https://www.tradingview.com/script/wsOhcM8r/ | ally17 | https://www.tradingview.com/u/ally17/ | 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/
// Β© ally17
//@version=4
strategy("ELIA MULTI STRATEGY",overlay=false,initial_capital=1000, default_qty_type=strategy.percent_of_equity, commission_type=strategy.commission.percent, commission_value=0.00, default_qty_value=25)
//INPUT
start = timestamp(input(2021, "start year"), 1, 1, 00, 00)
end = timestamp(input(9999, "end year"), 1, 1, 00, 00)
triggerin=input(6, title="Trigger In Value", minval=1, maxval=15)
triggerout=input(3, title="Trigger Out Value", minval=1, maxval=15)
emalen=input(80, title="Ema Len")
macdfast=input(12, title="Macd Fast Len")
macdslow=input(26, title="Macd Fast Len")
macdsig=input(12, title="Macd Signal Len")
occlen=input(15, title="Occ Len")
rsilen=input(2, title="Rsi Len")
stochklen=input(11, title="Stk K Len")
stochdlen=input(3, title="Stk D Len")
stochlen=input(3, title="Stk Smooth Len")
bblength = input(10, minval=1, title="BB Len")
mult = input(2.0, minval=0.001, maxval=50, title="BB Std Dev")
momlen=input(10, title="Mom Len")
//CALCOLI
var trigger = 0.0
var emavar = 0.0
var macdvar = 0.0
var occvar = 0.0
var rsivar = 0.0
var stochvar = 0.0
var bbvar = 0.0
var donvar =0.0
ema = ema(close,emalen)
[macdLine, signalLine, histLine] = macd(close, 12, 26, 9) // MACD
occ = ema(close,occlen) - ema(open,occlen)
rsi = rsi(close, rsilen) // RSI
stoch = sma(stoch(close, high, low, stochklen), stochlen) // Stoch
basis = sma(close, bblength)
dev = mult * stdev(close, bblength)
upper = basis + dev
lower = basis - dev
moment = mom(close, momlen) // Momentum
Obv = obv // OBV
//PLOT
//STRATEGIA
emavar := (close>ema)? 3 : -3
macdvar := (macdLine>signalLine)? 3 : -3
occvar := (occ>0)? 3 : -3
rsivar := (rsi<20)? 2 : (rsi>50 and rsi<80)? 1 : (rsi>80)? -2 : (rsi<50 and rsi>20)? -1 : 0
stochvar := (stoch<20)? 2 : (stoch>80)? -2 : 0
bbvar := (close<lower)? 2 : (close>upper)? -2 : 0
trigger := emavar+macdvar+occvar+rsivar+stochvar+bbvar
longcondition = trigger >= triggerin
closelong = trigger < triggerout
shortcondition = trigger <= -triggerin
closeshort = trigger > -triggerout
trendcolor = longcondition ? color.green : shortcondition? color.red : (trigger>triggerout and trigger<triggerin)? #A2E1BF : (trigger<-triggerout and trigger>-triggerin)? #E19997 : na
//bgcolor(trendcolor, transp=80)
plot(trigger, color=color.white)
hline(triggerin, title="long", color=color.green, linestyle=hline.style_dashed)
hline(0-triggerin, title="short", color=color.red, linestyle=hline.style_dashed)
hline(triggerout, title="close long",color=color.blue, linestyle=hline.style_dashed)
hline(0-triggerout, title="closeshort",color=color.blue, linestyle=hline.style_dashed)
if time > start and time < end
if longcondition
strategy.entry("LONG", long=strategy.long)
if closelong
strategy.close("LONG", comment="CLOSE LONG")
if time > start and time < end
if shortcondition
strategy.entry("SHORT", long=strategy.short)
if closeshort
strategy.close("SHORT", comment="CLOSE SHORT")
//plotshape(longcondition, color=color.green, text="L", size=size.small, style=shape.triangledown)
//plotshape(shortcondition, color=color.red, "S"(trigger), size=size.small, style=shape.triangledown)
//plotshape(closelong, color=color.purple, text="LC", size=size.small, style=shape.triangledown)
//plotshape(closeshort, color=color.purple, text="SC", size=size.small, style=shape.triangledown)
|
Buying Dip Strategy With Take Profit And Stop Loss [racer8] | https://www.tradingview.com/script/AHxkEMXm-Buying-Dip-Strategy-With-Take-Profit-And-Stop-Loss-racer8/ | racer8 | https://www.tradingview.com/u/racer8/ | 919 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© racer8
//@version=4
strategy("BuyTheDip", overlay=true)
atn = input(10, "ATR Length")
atr = sma(tr,atn)[1]
bought = strategy.position_size[0] > strategy.position_size[1]
tpm = input(2.0,"ATR Take Profit",minval=0)
TakePrice = strategy.position_avg_price + tpm*atr // determines Take Profit's price
FixedTakePrice = valuewhen(bought,TakePrice,0) // stores original TakePrice
plot(FixedTakePrice,"ATR Take Profit",color=color.blue,linewidth=1,style=plot.style_cross)
slm = input(2.0,"ATR Stop Loss",minval=0)
StopPrice = strategy.position_avg_price - slm*atr // determines stop loss's price
FixedStopPrice = valuewhen(bought,StopPrice,0) // stores original StopPrice
plot(FixedStopPrice,"ATR Stop Loss",color=color.yellow,linewidth=1,style=plot.style_cross)
n = input(7,"Dip Length")
Dip = lowest(low,n)
if close<Dip[1]
strategy.entry("Buy",strategy.long)
if strategy.position_size > 0
strategy.exit(id="Stop", stop=FixedStopPrice, limit=FixedTakePrice) // commands stop loss order to exit!
plot(Dip,"Dip Line",color=color.aqua,linewidth=2)
// β‘β‘β‘ |
Korea premium(KIMP) | https://www.tradingview.com/script/cfZgHp0l-Korea-premium-KIMP/ | roses27 | https://www.tradingview.com/u/roses27/ | 73 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© roses27
//@version=4
// Ver. 1.4
strategy(title = "Korea premium(KIMP)", overlay=true, calc_on_every_tick=false,
process_orders_on_close=true, initial_capital=100000, default_qty_type=strategy.percent_of_equity,
default_qty_value=100, pyramiding = 0, commission_type=strategy.commission.percent, commission_value=0.25)
tradeType = input("LONG", title="What trades should be taken : ", options=["LONG", "SHORT", "BOTH"])
use_ema = input(defval = false, title = "use EMA?")
basisLen0 = input(defval = 10, title = "MA Period", minval = 1)
alma_offset = input(defval = 0.5, title = "Offset for ALMA", minval = 0.0, step = 0.02)
alma_sigma = input(defval = 20.0, title = "Sigma for ALMA", minval = 0.0, step = 1.0)
high_low_Len= input(defval = 254, title = "High Low Period", minval = 1)
i_startTime = input(defval = timestamp(" 1 Mar 2021 00:00 +0000"), title ="Start Time", type = input.time)
i_endTime = input(defval = timestamp(" 1 Dec 2022 00:00 +0000"), title ="End Time", type = input.time)
use_index_btc= input(defval = false, title = "Use INDEX:BTCUSD KIMP?", group = "Select data to use for calculation")
use_absolute= input(defval = false, title = "Use Absolute Percentage?", group = "Absolute Percentage")
bias_low_A = input(defval = 13.2, title = "Absolute bias_low %", group = "Absolute Percentage", step=0.1)
bias_high_A = input(defval = 16.7, title = "Absolute bias_high %", group = "Absolute Percentage", minval=0, step=0.1)
bias_low = input(defval = 30.0 , title = "Relative bias_low %", group = "Relative Percentage", minval=0, step=1.0)/100.0
bias_high = input(defval = 95.0 , title = "Relative bias_high %", group = "Relative Percentage", step=1.0)/100.0
bb = input(defval = false, title = "use BB?")
length0 = input(defval = 70, title = "BB Length")
stddev0 = input(defval = 0.3, title = "BB Stddev", step = 0.01)
length_ema = input(defval = 34, title = "ema Length")
st0 = input(defval = 'KRW', title = "Current Currency", group = "Select Currency to use for calculation")
st1 = input(defval = 'USDT', title = "Currency to compare", group = "Select Currency to use for calculation")
st2 = input(defval = 'USD', title = "Currency to compare", group = "Select Currency to use for calculation")
Dealer_0 = input(defval = 'BITHUMB', title = "Current Dealer", group = "Select Currency to use for calculation")
Dealer_1 = input(defval = 'BINANCE', title = "Dealer to compare", group = "Select Currency to use for calculation")
// id01 = input(defval = syminfo.ticker, title='Symbol 01',type=input.symbol)
// id01 = input(defval = 'XRP', title='Symbol 01',type=input.symbol)
f_grad_transp(_c_col, _transp) =>
_c_red = color.r(_c_col)
_c_green = color.g(_c_col)
_c_blue = color.b(_c_col)
color.rgb(_c_red, _c_green, _c_blue, _transp)
var string id00 = str.replace_all(syminfo.ticker,st1,'')
var string id0 = str.replace_all(id00,st2,'')
var string id = str.replace_all(id0, st0,'')
var string id0_0 = Dealer_0 + ':' + id + st0
var string id0_1 = Dealer_1 + ':' + id + st1
showPlot = input(defval = true, title = "Show Plot", type = input.bool)
inDateRange = time >= i_startTime and time <= i_endTime
coin_0 = security(id0_0, "", close)
coin_0_high = security(id0_0, "", high)
coin_0_low = security(id0_0, "", low)
coin_1 = security(id0_1, "", close)
coin_1_high = security(id0_1, "", high)
coin_1_low = security(id0_1, "", low)
btc_krw = security('BITHUMB:BTCKRW',"", close)
btc_krw_high = security('BITHUMB:BTCKRW',"", high)
btc_krw_low = security('BITHUMB:BTCKRW',"", low)
// btc_usd = security('BINANCE:BTCUSDT',"", close)
// btc_usd_high = security('BINANCE:BTCUSDT',"", high)
// btc_usd_low = security('BINANCE:BTCUSDT',"", low)
btc_usd = security('INDEX:BTCUSD',"", close)
btc_usd_high = security('INDEX:BTCUSD',"", high)
btc_usd_low = security('INDEX:BTCUSD',"", low)
usd_krw = security('USDKRW',"",close)
kimp_ = 0.0
kimp_high = 0.0
kimp_low = 0.0
if use_index_btc
kimp_ := 100.0 * (btc_krw - btc_usd * usd_krw) / (btc_usd * usd_krw)
kimp_high := 100.0 * (btc_krw_high - btc_usd_high * usd_krw) / (btc_usd_high * usd_krw)
kimp_low := 100.0 * (btc_krw_low - btc_usd_low * usd_krw) / (btc_usd_low * usd_krw)
else
if syminfo.ticker == id + st0 //krw
// kimp_ := 100.0 * (coin_1 - close * usd_krw) / (close * usd_krw)
kimp_ := 100.0 * (close - coin_1 * usd_krw) / close
kimp_high := 100.0 * (high - coin_1 * usd_krw) / high
kimp_low := 100.0 * (low - coin_1 * usd_krw) / low
else //usd
kimp_ := 100.0 * (coin_0 / usd_krw - close) / close
kimp_high := 100.0 * (coin_0_high / usd_krw - high) / high
kimp_low := 100.0 * (coin_0_low / usd_krw - low) / low
var int basisLen = int(3 * basisLen0/tonumber(timeframe.period)) > 3 ? int(3 * basisLen0/tonumber(timeframe.period)) : 3
kimp_alma = alma(kimp_, basisLen, alma_offset, alma_sigma)
kimp_alma_h = alma(kimp_high, basisLen, alma_offset, alma_sigma)
kimp_alma_l = alma(kimp_low, basisLen, alma_offset, alma_sigma)
// kimp_alma_high = highest(kimp_alma, high_low_Len)
// kimp_alma_low = lowest( kimp_alma, high_low_Len)
kimp_alma_high = highest(kimp_alma_h, high_low_Len)
kimp_alma_low = lowest( kimp_alma_l, high_low_Len)
kimp_ema = ema(kimp_, basisLen0)
kimp_ema_h = ema(kimp_high, basisLen0)
kimp_ema_l = ema(kimp_low, basisLen0)
kimp_ema_high = highest(kimp_ema_h, high_low_Len)
kimp_ema_low = lowest( kimp_ema_l, high_low_Len)
kimp_plot_ = 0.0
if syminfo.ticker == id + st1 or syminfo.ticker == id + st2
kimp_plot_ := coin_0 / usd_krw
if syminfo.ticker == id + st0
kimp_plot_ := coin_1 * usd_krw
// if use_index_btc and id == 'BTC'
// kimp_plot_ := btc_usd * usd_krw
if use_index_btc and id == 'BTC' and syminfo.ticker == id + st0
kimp_plot_ := btc_usd * usd_krw
if use_index_btc and id == 'BTC' and (syminfo.ticker == id + st1 or syminfo.ticker == id + st2)
kimp_plot_ := btc_krw / usd_krw
[middle, upper, lower] = bb(kimp_, length0, stddev0)
close_ema = ema(kimp_, length_ema)
value = 0.0
bottom_value= 0.0
top_value = 0.0
if use_absolute
value := kimp_
bottom_value:= bias_low_A
top_value := bias_high_A
else if bb
value := close_ema
bottom_value:= lower
top_value := upper
else if use_ema
value := kimp_
bottom_value:= (kimp_ema_high - kimp_ema_low) * bias_low + kimp_ema_low
top_value := (kimp_ema_high - kimp_ema_low) * bias_high + kimp_ema_low
else
value := kimp_
bottom_value:= (kimp_alma_high - kimp_alma_low) * bias_low + kimp_alma_low
top_value := (kimp_alma_high - kimp_alma_low) * bias_high + kimp_alma_low
PAL = (value < bottom_value)
PAS = (value > top_value )
c_grad = color.from_gradient(value, bottom_value, top_value, color.lime, color.red)
chgPAL = PAL and not PAL[1]
chgPAS = PAS and not PAS[1]
band0 = plot(series = showPlot and inDateRange ? kimp_plot_ : na, color = syminfo.ticker == id0 ? color.blue : color.red, linewidth = 2)
band1 = plot(inDateRange ? close: na)
fill(band0, band1, color=f_grad_transp(c_grad, 80), title="Background")
if (inDateRange and tradeType!="NONE")
strategy.entry("long", strategy.long, when=chgPAL ==true and tradeType!="SHORT" and inDateRange, comment = "EL")
strategy.entry("short", strategy.short, when=chgPAS ==true and tradeType!="LONG" and inDateRange, comment = "ES")
strategy.close("long", when=chgPAS ==true and tradeType=="LONG" and inDateRange, comment = "EL close")
strategy.close("short", when=chgPAL ==true and tradeType=="SHORT" and inDateRange, comment = "ES close")
// === /STRATEGY ===
// eof
|
Fixed price Stop Loss [Takazudo] | https://www.tradingview.com/script/Df9916Ar-Fixed-price-Stop-Loss-Takazudo/ | Takazudo | https://www.tradingview.com/u/Takazudo/ | 60 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
//@version=5
//@author=Takazudo
strategy("Fixed price SL",
overlay=true,
default_qty_type=strategy.fixed,
initial_capital=0,
currency=currency.USD)
var COLOR_TRANSPARENT = color.new(#000000, 100)
var COLOR_ENTRY_BAND = color.new(#43A6F5, 30)
var COLOR_RANGE_BREAK_BULL = color.new(#315F2E, 80)
var COLOR_RANGE_BREAK_BEAR = color.new(#802A1C, 80)
//============================================================================
// config
//============================================================================
// Money management
_g1 = 'Money management'
var config_riskPrice = input.int(100, minval=1, title="Risk price for each entry", group=_g1)
var config_depositCurrency = input.string(title="Deposit currency", defval="USD", options=["USD"], group=_g1)
// Entry strategy
_g2 = 'Entry strategy'
var config_entryBandBars = input.int(defval = 100, title = "Entry band bar count", minval=1, group=_g2)
// Backtesting range
_g3 = 'Backtesting range'
fromYear = input.int(defval = 2016, title = "From Year", minval = 1970, group=_g3)
fromMonth = input.int(defval = 1, title = "From Month", minval = 1, maxval = 12, group=_g3)
fromDay = input.int(defval = 1, title = "From Day", minval = 1, maxval = 31, group=_g3)
toYear = input.int(defval = 2020, title = "To Year", minval = 1970, group=_g3)
toMonth = input.int(defval = 12, title = "To Month", minval = 1, maxval = 12, group=_g3)
toDay = input.int(defval = 31, title = "To Day", minval = 1, maxval = 31, group=_g3)
//============================================================================
// exchange calculations
//============================================================================
// mico pip size calculation
// ex1: AUDCAD -> 0.0001
// ex2: USDJPY -> 0.01
f_calcMicroPipSize() =>
_base = syminfo.basecurrency
_quote = syminfo.currency
_result = 0.0001
if _quote == 'JPY'
_result := _result * 100
if _base == 'BTC'
_result := _result * 100
_result
// convert price to pips
f_convertPriceToPips(_price) =>
_microPipSize = f_calcMicroPipSize()
_price / _microPipSize
// calculate exchange rate between deposit and quote currency
f_calcDepositExchangeSymbolId() =>
_result = ''
_deposit = config_depositCurrency
_quote = syminfo.currency
if (_deposit == 'USD') and (_quote == 'USD')
_result := na
if (_deposit == 'USD') and (_quote == 'AUD')
_result := 'OANDA:AUDUSD'
if (_deposit == 'EUR') and (_quote == 'USD')
_result := 'OANDA:EURUSD'
if (_deposit == 'USD') and (_quote == 'GBP')
_result := 'OANDA:GBPUSD'
if (_deposit == 'USD') and (_quote == 'NZD')
_result := 'OANDA:NZDUSD'
if (_deposit == 'USD') and (_quote == 'CAD')
_result := 'OANDA:USDCAD'
if (_deposit == 'USD') and (_quote == 'CHF')
_result := 'OANDA:USDCHF'
if (_deposit == 'USD') and (_quote == 'JPY')
_result := 'OANDA:USDJPY'
_result
// Let's say we need CAD to USD exchange
// However there's only "OANDA:USDCAD" symbol.
// Then we need to invert the exhchange rate.
// this function tells us whether we should invert the rate or not
f_calcShouldInvert() =>
_result = false
_deposit = config_depositCurrency
_quote = syminfo.currency
if (_deposit == 'USD') and (_quote == 'CAD')
_result := true
if (_deposit == 'USD') and (_quote == 'CHF')
_result := true
if (_deposit == 'USD') and (_quote == 'JPY')
_result := true
_result
// calculate how much quantity should I buy or sell
f_calcQuantitiesForEntry(_depositExchangeRate, _slPips) =>
_microPipSize = f_calcMicroPipSize()
_priceForEachPipAsDeposit = _microPipSize * _depositExchangeRate
_losePriceOnSl = _priceForEachPipAsDeposit * _slPips
math.floor(config_riskPrice / _losePriceOnSl)
//============================================================================
// Quantity calculation
//============================================================================
depositExchangeSymbolId = f_calcDepositExchangeSymbolId()
// calculate deposit exchange rate
rate = request.security(depositExchangeSymbolId, timeframe.period, hl2)
shouldInvert = f_calcShouldInvert()
depositExchangeRate = if config_depositCurrency == syminfo.currency
// if USDUSD, no exchange of course
1
else
// else, USDCAD to CADUSD invert if we need
shouldInvert ? (1 / rate) : rate
//============================================================================
// Range Edge calculation
//============================================================================
f_calcEntryBand_high() =>
_highest = math.max(open[3], close[3])
for i = 4 to (config_entryBandBars - 1)
_highest := math.max(_highest, open[i], close[i])
_highest
f_calcEntryBand_low() =>
_lowest = math.min(open[3], close[3])
for i = 4 to (config_entryBandBars - 1)
_lowest := math.min(_lowest, open[i], close[i])
_lowest
entryBand_high = f_calcEntryBand_high()
entryBand_low = f_calcEntryBand_low()
entryBand_height = entryBand_high - entryBand_low
plot(entryBand_high, color=COLOR_ENTRY_BAND, linewidth=1)
plot(entryBand_low, color=COLOR_ENTRY_BAND, linewidth=1)
rangeBreakDetected_long = entryBand_high < close
rangeBreakDetected_short = entryBand_low > close
shouldMakeEntryLong = (strategy.position_size == 0) and rangeBreakDetected_long
shouldMakeEntryShort = (strategy.position_size == 0) and rangeBreakDetected_short
//============================================================================
// SL & Quantity
//============================================================================
var sl_long = hl2
var sl_short = hl2
entryQty = 0
slPips = 0.0
// just show info bubble
f_showEntryInfo(_isLong) =>
_str =
'SL pips: ' + str.tostring(slPips) + '\n' +
'Qty: ' + str.tostring(entryQty)
_bandHeight = entryBand_high - entryBand_low
_y = _isLong ? (entryBand_low + _bandHeight * 1/4) : (entryBand_high - _bandHeight * 1/4)
_style = _isLong ? label.style_label_up : label.style_label_down
label.new(bar_index, _y, _str, size=size.large, style=_style)
if shouldMakeEntryLong
sl_long := (entryBand_high + entryBand_low) / 2
slPips := f_convertPriceToPips(close - sl_long)
entryQty := f_calcQuantitiesForEntry(depositExchangeRate, slPips)
if shouldMakeEntryShort
sl_short := (entryBand_high + entryBand_low) / 2
slPips := f_convertPriceToPips(sl_short - close)
entryQty := f_calcQuantitiesForEntry(depositExchangeRate, slPips)
// trailing SL
if strategy.position_size > 0
sl_long := math.max(sl_long, entryBand_low)
if strategy.position_size < 0
sl_short := math.min(sl_short, entryBand_high)
//============================================================================
// backtest duration
//============================================================================
// Calculate start/end date and time condition
startDate = timestamp(fromYear, fromMonth, fromDay, 00, 00)
finishDate = timestamp(toYear, toMonth, toDay, 00, 00)
//============================================================================
// make entries
//============================================================================
if (time >= startDate and time <= finishDate)
if shouldMakeEntryLong
strategy.entry(id="Long", direction=strategy.long, stop=close, qty=entryQty)
f_showEntryInfo(true)
if shouldMakeEntryShort
strategy.entry(id="Short", direction=strategy.short, stop=close, qty=entryQty)
f_showEntryInfo(false)
strategy.exit('Long-SL/TP', 'Long', stop=sl_long)
strategy.exit('Short-SL/TP', 'Short', stop=sl_short)
//============================================================================
// plot misc
//============================================================================
sl = strategy.position_size > 0 ? sl_long :
strategy.position_size < 0 ? sl_short : na
plot(sl, color=color.red, style=plot.style_cross, linewidth=2, title="SL")
value_bgcolor = rangeBreakDetected_long ? COLOR_RANGE_BREAK_BULL :
rangeBreakDetected_short ? COLOR_RANGE_BREAK_BEAR : COLOR_TRANSPARENT
bgcolor(value_bgcolor)
|
MACD oscillator with EMA strategy 4H | https://www.tradingview.com/script/VCWVU9ge-MACD-oscillator-with-EMA-strategy-4H/ | SoftKill21 | https://www.tradingview.com/u/SoftKill21/ | 518 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© SoftKill21
//@version=4
strategy("MACD+EMA 4H STRATEGY", overlay=true)
//heiking ashi calculation
UseHAcandles = input(false, title="Use Heikin Ashi Candles in Algo Calculations")
////
// === /INPUTS ===
// === BASE FUNCTIONS ===
haClose = UseHAcandles ? security(heikinashi(syminfo.tickerid), timeframe.period, close) : close
haOpen = UseHAcandles ? security(heikinashi(syminfo.tickerid), timeframe.period, open) : open
haHigh = UseHAcandles ? security(heikinashi(syminfo.tickerid), timeframe.period, high) : high
haLow = UseHAcandles ? security(heikinashi(syminfo.tickerid), timeframe.period, low) : low
//timecondition
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 = 2020, title = "From Year", minval = 1970)
//monday and session
// To Date Inputs
toDay = input(defval = 31, title = "To Day", minval = 1, maxval = 31)
toMonth = input(defval = 12, title = "To Month", minval = 1, maxval = 12)
toYear = input(defval = 2021, title = "To Year", minval = 1970)
startDate = timestamp(fromYear, fromMonth, fromDay, 00, 00)
finishDate = timestamp(toYear, toMonth, toDay, 00, 00)
time_cond = time >= startDate and time <= finishDate
//ema data -- moving average
len = input(9, minval=1, title="Length")
src = input(hl2, title="Source")
out = ema(src, len)
//plot(out, title="EMA", color=color.blue)
//histogram
fast_length = input(title="Fast Length", type=input.integer, defval=12)
slow_length = input(title="Slow Length", type=input.integer, defval=26)
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
//main variables to apply conditions are going to be out(moving avg) and hist(macd)
long = haClose > out and haClose > haClose[1] and out > out[1] and hist> 0 and hist[1] < 0 and time_cond
short = haClose < out and haClose < haClose[1] and out < out[1] and hist < 0 and hist[1] > 0 and time_cond
//limit to 1 entry
var longOpeneda = false
var shortOpeneda = false
var int timeOfBuya = na
longCondition= long and not longOpeneda
if longCondition
longOpeneda := true
timeOfBuya := time
longExitSignala = short
exitLongCondition = longOpeneda[1] and longExitSignala
if exitLongCondition
longOpeneda := false
timeOfBuya := na
plotshape(longCondition, style=shape.labelup, location=location.belowbar, color=color.green, size=size.tiny, title="BUY", text="BUY", textcolor=color.white)
plotshape(exitLongCondition, style=shape.labeldown, location=location.abovebar, color=color.red, size=size.tiny, title="SELL", text="SELL", textcolor=color.white)
//automatization
longEntry= input(true)
shortEntry=input(false)
if(longEntry)
strategy.entry("long",strategy.long,when=longCondition)
strategy.close("long",when=exitLongCondition)
if(shortEntry)
strategy.entry("short",strategy.short,when=exitLongCondition)
strategy.close("short",when=longCondition)
|
Buy every Month | https://www.tradingview.com/script/lPghpGeV-Buy-every-Month/ | Embit0one | https://www.tradingview.com/u/Embit0one/ | 48 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© Embit0one
//@version=4
strategy("Buy every Month",pyramiding=10000, overlay=true,initial_capital=0,default_qty_type=strategy.cash,default_qty_value=500,currency = currency.EUR,commission_type=strategy.commission.cash_per_order,commission_value=0)
//INPUTS##################################################################################################################
iniordersize = input(title="Ordersize / Sparrate", type=input.integer,defval=500)
// Input for Date Range
startDate = input(title="Start Date", type=input.integer,
defval=1, minval=1, maxval=31)
startMonth = input(title="Start Month", type=input.integer,
defval=1, minval=1, maxval=12)
startYear = input(title="Start Year", type=input.integer,
defval=2020, minval=1800, maxval=2100)
endDate = input(title="End Date", type=input.integer,
defval=7, minval=1, maxval=31)
endMonth = input(title="End Month", type=input.integer,
defval=04, minval=1, maxval=12)
endYear = input(title="End Year", type=input.integer,
defval=2021, minval=1800, maxval=2100)
endDate1=endDate-1
//Check if in Date Range
inDateRange = (time >= timestamp(syminfo.timezone, startYear, startMonth, startDate, 0, 0)) and (time < timestamp(syminfo.timezone, endYear, endMonth, endDate1, 0, 0))
//Ordersize calculation#######################################################
var ordersize = 0
ordersize:=floor(iniordersize/close)
var float insgesamtinvestiert = 0
//Open Position at beginning#####################################
var firsttrade=true
longCondition = inDateRange
longnow=false
if(firsttrade and inDateRange)
strategy.entry("My Long Entry Id", strategy.long,ordersize)
longnow:=true
insgesamtinvestiert:= insgesamtinvestiert + (ordersize*close)
firsttrade:=false
if(longCondition and strategy.position_size > 0)
longnow:=true
//Start of new Month, open a possition
if(longCondition and strategy.position_size > 0 and month>valuewhen(longnow, month ,1) or longCondition and strategy.position_size > 0 and year>valuewhen(longnow, year ,1) and inDateRange)
strategy.entry("My Long Entry Id", strategy.long,ordersize)
insgesamtinvestiert:= insgesamtinvestiert + (ordersize*close)
//Close all positions when End Date
if(time > timestamp(syminfo.timezone, endYear, endMonth, endDate1, 0, 0))
strategy.close_all()
//print sum of investeted capital#########################################################################################################################
f_print(_text) =>
// Create label on the first bar.
var _label = label.new(bar_index, na, _text, xloc.bar_index, yloc.price, color(na), label.style_none, color.gray, size.large, text.align_left)
// On next bars, update the label's x and y position, and the text it displays.
label.set_xy(_label, bar_index, highest(10)[1])
label.set_text(_label, _text)
f_print(" Invested: " + tostring(floor(insgesamtinvestiert)))
|
Full CRYPTO pack macd, rsi, obv, ema strategy | https://www.tradingview.com/script/DbRYTl6G-Full-CRYPTO-pack-macd-rsi-obv-ema-strategy/ | SoftKill21 | https://www.tradingview.com/u/SoftKill21/ | 3,144 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© SoftKill21
//@version=4
strategy("Full strategy ", overlay=true, initial_capital = 1000, default_qty_type=strategy.percent_of_equity, default_qty_value=100, commission_type=strategy.commission.percent , commission_value=0.1 )
//heiking ashi calculation
UseHAcandles = input(false, title="Use Heikin Ashi Candles in Algo Calculations")
////
// === /INPUTS ===
// === BASE FUNCTIONS ===
haClose = UseHAcandles ? security(heikinashi(syminfo.tickerid), timeframe.period, close) : close
haOpen = UseHAcandles ? security(heikinashi(syminfo.tickerid), timeframe.period, open) : open
haHigh = UseHAcandles ? security(heikinashi(syminfo.tickerid), timeframe.period, high) : high
haLow = UseHAcandles ? security(heikinashi(syminfo.tickerid), timeframe.period, low) : low
//timecondition
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 = 2020, title = "From Year", minval = 1970)
//monday and session
// To Date Inputs
toDay = input(defval = 31, title = "To Day", minval = 1, maxval = 31)
toMonth = input(defval = 12, title = "To Month", minval = 1, maxval = 12)
toYear = input(defval = 2021, title = "To Year", minval = 1970)
startDate = timestamp(fromYear, fromMonth, fromDay, 00, 00)
finishDate = timestamp(toYear, toMonth, toDay, 00, 00)
time_cond = time >= startDate and time <= finishDate
//ema data -- moving average
len = input(9, minval=1, title="Length")
src = input(hl2, title="Source")
out = ema(src, len)
//plot(out, title="EMA", color=color.blue)
//histogram
fast_length = input(title="Fast Length", type=input.integer, defval=12)
slow_length = input(title="Slow Length", type=input.integer, defval=26)
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
//rsi
length = input( 14 )
overSold = input( 35 )
overBought = input( 100 )
price = close
vrsi = rsi(price, length)
co = crossover(vrsi, overSold)
cu = crossunder(vrsi, overBought)
//volume
r = cum(sign(change(src)) * volume)
outvolume= sma(obv,10)
//main variables to apply conditions are going to be out(moving avg) and hist(macd)
long = haClose > out and haClose > haClose[1] and out > out[1] and hist> 0 and hist[1] < 0 and time_cond and vrsi<overBought and obv> outvolume
short = haClose < out and haClose < haClose[1] and out < out[1] and hist < 0 and hist[1] > 0 and time_cond and vrsi>overSold and obv< outvolume
//limit to 1 entry
var longOpeneda = false
var shortOpeneda = false
var int timeOfBuya = na
longCondition= long and not longOpeneda
if longCondition
longOpeneda := true
timeOfBuya := time
longExitSignala = short
exitLongCondition = longOpeneda[1] and longExitSignala
if exitLongCondition
longOpeneda := false
timeOfBuya := na
plotshape(longCondition, style=shape.labelup, location=location.belowbar, color=color.green, size=size.tiny, title="BUY", text="BUY", textcolor=color.white)
plotshape(exitLongCondition, style=shape.labeldown, location=location.abovebar, color=color.red, size=size.tiny, title="SELL", text="SELL", textcolor=color.white)
//automatization
longEntry= input(true)
shortEntry=input(false)
g(v, p) => round(v * (pow(10, p))) / pow(10, p)
risk = input(100)
leverage = input(1)
c = g((strategy.equity * leverage / open) * (risk / 100), 4)
if(longEntry)
strategy.entry("long",strategy.long,c,when=longCondition)
strategy.close("long",when=exitLongCondition)
if(shortEntry)
strategy.entry("short",strategy.short,c,when=exitLongCondition)
strategy.close("short",when=longCondition)
|
MACD BTC Long/Short Strategy v1.0 | https://www.tradingview.com/script/Z4bCLIrN-MACD-BTC-Long-Short-Strategy-v1-0/ | Puckapao | https://www.tradingview.com/u/Puckapao/ | 99 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© Puckapao
//@version=4
strategy(title="MACD", shorttitle="MACD", overlay=true, initial_capital=10000.00, currency="USD", default_qty_type=strategy.cash, default_qty_value=10000.00)
// Getting inputs
reenter_delay = input(title="Re-enter Delay", type=input.integer, defval=2)
sculp_delay = input(title="Sculp Delay", type=input.integer, defval=8)
close_delay = input(title="Close Delay", type=input.integer, defval=1)
ema_period = input(title="EMA Period", type=input.integer, defval=21)
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=true)
// Date Settings
startDate = input(title="Start Date", type=input.integer,
defval=19, minval=1, maxval=31)
startMonth = input(title="Start Month", type=input.integer,
defval=09, minval=1, maxval=12)
startYear = input(title="Start Year", type=input.integer,
defval=2017, minval=1800, maxval=2100)
endDate = input(title="End Date", type=input.integer,
defval=31, minval=1, maxval=31)
endMonth = input(title="End Month", type=input.integer,
defval=3, minval=1, maxval=12)
endYear = input(title="End Year", type=input.integer,
defval=2021, minval=1800, maxval=2100)
inDateRange = (time >= timestamp(syminfo.timezone, startYear,
startMonth, startDate, 0, 0)) and
(time < timestamp(syminfo.timezone, endYear, endMonth, endDate, 0, 0))
reenter_cnt = 0
reenter_cnt := nz(reenter_cnt[1])
sculp_cnt = 0
sculp_cnt := nz(sculp_cnt[1])
close_cnt = 0
close_cnt := nz(close_cnt[1])
on_long = false
on_long := nz(on_long[1])
on_short = false
on_short := nz(on_short[1])
sculp = false
reenter = false
slowdown = false
overwater = false
underwater = false
ema = ema(close, ema_period)
// Plot colors
col_grow_above = #26A69A
col_grow_below = #FFCDD2
col_fall_above = #B2DFDB
col_fall_below = #EF5350
col_macd = #0094ff
col_signal = #ff6a00
// 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
// plot(hist, title="Histogram", style=plot.style_columns, color=(hist>=0 ? (hist[1] < hist ? col_grow_above : col_fall_above) : (hist[1] < hist ? col_grow_below : col_fall_below) ), transp=0 )
// plot(macd, title="MACD", color=col_macd, transp=0)
// plot(signal, title="Signal", color=col_signal, transp=0)
cross_up = crossover(macd, signal)
cross_down = crossunder(macd, signal)
if (inDateRange)
over_macd = macd > 0 and signal > 0 ? true : false
under_macd = macd < 0 and signal < 0 ? true : false
overwater := crossover(close, ema)
underwater := crossunder(close, ema)
slowdown := hist >= 0 ? (hist[1] > hist ? true : false) : (hist[1] < hist ? true : false)
reenter := hist >= 0 ? (hist[1] < hist ? true : false) : (hist[1] > hist ? true : false)
sculp := (hist >= 0 ? (hist[1] > hist ? true : false) : (hist[1] < hist ? true : false))
if(reenter == true)
if(reenter_cnt < reenter_delay)
reenter_cnt := reenter_cnt + 1
else
if(reenter_cnt > 0)
reenter_cnt := reenter_cnt - 1
if(sculp == true)
if(sculp_cnt < sculp_delay)
sculp_cnt := sculp_cnt + 1
else
if(sculp_cnt > 0)
sculp_cnt := sculp_cnt - 1
if(slowdown == true)
if(close_cnt < close_delay)
close_cnt := close_cnt + 1
else
close_cnt := close_cnt - 1
// Entry
if (cross_up == true)
strategy.entry("long", strategy.long, comment = "long", alert_message = "long")
if (cross_down == true)
strategy.entry("short", strategy.short, comment = "short", alert_message = "short")
// Sculp bottom / top
if (sculp == true and sculp_cnt >= sculp_delay)
if (hist >= 0)
strategy.entry("sculp-short", strategy.short, comment = "sculp-short", alert_message = "sculp-short")
else
strategy.entry("sculp-long", strategy.long, comment = "sculp-long", alert_message = "sculp-long")
sculp_cnt := 0
sculp := false
// Re-Entry
if (reenter == true and reenter_cnt >= reenter_delay)
if (hist >= 0)
strategy.entry("re-long", strategy.long, comment = "re-long", alert_message = "re-long")
else
strategy.entry("re-short", strategy.short, comment = "re-short", alert_message = "re-short")
reenter_cnt := 0
reenter := false
// Over EMA
if (overwater == true)
strategy.entry("ema-long", strategy.long, comment = "ema-long", alert_message = "ema-long")
// Close
if (slowdown == true and close_cnt >= close_delay)
strategy.close("long", when = slowdown, comment = "close long", alert_message = "close long")
strategy.close("short", when = slowdown, comment = "close short", alert_message = "close short")
strategy.close("re-long", when = slowdown, comment = "close re-long", alert_message = "close re-long")
strategy.close("re-short", when = slowdown, comment = "close re-short", alert_message = "close re-short")
if (hist >= 0)
strategy.close("sculp-long", when = slowdown, comment = "close sculp-long", alert_message = "close sculp-long")
else
strategy.close("sculp-short", when = slowdown, comment = "close sculp-short", alert_message = "close sculp-short")
if (slowdown)
if (hist >= 0)
on_long := false
else
on_short := false
strategy.close("ema-long", when = underwater, comment = "close ema-long", alert_message = "close ema-long")
plotchar(slowdown, "close?", "")
plotchar(close_cnt, "close delay", "")
plotchar(reenter, "reenter?", "")
plotchar(reenter_cnt, "reenter delay", "")
plotchar(sculp, "sculp?", "")
plotchar(sculp_cnt, "sculp delay", "")
plotchar(overwater, "over ema", "")
plotchar(underwater, "under ema", "") |
dEMA w/ VWAP filter | https://www.tradingview.com/script/d5I7yUXY-dEMA-w-VWAP-filter/ | shiner_trading | https://www.tradingview.com/u/shiner_trading/ | 82 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© shiner_trading
//@version=4
strategy("dEMA w/ VWAP filter", overlay=true, default_qty_type=strategy.cash, initial_capital=500)
len = input(34, "EMA Length")
ma = ema(close, len)
longCondition = change(ma) > 0 and ma < vwap
if (longCondition)
strategy.entry("Buy", true, 1)
shortCondition = (change(ma) < 0 and close > vwap) or (crossunder(ma, vwap) and change(ma) > 0)
if (shortCondition)
strategy.close("Buy")
plot (vwap, color=color.fuchsia)
plot (ma)
|
2Tier Ichimoku Pyramiding [Takazudo] | https://www.tradingview.com/script/xTO21owU-2Tier-Ichimoku-Pyramiding-Takazudo/ | Takazudo | https://www.tradingview.com/u/Takazudo/ | 213 | 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/
// https://www.tradingview.com/script/UhhFWEus-MTF-Ichimoku-Takazudo/
//@version=4
//@author=Takazudo
strategy("2Tier Ichimoku Pyramiding [Takazudo]",
pyramiding=2,
overlay=true,
default_qty_type=strategy.fixed,
initial_capital=0,
currency=currency.USD)
//============================================================================
// consts, inputs
//============================================================================
// colors
var COLOR_KIJUN = color.new(#fcb103, 20)
var COLOR_TENKAN = color.new(#f57f17, 20)
var COLOR_CHIKOU = color.new(#ffffff, 50)
var COLOR_KUMO_BASEHTF_BULL = color.new(#315F2E, 60)
var COLOR_KUMO_BASEHTF_BEAR = color.new(#802A1C, 60)
var COLOR_KUMO_HIGHESTTF_BULL = color.new(#1D4F8A, 60)
var COLOR_KUMO_HIGHESTTF_BEAR = color.new(#6B2B55, 60)
var COLOR_SENKOUA_BASEHTF = color.new(#315F2E, 30)
var COLOR_SENKOUB_BASEHTF = color.new(#802A1C, 30)
var COLOR_SENKOUA_HIGHESTTF = color.new(#1D4F8A, 30)
var COLOR_SENKOUB_HIGHESTTF = color.new(#6B2B55, 30)
var COLOR_CROSS_POINT_BULL = color.new(#315F2E, 20)
var COLOR_CROSS_POINT_BEAR = color.new(#802A1C, 20)
var COLOR_CHIKOU_CROSS_POINT_BULL = color.new(#315F2E, 20)
var COLOR_CHIKOU_CROSS_POINT_BEAR = color.new(#802A1C, 20)
var COLOR_CHIKOU_KUMO_BREAKOUT_BULL = color.new(#315F2E, 0)
var COLOR_CHIKOU_KUMO_BREAKOUT_BEAR = color.new(#802A1C, 0)
var COLOR_CHIKOU_HINT_BULL = color.new(#315F2E, 0)
var COLOR_CHIKOU_HINT_BEAR = color.new(#802A1C, 0)
var COLOR_SENKOU_CROSS_HINT_BULL = color.new(#315F2E, 0)
var COLOR_SENKOU_CROSS_HINT_BEAR = color.new(#802A1C, 0)
var COLOR_TENKAN_CROSS_BG = color.new(#f2931d, 90)
var COLOR_CHIKOU_BREAKOUT_BG = color.new(#656565, 90)
var COLOR_SENKOU_CROSS_BG = color.new(#7a73d8, 90)
var COLOR_GAP_KUMO = color.new(#FCC02C, 97)
var COLOR_RANGE_EDGE = color.new(#43A6F5, 30)
var COLOR_RESISTANCE_PRICE_LINE = color.new(#e0f64d, 20)
var COLOR_TRANSPARENT = color.new(#000000, 100)
// HTF
var _1 = input(true, "βββββββββ HTF ββββββββββ")
var config_baseHtf = input("D", "Base Higher Timeframe", type = input.resolution)
var config_useHighestTf = input(true, "use Highest Timeframe (Kumo only)")
var config_highestTf= input("W", "Highest Timeframe", type = input.resolution)
var _2 = input(true, "βββββββββ Ichimoku ββββββββββ")
var config_tenkanSen = input(9, minval=1, title="Tenkan-Sen Bars")
var config_kijunSen = input(26, minval=1, title="Kijun-Sen Bars")
var config_senkouSpanB = input(52, minval=1, title="Senkou-Span B Bars")
var config_chikouSpan = input(26, minval=1, title="Chikou-Span Offset")
var config_senkouSpan = input(26, minval=1, title="Senkou-Span Offset")
var _3 = input(true, "βββββββββ Smooth Line ββββββββββ")
var config_useSmooth = input(true, "enable smooth line")
var config_smoothFactor = input(2, minval=2, title="smooth factor")
var _4 = input(true, "βββββββββ MTF stuff ββββββββββ")
var config_autoSwitchToHtf = input(true, "avoid to refer lower resolution indicator")
var config_avoidTooHighResolution = input(true, "avoid to refer too high resolution indicator")
var config_useGapKumo = input(true, "use Gap Kumo")
var _5 = input(true, "βββββββββ etc ββββββββββ")
var config_bullDetectBars = input(defval = 3, title = "bull detection min bar count", minval = 1)
var config_rangeDetectBars = input(defval = 200, title = "range detection bar count", minval = 1)
var config_recentBars = input(defval = 50, title = "recent bar count for SL", minval = 1)
var config_atrLength = input(4, title = "Trailing stop ATR Length")
var config_atrSlMult = input(1, title = "Trailing stop ATR Multiple factor", type=input.float)
var config_atrEntryPaddingMult = input(0.5, title = "Entry padding ATR Multiple factor", type=input.float)
var config_atrEntryPaddingLength = input(10, title = "Entry padding ATR Length")
var config_extraEntryStopDetectBars = input(defval = 10, title = "Pyramiding entry recent detect bar count", minval = 1)
var _6 = input(true, "βββββββββ Backtesting range ββββββββββ")
// From Date Inputs
fromYear = input(defval = 2019, title = "From Year", minval = 1970)
fromMonth = input(defval = 1, title = "From Month", minval = 1, maxval = 12)
fromDay = input(defval = 1, title = "From Day", minval = 1, maxval = 31)
// To Date Inputs
toYear = input(defval = 2021, title = "To Year", minval = 1970)
toMonth = input(defval = 3, title = "To Month", minval = 1, maxval = 12)
toDay = input(defval = 10, title = "To Day", minval = 1, maxval = 31)
//============================================================================
// MTF Selection Framework
// http://www.pinecoders.com/faq_and_code/#other-intervals-mtf
//============================================================================
// βββββ Converts current "timeframe.multiplier" plus the TF into minutes of type float.
f_resInMinutes() =>
_resInMinutes = timeframe.multiplier * (
timeframe.isseconds ? 1. / 60. :
timeframe.isminutes ? 1. :
timeframe.isdaily ? 1440. :
timeframe.isweekly ? 10080. :
timeframe.ismonthly ? 43800. : na)
// βββββ Returns resolution of _resolution period in minutes.
f_tfResInMinutes(_res) =>
// _res: resolution of any TF (in "timeframe.period" string format).
security(syminfo.tickerid, _res, f_resInMinutes())
// βββββ Given current resolution, returns next step of HTF.
f_resNextStep(_res) =>
// _res: current TF in fractional minutes.
_res <= 1 ? "15" :
_res <= 5 ? "60" :
_res <= 30 ? "240" :
_res <= 60 ? "1D" :
_res <= 360 ? "3D" :
_res <= 1440 ? "1W" :
_res <= 10080 ? "1M" : "12M"
// βββββ Returns a multiple of current resolution as a string in "timeframe.period" format usable with "security()".
f_multipleOfRes(_res, _mult) =>
// _res: current resolution in minutes, in the fractional format supplied by f_resInMinutes() companion function.
// _mult: Multiple of current TF to be calculated.
// Convert current float TF in minutes to target string TF in "timeframe.period" format.
_targetResInMin = _res * max(_mult, 1)
// Find best string to express the resolution.
_targetResInMin <= 0.083 ? "5S" :
_targetResInMin <= 0.251 ? "15S" :
_targetResInMin <= 0.501 ? "30S" :
_targetResInMin <= 1440 ? tostring(round(_targetResInMin)) :
_targetResInMin <= 43800 ? tostring(round(min(_targetResInMin / 1440, 365))) + "D" :
tostring(round(min(_targetResInMin / 43800, 12))) + "M"
// βββββ Converts a resolution expressed in float minutes into a string usable by "security()".
// See our FAQ & Code for an example of using this function: http://www.pinecoders.com/faq_and_code/#how-can-i-convert-a-resolution-in-float-minutes-into-a-string-usable-with-security
f_resFromMinutes(_minutes) =>
_minutes <= 0.0167 ? "1S" :
_minutes <= 0.0834 ? "5S" :
_minutes <= 0.2500 ? "15S" :
_minutes <= 0.5000 ? "30S" :
_minutes <= 1440 ? tostring(round(_minutes)) :
_minutes <= 43800 ? tostring(round(min(_minutes / 1440, 365))) + "D" :
tostring(round(min(_minutes / 43800, 12))) + "M"
// Returns the theoretical numbers of current chart bars in the given target HTF resolution (note that this number maybe very different from actual number on certain symbols).
f_theoreticalDilationOf(_res) =>
// _res: resolution of any TF (in "timeframe.period" string format).
f_tfResInMinutes(_res) / f_resInMinutes()
// Returns the average number of current chart bars in the given target HTF resolution (this reflects the dataset's history).
f_avgDilationOf(_res) =>
// _res: resolution of any TF (in "timeframe.period" string format).
b = barssince(change(time(_res)))
cumTotal = cum(b == 0 ? b[1] + 1 : 0)
cumCount = cum(b == 0 ? 1 : 0)
cumTotal / cumCount
// βββββ Print a label at end of chart.
f_htfLabel(_txt, _y, _color, _offsetLabels) =>
_t = int(time + (f_resInMinutes() * _offsetLabels * 60000))
// Create the label on the dataset's first bar.
var _lbl = label.new(_t, _y, _txt, xloc.bar_time, yloc.price, #00000000, label.style_none, color.gray, size.large)
if barstate.islast
// Rather than delete and recreate the label on every realtime bar update,
// simply update the label's information; it's more efficient.
label.set_xy(_lbl, _t, _y)
label.set_text(_lbl, _txt)
label.set_textcolor(_lbl, _color)
// }
//============================================================================
// utils, setup
//============================================================================
// initialize
var tenkanLine_baseHtf = 0.0
var kijunLine_baseHtf = 0.0
var senkouALine_baseHtf = 0.0
var senkouBLine_baseHtf = 0.0
var tenkanLine_highestTf = 0.0
var kijunLine_highestTf = 0.0
var senkouALine_highestTf = 0.0
var senkouBLine_highestTf = 0.0
var gapKumo_high = 0.0
var gapKumo_low = 0.0
f_isUsingHtf() =>
_current = f_resInMinutes()
_target = f_tfResInMinutes(config_baseHtf)
_current < _target
f_isOverHtf() =>
_current = f_resInMinutes()
_target = f_tfResInMinutes(config_baseHtf)
_current > _target
f_isOverHighestTf() =>
_current = f_resInMinutes()
_target = f_tfResInMinutes(config_highestTf)
_current >= _target
f_shouldAvoidHighestTf(barsMultipiller) =>
// it the resolution was too high, requested candle sticks
// hit the limit of trading view.
// this function detects the limit
config_avoidTooHighResolution and barsMultipiller > 150
var useSmooth = f_isUsingHtf() and config_useSmooth
f_smooth(_series) =>
_f = config_smoothFactor
// Tricky part. the lines that refers higher Timeframe got zig-zag
// because the granularity of the value per bar is the same
// inside the higher timeframe's one bar length.
// This smooth factor blends the value with previous values using ema.
_smoothed = ema(ema(ema(_series, _f), _f), _f)
useSmooth ? _smoothed : _series
lostPositionsInPrevBar = strategy.position_size == 0 and (strategy.position_size[0] != strategy.position_size[1])
// remember entry price
var previousEntryPrice = hl2
//============================================================================
// entry quantity caliculation
// wider SL = less quantities
//============================================================================
f_calcQtyForInitialEntry(_percentage) =>
if _percentage < 1
10000
else if _percentage < 2
8000
else if _percentage < 3
6000
else
4000
f_calcQtyForExtraEntry(_percentage) =>
if _percentage < 1
5000
else if _percentage < 2
4000
else if _percentage < 3
3000
else
2000
//============================================================================
// candle actions
//============================================================================
f_isUpDoji() =>
fullPriceHeight = high-low
bodyPriceHeight = abs(close-open)
(bodyPriceHeight < fullPriceHeight * 1/7) and (max(open, close) > (low + (high-low) * 2/3))
f_isDownDoji() =>
fullPriceHeight = high-low
bodyPriceHeight = abs(close-open)
(bodyPriceHeight < fullPriceHeight * 1/7) and (min(open, close) < (high - (high-low) * 2/3))
f_isLastCandleUp() =>
result = false
(close > open) or f_isUpDoji()
f_isLastCandleDown() =>
result = false
(close < open) or f_isDownDoji()
//============================================================================
// Ichimoku calcs
//============================================================================
f_donchian(len) =>
avg(lowest(len), highest(len))
f_tenkan() =>
f_donchian(config_tenkanSen)
f_kijun() =>
f_donchian(config_kijunSen)
f_senkouA(_tenkan, _kijun) =>
avg(_tenkan, _kijun)
f_senkouB() =>
f_donchian(config_senkouSpanB)
barsMultipiller_baseHtf = f_isOverHtf() ? 1 : f_theoreticalDilationOf(config_baseHtf)
barsMultipiller_highestTf = f_isOverHighestTf() ? 1 : f_theoreticalDilationOf(config_highestTf)
shouldAvoidHighestTf = f_shouldAvoidHighestTf(barsMultipiller_highestTf)
f_calcUseHighestTf() =>
_result = true
if shouldAvoidHighestTf
_result := false
else
if config_useHighestTf
if f_isOverHighestTf()
_result := false
else
_result := true
_result
var useHighestTf = f_calcUseHighestTf()
senkouOffset = config_senkouSpan - 1
chikouOffset = -config_chikouSpan + 1
senkouOffset_baseHtf = round((config_senkouSpan - 1) * barsMultipiller_baseHtf)
chikouOffset_baseHtf = round((config_chikouSpan - 1) * barsMultipiller_baseHtf)
senkouOffsetForPlot_baseHtf = round(senkouOffset * barsMultipiller_baseHtf)
chikouOffsetForPlot_baseHtf = round(-chikouOffset_baseHtf)
senkouOffset_highestTf = useHighestTf ? round((config_senkouSpan - 1) * barsMultipiller_highestTf) : 0
chikouOffset_highestTf = useHighestTf ? round((config_chikouSpan - 1) * barsMultipiller_highestTf) : 0
senkouOffsetForPlot_highestTf = useHighestTf ? round(senkouOffset * barsMultipiller_highestTf) : 0
chikouOffsetForPlot_highestTf = useHighestTf ? round(-chikouOffset_highestTf) : 0
senkouSpanIndexDiff = senkouOffsetForPlot_highestTf - senkouOffsetForPlot_baseHtf
// not sure why but it says negative index was detected
if senkouSpanIndexDiff < 0
senkouSpanIndexDiff := 0
if not useHighestTf or not config_useGapKumo
senkouSpanIndexDiff := 0
f_calcIchimoku_baseHtf() =>
_useCurrentRes = config_autoSwitchToHtf and f_isOverHtf()
_tenkan = f_tenkan()
_kijun = f_kijun()
_senkouA = f_senkouA(_tenkan[0], _kijun[0])
_senkouB = f_senkouB()
_htfTenkan = _useCurrentRes ? _tenkan : security(syminfo.tickerid, config_baseHtf, _tenkan)
_htfKijun = _useCurrentRes ? _kijun : security(syminfo.tickerid, config_baseHtf, _kijun)
_htfSenkouA = _useCurrentRes ? _senkouA : security(syminfo.tickerid, config_baseHtf, _senkouA)
_htfSenkouB = _useCurrentRes ? _senkouB : security(syminfo.tickerid, config_baseHtf, _senkouB)
[_htfTenkan, _htfKijun, _htfSenkouA, _htfSenkouB]
f_calcIchimoku_highestTf() =>
_tenkan = f_tenkan()
_kijun = f_kijun()
_senkouA = f_senkouA(_tenkan[0], _kijun[0])
_senkouB = f_senkouB()
_highestTfTenkan = useHighestTf ? security(syminfo.tickerid, config_highestTf, _tenkan) : _tenkan
_highestTfKijun = useHighestTf ? security(syminfo.tickerid, config_highestTf, _kijun) : _kijun
_highestTfSenkouA = useHighestTf ? security(syminfo.tickerid, config_highestTf, _senkouA) : _senkouA
_highestTfSenkouB = useHighestTf ? security(syminfo.tickerid, config_highestTf, _senkouB) : _senkouB
[_highestTfTenkan, _highestTfKijun, _highestTfSenkouA, _highestTfSenkouB]
//--------------------------------------
// HTF Ichimoku values
[_htfTenkan, _htfKijun, _htfSenkouA, _htfSenkouB] = f_calcIchimoku_baseHtf()
tenkanLine_baseHtf := _htfTenkan
kijunLine_baseHtf := _htfKijun
senkouALine_baseHtf := _htfSenkouA
senkouBLine_baseHtf := _htfSenkouB
//--------------------------------------
// Highest TF Ichimoku values
[_highestTfTenkan, _highestTfKijun, _highestTfSenkouA, _highestTfSenkouB] = f_calcIchimoku_highestTf()
tenkanLine_highestTf := _highestTfTenkan
kijunLine_highestTf := _highestTfKijun
senkouALine_highestTf := _highestTfSenkouA
senkouBLine_highestTf := _highestTfSenkouB
f_calcIchimokuSignals_baseHtf() =>
var _chikouAboveCandle = false
var _chikouBelowCandle = false
var _chikouAboveKumo = false
var _chikouBelowKumo = false
_kumoColor_bull = senkouALine_baseHtf > senkouBLine_baseHtf
_senkouCross_bull = crossover(senkouALine_baseHtf, senkouBLine_baseHtf)
_senkouCross_bear = crossover(senkouBLine_baseHtf, senkouALine_baseHtf)
_senkouSpanHigh = max(senkouALine_baseHtf[senkouOffset_baseHtf], senkouBLine_baseHtf[senkouOffset_baseHtf])
_senkouSpanLow = min(senkouALine_baseHtf[senkouOffset_baseHtf], senkouBLine_baseHtf[senkouOffset_baseHtf])
_chikouKumoHigh = max(senkouALine_baseHtf[senkouOffset_baseHtf+chikouOffset_baseHtf], senkouBLine_baseHtf[senkouOffset_baseHtf+chikouOffset_baseHtf])
_chikouKumoLow = min(senkouALine_baseHtf[senkouOffset_baseHtf+chikouOffset_baseHtf], senkouBLine_baseHtf[senkouOffset_baseHtf+chikouOffset_baseHtf])
_tenkanCross_bull = crossover(tenkanLine_baseHtf, kijunLine_baseHtf)
_tenkanCross_bear = crossover(kijunLine_baseHtf, tenkanLine_baseHtf)
_tenkanAboveKijun = tenkanLine_baseHtf > kijunLine_baseHtf
_tenkanBelowKijun = tenkanLine_baseHtf < kijunLine_baseHtf
_chikouAboveCandle := close > close[chikouOffset_baseHtf]
_chikouBelowCandle := close < close[chikouOffset_baseHtf]
_chikouCross_bull = _chikouAboveCandle and not _chikouAboveCandle[1]
_chikouCross_bear = _chikouBelowCandle and not _chikouBelowCandle[1]
_chikouAboveKumo := close > _chikouKumoHigh
_chikouBelowKumo := close < _chikouKumoLow
_currentInKumo = (_senkouSpanLow <= close) and (close <= _senkouSpanHigh)
_currentTouchingKumo = not _currentInKumo and
(((low <= _senkouSpanHigh) and (low >= _senkouSpanLow)) or
((high >= _senkouSpanLow) and (high <= _senkouSpanHigh)))
_currentAboveKumo = close > _senkouSpanHigh
_currentBelowKumo = close < _senkouSpanLow
_chikouInKumo = (_chikouKumoLow <= close) and (close <= _chikouKumoHigh)
_chikouTouchingKumo = not _chikouInKumo and
(((low <= _chikouKumoHigh) and (low >= _chikouKumoLow)) or
((high >= _chikouKumoLow) and (high <= _chikouKumoHigh)))
_chikouKumoBreakout_bull = _chikouAboveKumo and not _chikouAboveKumo[1]
_chikouKumoBreakout_bear = _chikouBelowKumo and not _chikouBelowKumo[1]
[_currentInKumo, _currentTouchingKumo, _kumoColor_bull, _senkouCross_bull, _senkouCross_bear,
_senkouSpanHigh, _senkouSpanLow,
_chikouKumoHigh, _chikouKumoLow,
_chikouAboveCandle, _chikouBelowCandle,
_tenkanCross_bull, _tenkanCross_bear,
_tenkanAboveKijun, _tenkanBelowKijun,
_chikouCross_bull, _chikouCross_bear,
_chikouAboveKumo, _chikouBelowKumo,
_chikouKumoBreakout_bull, _chikouKumoBreakout_bear,
_currentAboveKumo, _currentBelowKumo,
_chikouInKumo, _chikouTouchingKumo]
f_calcIchimokuSignals_highestTf() =>
var _chikouAboveCandle = false
var _chikouBelowCandle = false
var _chikouAboveKumo = false
var _chikouBelowKumo = false
_kumoColor_bull = senkouALine_highestTf > senkouBLine_highestTf
_senkouCross_bull = crossover(senkouALine_highestTf, senkouBLine_highestTf)
_senkouCross_bear = crossover(senkouBLine_highestTf, senkouALine_highestTf)
_senkouSpanCurrentHigh = max(senkouALine_highestTf[senkouOffset_highestTf], senkouBLine_highestTf[senkouOffset_highestTf])
_senkouSpanCurrentLow = min(senkouALine_highestTf[senkouOffset_highestTf], senkouBLine_highestTf[senkouOffset_highestTf])
_chikouKumoHigh = max(senkouALine_highestTf[senkouOffset_highestTf+chikouOffset_highestTf], senkouBLine_highestTf[senkouOffset_highestTf+chikouOffset_highestTf])
_chikouKumoLow = min(senkouALine_highestTf[senkouOffset_highestTf+chikouOffset_highestTf], senkouBLine_highestTf[senkouOffset_highestTf+chikouOffset_highestTf])
_tenkanCross_bull = crossover(tenkanLine_highestTf, kijunLine_highestTf)
_tenkanCross_bear = crossover(kijunLine_highestTf, tenkanLine_highestTf)
_chikouAboveCandle := close > close[chikouOffset_highestTf]
_chikouBelowCandle := close < close[chikouOffset_highestTf]
_chikouCross_bull = _chikouAboveCandle and not _chikouAboveCandle[1]
_chikouCross_bear = _chikouBelowCandle and not _chikouBelowCandle[1]
_chikouAboveKumo := close > _chikouKumoHigh
_chikouBelowKumo := close < _chikouKumoLow
_chikouKumoBreakout_bull = _chikouAboveKumo and not _chikouAboveKumo[1]
_chikouKumoBreakout_bear = _chikouBelowKumo and not _chikouBelowKumo[1]
_currentAboveKumo = close > _senkouSpanCurrentHigh
_currentBelowKumo = close < _senkouSpanCurrentLow
[_kumoColor_bull, _senkouCross_bull, _senkouCross_bear,
_senkouSpanCurrentHigh, _senkouSpanCurrentLow,
_chikouKumoHigh, _chikouKumoLow,
_chikouAboveCandle, _chikouBelowCandle,
_tenkanCross_bull, _tenkanCross_bear,
_chikouCross_bull, _chikouCross_bear,
_chikouAboveKumo, _chikouBelowKumo,
_chikouKumoBreakout_bull, _chikouKumoBreakout_bear,
_currentAboveKumo, _currentBelowKumo]
f_calcGapKumo(_tf1_senkouA, _tf1_senkouB, _tf2_senkouA, _tf2_senkouB) =>
_max = max(_tf1_senkouA, _tf1_senkouB, _tf2_senkouA, _tf2_senkouB)
_tf1IsHigher = (_tf1_senkouA == _max) or (_tf1_senkouB == _max)
_kumoA_max = _tf1IsHigher ? max(_tf1_senkouA, _tf1_senkouB) : max(_tf2_senkouA, _tf2_senkouB)
_kumoA_min = _tf1IsHigher ? min(_tf1_senkouA, _tf1_senkouB) : min(_tf2_senkouA, _tf2_senkouB)
_kumoB_max = _tf1IsHigher ? max(_tf2_senkouA, _tf2_senkouB) : max(_tf1_senkouA, _tf1_senkouB)
_kumoB_min = _tf1IsHigher ? min(_tf2_senkouA, _tf2_senkouB) : min(_tf1_senkouA, _tf1_senkouB)
_kumoCrossed = false
_gapKumo_high = max(_kumoA_max, _kumoB_max)
_gapKumo_low = _gapKumo_high
if _kumoA_max > _kumoB_max
if _kumoA_min < _kumoB_max
_kumoCrossed := true
else
_gapKumo_high := _kumoA_min
_gapKumo_low := _kumoB_max
else
if _kumoB_min < _kumoA_max
_kumoCrossed := true
else
_gapKumo_high := _kumoB_min
_gapKumo_low := _kumoA_max
[_kumoCrossed, _gapKumo_high, _gapKumo_low]
//============================================================================
// calc Ichimoku values for plot
//============================================================================
//--------------------------------------
// HTF Ichimoku signals
[currentInKumo_baseHtf, _, kumoColor_bull_baseHtf, _, _,
senkouSpanHigh_baseHtf, senkouSpanLow_baseHtf,
_, _,
chikouAboveCandle_baseHtf, chikouBelowCandle_baseHtf,
_, _,
tenkanAboveKijun_baseHtf, tenkanBelowKijun_baseHtf,
_, _,
chikouAboveKumo_baseHtf, chikouBelowKumo_baseHtf,
_, _,
currentAboveKumo_baseHtf, currentBelowKumo_baseHtf,
_, _] = f_calcIchimokuSignals_baseHtf()
//--------------------------------------
// Highest TF Ichimoku signals
[kumoColor_bull_highestTf, senkouCross_bull_highestTf, senkouCross_bear_highestTf,
senkouSpanHigh_highestTf, senkouSpanLow_highestTf,
_, _,
_, _,
tenkanCross_bull_highestTf, tenkanCross_bear_highestTf,
chikouCross_bull_highestTf, chikouCross_bear_highestTf,
_, _,
chikouKumoBreakout_bull_highestTf, chikouKumoBreakout_bear_highestTf,
currentAboveKumo_highestTf, currentBelowKumo_highestTf] = f_calcIchimokuSignals_highestTf()
//--------------------------------------
// smooth lines
smooth_tenkanLine_baseHtf = f_smooth(tenkanLine_baseHtf)
smooth_kijunLine_baseHtf = f_smooth(kijunLine_baseHtf)
smooth_senkouALine_baseHtf = f_smooth(senkouALine_baseHtf)
smooth_senkouBLine_baseHtf = f_smooth(senkouBLine_baseHtf)
//smooth_tenkanLine_highestTf = f_smooth(tenkanLine_highestTf)
//smooth_kijunLine_highestTf = f_smooth(kijunLine_highestTf)
smooth_senkouALine_highestTf = f_smooth(senkouALine_highestTf)
smooth_senkouBLine_highestTf = f_smooth(senkouBLine_highestTf)
//--------------------------------------
// gap kumo
//max_bars_back(senkouALine_highestTf, 600)
//max_bars_back(senkouBLine_highestTf, 600)
[_, _gapKumo_high, _gapKumo_low] = f_calcGapKumo(
senkouALine_baseHtf,
senkouBLine_baseHtf,
senkouALine_highestTf[senkouSpanIndexDiff],
senkouBLine_highestTf[senkouSpanIndexDiff])
gapKumo_high := _gapKumo_high
gapKumo_low := _gapKumo_low
smooth_gapKumo_high = f_smooth(gapKumo_high)
smooth_gapKumo_low = f_smooth(gapKumo_low)
//============================================================================
// plot stuffs
//============================================================================
// gap kumo
val_gapKumo_high = useHighestTf and config_useGapKumo ? smooth_gapKumo_high : na
val_gapKumo_low = useHighestTf and config_useGapKumo ? smooth_gapKumo_low : na
plot_gapKumo_high = plot(val_gapKumo_high,
offset=senkouOffsetForPlot_baseHtf,
color=COLOR_TRANSPARENT,
transp=0,
linewidth=1,
title="Gap Kumo High")
plot_gapKumo_low = plot(val_gapKumo_low,
offset=senkouOffsetForPlot_baseHtf,
color=COLOR_TRANSPARENT,
transp=0,
linewidth=1,
title="Gap Kumo LOW")
fill(plot_gapKumo_high, plot_gapKumo_low,
color=COLOR_GAP_KUMO,
transp=0,
title="Gap Kumo")
// kumo HighestTF
plotVal_senkouA_highestTf = useHighestTf ? smooth_senkouALine_highestTf : na
plotVal_senkouB_highestTf = useHighestTf ? smooth_senkouBLine_highestTf : na
color_kumo_highestTf = kumoColor_bull_highestTf ? COLOR_KUMO_HIGHESTTF_BULL : COLOR_KUMO_HIGHESTTF_BEAR
plot_senkouA_highestTf = plot(plotVal_senkouA_highestTf,
offset=senkouOffsetForPlot_highestTf,
color=COLOR_SENKOUA_HIGHESTTF,
transp=0,
linewidth=1,
title="Highest TFSenkou-Span A")
plot_senkouB_highestTf = plot(plotVal_senkouB_highestTf,
offset=senkouOffsetForPlot_highestTf,
color=COLOR_SENKOUB_HIGHESTTF,
transp=0,
linewidth=1,
title="Highest TFSenkou-Span B")
fill(plot_senkouA_highestTf, plot_senkouB_highestTf,
color=color_kumo_highestTf,
transp=0,
title="Highest TF Kumo")
// kumo HTF
color_kumo_baseHtf = kumoColor_bull_baseHtf ? COLOR_KUMO_BASEHTF_BULL : COLOR_KUMO_BASEHTF_BEAR
plot_senkouA_baseHtf = plot(smooth_senkouALine_baseHtf,
offset=senkouOffsetForPlot_baseHtf,
color=COLOR_SENKOUA_BASEHTF,
transp=0,
linewidth=1,
title="Base HTF: Senkou-Span A")
plot_senkouB_baseHtf = plot(smooth_senkouBLine_baseHtf,
offset=senkouOffsetForPlot_baseHtf,
color=COLOR_SENKOUB_BASEHTF,
transp=0,
linewidth=1,
title="Base HTF: Senkou-Span B")
fill(plot_senkouA_baseHtf, plot_senkouB_baseHtf,
color=color_kumo_baseHtf,
transp=0,
title="Base HTF Kumo")
// chikou
plot(close,
offset=chikouOffsetForPlot_baseHtf,
color=COLOR_CHIKOU,
linewidth=1,
transp=0,
title="Chikou-Span")
// tenkan & kijun
plot(smooth_tenkanLine_baseHtf,
color=COLOR_TENKAN,
linewidth=1,
transp=0,
title="Tenkan-Sen")
plot(smooth_kijunLine_baseHtf,
color=COLOR_KIJUN,
linewidth=3,
transp=0,
title="Kijun-Sen")
//============================================================================
// backtest duration
//============================================================================
// Calculate start/end date and time condition
startDate = timestamp(fromYear, fromMonth, fromDay, 00, 00)
finishDate = timestamp(toYear, toMonth, toDay, 00, 00)
//============================================================================
// bullish / bearish detection
//============================================================================
var bullish = false
var bearish = false
// detect bullish or bearish by many incidents
bullish := kumoColor_bull_baseHtf and chikouAboveCandle_baseHtf and
tenkanAboveKijun_baseHtf and chikouAboveKumo_baseHtf and
currentAboveKumo_baseHtf and currentAboveKumo_highestTf
bearish := not kumoColor_bull_baseHtf and chikouBelowCandle_baseHtf and
tenkanBelowKijun_baseHtf and chikouBelowKumo_baseHtf and
currentBelowKumo_baseHtf and currentBelowKumo_highestTf
// calc continuous bullish or bearish
f_isContinuousBull() =>
inTrend = 0
for i = 0 to (config_bullDetectBars-1)
if bullish[i]
inTrend := inTrend + 1
inTrend == config_bullDetectBars
f_isContinuousBear() =>
inTrend = 0
for i = 0 to (config_bullDetectBars-1)
if bearish[i]
inTrend := inTrend + 1
inTrend == config_bullDetectBars
continuousBull = f_isContinuousBull()
continuousBear = f_isContinuousBear()
//============================================================================
// MACD
//============================================================================
f_isMacdUpTrend() =>
[_macdLine, _signalLine, _] = macd(close, 12, 26, 9)
_upTrend = _macdLine > _signalLine
// calc macd for entry
macdUpTrend = f_isMacdUpTrend()
macdDownTrend = not macdUpTrend
//============================================================================
// recent high / low
//============================================================================
f_calcRecentHigh() =>
startIndex = 1
highest = max(open[startIndex], close[startIndex])
for i = startIndex to (config_recentBars - 1)
current = max(open[i], close[i])
if highest < current
highest := current
highest
f_calcRecentLow() =>
startIndex = 1
lowest = min(open[startIndex], close[startIndex])
for i = startIndex to (config_recentBars - 1)
current = min(open[i], close[i])
if lowest > current
lowest := current
lowest
recentHigh = f_calcRecentHigh()
recentLow = f_calcRecentLow()
//============================================================================
// ATR based stuff
//============================================================================
entryPadding = config_atrEntryPaddingMult * atr(config_atrEntryPaddingLength)
sl_val = config_atrSlMult * atr(config_atrLength)
atrSl_long = low - sl_val
atrSl_short = high + sl_val
//============================================================================
// Kumo based SL
//============================================================================
kumoBasedSlLong = (senkouSpanHigh_baseHtf + atrSl_long) / 2
kumoBasedSlShort = (senkouSpanLow_baseHtf + atrSl_short) / 2
//============================================================================
// Mixed SL
//============================================================================
var initialEntryTpPrice_long = hl2
var initialEntryTpPrice_short = hl2
var mixedTrailingSl_long = hl2
var mixedTrailingSl_short = hl2
mixedSlLong = min(atrSl_long, kumoBasedSlLong, recentLow)
mixedSlShort = max(atrSl_short, kumoBasedSlShort, recentHigh)
//plot(mixedSlLong, color=color.green, linewidth=2)
//plot(mixedSlShort, color=color.red, linewidth=2)
//============================================================================
// Range Edge caliculation
//============================================================================
// calc range edge
f_calcRangeEdge_high() =>
//highest = high[3]
highest = max(open[3], close[3])
for i = 4 to (config_rangeDetectBars - 1)
//current = high[i]
current = max(open[i], close[i])
if highest < current
highest := current
highest
f_calcRangeEdge_low() =>
//lowest = low[3]
lowest = min(open[3], close[3])
for i = 4 to (config_rangeDetectBars - 1)
//current = low[i]
current = min(open[i], close[i])
if lowest > current
lowest := current
lowest
entryLimitHigh = f_calcRangeEdge_high()
entryLimitLow = f_calcRangeEdge_low()
plot(entryLimitHigh, color=COLOR_RANGE_EDGE, linewidth=1)
plot(entryLimitLow, color=COLOR_RANGE_EDGE, linewidth=1)
//============================================================================
// entry timing judge
//============================================================================
f_trendStatsChanged() =>
var trendStats = 0
var kumoBull = false
var kumoBear = false
var kumoRanged = false
kumoBull := currentAboveKumo_baseHtf and currentAboveKumo_highestTf
kumoBear := currentBelowKumo_baseHtf and currentBelowKumo_highestTf
kumoRanged := not kumoBull and not kumoBear
if kumoRanged
trendStats := 0
// respect recent bullish or bearish
if kumoBull[1] or kumoBull[2] or kumoBull[3] or kumoBear[1] or kumoBear[2] or kumoBear[3]
trendStats := trendStats[1]
if kumoBull
trendStats := 1
if kumoBear
trendStats := -1
trendStats[1] != trendStats[0]
trendStatsChanged = f_trendStatsChanged()
var isFirstEntry = true
var resistancePrice = hl2
var rangeBreakSignalDetected = false
var rangeBreakMacdReversalDetected = false
var rangeBreakConfirmed = false
//--------------------------------------
// reset flags
// if trend stats changed, reset flags
if trendStatsChanged
isFirstEntry := true
rangeBreakSignalDetected := false
rangeBreakMacdReversalDetected := false
rangeBreakConfirmed := false
else
// if has no positions
if strategy.position_size == 0
isFirstEntry := isFirstEntry[1]
// if lost positions in prev bar
if lostPositionsInPrevBar
rangeBreakSignalDetected := false
rangeBreakConfirmed := false
else
rangeBreakSignalDetected := rangeBreakSignalDetected[1]
rangeBreakConfirmed := rangeBreakConfirmed[1]
// if has any position
else
isFirstEntry := false // no more first entry
resistancePrice := hl2 // no resistance price
//--------------------------------------
// 1st entry confirmation
var firstReverseAfterTrendChange = false
var trendConfirmed = false
// this operation is for the 1st entry
if isFirstEntry
if bullish
// wait for the short reversal for confirmation
if not firstReverseAfterTrendChange and not rangeBreakMacdReversalDetected
if macdDownTrend
rangeBreakMacdReversalDetected := true
if rangeBreakMacdReversalDetected
if macdUpTrend
trendConfirmed := true
if bearish
if not firstReverseAfterTrendChange and not rangeBreakMacdReversalDetected
if macdUpTrend
rangeBreakMacdReversalDetected := true
if rangeBreakMacdReversalDetected
if macdDownTrend
trendConfirmed := true
else
trendConfirmed := false
firstReverseAfterTrendChange := false
if (bullish[0] != bullish[1]) or (bearish[0] != bearish[1])
trendConfirmed := false
// plot trend confirmation
if (trendConfirmed[0] == true) and (trendConfirmed[1] == false)
if bullish
label.new(bar_index, low, 'Trend Confirmed', style=label.style_triangleup, size=size.tiny, color=#ffffff, textcolor=#ffffff)
else
label.new(bar_index, high, 'Trend Confirmed', style=label.style_triangledown, size=size.tiny, color=#ffffff, textcolor=#ffffff)
//--------------------------------------
// later entry confirmation
if strategy.position_size == 0
// this operation is for later entry
if isFirstEntry
resistancePrice := hl2
else
// if range break was detected, set flag
if not rangeBreakSignalDetected and continuousBull and entryLimitHigh < close
rangeBreakSignalDetected := true
if not rangeBreakSignalDetected and continuousBear and close < entryLimitLow
rangeBreakSignalDetected := true
// after range break, wait for short MACD reversal.
// after this confirmation, make stop entry
if rangeBreakSignalDetected
if senkouSpanHigh_baseHtf < close
resistancePrice := entryLimitHigh
if macdDownTrend
rangeBreakConfirmed := true
if senkouSpanLow_baseHtf > close
resistancePrice := entryLimitLow
if macdUpTrend
rangeBreakConfirmed := true
// plot rangebreak detection
if (rangeBreakSignalDetected[0] == true) and (rangeBreakSignalDetected[1] == false)
if bullish
label.new(bar_index, low, 'Rangebreak detected', style=label.style_triangleup, size=size.tiny, color=#ffffff, textcolor=#ffffff)
else
label.new(bar_index, high, 'Rangebreak detected', style=label.style_triangledown, size=size.tiny, color=#ffffff, textcolor=#ffffff)
// plot resistance price line
resitancePriceColor = rangeBreakConfirmed and strategy.position_size == 0 ? COLOR_RESISTANCE_PRICE_LINE : COLOR_TRANSPARENT
plot(resistancePrice, linewidth=4, color=resitancePriceColor)
//============================================================================
// Pyramiding entry judge
//============================================================================
f_calcExtraEntryStopForShort() =>
startIndex = 2
highest = max(open[startIndex], close[startIndex])
for i = startIndex to (config_extraEntryStopDetectBars - 1)
current = max(open[i], close[i])
if highest < current
highest := current
highest
f_calcExtraEntryStopForLong() =>
startIndex = 2
lowest = min(open[startIndex], close[startIndex])
for i = startIndex to (config_extraEntryStopDetectBars - 1)
current = min(open[i], close[i])
if lowest > current
lowest := current
lowest
extraEntryStopLong = f_calcExtraEntryStopForLong() + entryPadding
extraEntryStopShort = f_calcExtraEntryStopForShort() - entryPadding
extraEntryStop = bullish ? extraEntryStopLong :
bearish ? extraEntryStopShort :
hl2
extraEntryStopColor = (bullish or bearish) ? color.green : COLOR_TRANSPARENT
// plot as line
plot(extraEntryStop, color=extraEntryStopColor, linewidth=2)
//============================================================================
// entry, TP, SL
//============================================================================
shouldMakeEntryLong = continuousBull and ((isFirstEntry and trendConfirmed) or (rangeBreakConfirmed and close > resistancePrice))
shouldMakeEntryShort = continuousBear and ((isFirstEntry and trendConfirmed) or (rangeBreakConfirmed and close < resistancePrice))
// TP caliculation
if strategy.position_size == 0
initialEntryTpPrice_long := entryLimitHigh + (hl2 - extraEntryStopLong)
initialEntryTpPrice_short := entryLimitLow - (extraEntryStopShort - hl2)
// SL caliculation
mixedTrailingSl_long := if ((strategy.position_size == 0) and shouldMakeEntryLong) or ((strategy.position_size > 0) and (mixedTrailingSl_long < mixedSlLong))
mixedSlLong
else if (strategy.position_size == 0) or (strategy.position_size < 0)
hl2
else
mixedTrailingSl_long[1]
mixedTrailingSl_short := if ((strategy.position_size == 0) and shouldMakeEntryShort) or ((strategy.position_size < 0) and (mixedTrailingSl_short > mixedSlShort))
mixedSlShort
else if (strategy.position_size == 0) or (strategy.position_size > 0)
hl2
else
mixedTrailingSl_short[1]
// final entry price
initialEntryStopPrice_long = entryLimitHigh + entryPadding
initialEntryStopPrice_short = entryLimitLow - entryPadding
extraEntryLimitPrice_long = extraEntryStopLong
extraEntryLimitPrice_short = extraEntryStopShort
extraEntryTpPrice_long = entryLimitHigh + entryPadding
extraEntryTpPrice_short = entryLimitLow - entryPadding
//============================================================================
// Quantitiy caliculation
//============================================================================
var initialQty = 0
slPercentage = bullish ? abs(mixedTrailingSl_long-hl2)/hl2*100 : abs(mixedTrailingSl_short-hl2)/hl2*100
qtyForInitialEntry = f_calcQtyForInitialEntry(slPercentage)
qtyForExtraEntry = f_calcQtyForExtraEntry(slPercentage)
//============================================================================
// Pyramiding judge
//============================================================================
var anyTpTriggered = false
var hasAnyPositions = false
if strategy.position_size != 0 and strategy.position_size[1] == 0
hasAnyPositions := true
if strategy.position_size == 0 and strategy.position_size[1] != 0
hasAnyPositions := false
anyTpTriggered := false
if hasAnyPositions and not anyTpTriggered and (abs(strategy.position_size) < initialQty)
anyTpTriggered := true
pyramidingReady =
(anyTpTriggered and bullish and (extraEntryStopLong > previousEntryPrice) and f_isLastCandleUp()) or
(anyTpTriggered and bearish and (extraEntryStopShort < previousEntryPrice) and f_isLastCandleDown())
//============================================================================
// make entries
//============================================================================
if (time >= startDate and time <= finishDate)
if strategy.position_size == 0
if shouldMakeEntryLong
initialQty := qtyForInitialEntry
strategy.entry(id="Long", long=true, stop=initialEntryStopPrice_long, qty=initialQty)
previousEntryPrice := entryLimitHigh
if shouldMakeEntryShort
initialQty := qtyForInitialEntry
strategy.entry(id="Short", long=false, stop=initialEntryStopPrice_short, qty=initialQty)
previousEntryPrice := entryLimitLow
// Long pyramiding
if (strategy.position_size > 0) and pyramidingReady
previousEntryPrice := extraEntryStopLong
strategy.entry(id="LongExtra", long=true, limit=extraEntryLimitPrice_long, qty=qtyForExtraEntry)
else
strategy.cancel(id="LongExtra")
// Short pyramiding
if (strategy.position_size < 0) and pyramidingReady
previousEntryPrice := extraEntryStopShort
strategy.entry(id="ShortExtra", long=false, limit=extraEntryLimitPrice_short, qty=qtyForExtraEntry)
else
strategy.cancel(id="ShortExtra")
// cancel stop entries
if not continuousBull
strategy.cancel(id="Long")
strategy.cancel(id="LongExtra")
if not continuousBear
strategy.cancel(id="Short")
strategy.cancel(id="ShortExtra")
// TP, SL
strategy.exit('Long-TP', 'Long', stop=mixedTrailingSl_long, limit=initialEntryTpPrice_long, qty=(initialQty/2))
strategy.exit('Long-SL', 'Long', stop=mixedTrailingSl_long)
strategy.exit('LongExtra-SL/TP', 'LongExtra', stop=mixedTrailingSl_long, limit=extraEntryTpPrice_long)
strategy.exit('Short-TP', 'Short', stop=mixedTrailingSl_short, limit=initialEntryTpPrice_short, qty=(initialQty/2))
strategy.exit('Short-SL', 'Short', stop=mixedTrailingSl_short)
strategy.exit('ShortExtra-SL/TP', 'ShortExtra', stop=mixedTrailingSl_short, limit=extraEntryTpPrice_short)
//============================================================================
// plot SL, TP
//============================================================================
sl = if strategy.position_size > 0
mixedTrailingSl_long
else if strategy.position_size < 0
mixedTrailingSl_short
else
na
tp = if hasAnyPositions and not anyTpTriggered
strategy.position_size > 0 ? initialEntryTpPrice_long : initialEntryTpPrice_short
else
na
plot(sl, color=color.red, style=plot.style_cross, linewidth=2, title="SL")
plot(tp, color=color.blue, style=plot.style_cross, linewidth=2, title="T")
//============================================================================
// debug
//============================================================================
// continuous bull / bear check
value_bgcolor = continuousBull ? color.green : continuousBear ? color.red: color.new(#000000, 100)
// MACD up or down check
//value_bgcolor = macdUpTrend ? color.green : color.red
// both kumo bull
//value_bgcolor = (kumoColor_bull_baseHtf and kumoColor_bull_highestTf) ? color.green:
// (not kumoColor_bull_baseHtf and not kumoColor_bull_highestTf) ? color.red: color.new(#000000, 100)
// doji
//dojiUp = bullish and f_isUpDoji()
//dojiDown = bearish and f_isDownDoji()
//value_bgcolor = dojiUp ? color.green :
// dojiDown ? color.red :
// COLOR_TRANSPARENT
//value_bgcolor = f_isLastCandleUp() ? color.green : COLOR_TRANSPARENT
//value_bgcolor = pyramidingReady ? color.green : COLOR_TRANSPARENT
bgcolor(value_bgcolor, transp=95)
|
Crypto rsi cci mf stoch rsi oscillators all in one strategy | https://www.tradingview.com/script/2juMhHY0-Crypto-rsi-cci-mf-stoch-rsi-oscillators-all-in-one-strategy/ | SoftKill21 | https://www.tradingview.com/u/SoftKill21/ | 281 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© SoftKill21
//@version=4
strategy(title="something", initial_capital = 1000, default_qty_type=strategy.percent_of_equity, default_qty_value=100, commission_type=strategy.commission.percent, commission_value=0.03, pyramiding=1 )
length = input(title="Length", type=input.integer, defval=100, minval=1, maxval=2000)
src = hlc3
upper = sum(volume * (change(src) <= 0 ? 0 : src), length)
lower = sum(volume * (change(src) >= 0 ? 0 : src), length)
_rsi(upper, lower) =>
if lower == 0
100
if upper == 0
0
100.0 - (100.0 / (1.0 + upper / lower))
mf = _rsi(upper, lower)
up = rma(max(change(src), 0), length)
down = rma(-min(change(src), 0), length)
rsi = down == 0 ? 100 : up == 0 ? 0 : 100 - (100 / (1 + up / down))
plot(rsi, "RSI", color=#8E1599)
plot(mf, "MF", color=#459915)
hline(50, title="zap", color=#c0c0c0)
ma = sma(src, length)
cci = (src - ma) / (0.015 * dev(src, length))
//plot(cci, "CCI", color=#996A15)
smoothK = input(1, "K", minval=1)
smoothD = input(1, "D", minval=1)
rsi1 = rsi(src, length)
k = sma(stoch(rsi1, rsi1, rsi1, length), smoothK)
d = sma(k, smoothD)
plot(k, "K", color=#0094FF)
plot(d, "D", color=#FF6A00)
avg = (rsi + mf + cci + k + d)/5
long = rsi > 50 and mf > 50 and cci >50 and (k > 50 or d>50)
short= rsi<49 and mf<49 and cci<0 and (k<50 or d<50)
// long= avg > 100
// short=avg<0
plot(avg)
strategy.entry('long',1,when=long)
strategy.close("long",when=short)
//strategy.entry('short',0,when=short)
//strategy.close("short",when=exitshort)
|
Delta-RSI Strategy (with filters) | https://www.tradingview.com/script/0OdCms2T-Delta-RSI-Strategy-with-filters/ | tbiktag | https://www.tradingview.com/u/tbiktag/ | 2,403 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© tbiktag
//
// Delta-RSI Oscillator Strategy With Filters
//
// This is a version of the Delta-RSI Oscillator Strategy compatible with
// the Strategy Tester.
//
// This version also allows filtering the trade signals generated by Delts-RSI
// by means of volatility (defined by ATR), relative volume and RSI(14).
//
// Delta-RSI (Β© tbiktag) is a smoothed time derivative of the RSI designed
// as a momentum indicator. For the original publication, see link below:
// https://www.tradingview.com/script/OXQVFTQD-Delta-RSI-Oscillator/
//
// D-RSI model parameters:
// RSI Length: The timeframe of the RSI that serves as an input to D-RSI.
// Frame Length: The length of the lookback frame used for local regression.
// Polynomial Order: The order of the local polynomial function used to interpolate
// the RSI.
// Trade signals are generated based on three optional conditions:
// - Zero-crossing: bullish when D-RSI crosses zero from negative to positive
// values (bearish otherwise)
// - Signal Line Crossing: bullish when D-RSI crosses from below to above the signal
// line (bearish otherwise)
// - Direction Change: bullish when D-RSI was negative and starts ascending
// (bearish otherwise)
//
//@version=4
strategy(title="Delta-RSI Strategy with Filters", shorttitle = "D-RSI with filters", overlay = true)
// ---Subroutines---
matrix_get(_A,_i,_j,_nrows) =>
// Get the value of the element of an implied 2d matrix
//input:
// _A :: array: pseudo 2d matrix _A = [[column_0],[column_1],...,[column_(n-1)]]
// _i :: integer: row number
// _j :: integer: column number
// _nrows :: integer: number of rows in the implied 2d matrix
array.get(_A,_i+_nrows*_j)
matrix_set(_A,_value,_i,_j,_nrows) =>
// Set a value to the element of an implied 2d matrix
//input:
// _A :: array, changed on output: pseudo 2d matrix _A = [[column_0],[column_1],...,[column_(n-1)]]
// _value :: float: the new value to be set
// _i :: integer: row number
// _j :: integer: column number
// _nrows :: integer: number of rows in the implied 2d matrix
array.set(_A,_i+_nrows*_j,_value)
transpose(_A,_nrows,_ncolumns) =>
// Transpose an implied 2d matrix
// input:
// _A :: array: pseudo 2d matrix _A = [[column_0],[column_1],...,[column_(n-1)]]
// _nrows :: integer: number of rows in _A
// _ncolumns :: integer: number of columns in _A
// output:
// _AT :: array: pseudo 2d matrix with implied dimensions: _ncolums x _nrows
var _AT = array.new_float(_nrows*_ncolumns,0)
for i = 0 to _nrows-1
for j = 0 to _ncolumns-1
matrix_set(_AT, matrix_get(_A,i,j,_nrows),j,i,_ncolumns)
_AT
multiply(_A,_B,_nrowsA,_ncolumnsA,_ncolumnsB) =>
// Calculate scalar product of two matrices
// input:
// _A :: array: pseudo 2d matrix
// _B :: array: pseudo 2d matrix
// _nrowsA :: integer: number of rows in _A
// _ncolumnsA :: integer: number of columns in _A
// _ncolumnsB :: integer: number of columns in _B
// output:
// _C:: array: pseudo 2d matrix with implied dimensions _nrowsA x _ncolumnsB
var _C = array.new_float(_nrowsA*_ncolumnsB,0)
int _nrowsB = _ncolumnsA
float elementC= 0.0
for i = 0 to _nrowsA-1
for j = 0 to _ncolumnsB-1
elementC := 0
for k = 0 to _ncolumnsA-1
elementC := elementC + matrix_get(_A,i,k,_nrowsA)*matrix_get(_B,k,j,_nrowsB)
matrix_set(_C,elementC,i,j,_nrowsA)
_C
vnorm(_X,_n) =>
//Square norm of vector _X with size _n
float _norm = 0.0
for i = 0 to _n-1
_norm := _norm + pow(array.get(_X,i),2)
sqrt(_norm)
qr_diag(_A,_nrows,_ncolumns) =>
//QR Decomposition with Modified Gram-Schmidt Algorithm (Column-Oriented)
// input:
// _A :: array: pseudo 2d matrix _A = [[column_0],[column_1],...,[column_(n-1)]]
// _nrows :: integer: number of rows in _A
// _ncolumns :: integer: number of columns in _A
// output:
// _Q: unitary matrix, implied dimenstions _nrows x _ncolumns
// _R: upper triangular matrix, implied dimansions _ncolumns x _ncolumns
var _Q = array.new_float(_nrows*_ncolumns,0)
var _R = array.new_float(_ncolumns*_ncolumns,0)
var _a = array.new_float(_nrows,0)
var _q = array.new_float(_nrows,0)
float _r = 0.0
float _aux = 0.0
//get first column of _A and its norm:
for i = 0 to _nrows-1
array.set(_a,i,matrix_get(_A,i,0,_nrows))
_r := vnorm(_a,_nrows)
//assign first diagonal element of R and first column of Q
matrix_set(_R,_r,0,0,_ncolumns)
for i = 0 to _nrows-1
matrix_set(_Q,array.get(_a,i)/_r,i,0,_nrows)
if _ncolumns != 1
//repeat for the rest of the columns
for k = 1 to _ncolumns-1
for i = 0 to _nrows-1
array.set(_a,i,matrix_get(_A,i,k,_nrows))
for j = 0 to k-1
//get R_jk as scalar product of Q_j column and A_k column:
_r := 0
for i = 0 to _nrows-1
_r := _r + matrix_get(_Q,i,j,_nrows)*array.get(_a,i)
matrix_set(_R,_r,j,k,_ncolumns)
//update vector _a
for i = 0 to _nrows-1
_aux := array.get(_a,i) - _r*matrix_get(_Q,i,j,_nrows)
array.set(_a,i,_aux)
//get diagonal R_kk and Q_k column
_r := vnorm(_a,_nrows)
matrix_set(_R,_r,k,k,_ncolumns)
for i = 0 to _nrows-1
matrix_set(_Q,array.get(_a,i)/_r,i,k,_nrows)
[_Q,_R]
pinv(_A,_nrows,_ncolumns) =>
//Pseudoinverse of matrix _A calculated using QR decomposition
// Input:
// _A:: array: implied as a (_nrows x _ncolumns) matrix
//. _A = [[column_0],[column_1],...,[column_(_ncolumns-1)]]
// Output:
// _Ainv:: array implied as a (_ncolumns x _nrows) matrix
// _A = [[row_0],[row_1],...,[row_(_nrows-1)]]
// ----
// First find the QR factorization of A: A = QR,
// where R is upper triangular matrix.
// Then _Ainv = R^-1*Q^T.
// ----
[_Q,_R] = qr_diag(_A,_nrows,_ncolumns)
_QT = transpose(_Q,_nrows,_ncolumns)
// Calculate Rinv:
var _Rinv = array.new_float(_ncolumns*_ncolumns,0)
float _r = 0.0
matrix_set(_Rinv,1/matrix_get(_R,0,0,_ncolumns),0,0,_ncolumns)
if _ncolumns != 1
for j = 1 to _ncolumns-1
for i = 0 to j-1
_r := 0.0
for k = i to j-1
_r := _r + matrix_get(_Rinv,i,k,_ncolumns)*matrix_get(_R,k,j,_ncolumns)
matrix_set(_Rinv,_r,i,j,_ncolumns)
for k = 0 to j-1
matrix_set(_Rinv,-matrix_get(_Rinv,k,j,_ncolumns)/matrix_get(_R,j,j,_ncolumns),k,j,_ncolumns)
matrix_set(_Rinv,1/matrix_get(_R,j,j,_ncolumns),j,j,_ncolumns)
//
_Ainv = multiply(_Rinv,_QT,_ncolumns,_ncolumns,_nrows)
_Ainv
norm_rmse(_x, _xhat) =>
// Root Mean Square Error normalized to the sample mean
// _x. :: array float, original data
// _xhat :: array float, model estimate
// output
// _nrmse:: float
float _nrmse = 0.0
if array.size(_x) != array.size(_xhat)
_nrmse := na
else
int _N = array.size(_x)
float _mse = 0.0
for i = 0 to _N-1
_mse := _mse + pow(array.get(_x,i) - array.get(_xhat,i),2)/_N
_xmean = array.sum(_x)/_N
_nrmse := sqrt(_mse) /_xmean
_nrmse
diff(_src,_window,_degree) =>
// Polynomial differentiator
// input:
// _src:: input series
// _window:: integer: wigth of the moving lookback window
// _degree:: integer: degree of fitting polynomial
// output:
// _diff :: series: time derivative
// _nrmse:: float: normalized root mean square error
//
// Vandermonde matrix with implied dimensions (window x degree+1)
// Linear form: J = [ [z]^0, [z]^1, ... [z]^degree],
// with z = [ (1-window)/2 to (window-1)/2 ]
var _J = array.new_float(_window*(_degree+1),0)
for i = 0 to _window-1
for j = 0 to _degree
matrix_set(_J,pow(i,j),i,j,_window)
// Vector of raw datapoints:
var _Y_raw = array.new_float(_window,na)
for j = 0 to _window-1
array.set(_Y_raw,j,_src[_window-1-j])
// Calculate polynomial coefficients which minimize the loss function
_C = pinv(_J,_window,_degree+1)
_a_coef = multiply(_C,_Y_raw,_degree+1,_window,1)
// For first derivative, approximate the last point (i.e. z=window-1) by
float _diff = 0.0
for i = 1 to _degree
_diff := _diff + i*array.get(_a_coef,i)*pow(_window-1,i-1)
// Calculates data estimate (needed for rmse)
_Y_hat = multiply(_J,_a_coef,_window,_degree+1,1)
float _nrmse = norm_rmse(_Y_raw,_Y_hat)
[_diff,_nrmse]
/// --- main ---
degree = input(title="Polynomial Order", group = "Model Parameters:",
inline = "linepar1", type = input.integer, defval=3, minval = 1)
rsi_l = input(title = "RSI Length", group = "Model Parameters:",
inline = "linepar1", type = input.integer, defval = 21, minval = 1,
tooltip="The period length of RSI that is used as input.")
window = input(title="Length ( > Order)", group = "Model Parameters:",
inline = "linepar2", type = input.integer, defval=50, minval = 2)
signalLength = input(title="Signal Length", group = "Model Parameters:",
inline = "linepar2", type=input.integer, defval=9,
tooltip="The signal line is a EMA of the D-RSI time series.")
islong = input(title = "Long", group = "Allowed Entries:",
inline = "lineent",type = input.bool, defval = true)
isshort = input(title = "Short", group = "Allowed Entries:",
inline = "lineent", type = input.bool, defval= true)
buycond = input(title="Buy", group = "Entry and Exit Conditions:",
inline = "linecond",type = input.string, defval="Signal Line Crossing",
options=["Zero-Crossing", "Signal Line Crossing","Direction Change"])
sellcond = input(title="Sell", group = "Entry and Exit Conditions:",
inline = "linecond",type = input.string, defval="Signal Line Crossing",
options=["Zero-Crossing", "Signal Line Crossing","Direction Change"])
endcond = input(title="Exit", group = "Entry and Exit Conditions:",
inline = "linecond",type = input.string, defval="Signal Line Crossing",
options=["Zero-Crossing", "Signal Line Crossing","Direction Change"])
filterlong =input(title = "Long Entries", inline = 'linefilt', group = 'Apply Filters to',
type = input.bool, defval = true)
filtershort =input(title = "Short Enties", inline = 'linefilt', group = 'Apply Filters to',
type = input.bool, defval = true)
filterend =input(title = "Exits", inline = 'linefilt', group = 'Apply Filters to',
type = input.bool, defval = true)
usevol =input(title = "", inline = 'linefiltvol', group = 'Relative Volume Filter:',
type = input.bool, defval = false)
rvol = input(title = "Volume >", inline = 'linefiltvol', group = 'Relative Volume Filter:',
type = input.integer, defval = 1)
len_vol = input(title = "Avg. Volume Over Period", inline = 'linefiltvol', group = 'Relative Volume Filter:',
type = input.integer, defval = 30, minval = 1,
tooltip="The current volume must be greater than N times the M-period average volume.")
useatr =input(title = "", inline = 'linefiltatr', group = 'Volatility Filter:',
type = input.bool, defval = false)
len_atr1 = input(title = "ATR", inline = 'linefiltatr', group = 'Volatility Filter:',
type = input.integer, defval = 5, minval = 1)
len_atr2 = input(title = "> ATR", inline = 'linefiltatr', group = 'Volatility Filter:',
type = input.integer, defval = 30, minval = 1,
tooltip="The N-period ATR must be greater than the M-period ATR.")
usersi =input(title = "", inline = 'linersi', group = 'Overbought/Oversold Filter:',
type = input.bool, defval = false)
rsitrhs1 = input(title = "", inline = 'linersi', group = 'Overbought/Oversold Filter:',
type = input.integer, defval = 0, minval=0, maxval=100)
rsitrhs2 = input(title = "< RSI (14) <", inline = 'linersi', group = 'Overbought/Oversold Filter:',
type = input.integer, defval = 100, minval=0, maxval=100,
tooltip="RSI(14) must be in the range between N and M.")
issl = input(title = "SL", inline = 'linesl1', group = 'Stop Loss / Take Profit:',
type = input.bool, defval = false)
slpercent = input(title = ", %", inline = 'linesl1', group = 'Stop Loss / Take Profit:',
type = input.float, defval = 10, minval=0.0)
istrailing = input(title = "Trailing", inline = 'linesl1', group = 'Stop Loss / Take Profit:',
type = input.bool, defval = false)
istp = input(title = "TP", inline = 'linetp1', group = 'Stop Loss / Take Profit:',
type = input.bool, defval = false)
tppercent = input(title = ", %", inline = 'linetp1', group = 'Stop Loss / Take Profit:',
type = input.float, defval = 20)
fixedstart =input(title="", group = "Fixed Backtest Period Start/End Dates:",
inline = "linebac1", type = input.bool, defval = true)
backtest_start=input(title = "", type = input.time, inline = "linebac1",
group = "Fixed Backtest Period Start/End Dates:",
defval = timestamp("01 Jan 2017 13:30 +0000"),
tooltip="If deactivated, backtest staring from the first available price bar.")
fixedend = input(title="", group = "Fixed Backtest Period Start/End Dates:",
inline = "linebac2", type = input.bool, defval = false)
backtest_end =input(title = "", type = input.time, inline = "linebac2",
group = "Fixed Backtest Period Start/End Dates:",
defval = timestamp("30 Dec 2080 23:30 +0000"),
tooltip="If deactivated, backtesting ends at the last available price bar.")
if window < degree
window := degree+1
src = rsi(close,rsi_l)
[drsi,nrmse] = diff(src,window,degree)
signalline = ema(drsi, signalLength)
// Conditions for D-RSI
dirchangeup = (drsi>drsi[1]) and (drsi[1]<drsi[2]) and drsi[1]<0.0
dirchangedw = (drsi<drsi[1]) and (drsi[1]>drsi[2]) and drsi[1]>0.0
crossup = crossover(drsi,0.0)
crossdw = crossunder(drsi,0.0)
crosssignalup = crossover(drsi,signalline)
crosssignaldw = crossunder(drsi,signalline)
// D-RSI signals
drsilong = (buycond=="Direction Change"?dirchangeup:(buycond=="Zero-Crossing"?crossup:crosssignalup))
drsishort= (sellcond=="Direction Change"?dirchangedw:(sellcond=="Zero-Crossing"?crossdw:crosssignaldw))
drisendlong = (endcond=="Direction Change"?dirchangedw:(endcond=="Zero-Crossing"?crossdw:crosssignaldw))
drisendshort= (endcond=="Direction Change"?dirchangeup:(endcond=="Zero-Crossing"?crossup:crosssignalup))
// Filters
rsifilter = usersi?(rsi(close,14) > rsitrhs1 and rsi(close,14) < rsitrhs2):true
volatilityfilter = useatr?(atr(len_atr1) > atr(len_atr2)):true
volumefilter = usevol?(volume > rvol*sma(volume,len_vol)):true
totalfilter = volatilityfilter and volumefilter and rsifilter
//Filtered signals
golong = drsilong and islong and (filterlong?totalfilter:true)
goshort = drsishort and isshort and (filtershort?totalfilter:true)
endlong = drisendlong and (filterend?totalfilter:true)
endshort = drisendlong and (filterend?totalfilter:true)
// Backtest period
//backtest_start = timestamp(syminfo.timezone, startYear, startMonth, startDate, 0, 0)
//backtest_end = timestamp(syminfo.timezone, endYear, endMonth, endDate, 0, 0)
isinrange = (fixedstart?time>=backtest_start:true) and (fixedend?time<=backtest_end:true)
// Entry price / Take profit / Stop Loss
startprice = valuewhen(condition=golong or goshort, source=close, occurrence=0)
pm = golong?1:goshort?-1:1/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 := max(close*(1 - slpercent*0.01),stoploss[1])
else if istrailing and strategy.position_size<0
stoploss := min(close*(1 + slpercent*0.01),stoploss[1])
tpline = plot(takeprofit,color=color.blue,transp=100, title="TP")
slline = plot(stoploss, color=color.red, transp=100, title="SL")
p1 = plot(close,transp=100,color=color.white, title="Dummy Close")
fill(p1, tpline, color=color.green, transp=istp?70:100, title="TP")
fill(p1, slline, color=color.red, transp=issl?70:100, title="SL")
// Backtest: Basic Entry and Exit Conditions
if golong and isinrange and islong
strategy.entry("long", true )
alert("D-RSI Long " + syminfo.tickerid, alert.freq_once_per_bar_close)
if goshort and isinrange and isshort
strategy.entry("short", false)
alert("D-RSI Short " + syminfo.tickerid, alert.freq_once_per_bar_close)
if endlong
strategy.close("long", alert_message="Close Long")
alert("D-RSI Exit Long " + syminfo.tickerid, alert.freq_once_per_bar_close)
if endshort
strategy.close("short", alert_message="Close Short")
alert("D-RSI Exit Short " + syminfo.tickerid, alert.freq_once_per_bar_close)
// Exit via SL or TP
strategy.exit(id="sl/tp long", from_entry="long", stop=issl?stoploss:na,
limit=istp?takeprofit:na, alert_message="Close Long")
strategy.exit(id="sl/tp short",from_entry="short",stop=issl?stoploss:na,
limit=istp?takeprofit:na, alert_message="Stop Loss Short")
// Close if outside the range
if (not isinrange)
strategy.close_all()
|
[KL] BOLL + MACD Strategy v2 (published) | https://www.tradingview.com/script/EyElTlCG-KL-BOLL-MACD-Strategy-v2-published/ | DojiEmoji | https://www.tradingview.com/u/DojiEmoji/ | 291 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© DojiEmoji
// https://www.tradingview.com/script/EyElTlCG-KL-BOLL-MACD-Strategy-v2-published/
//@version=4
strategy("[KL] BOLL + MACD Strategy",overlay=true,pyramiding=1)
// BOLL bands {
BOLL_length = 20
BOLL_src = close
BOLL_mult = 2.0
BOLL_center = sma(BOLL_src, BOLL_length)
BOLL_dev = BOLL_mult * stdev(BOLL_src, BOLL_length)
BOLL_upper = BOLL_center + BOLL_dev
BOLL_lower = BOLL_center - BOLL_dev
BOLL_offset = 0
plot(BOLL_center, "Basis", color=#872323, offset = BOLL_offset)
BOLL_p1 = plot(BOLL_upper, "Upper", color=color.navy, offset = BOLL_offset, transp=50)
BOLL_p2 = plot(BOLL_lower, "Lower", color=color.navy, offset = BOLL_offset, transp=50)
fill(BOLL_p1, BOLL_p2, title = "Background", color=#198787, transp=85)
// }
// MACD signals {
MACD_fastLen = 12
MACD_slowLen = 26
MACD_Len = 9
MACD = ema(close, MACD_fastLen) - ema(close, MACD_slowLen)
aMACD = ema(MACD, MACD_Len)
MACD_delta = MACD - aMACD
// }
backtest_timeframe_start = input(defval = timestamp("01 Nov 2010 13:30 +0000"), title = "Backtest Start Time", type = input.time)
USE_ENDTIME = input(false,title="Define backtest end-time (If false, will test up to most recent candle)")
backtest_timeframe_end = input(defval = timestamp("19 Mar 2021 19:30 +0000"), title = "Backtest End Time (if checked above)", type = input.time)
EXIT1 = input(false, title="Take profit when Risk:Reward met")
REWARD_RATIO = input(3,title="Risk:[Reward] for exit")
EXIT2 = input(false, title="Take profit when candle is bearish")
// Trailing stop loss {
var entry_price = float(0)
ATR_multi_len = 26
ATR_multi = input(2, "ATR multiplier for stop loss")
ATR_buffer = atr(ATR_multi_len) * ATR_multi
plotchar(ATR_buffer, "ATR Buffer", "", location = location.top)
risk_reward_buffer = (atr(ATR_multi_len) * ATR_multi) * REWARD_RATIO
reward_met_long = low > entry_price + risk_reward_buffer
take_profit_short = low < entry_price - risk_reward_buffer
var trailing_SL_buffer = float(0)
var stop_loss_price = float(0)
stop_loss_price := max(stop_loss_price, close - trailing_SL_buffer)
// plot TSL line
trail_profit_line_color = color.green
if strategy.position_size == 0 // make TSL line less visible
trail_profit_line_color := color.black
stop_loss_price := close - trailing_SL_buffer
plot(stop_loss_price,color=trail_profit_line_color)
// }
var bTouched = false
if low < BOLL_center - atr(BOLL_length)
alert("Price approached lower band", alert.freq_once_per_bar)
bTouched := true
else if low > BOLL_center
bTouched := false
// MAIN
if time >= backtest_timeframe_start and (time <= backtest_timeframe_end or not USE_ENDTIME)
expected_MACD_crossing = MACD > MACD[1] and MACD < aMACD and abs(MACD - aMACD) < abs(MACD[1] - aMACD[1])
buy_condition = bTouched and expected_MACD_crossing
//ENTRY {
if buy_condition
if strategy.position_size == 0
entry_price := close
trailing_SL_buffer := ATR_buffer
stop_loss_price := close - ATR_buffer
msg = "buy"
if strategy.position_size > 0
msg := "+"
strategy.entry("Long",strategy.long, comment=msg)
// }
//EXIT:
// Case A:
if strategy.position_size > 0 and close <= stop_loss_price
if close > entry_price
strategy.close("Long", comment="take profit [trailing]")
stop_loss_price := 0
else if close <= entry_price
strategy.close("Long", comment="stop loss")
stop_loss_price := 0
// Case B:
if EXIT1 or EXIT2 and strategy.position_size > 0
engulfing_bearish = open - close > abs(open[1]-close[1]) and high > high[1] and (open - close)/(high - low) > 0.4
gapped_down = high < low[1] and close < open
is_bearish_candle = engulfing_bearish or gapped_down
msg = "exit"
strategy.close("Long", when=(EXIT1 and reward_met_long), comment="risk:reward met")
strategy.close("Long", when=(EXIT2 and engulfing_bearish), comment="bearish")
// CLEAN UP
if strategy.position_size == 0
stop_loss_price := 0 |
Risk Reduction Ultimate Template | https://www.tradingview.com/script/YiHwSD3P-Risk-Reduction-Ultimate-Template/ | burgercrisis | https://www.tradingview.com/u/burgercrisis/ | 217 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© burgercrisis
//@version=4
strategy(title="Risk Reduction Ultimate Template", overlay=false, pyramiding=10, calc_on_every_tick=true, default_qty_type=strategy.percent_of_equity, default_qty_value=10, initial_capital=1000, slippage=10, commission_value=0.1)
//This is just to make this template work and publishable.
src = input(close, title="Source")
//SMII
longlen = input(20, minval=1, title="Long Length")
shortlen = input(5, minval=1, title="Short Length")
siglen = input(5, minval=1, title="Signal Line Length")
erg = tsi(src, shortlen, longlen)
sig = ema(erg, siglen)
plot(erg, color=#0094FF, title="SMI")
plot(sig, color=#FF6A00, title="Signal")
//%Blength = input(20, minval=1)
length = input(20, minval=1)
mult = input(2.0, minval=0.001, maxval=50, step=0.1, title="StdDev")
basis = sma(src, length)
dev = mult * stdev(src, length)
upper = basis + dev
lower = basis - dev
bbr = (src - lower)/(upper - lower)
plot(bbr, "Bollinger Bands %B", color=color.teal)
buy=input(0.0,step=0.1)
sellonce=input(1.0,step=0.1)
sellall=input(1.1,step=0.1)
band1 = hline(sellonce, "Overbought", color=#606060, linestyle=hline.style_dashed)
band0 = hline(buy, "Oversold", color=#606060, linestyle=hline.style_dashed)
fill(band1, band0, color=color.teal, title="Background")
//Always include a backtesting period selector. Always always always always or I hate you.
//* Backtesting Period Selector | Component *//
//* https://www.tradingview.com/script/eCC1cvxQ-Backtesting-Period-Selector-Component *//
//* https://www.tradingview.com/u/pbergden/ *//
//* Modifications made *//
testStartYear = input(2020, "Backtest Start Year")
testStartMonth = input(1, "Backtest Start Month")
testStartDay = input(1, "Backtest Start Day")
testPeriodStart = timestamp(testStartYear,testStartMonth,testStartDay,0,0)
testStopYear = input(999999, "Backtest Stop Year")
testStopMonth = input(9, "Backtest Stop Month")
testStopDay = input(26, "Backtest Stop Day")
testPeriodStop = timestamp(testStopYear,testStopMonth,testStopDay,0,0)
testPeriod() =>
time >= testPeriodStart and time <= testPeriodStop ? true : false
///////
//////// END - Backtesting Period Selector | Component ///////////////
//Whats the point of this?
//This is a strategy template for risk reduction. I've found that the main problem with strategies on Tradingview is they do not account for risk and reward management! The ones that do, do so very poorly and rudimentarily!
//Utter lack of stop losses, rudimentary and unconditional stop losses with no care for changes in momentum that may indicate the stop loss shouldn't be taken, take profits occurring in the middle of huge rush just because a price was hit
//and momentum based signals with no care for whether the sale is profitable or not, or if price had barely even changed!
//I thought maybe TA-based bots just aren't possible to actually be any good for a moment. But rather then give up, I decided to try to gear up. And I believe I found a key that can make almost any strategy work. A path to actually beating buy and hold.
//
//How do I use this?
//It's actually really simple. It might have a lot of tiny pieces but that is to maximize the users choices in maximizing risk adjusted return and its really simple once you make sense of it.
//You have a single buy signal, three stop losses, two take profits and two (roughly) standard sells.
//I tend to use a trigger and multiple filter conditions for both my buys and sales. This strategy doesn't need it for the buys but that is how you make the sale system work so for clarity there are two conditions for buys β longtrigger and longcondition1.
//The trigger, you want to be something that occurs at a single point in time, such as a crossover of some kind. The filter you want to be more loose and regional, such as an overbought or oversold condition.
//The sells conditions are similar. You have a shorttrigger and two shortconditions sets for filtering. The first shortcondition is to sell a single set (depending on your position sizing settings in properties tab).
//The second shortcondition is to sell everything at more extreme settings. This is because nobody can perfectly time every top, even with a script, so you want to take profits along the way without completely exiting
//and allowing yourself to re-enter when its right and only fully exit at extreme cases. If you want to use just one set of conditions, move to the last line and replace shortcondition2 with shortcondition1.
//Then you can decide if selling all is truly better then pyramiding things out... Test both % and flat and you will see.
//
//Everything should be pretty clearly labeled.
//
//
longtrigger=crossover(erg,sig) ////Put your trigger for buys here
longcondition1=bbr<buy ////Put your buy filter signals here
shorttrigger=crossunder(erg,sig) ////Put your sell trigger here
shortcondition1=bbr>sellonce ////This is your filters for partial exits
shortcondition2=bbr>sellall ////This is your filter for full sales.
//This gets multiplied to your sale thresholds to make sure they account for commission properly.
commission=input(0.1)
comms=(100+commission)/100
//Three stop losses
//StopLosses
stopLossFear=input(100.0, step=0.2, title="Hard Stop Loss") //Hard stop loss triggers immediately when a drop from your assumed average position price occurs equal to set percentage
sl1=(100-stopLossFear)/100*comms
stopLossSafe=input(100.0, step=0.2, title="Soft Stop Loss") //Soft stop loss triggers when your shorttrigger occurs after a drop from position price equal to set percentage
sl2=(100-stopLossSafe)/100*comms
stopLossSafest=input(100.0, step=0.2, title="Safe Stop Loss") //Safe stop loss triggers when both shorttrigger and shortcondition1 occur after a drop from position price equal to set percentage
sl3=(100-stopLossSafest)/100*comms
//TakeProfits
TakeProfit1=input(100.0, step=0.2, title="Hard Take Profit") //Hard Take Profit occurs after a rise from position price equal to set percentage
tp1=(100+TakeProfit1)/100*comms
TakeProfit2=input(100.0, step=0.2, title="Soft Take Profit") //Soft Take Profit occurs when your shorttrigger occurs after a rise from position price equal to set percentage
tp2=(100+TakeProfit2)/100*comms
TakeProfit3=input(0.0, step=0.2, title="Minimum Sale Profit") //This is the standard single sell signal, it occurs when shorttrigger and shortcondition1 occur after a rise from position price equal to set percentage to filter bad signals
tp3=(100+TakeProfit3)/100*comms
TakeProfit4=input(0.0, step=0.2, title="Sell All Profit") //This sells all positions when shorttrigger and shortcondition1 occur after a rise from position price equal to set percentage
tp4=(100+TakeProfit4)/100*comms
if testPeriod() //Backtesting period selector component
if longcondition1 and longtrigger
strategy.entry(id="EL", comment="Buy", long=true) //Buy signal
if shortcondition1 and shorttrigger and ((strategy.position_avg_price*tp3 < high) or (strategy.position_avg_price*tp3 < close)) //Sell One signal
strategy.entry("Sell One Order", strategy.short)
if shortcondition2 and shorttrigger and ((strategy.position_avg_price*tp4 < high) or (strategy.position_avg_price*tp4 < close)) //Sell All signal
strategy.close(id="EL", comment="Sell All")
if ((strategy.position_avg_price*tp1 < high) or (strategy.position_avg_price*tp1 < close)) //Hard Take Profit signal
strategy.close(id="EL", comment="Hard Take Profit")
if ((strategy.position_avg_price*tp2 < high) or (strategy.position_avg_price*tp2 < close)) and shorttrigger //Soft Take Profit signal
strategy.close(id="EL", comment="Soft Take Profit")
if (strategy.position_avg_price*sl1 > close) //Hard Stop Loss Signal
strategy.close(id="EL", comment="Hard Stop Loss")
if (strategy.position_avg_price*sl2 > close) and shorttrigger //Soft Stop Loss signal
strategy.close(id="EL", comment="Soft Stop Loss")
if (strategy.position_avg_price*sl3 > close) and shortcondition1 and shorttrigger //Safe Stop Loss from Sell One conditions
strategy.close(id="EL", comment="Safe Stop Loss 1")
if (strategy.position_avg_price*sl3 > close) and shortcondition2 and shorttrigger //Safe Stop Loss from Sell All condition
strategy.close(id="EL", comment="Safe Stop Loss 2") |
[KL] RSI 14 + 10 Strategy | https://www.tradingview.com/script/8TqESNDK-KL-RSI-14-10-Strategy/ | DojiEmoji | https://www.tradingview.com/u/DojiEmoji/ | 184 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© DojiEmoji
//@version=4
strategy("[KL] RSI 14 + 10 Strategy v2.1",overlay=true,pyramiding=1)
// changes in Version 2.1:
// 1) Fixed a bug (related to TSL)
backtest_timeframe_start = input(defval = timestamp("01 Apr 2016 13:30 +0000"), title = "Backtest Start Time", type = input.time)
USE_ENDTIME = input(false,title="Define the ending period for backtests (If false, will test up to most recent candle)")
backtest_timeframe_end = input(defval = timestamp("19 Mar 2021 19:30 +0000"), title = "Backtest End Time", type = input.time)
TARGET_PROFIT_MODE = input(false,title="Exit when Risk:Reward met")
REWARD_RATIO = input(3,title="Risk:[Reward] (i.e. 3) for exit")
// Trailing stop loss {
TSL_ON = input(true,title="Use trailing stop loss")
var entry_price = float(0)
ATR_multi_len = 26
ATR_multi = input(2, "ATR multiplier for stop loss")
ATR_buffer = atr(ATR_multi_len) * ATR_multi
//plotchar(ATR_buffer, "ATR Buffer", "", location = location.top)
risk_reward_buffer = (atr(ATR_multi_len) * ATR_multi) * REWARD_RATIO
take_profit_long = low > entry_price + risk_reward_buffer
take_profit_short = low < entry_price - risk_reward_buffer
var trailing_SL_buffer = float(0)
var stop_loss_price = float(0)
stop_loss_price := max(stop_loss_price, close - trailing_SL_buffer)
// plot TSL line
trail_profit_line_color = color.green
if strategy.position_size == 0 or not TSL_ON
trail_profit_line_color := color.black
stop_loss_price := close - trailing_SL_buffer
plot(stop_loss_price,color=trail_profit_line_color)
// }
// RSI {
RSI_LOW = input(40,title="RSI entry")
RSI_HIGH = input(70,title="RSI exit")
rsi14 = rsi(close, 14)
rsi10 = rsi(close, 10)
// }
if time >= backtest_timeframe_start and (time <= backtest_timeframe_end or not USE_ENDTIME)
buy_condition = rsi14 <= RSI_LOW and rsi10 < rsi14
exit_condition = rsi14 >= RSI_HIGH and rsi10 > rsi14
//ENTRY:
if buy_condition
if strategy.position_size == 0
entry_price := close
trailing_SL_buffer := ATR_buffer
stop_loss_price := close - ATR_buffer
msg = "entry"
if strategy.position_size > 0
msg := "pyramiding"
strategy.entry("Long",strategy.long, comment=msg)
//EXIT:
// Case (A) hits trailing stop
if TSL_ON and strategy.position_size > 0 and close <= stop_loss_price
if close > entry_price
strategy.close("Long", comment="take profit [trailing]")
else if close <= entry_price
strategy.close("Long", comment="stop loss")
// Case (B) take targeted profit relative to risk
if strategy.position_size > 0 and TARGET_PROFIT_MODE
if take_profit_long
strategy.close("Long", comment="take profits [risk:reward]")
// Case (C)
if strategy.position_size > 0 and exit_condition
if take_profit_long
strategy.close("Long", comment="exit[rsi]")
// Also included an additional script (Study script) - "RSI[14 + 10] Double Indicators"
// The following script is a modification of the original RSI indicator built into TradingView
// The reason that it is not included in the Strategy script is because the plotting scales are different.
// // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// // Β© DojiEmoji
// //@version=4
// study(title="RSI[14 + 10] Double Indicators", shorttitle="RSI", format=format.price, precision=2, resolution="")
// len1 = input(14, minval=1, title="RSI A Length")
// src1 = input(close, "RSI A Source", type = input.source)
// rsi1 = rsi(src1,len1)
// plot(rsi1, "RSI", color=#ffffff)
// len2 = input(10, minval=1, title="RSI B Length")
// src2 = input(close, "RSI B Source", type = input.source)
// rsi2 = rsi(src2,len2)
// plot(rsi2, "RSI", color=#fb8c00)
// band1 = hline(70, "Upper Band", color=#C0C0C0)
// band0 = hline(30, "Lower Band", color=#C0C0C0)
// fill(band1, band0, color=#9915FF, transp=90, title="Background")
|
HiLo Extension | https://www.tradingview.com/script/rsbViwZX-HiLo-Extension/ | Saravanan_Ragavan | https://www.tradingview.com/u/Saravanan_Ragavan/ | 223 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© Saravanan_Ragavan
// This Strategy is finding high or low breaks of the day and enter into the trader based on RSI value and time value
//@version=4
strategy(title="HiLoExtn", shorttitle="HiLoExtn", overlay=true)
T1 = time(timeframe.period, "0915-0916")
Y = bar_index
Z1 = valuewhen(T1, bar_index, 0)
L = Y-Z1 + 1
tim = time(timeframe.period, "1015-1510")
exitt= time(timeframe.period, "1511-1530")
//VWMA 20
plot(vwma(close,20), color=color.blue)
length = L
lower = lowest(length)
upper = highest(length)
u = plot(upper, "Upper", color=color.green)
l = plot(lower, "Lower", color=color.red)
//**** RSI
len = 14
src = close
up = rma(max(change(src), 0), len)
down = rma(-min(change(src), 0), len)
rsi = down == 0 ? 100 : up == 0 ? 0 : 100 - (100 / (1 + up / down))
// Buy above Buy Line
if ( (upper==high) and rsi>50 and tim and close>open )
strategy.entry("Buy", strategy.long, comment="Buy")
// Exit Long Below Vwap
strategy.close("Buy", when = close < vwma(close,20) or exitt)
// Sell above Buy Line
if ((lower==low) and rsi<50 and tim and close<open)
strategy.entry("Sell", strategy.short, comment="Sell")
// Exit Short above Vwap
strategy.close("Sell", when = close > vwma(close,20) or exitt)
|
Momentum Strategy (BTC/USDT; 1h) - MACD (with source code) | https://www.tradingview.com/script/b7zn25L6-Momentum-Strategy-BTC-USDT-1h-MACD-with-source-code/ | Drun30 | https://www.tradingview.com/u/Drun30/ | 643 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© Drun30
//@version=4
strategy("MACD+RSI", initial_capital=100, overlay=false,default_qty_type=strategy.percent_of_equity,default_qty_value=100,commission_type="percent",commission_value=0.075)
//@version=4
// Getting inputs
fast_length = input(title="Fast Length", type=input.integer, defval=12,group="MACD")
slow_length = input(title="Slow Length", type=input.integer, defval=26,group="MACD")
src = input(title="Source", type=input.source, defval=close,group="MACD")
signal_length = input(title="Signal Smoothing", type=input.integer, minval = 1, maxval = 50, defval = 9,group="MACD")
sma_source1 = input(title="Simple MA FAST (Oscillator)", defval="EMA", options=["HMA","DHMA","THMA","FHMA","WMA","DWMA","TWMA","FWMA","SMA","DSMA","TSMA","FSMA","EMA","DEMA","TEMA","FEMA","RMA","DRMA","TRMA","FRMA"],group="MACD")
sma_source2 = input(title="Simple MA SLOW (Oscillator)", defval="EMA", options=["HMA","DHMA","THMA","FHMA","WMA","DWMA","TWMA","FWMA","SMA","DSMA","TSMA","FSMA","EMA","DEMA","TEMA","FEMA","RMA","DRMA","TRMA","FRMA"],group="MACD")
sma_signal = input(title="Simple MA(Signal Line)",defval="EMA", options=["HMA","DHMA","THMA","FHMA","WMA","DWMA","TWMA","FWMA","SMA","DSMA","TSMA","FSMA","EMA","DEMA","TEMA","FEMA","RMA","DRMA","TRMA","FRMA"],group="MACD")
// Calculating
ma(source,length,type)=>
type=="FEMA"?4*ema(source,length)-ema(ema(ema(ema(source,length),length),length),length):type=="FSMA"?4*sma(source,length)-sma(sma(sma(sma(source,length),length),length),length):type=="FWMA"?4*wma(source,length)-wma(wma(wma(wma(source,length),length),length),length):type=="FRMA"?4*rma(source,length)-rma(rma(rma(rma(source,length),length),length),length):type=="TEMA"?3*ema(source,length)-ema(ema(ema(source,length),length),length):type=="TSMA"?3*sma(source,length)-sma(sma(sma(source,length),length),length):type=="TWMA"?3*wma(source,length)-wma(wma(wma(source,length),length),length):type=="TRMA"?3*rma(source,length)-rma(rma(rma(source,length),length),length):type=="EMA"?ema(source,length):type=="SMA"?sma(source,length):type=="WMA"?wma(source,length):type=="RMA"?rma(source,length):type=="DEMA"?2*ema(source,length)-ema(ema(source,length),length):type=="DSMA"?2*sma(source,length)-sma(sma(source,length),length):type=="DWMA"?2*wma(source,length)-wma(wma(source,length),length):type=="DRMA"?2*rma(source,length)-rma(rma(source,length),length):type=="HMA"?hma(source,length):type=="DHMA"?2*hma(source,length)-hma(hma(source,length),length):type=="THMA"?3*hma(source,length)-hma(hma(hma(source,length),length),length):type=="FHMA"?4*hma(source,length)-hma(hma(hma(hma(source,length),length),length),length):ema(source,length)
fast_ma = ma(src,fast_length,sma_source1)
slow_ma = ma(src,slow_length,sma_source2)
macd = fast_ma - slow_ma //Differenza tra la media mobile veloce e quella lenta
signal = ma(macd,signal_length,sma_signal) //usa o la SMA oppure la EMA sulla differenza tra la media mobile veloce e lenta
hist = macd - signal //Differenza tra la differenza precedente e la media mobile della differenza
// Plot colors
col_grow_above = #26A69A
col_grow_below = #FFCDD2
col_fall_above = #B2DFDB
col_fall_below = #EF5350
col_macd = #0094ff
col_signal = #ff6a00
use_stress=input(false,title="Use stress on recent bars",group="Stress")
recent_stress=input(0.01,title="Stress on recent bars",group="Stress",step=0.01,minval=0.01,maxval=0.99)
level=input(1,title="Level of stress",group="Stress")
if use_stress
macd:=macd*(1/(1-recent_stress))
if not na(macd[1])
macd:=pow((macd*(recent_stress)),level)+(1-recent_stress*macd[1])
use_ma= input(true,title="Use moving average (MACD)?",group="Moving Average")
if use_ma
macd:=ma(macd,input(36,title="Length",group="Moving Average"),input(title="Type MA",defval="THMA", options=["HMA","DHMA","THMA","FHMA","WMA","DWMA","TWMA","FWMA","SMA","DSMA","TSMA","FSMA","EMA","DEMA","TEMA","FEMA","RMA","DRMA","TRMA","FRMA"],group="Moving Average"))
use_linreg= input(true,title="Use linear regression (MACD)?",group="Linear Regression")
if use_linreg
macd:=linreg(macd,input(10,title="Length",group="Linear Regression"),input(1,title="Offset",group="Linear Regression"))
//macd == linea blu (differenza tra media mobile veloce e media mobile lenta)
//signal == linea arancione (media mobile dell'macd)
//hist == istogramma (differenza tra macd e media mobile)
on_cross = input(false,title="Use cross macd and signal",group="Condition entry/exit")
on_minmax = input(true,title="Use min/max macd",group="Condition entry/exit")
aperturaLong = change(macd)>0//crossover(macd,signal)
aperturashort=not (change(macd)>0)//crossunder(macd,signal)
if on_cross
on_minmax:=false
aperturaLong := crossover(macd,signal)
aperturashort := crossunder(macd,signal)
if on_minmax
on_cross:=false
aperturaLong := change(macd)>0//crossover(macd,signal)
aperturashort:=change(macd)<0//crossunder(macd,signal)
//plot(hist, title="Histogram", style=plot.style_columns, color=(hist>=0 ? (hist[1] < hist ? col_grow_above : col_fall_above) : (hist[1] < hist ? col_grow_below : col_fall_below) ), transp=0 )
plot(macd, title="MACD", color=change(macd)>0 and on_minmax?color.white:change(macd)<0 and on_minmax?color.purple:color.blue, transp=0)
plot(on_cross?signal:na, title="Signal", color=col_signal, transp=0)
rsiFilter = input(false,title="Use RSI filter?",group="RSI")
rsiTP = input(true,title="Use RSI Take Profit?",group="RSI")
len=input(14,title="RSI period",group="RSI")
srcr=input(close,title="RSI source",group="RSI")
rsi=rsi(srcr,len)
ovb=input(90,title="Overbought height",group="RSI")
ovs=input(44,title="Oversold height",group="RSI")
okLong=rsi<ovb and change(macd)>0 and change(macd)[1]<=0
okShort=rsi>ovs and change(macd)<0 and change(macd)[1]>=0
if not rsiFilter
okLong:=true
okShort:=true
usiLong=input(true,title="Use long?")
usiShort=input(true,title="Use short?")
chiusuraShort=rsi<ovs or (aperturaLong)
chiusuraLong=rsi>ovb or (aperturashort)
if rsiTP
aperturaLong := change(macd)>0 and change(macd)[1]<=0 and rsi<ovb//crossover(macd,signal)
aperturashort:=change(macd)<0 and change(macd)[1]>=0 and rsi>ovs//crossunder(macd,signal)
if not rsiTP
chiusuraShort:=okLong and aperturaLong
chiusuraLong:=okShort and aperturashort
if chiusuraShort
strategy.close("SHORTISSIMO")
if usiLong and strategy.position_size<=0 and okLong and aperturaLong
strategy.entry("LONGHISSIMO",true)
if chiusuraLong
strategy.close("LONGHISSIMO")
if usiShort and strategy.position_size>=0 and okShort and aperturashort
strategy.entry("SHORTISSIMO",false)
|
Three moving average strategies | https://www.tradingview.com/script/sPAROdDQ/ | dadashkadir | https://www.tradingview.com/u/dadashkadir/ | 487 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© dadashkadir
//@version=4
strategy("ΓΓ§ Hareketli Ortalama Str.", overlay=true, initial_capital=10000, commission_value=0.047, default_qty_type=strategy.percent_of_equity, default_qty_value=100, pyramiding=0, calc_on_order_fills=true)
kisa = input(title = "KΔ±sa Vade - GΓΌn", defval = 7, minval = 1)
orta = input(title = "Orta Vade - GΓΌn", defval = 25, minval = 1)
uzun = input(title = "Uzun Vade - GΓΌn", defval = 99, minval = 1)
sma7 = sma(close, kisa)
sma25 = sma(close, orta)
sma99 = sma(close, uzun)
alTrend = plot (sma7, color=#2323F1, linewidth=2, title="Har.Ort. KΔ±sa Vade", transp=0)
satTrend = plot (sma25, color=#FF0C00, linewidth=3, title="Har.Ort. Orta Vade", transp=0)
ort99 = plot (sma99, color=#DFB001, linewidth=3, title="Har.Ort. Uzun Vade", transp=0)
zamanaralik = input (2020, title="Backtest BaΕlangΔ±Γ§ Tarihi")
al = crossover (sma7, sma25) and zamanaralik <= year
sat = crossover (sma25, sma7) and zamanaralik <= year
hizlial = crossover (sma7, sma99) and zamanaralik <= year
hizlisat = crossover (sma99, sma7) and zamanaralik <= year
alkosul = sma7 >= sma25
satkosul = sma25 >= sma7
hizlialkosul = sma7 >= sma99
hizlisatkosul = sma99 >= sma7
plotshape(al, title = "Buy", text = 'Al', style = shape.labelup, location = location.belowbar, color= color.green, textcolor = color.white, transp = 0, size = size.tiny)
plotshape(sat, title = "Sell", text = 'Sat', style = shape.labeldown, location = location.abovebar, color= color.red, textcolor = color.white, transp = 0, size = size.tiny)
plotshape(hizlial, title = "HΔ±zlΔ± Al", text = 'HΔ±zlΔ± Al', style = shape.labelup, location = location.belowbar, color= color.blue, textcolor = color.white, transp = 0, size = size.tiny)
plotshape(hizlisat, title = "HΔ±zlΔ± Sat", text = 'HΔ±zlΔ± Sat', style = shape.labeldown, location = location.abovebar, color= #6106D6 , textcolor = color.white, transp = 0, size = size.tiny)
fill (alTrend, satTrend, color = sma7 >= sma25? #4DFF00 : #FF0C00, transp=80, title="Al-Sat AralΔ±ΔΔ±")
//fill (ort99, satTrend, color = sma7 >= sma25? #6106D6 : color.blue, transp=80, title="HΔ±zlΔ± Al-Sat AralΔ±ΔΔ±")
if (al)
strategy.entry("LONG", strategy.long)
if (sat)
strategy.entry("SHORT", strategy.short)
//if (hizlial)
// strategy.entry("My Short Entry Id", strategy.long)
//if (hizlisat)
// strategy.entry("My Short Entry Id", strategy.short) |
Multi Moving Average Crossing (by Coinrule) | https://www.tradingview.com/script/DDnx7g70-Multi-Moving-Average-Crossing-by-Coinrule/ | Coinrule | https://www.tradingview.com/u/Coinrule/ | 410 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© Coinrule
//@version=4
strategy(shorttitle='Multi Moving Average Crossing',title='Multi Moving Average Crossing (by Coinrule)', overlay=true, initial_capital=1000, default_qty_type = strategy.percent_of_equity, default_qty_value = 30, 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"
//MA inputs and calculations
inlong=input(100, title='MAlong')
inmid=input(50, title='MAmid')
inshort=input(9, title='MAfast')
MAlong = sma(close, inlong)
MAshort= sma(close, inshort)
MAmid= sma(close, inmid)
//Entry
bullish = crossover(MAmid, MAlong)
strategy.entry(id="long", long = true, when = bullish and window())
//Exit
bearish = crossunder(MAshort, MAmid)
strategy.close("long", when = bearish and window())
plot(MAshort, color=color.orange, linewidth=2)
plot(MAmid, color=color.red, linewidth=2)
plot(MAlong, color=color.blue, linewidth=2)
|
TEMA Cross Backtest | https://www.tradingview.com/script/QCoYSFGj-TEMA-Cross-Backtest/ | Seltzer_ | https://www.tradingview.com/u/Seltzer_/ | 151 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© Seltzer_
//@version=4
strategy(title="TEMA Cross Backtest", shorttitle="TEMA_X_BT", overlay=true, commission_type=strategy.commission.percent, commission_value=0, initial_capital = 1000, default_qty_type=strategy.percent_of_equity, default_qty_value=100)
// Backtest inputs
FromMonth = input(defval=1, title="From Month", minval=1, maxval=12)
FromDay = input(defval=1, title="From Day", minval=1, maxval=31)
FromYear = input(defval=2020, title="From Year", minval=2010)
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=2017)
// Define backtest timewindow
start = timestamp(FromYear, FromMonth, FromDay, 00, 00) // backtest start window
finish = timestamp(ToYear, ToMonth, ToDay, 23, 59) // backtest finish window
window() => // create function "within window of time"
time >= start and time <= finish ? true : false
//TEMA Section
xLength = input(20, minval=1, title="Fast Length")
xPrice = close
xEMA1 = ema(xPrice, xLength)
xEMA2 = ema(xEMA1, xLength)
xEMA3 = ema(xEMA2, xLength)
xnRes = (3 * xEMA1) - (3 * xEMA2) + xEMA3
xnResP = plot(xnRes, color=color.green, linewidth=2, title="TEMA1")
yLength = input(60, minval=1, title="Slow Length")
yPrice = close
yEMA1 = ema(yPrice, yLength)
yEMA2 = ema(yEMA1, yLength)
yEMA3 = ema(yEMA2, yLength)
ynRes = (3 * yEMA1) - (3 * yEMA2) + yEMA3
ynResP = plot(ynRes, color=color.red, linewidth=2, title="TEMA2")
fill(xnResP, ynResP, color=xnRes > ynRes ? color.green : color.red, transp=75, editable=true)
// Buy and Sell Triggers
LongEntryAlert = xnRes > ynRes
LongCloseAlert = xnRes < ynRes
ShortEntryAlert = xnRes < ynRes
ShortCloseAlert = xnRes > ynRes
// Entry & Exit signals
strategy.entry("Long", strategy.long, when = xnRes > ynRes and window())
strategy.close("Long", when = xnRes < ynRes)
//strategy.entry("Short", strategy.short, when = xnRes < ynRes and window())
//strategy.close("Short", when = xnRes > ynRes) |
Open Close Cross Strategy plus Explorer | https://www.tradingview.com/script/XPMLrxgf/ | roses27 | https://www.tradingview.com/u/roses27/ | 531 | 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/
//@version=4
//author roses27
// V 1.464
// There is a code that can control sensitivity.
// There is a code for prevent 'repaint'
// There is a code for data sorting and display.
// thanks to @JustUncleL @JayRogers about 'BASE FUNCTIONS'
strategy(title = "Open Close Cross Strategy plus Explorer", shorttitle = "OCC plus Explorer",overlay=true, calc_on_every_tick=false,
initial_capital=100000, default_qty_type= strategy.cash, default_qty_value=100000, process_orders_on_close = true,
pyramiding = 0, commission_type=strategy.commission.percent, commission_value=0.25)
// === INPUTS ===
tradeType = input("LONG", title = "What trades should be taken : ", options=["LONG", "SHORT", "BOTH", "NONE"])
resMultiplier = input(defval = 5, title = "Multiplier for Alternate Resolution('1' is original)", minval = 1, tooltip = "The current resolution is multiplied by this number and calculated at Alternate Resolution.")
basisType = input(defval = "TEMA",title = "MA Type: ", options=["SMA", "EMA", "DEMA", "TEMA", "WMA", "VWMA", "SMMA", "HullMA", "LSMA", "ALMA", "SSMA", "TMA"], tooltip = "Moving Average Type")
basisLen = input(defval = 50, title = "MA Period", minval = 1)
alma_offset = input(defval = 0.85, title = "Offset for ALMA", minval = 0.0, step = 0.01)
alma_sigma = input(defval = 6.0, title = "Sigma for ALMA", minval = 0.0, step = 0.1)
lsma_offset = input(defval = 5, title = "Offset for LSMA", minval = 0, step = 1)
useStartPeriodTime = input(true, "Start", input.bool, group = "Date Range", inline = "Start Period")
startPeriodTime = input(timestamp(" 4 Mar 2021"), "", input.time, group = "Date Range", inline = "Start Period")
useEndPeriodTime = input(false,"End ", input.bool, group = "Date Range", inline = "End Period")
endPeriodTime = input(timestamp("19 Apr 2021"), "", input.time, group = "Date Range", inline = "End Period")
enableHighlight = input(false, "Highlight", input.bool, group = "Date Range", inline = "Highlight")
highlightType = input( "Anchors","", input.string, options = ["Anchors", "Background"], group = "Date Range",inline = "Highlight")
highlightColor = input(color.red, "", input.color, group = "Date Range", inline = "Highlight")
scolor = input(defval = true, title = "Show coloured Bars to indicate Trend?", group = "Date Range")
//=== Code to adjust sensitivity 'Multiplier*atr'===
Periods = input(defval = 30, title = "ATR Length", group = "Sensitivity", minval = 1)
Multiplier = input(defval = 0.3, title = "ATR Multiplier", group = "Sensitivity", minval = 0.0, step = 0.01, tooltip = "The larger the value, enter late and exit late.")
Non_Repainting = input(defval = 2, title = "Forces to Non-Repainting", options=[0,1,2], group = "Sensitivity", tooltip = "0: The results are delayed as much as '0'. 1: The results are delayed as much as the current resolution. 2: The results are delayed as much as the Alternate Resolution. The larger the probability of 'repainting' decreases.")
//===/Code to adjust sensitivity 'Multiplier*atr' ===
// === /INPUTS ===
start = useStartPeriodTime ? startPeriodTime >= time : false
end = useEndPeriodTime ? endPeriodTime <= time : false
calcPeriod = not start and not end
var line startAnchor = line.new(na, na, na, na, xloc.bar_time, extend.both, highlightColor, width = 2)
var line endAnchor = line.new(na, na, na, na, xloc.bar_time, extend.both, highlightColor, width = 2)
useBgcolor = false
// {ββββββββββ PineCoders MTF Selection Framework functions
// βββββ Converts current "timeframe.multiplier" plus the TF into minutes of type float.
f_resInMinutes() =>
_resInMinutes = timeframe.multiplier * (
timeframe.isseconds ? 1. / 60. :
timeframe.isminutes ? 1. :
timeframe.isdaily ? 1440. :
timeframe.isweekly ? 10080. :
timeframe.ismonthly ? 43800. : na)
// βββββ Returns resolution of _resolution period in minutes.
f_tfResInMinutes(_resolution) =>
// _resolution: resolution of any TF (in "timeframe.period" string format).
security(syminfo.tickerid, _resolution, f_resInMinutes())
// βββββ Given current resolution, returns next step of HTF.
f_resNextStep(_res) =>
// _res: current TF in fractional minutes.
_res <= 1 ? "60" :
_res <= 60 ? "1D" :
_res <= 360 ? "3D" :
_res <= 1440 ? "1W" :
_res <= 10080 ? "1M" : "12M"
// βββββ Returns a multiple of current resolution as a string in "timeframe.period" format usable with "security()".
f_multipleOfRes(_res, _mult) =>
// _res: current resolution in minutes, in the fractional format supplied by f_resInMinutes() companion function.
// _mult: Multiple of current TF to be calculated.
// Convert current float TF in minutes to target string TF in "timeframe.period" format.
_targetResInMin = _res * max(_mult, 1)
// Find best string to express the resolution.
_targetResInMin <= 0.083 ? "5S" :
_targetResInMin <= 0.251 ? "15S" :
_targetResInMin <= 0.501 ? "30S" :
_targetResInMin <= 1440 ? tostring(round(_targetResInMin)) :
_targetResInMin <= 43800 ? tostring(round(min(_targetResInMin / 1440, 365))) + "D" :
tostring(round(min(_targetResInMin / 43800, 12))) + "M"
// βββββ HTF calcs
// }ββββββββββ PineCoders MTF Selection Framework functions
// { === BASE FUNCTIONS ===
variant(_type, _src, _len, _alma_offset, _alma_sigma, _lsma_offset) =>
v1 = sma(_src, _len) // Simple
v2 = ema(_src, _len) // Exponential
v3 = 2 * v2 - ema(v2, _len) // Double Exponential
v4 = 3 * (v2 - ema(v2, _len)) + ema(ema(v2, _len), _len) // Triple Exponential
v5 = wma(_src, _len) // Weighted
v6 = vwma(_src, _len) // Volume Weighted
v7 = 0.0
v7 := na(v7[1]) ? sma(_src, _len) : (v7[1] * (_len - 1) + _src) / _len // Smoothed
v8 = wma(2 * wma(_src, _len / 2) - wma(_src, _len), round(sqrt(_len))) // Hull
v9 = linreg(_src, _len, _lsma_offset) // Least Squares
v10 = alma(_src, _len, _alma_offset, _alma_sigma) // Arnaud Legoux
v11 = sma(v1,_len) // Triangular (extreme smooth)
// SuperSmoother filter
// Β© 2013 John F. Ehlers
a1 = exp(-1.414*3.14159 / _len)
b1 = 2*a1*cos(1.414*3.14159 / _len)
c2 = b1
c3 = (-a1)*a1
c1 = 1 - c2 - c3
v12 = 0.0
v12 := c1*(_src + nz(_src[1])) / 2 + c2*nz(v12[1]) + c3*nz(v12[2])
_type=="EMA" ? v2 :_type=="DEMA" ? v3 : _type=="TEMA" ? v4 : _type=="WMA" ? v5 : _type=="VWMA" ? v6 : _type=="SMMA" ? v7 :
_type=="HullMA" ? v8 : _type=="LSMA" ? v9 : _type=="ALMA" ? v10 : _type=="TMA" ? v11: _type=="SSMA" ? v12 : v1
// }=== /BASE FUNCTIONS ===
// {==== Code for prevent 'repaint' ===
// security wrapper for repeat calls
f_security( _id, _res, _exp, _non_rep) =>
security(_id, _res, _exp[_non_rep == 2 ? 1 : 0], gaps=barmerge.gaps_off,
lookahead=barmerge.lookahead_on)[_non_rep == 1 ? 1 : 0]
// }====/Code for prevent 'repaint' ===
// Get current resolution in float minutes.
var vResInMinutes = f_resInMinutes()
stratRes = f_multipleOfRes(vResInMinutes, resMultiplier)
atr = atr(Periods)
// === SERIES SETUP ===
closeSeries = variant(basisType, close, basisLen, alma_offset, alma_sigma, lsma_offset)
openSeries = variant(basisType, open, basisLen, alma_offset, alma_sigma, lsma_offset)
// === /SERIES ===
// Get Alternate resolution Series if selected.
closeSeriesAlt = f_security(syminfo.tickerid, stratRes, closeSeries, Non_Repainting)
openSeriesAlt = f_security(syminfo.tickerid, stratRes, openSeries, Non_Repainting)
// {=== PLOTTING ===
trendColour = (closeSeriesAlt > openSeriesAlt + Multiplier*atr) ? color.green : (closeSeriesAlt < openSeriesAlt - Multiplier*atr) ? color.red : color.yellow
bcolour = (closeSeriesAlt > openSeriesAlt) ? color.green : color.red
barcolor(scolor and calcPeriod ? bcolour : na, title = "Bar Colours")
closeP = plot(series= scolor and calcPeriod ? closeSeriesAlt : na, title = "Close Series", color = trendColour, linewidth = 2, style = plot.style_line, transp = 20)
openP = plot(series= scolor and calcPeriod ? openSeriesAlt : na, title = "Open Series", color = trendColour, linewidth = 2, style = plot.style_line, transp = 20)
fill(closeP,openP,color=trendColour,transp=80)
if enableHighlight
if highlightType == "Anchors"
if useStartPeriodTime
line.set_xy1(startAnchor, startPeriodTime, low)
line.set_xy2(startAnchor, startPeriodTime, high)
if useEndPeriodTime
line.set_xy1(endAnchor, calcPeriod ? time : line.get_x1(endAnchor), low)
line.set_xy2(endAnchor, calcPeriod ? time : line.get_x1(endAnchor), high)
if highlightType == "Background"
useBgcolor := true
bgcolor(useBgcolor and calcPeriod ? highlightColor : na, editable = false)
// plot "calcPeriod of time"
// }=== /PLOTTING ===
//
// {=== STRATEGY conditions
long = crossover( closeSeriesAlt, openSeriesAlt + Multiplier*atr) //Code to adjust sensitivity 'Multiplier*atr'
short = crossunder(closeSeriesAlt, openSeriesAlt - Multiplier*atr) //Code to adjust sensitivity 'Multiplier*atr'
// === /STRATEGY conditions.
// === STRATEGY ===
// stop loss
// stopLoss = input(defval = 0, title = "Stop Loss Points (zero for disable)", group = "Stop Condition", minval = 0)
// targetProfit= input(defval = 0, title = "Target Profit Points (zero for disable)", group = "Stop Condition", minval = 0)
// STEP 1:
// Configure trail stop level with input options (optional)
// longTrailPerc = input(title="Trail Long Loss (%)(zero for disable)", type=input.float, minval=0.0, step=0.1, defval=5.0, group = "Stop Condition", tooltip = "from highest point") * 0.01
// shortTrailPerc= input(title="Trail Short Loss(%)(zero for disable)", type=input.float, minval=0.0, step=0.1, defval=5.0, group = "Stop Condition", tooltip = "from lowest point" ) * 0.01
longTrailPerc = input(title="Trail Long Loss (%)(zero for disable)", type=input.float, minval=0.0, step=0.1, defval=0.0, group = "Stop Condition", tooltip = "From the previous 'close' value") * 0.01
shortTrailPerc= input(title="Trail Short Loss(%)(zero for disable)", type=input.float, minval=0.0, step=0.1, defval=0.0, group = "Stop Condition", tooltip = "From the previous 'close' value") * 0.01
// STEP 2:
// Determine trail stop loss prices
longStopPrice = 0.0, shortStopPrice = 0.0
longStopPrice := if (strategy.position_size > 0)
stopValue = close * (1 - longTrailPerc)
// stopValue = high * (1 - longTrailPerc)
max(stopValue, longStopPrice[1])
else
0
shortStopPrice := if (strategy.position_size < 0)
stopValue = close * (1 + shortTrailPerc)
// stopValue = low * (1 + shortTrailPerc)
min(stopValue, shortStopPrice[1])
else
9999999999
// Plot stop loss values for confirmation
plot(series=(strategy.position_size > 0) and calcPeriod and longTrailPerc != 0.0 ? longStopPrice : na,
color=color.fuchsia, style=plot.style_linebr,
linewidth=2, title="Long Trail Stop" , transp = 0)
plot(series=(strategy.position_size < 0) and calcPeriod and shortTrailPerc != 0.0 ? shortStopPrice : na,
color=color.purple, style=plot.style_linebr,
linewidth=2, title="Short Trail Stop", transp = 0)
//exit parameters
// TP = targetProfit > 0 ? targetProfit : na
// SL = stopLoss > 0 ? stopLoss : na
if (calcPeriod and tradeType!="NONE")
strategy.entry("long", strategy.long, when=long ==true and tradeType!="SHORT", comment = "EL" , alert_message = "Long")
strategy.entry("short", strategy.short, when=short==true and tradeType!="LONG" , comment = "ES" , alert_message = "Short")
strategy.close("long", when=short==true and tradeType=="LONG" , comment = "EL close" , alert_message = "Long close")
strategy.close("short", when=long ==true and tradeType=="SHORT", comment = "ES close" , alert_message = "Short close")
// strategy.exit( "XL", from_entry = "long", profit = TP, loss = SL, comment = "XL long" , alert_message = "exit long")
// strategy.exit( "XS", from_entry = "short", profit = TP, loss = SL, comment = "XL short" , alert_message = "exit short")
strategy.exit(id="long", when = strategy.position_size > 0 and longTrailPerc != 0.0, stop=longStopPrice, comment = "Long TRL STP", alert_message = "Long TRL STP")
strategy.exit(id="short", when = strategy.position_size < 0 and shortTrailPerc != 0.0, stop=shortStopPrice, comment = "Short TRL STP", alert_message = "Short TRL STP")
// }=== /STRATEGY ===
// eof
// { To view trends start
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
//////////////////////////////////////////////////////////////////////////////////
// //
// If you don't want a [screen label], comment or delete the line below all. //
// //
//////////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
// { input for Label start
showLabel = input(defval = true, title = "Show Screener Label with Text Color", group = "Label", inline = "Show Label")
textColor = input(color.blue, "", input.color, group = "Label", inline = "Show Label")
rmCurrency = input(defval = true, title = "Remove Currency Display", group = "Label", inline = "Remove Currency")
Currency = input(defval = "USDT,USD,KRW", title ="" , type = input.string, confirm =false,group = "Label",inline = "Remove Currency")
sort_by = input(defval ="Change Rate",title = "Label Sort by: ", options=["Profit", "Change Rate", "None"], group = "Label")
posX_scr = input(defval = 100, title = "Label Position x-axis(#bars)", group = "Label", tooltip = "The label moves to the right by the number of bars..")
posY_scr = input(defval = 100.0, title = "Label Position y-axis(ohlc4[100] * %/100)", step = 0.1, group = "Label", tooltip = "The label moves up and down depending on the input value. 100% is original point. ex) 99.5, ex) 105 ")
// } input for Label end
// { Function for handling strings start
// βββββ Function returning a string representation of a numeric `_val` using a special `_fmt` string allowing all strings to be of the same width, to help align columns of values.
f_tostringPad(_val, _fmt) =>
// float _val: string to separate.
// string _fmt: formatting string similar to those used in the `tostring()` format string, with "?" used to indicate padding,
// e.g., "??0.00" to ensure that numbers always contain three characters left of the decimal point.
// WARNING: A minus sign MUST begin the format ("-??0.00") if negative values are to be handled, otherwise negative values will have no minus sign.
// Character used to pad numbers: Unicode figure space (U+2007).
var string FIGURE_SPACE = "β"
// Character used to pad minus signs: Unicode punctuation space (U+2008).
var string PUNCTUATION_SPACE = "β"
// Preliminary conversion of the value to a string.
string _formattedVal = tostring(_val, _fmt)
// Remove minus sign from format string.
_formattedVal := str.replace_all(_formattedVal, "-", "")
// Split value and format string into characters.
string[] _chars = str.split(_formattedVal, "")
string[] _charsFmt = str.split(_fmt, "")
// Detect if we need to handle negative values, and if so, remove the minus sign from format.
bool _handleNegs = array.get(_charsFmt, 0) == "-"
if _handleNegs
array.shift(_charsFmt)
// Detect if value or format string are without a decimal point and if so, add a temporary one for our logic, which we'll remove later.
int _pointPos = array.indexof(_chars, ".")
int _pointPosFmt = array.indexof(_charsFmt, ".")
bool _noPoint = _pointPos == -1
bool _noPointFmt = _pointPosFmt == -1
if _noPoint
array.push(_chars, ".")
_pointPos := array.indexof(_chars, ".")
if _noPointFmt
array.push(_charsFmt, ".")
_pointPosFmt := array.indexof(_charsFmt, ".")
// Remove extra instances of "?" in front of value.
_extraChars = _pointPos - _pointPosFmt
if _extraChars > 0
for _i = 0 to _extraChars - 1
array.shift(_chars)
// Add minus sign or space if needed.
if _handleNegs
// Format accounts for negative values; insert minus sign or space.
array.unshift(_chars, (_val < 0 ? "-" : PUNCTUATION_SPACE))
// Remove temporary decimal point if needed.
if _noPointFmt or _noPoint
array.pop(_chars)
// Rejoin our array and replace the "?" chars left in our result with figure space padding.
string _return = array.join(_chars, "")
_return := str.replace_all(_return, "?", FIGURE_SPACE)
f_rmDnC(_str, _space, _rmCurrency ,_Currency) =>
// string _str: string to separate.
// int _space : space for id
// bool _rmCurrency : if true remove currency display
// string _Currency : Separated by ',' list of Currency
var string FIGURE_SPACE = "β"
var string _str0 = _str
if _rmCurrency
_Currencys0 = str.split(str.replace_all(_Currency, " ", ""), ",")
for i = 0 to array.size(_Currencys0) - 1
_str0 := str.replace_all(_str0, array.get(_Currencys0, i), '')
string[] _chars = str.split(_str0, "")
int _len = array.size(_chars)
int _ofPos = array.indexof(_chars, ":")
string[] _substr = array.new_string(0)
if _ofPos >= 0 and _ofPos < _len - 1
_substr := array.slice(_chars, _ofPos + 1, _len) // remove Dealer code
int _len2 = array.size(_substr)
if _len2 < _space
for _i = _len2 + 1 to _space
array.push(_substr, FIGURE_SPACE)
// array.unshift(_substr, FIGURE_SPACE)
else if _len < _space
_len := _str == '' ? 0 : _len // size of 'string[] _chars = str.split('', "")' is 1 not 0
for _i = _len + 1 to _space
array.push(_chars, FIGURE_SPACE)
// array.unshift(_chars, FIGURE_SPACE)
string _return = _ofPos >= 0 and _ofPos < _len - 1 ? array.join(_substr, "") : array.join(_chars, "")
// } Function for handling strings end
OCCmax(_id, _multiplier, _non_rep) =>
var Trend = 0
var Position = 0
var profit = 0.0
var changeRate = 0.0
var tm = 0
var to_num = 0
if _id == ''
Trend := 0, Position := 0, profit := -99999999.9, changeRate := -99999999.9, tm := 0
if _id != ''
Trend := closeSeries[1] > (openSeries[1] + _multiplier * atr) ? 1 :
closeSeries[1] < (openSeries[1] - _multiplier * atr) ? -1 : 0
Position := Trend != 0 ? Trend : Position[1]
to_num := barssince(Position[1] != Position[0]) + 1
profit := 100.0 * (close[0] - close[to_num]) / close[to_num]
tm := to_num * resMultiplier
changeRate := 100.0 * profit / (tm * vResInMinutes)
[Trend, Position, profit, changeRate, tm]
//////////////////////////////////////////////////////////////////////////////////////////////
// If you want to reduce the input space, adjust the 'array_size'. //
// And comment the id number as many as you want from the line below. //
// 'array_size' is 1 larger than the 'ID number'. array_size cannot be greater than 38. //
//////////////////////////////////////////////////////////////////////////////////////////////
array_size = 38
spaceSize = rmCurrency ? 4 : 6 // for tickerid display
// { Label list start
var id_ = array.new_string(array_size), var t_ = array.new_int(array_size), var p_ = array.new_int(array_size)
var pr_ = array.new_float(array_size), var cr_ = array.new_float(array_size), var tm_ = array.new_int(array_size)
id00 = syminfo.tickerid , [t00, p00, pr00, cr00, tm00] = security(id00, stratRes, OCCmax(id00, Multiplier, Non_Repainting)), array.set(id_, 0, f_rmDnC(id00, spaceSize, rmCurrency , Currency)), array.set(t_, 0, t00), array.set(p_, 0, p00), array.set(pr_, 0, pr00), array.set(cr_, 0, cr00), array.set(tm_, 0, tm00)
id01 = input('', title='Symbol 01',type=input.symbol, group = "Inputs to view trends"), [t01, p01, pr01, cr01, tm01] = security(id01, stratRes, OCCmax(id01, Multiplier, Non_Repainting)), array.set(id_, 1, f_rmDnC(id01, spaceSize, rmCurrency , Currency)), array.set(t_, 1, t01), array.set(p_, 1, p01), array.set(pr_, 1, pr01), array.set(cr_, 1, cr01), array.set(tm_, 1, tm01)
id02 = input('', title='Symbol 02',type=input.symbol, group = "Inputs to view trends"), [t02, p02, pr02, cr02, tm02] = security(id02, stratRes, OCCmax(id02, Multiplier, Non_Repainting)), array.set(id_, 2, f_rmDnC(id02, spaceSize, rmCurrency , Currency)), array.set(t_, 2, t02), array.set(p_, 2, p02), array.set(pr_, 2, pr02), array.set(cr_, 2, cr02), array.set(tm_, 2, tm02)
id03 = input('', title='Symbol 03',type=input.symbol, group = "Inputs to view trends"), [t03, p03, pr03, cr03, tm03] = security(id03, stratRes, OCCmax(id03, Multiplier, Non_Repainting)), array.set(id_, 3, f_rmDnC(id03, spaceSize, rmCurrency , Currency)), array.set(t_, 3, t03), array.set(p_, 3, p03), array.set(pr_, 3, pr03), array.set(cr_, 3, cr03), array.set(tm_, 3, tm03)
id04 = input('', title='Symbol 04',type=input.symbol, group = "Inputs to view trends"), [t04, p04, pr04, cr04, tm04] = security(id04, stratRes, OCCmax(id04, Multiplier, Non_Repainting)), array.set(id_, 4, f_rmDnC(id04, spaceSize, rmCurrency , Currency)), array.set(t_, 4, t04), array.set(p_, 4, p04), array.set(pr_, 4, pr04), array.set(cr_, 4, cr04), array.set(tm_, 4, tm04)
id05 = input('', title='Symbol 05',type=input.symbol, group = "Inputs to view trends"), [t05, p05, pr05, cr05, tm05] = security(id05, stratRes, OCCmax(id05, Multiplier, Non_Repainting)), array.set(id_, 5, f_rmDnC(id05, spaceSize, rmCurrency , Currency)), array.set(t_, 5, t05), array.set(p_, 5, p05), array.set(pr_, 5, pr05), array.set(cr_, 5, cr05), array.set(tm_, 5, tm05)
id06 = input('', title='Symbol 06',type=input.symbol, group = "Inputs to view trends"), [t06, p06, pr06, cr06, tm06] = security(id06, stratRes, OCCmax(id06, Multiplier, Non_Repainting)), array.set(id_, 6, f_rmDnC(id06, spaceSize, rmCurrency , Currency)), array.set(t_, 6, t06), array.set(p_, 6, p06), array.set(pr_, 6, pr06), array.set(cr_, 6, cr06), array.set(tm_, 6, tm06)
id07 = input('', title='Symbol 07',type=input.symbol, group = "Inputs to view trends"), [t07, p07, pr07, cr07, tm07] = security(id07, stratRes, OCCmax(id07, Multiplier, Non_Repainting)), array.set(id_, 7, f_rmDnC(id07, spaceSize, rmCurrency , Currency)), array.set(t_, 7, t07), array.set(p_, 7, p07), array.set(pr_, 7, pr07), array.set(cr_, 7, cr07), array.set(tm_, 7, tm07)
id08 = input('', title='Symbol 08',type=input.symbol, group = "Inputs to view trends"), [t08, p08, pr08, cr08, tm08] = security(id08, stratRes, OCCmax(id08, Multiplier, Non_Repainting)), array.set(id_, 8, f_rmDnC(id08, spaceSize, rmCurrency , Currency)), array.set(t_, 8, t08), array.set(p_, 8, p08), array.set(pr_, 8, pr08), array.set(cr_, 8, cr08), array.set(tm_, 8, tm08)
id09 = input('', title='Symbol 09',type=input.symbol, group = "Inputs to view trends"), [t09, p09, pr09, cr09, tm09] = security(id09, stratRes, OCCmax(id09, Multiplier, Non_Repainting)), array.set(id_, 9, f_rmDnC(id09, spaceSize, rmCurrency , Currency)), array.set(t_, 9, t09), array.set(p_, 9, p09), array.set(pr_, 9, pr09), array.set(cr_, 9, cr09), array.set(tm_, 9, tm09)
id10 = input('', title='Symbol 10',type=input.symbol, group = "Inputs to view trends"), [t10, p10, pr10, cr10, tm10] = security(id10, stratRes, OCCmax(id10, Multiplier, Non_Repainting)), array.set(id_, 10, f_rmDnC(id10, spaceSize, rmCurrency , Currency)), array.set(t_, 10, t10), array.set(p_, 10, p10), array.set(pr_, 10, pr10), array.set(cr_, 10, cr10), array.set(tm_, 10, tm10)
id11 = input('', title='Symbol 11',type=input.symbol, group = "Inputs to view trends"), [t11, p11, pr11, cr11, tm11] = security(id11, stratRes, OCCmax(id11, Multiplier, Non_Repainting)), array.set(id_, 11, f_rmDnC(id11, spaceSize, rmCurrency , Currency)), array.set(t_, 11, t11), array.set(p_, 11, p11), array.set(pr_, 11, pr11), array.set(cr_, 11, cr11), array.set(tm_, 11, tm11)
id12 = input('', title='Symbol 12',type=input.symbol, group = "Inputs to view trends"), [t12, p12, pr12, cr12, tm12] = security(id12, stratRes, OCCmax(id12, Multiplier, Non_Repainting)), array.set(id_, 12, f_rmDnC(id12, spaceSize, rmCurrency , Currency)), array.set(t_, 12, t12), array.set(p_, 12, p12), array.set(pr_, 12, pr12), array.set(cr_, 12, cr12), array.set(tm_, 12, tm12)
id13 = input('', title='Symbol 13',type=input.symbol, group = "Inputs to view trends"), [t13, p13, pr13, cr13, tm13] = security(id13, stratRes, OCCmax(id13, Multiplier, Non_Repainting)), array.set(id_, 13, f_rmDnC(id13, spaceSize, rmCurrency , Currency)), array.set(t_, 13, t13), array.set(p_, 13, p13), array.set(pr_, 13, pr13), array.set(cr_, 13, cr13), array.set(tm_, 13, tm13)
id14 = input('', title='Symbol 14',type=input.symbol, group = "Inputs to view trends"), [t14, p14, pr14, cr14, tm14] = security(id14, stratRes, OCCmax(id14, Multiplier, Non_Repainting)), array.set(id_, 14, f_rmDnC(id14, spaceSize, rmCurrency , Currency)), array.set(t_, 14, t14), array.set(p_, 14, p14), array.set(pr_, 14, pr14), array.set(cr_, 14, cr14), array.set(tm_, 14, tm14)
id15 = input('', title='Symbol 15',type=input.symbol, group = "Inputs to view trends"), [t15, p15, pr15, cr15, tm15] = security(id15, stratRes, OCCmax(id15, Multiplier, Non_Repainting)), array.set(id_, 15, f_rmDnC(id15, spaceSize, rmCurrency , Currency)), array.set(t_, 15, t15), array.set(p_, 15, p15), array.set(pr_, 15, pr15), array.set(cr_, 15, cr15), array.set(tm_, 15, tm15)
id16 = input('', title='Symbol 16',type=input.symbol, group = "Inputs to view trends"), [t16, p16, pr16, cr16, tm16] = security(id16, stratRes, OCCmax(id16, Multiplier, Non_Repainting)), array.set(id_, 16, f_rmDnC(id16, spaceSize, rmCurrency , Currency)), array.set(t_, 16, t16), array.set(p_, 16, p16), array.set(pr_, 16, pr16), array.set(cr_, 16, cr16), array.set(tm_, 16, tm16)
id17 = input('', title='Symbol 17',type=input.symbol, group = "Inputs to view trends"), [t17, p17, pr17, cr17, tm17] = security(id17, stratRes, OCCmax(id17, Multiplier, Non_Repainting)), array.set(id_, 17, f_rmDnC(id17, spaceSize, rmCurrency , Currency)), array.set(t_, 17, t17), array.set(p_, 17, p17), array.set(pr_, 17, pr17), array.set(cr_, 17, cr17), array.set(tm_, 17, tm17)
id18 = input('', title='Symbol 18',type=input.symbol, group = "Inputs to view trends"), [t18, p18, pr18, cr18, tm18] = security(id18, stratRes, OCCmax(id18, Multiplier, Non_Repainting)), array.set(id_, 18, f_rmDnC(id18, spaceSize, rmCurrency , Currency)), array.set(t_, 18, t18), array.set(p_, 18, p18), array.set(pr_, 18, pr18), array.set(cr_, 18, cr18), array.set(tm_, 18, tm18)
id19 = input('', title='Symbol 19',type=input.symbol, group = "Inputs to view trends"), [t19, p19, pr19, cr19, tm19] = security(id19, stratRes, OCCmax(id19, Multiplier, Non_Repainting)), array.set(id_, 19, f_rmDnC(id19, spaceSize, rmCurrency , Currency)), array.set(t_, 19, t19), array.set(p_, 19, p19), array.set(pr_, 19, pr19), array.set(cr_, 19, cr19), array.set(tm_, 19, tm19)
id20 = input('', title='Symbol 20',type=input.symbol, group = "Inputs to view trends"), [t20, p20, pr20, cr20, tm20] = security(id20, stratRes, OCCmax(id20, Multiplier, Non_Repainting)), array.set(id_, 20, f_rmDnC(id20, spaceSize, rmCurrency , Currency)), array.set(t_, 20, t20), array.set(p_, 20, p20), array.set(pr_, 20, pr20), array.set(cr_, 20, cr20), array.set(tm_, 20, tm20)
id21 = input('', title='Symbol 21',type=input.symbol, group = "Inputs to view trends"), [t21, p21, pr21, cr21, tm21] = security(id21, stratRes, OCCmax(id21, Multiplier, Non_Repainting)), array.set(id_, 21, f_rmDnC(id21, spaceSize, rmCurrency , Currency)), array.set(t_, 21, t21), array.set(p_, 21, p21), array.set(pr_, 21, pr21), array.set(cr_, 21, cr21), array.set(tm_, 21, tm21)
id22 = input('', title='Symbol 22',type=input.symbol, group = "Inputs to view trends"), [t22, p22, pr22, cr22, tm22] = security(id22, stratRes, OCCmax(id22, Multiplier, Non_Repainting)), array.set(id_, 22, f_rmDnC(id22, spaceSize, rmCurrency , Currency)), array.set(t_, 22, t22), array.set(p_, 22, p22), array.set(pr_, 22, pr22), array.set(cr_, 22, cr22), array.set(tm_, 22, tm22)
id23 = input('', title='Symbol 23',type=input.symbol, group = "Inputs to view trends"), [t23, p23, pr23, cr23, tm23] = security(id23, stratRes, OCCmax(id23, Multiplier, Non_Repainting)), array.set(id_, 23, f_rmDnC(id23, spaceSize, rmCurrency , Currency)), array.set(t_, 23, t23), array.set(p_, 23, p23), array.set(pr_, 23, pr23), array.set(cr_, 23, cr23), array.set(tm_, 23, tm23)
id24 = input('', title='Symbol 24',type=input.symbol, group = "Inputs to view trends"), [t24, p24, pr24, cr24, tm24] = security(id24, stratRes, OCCmax(id24, Multiplier, Non_Repainting)), array.set(id_, 24, f_rmDnC(id24, spaceSize, rmCurrency , Currency)), array.set(t_, 24, t24), array.set(p_, 24, p24), array.set(pr_, 24, pr24), array.set(cr_, 24, cr24), array.set(tm_, 24, tm24)
id25 = input('', title='Symbol 25',type=input.symbol, group = "Inputs to view trends"), [t25, p25, pr25, cr25, tm25] = security(id25, stratRes, OCCmax(id25, Multiplier, Non_Repainting)), array.set(id_, 25, f_rmDnC(id25, spaceSize, rmCurrency , Currency)), array.set(t_, 25, t25), array.set(p_, 25, p25), array.set(pr_, 25, pr25), array.set(cr_, 25, cr25), array.set(tm_, 25, tm25)
id26 = input('', title='Symbol 26',type=input.symbol, group = "Inputs to view trends"), [t26, p26, pr26, cr26, tm26] = security(id26, stratRes, OCCmax(id26, Multiplier, Non_Repainting)), array.set(id_, 26, f_rmDnC(id26, spaceSize, rmCurrency , Currency)), array.set(t_, 26, t26), array.set(p_, 26, p26), array.set(pr_, 26, pr26), array.set(cr_, 26, cr26), array.set(tm_, 26, tm26)
id27 = input('', title='Symbol 27',type=input.symbol, group = "Inputs to view trends"), [t27, p27, pr27, cr27, tm27] = security(id27, stratRes, OCCmax(id27, Multiplier, Non_Repainting)), array.set(id_, 27, f_rmDnC(id27, spaceSize, rmCurrency , Currency)), array.set(t_, 27, t27), array.set(p_, 27, p27), array.set(pr_, 27, pr27), array.set(cr_, 27, cr27), array.set(tm_, 27, tm27)
id28 = input('', title='Symbol 28',type=input.symbol, group = "Inputs to view trends"), [t28, p28, pr28, cr28, tm28] = security(id28, stratRes, OCCmax(id28, Multiplier, Non_Repainting)), array.set(id_, 28, f_rmDnC(id28, spaceSize, rmCurrency , Currency)), array.set(t_, 28, t28), array.set(p_, 28, p28), array.set(pr_, 28, pr28), array.set(cr_, 28, cr28), array.set(tm_, 28, tm28)
id29 = input('', title='Symbol 29',type=input.symbol, group = "Inputs to view trends"), [t29, p29, pr29, cr29, tm29] = security(id29, stratRes, OCCmax(id29, Multiplier, Non_Repainting)), array.set(id_, 29, f_rmDnC(id29, spaceSize, rmCurrency , Currency)), array.set(t_, 29, t29), array.set(p_, 29, p29), array.set(pr_, 29, pr29), array.set(cr_, 29, cr29), array.set(tm_, 29, tm29)
id30 = input('', title='Symbol 30',type=input.symbol, group = "Inputs to view trends"), [t30, p30, pr30, cr30, tm30] = security(id30, stratRes, OCCmax(id30, Multiplier, Non_Repainting)), array.set(id_, 30, f_rmDnC(id30, spaceSize, rmCurrency , Currency)), array.set(t_, 30, t30), array.set(p_, 30, p30), array.set(pr_, 30, pr30), array.set(cr_, 30, cr30), array.set(tm_, 30, tm30)
id31 = input('', title='Symbol 31',type=input.symbol, group = "Inputs to view trends"), [t31, p31, pr31, cr31, tm31] = security(id31, stratRes, OCCmax(id31, Multiplier, Non_Repainting)), array.set(id_, 31, f_rmDnC(id31, spaceSize, rmCurrency , Currency)), array.set(t_, 31, t31), array.set(p_, 31, p31), array.set(pr_, 31, pr31), array.set(cr_, 31, cr31), array.set(tm_, 31, tm31)
id32 = input('', title='Symbol 32',type=input.symbol, group = "Inputs to view trends"), [t32, p32, pr32, cr32, tm32] = security(id32, stratRes, OCCmax(id32, Multiplier, Non_Repainting)), array.set(id_, 32, f_rmDnC(id32, spaceSize, rmCurrency , Currency)), array.set(t_, 32, t32), array.set(p_, 32, p32), array.set(pr_, 32, pr32), array.set(cr_, 32, cr32), array.set(tm_, 32, tm32)
id33 = input('', title='Symbol 33',type=input.symbol, group = "Inputs to view trends"), [t33, p33, pr33, cr33, tm33] = security(id33, stratRes, OCCmax(id33, Multiplier, Non_Repainting)), array.set(id_, 33, f_rmDnC(id33, spaceSize, rmCurrency , Currency)), array.set(t_, 33, t33), array.set(p_, 33, p33), array.set(pr_, 33, pr33), array.set(cr_, 33, cr33), array.set(tm_, 33, tm33)
id34 = input('', title='Symbol 34',type=input.symbol, group = "Inputs to view trends"), [t34, p34, pr34, cr34, tm34] = security(id34, stratRes, OCCmax(id34, Multiplier, Non_Repainting)), array.set(id_, 34, f_rmDnC(id34, spaceSize, rmCurrency , Currency)), array.set(t_, 34, t34), array.set(p_, 34, p34), array.set(pr_, 34, pr34), array.set(cr_, 34, cr34), array.set(tm_, 34, tm34)
id35 = input('', title='Symbol 35',type=input.symbol, group = "Inputs to view trends"), [t35, p35, pr35, cr35, tm35] = security(id35, stratRes, OCCmax(id35, Multiplier, Non_Repainting)), array.set(id_, 35, f_rmDnC(id35, spaceSize, rmCurrency , Currency)), array.set(t_, 35, t35), array.set(p_, 35, p35), array.set(pr_, 35, pr35), array.set(cr_, 35, cr35), array.set(tm_, 35, tm35)
id36 = input('', title='Symbol 36',type=input.symbol, group = "Inputs to view trends"), [t36, p36, pr36, cr36, tm36] = security(id36, stratRes, OCCmax(id36, Multiplier, Non_Repainting)), array.set(id_, 36, f_rmDnC(id36, spaceSize, rmCurrency , Currency)), array.set(t_, 36, t36), array.set(p_, 36, p36), array.set(pr_, 36, pr36), array.set(cr_, 36, cr36), array.set(tm_, 36, tm36)
id37 = input('', title='Symbol 37',type=input.symbol, group = "Inputs to view trends"), [t37, p37, pr37, cr37, tm37] = security(id37, stratRes, OCCmax(id37, Multiplier, Non_Repainting)), array.set(id_, 37, f_rmDnC(id37, spaceSize, rmCurrency , Currency)), array.set(t_, 37, t37), array.set(p_, 37, p37), array.set(pr_, 37, pr37), array.set(cr_, 37, cr37), array.set(tm_, 37, tm37)
// { Label list end
// { for Label display start
var string scr_label = ''
var string pot_label = ''
var string up_label = ''
var string dn_label = ''
pot_label := rmCurrency ? '[ Potential Reversal:ββββββββ]\n' : '[ Potential Reversal:ββββββββββββ]\n'
up_label := rmCurrency ? '[ Uptrend:Profit,ChgRate,#Bars\n' : '[ Uptrend:βProfit%,βChgRate,#Bars\n'
dn_label := rmCurrency ? '[ Downtrend:ββββββββββββββ]\n' : '[ Downtrend:ββββββββββββββββββ]\n'
scr_label := rmCurrency ? '[ Confirmed Reversal:βββββββ]\n' : '[ Confirmed Reversal:βββββββββββ]\n'
up_label := sort_by == "Profit" ? (rmCurrency ? up_label + '|βββββββββ-------βββββββββββ|\n' : up_label + '|ββββββββββ-----------βββββββββββ|\n') : up_label
up_label := sort_by == "Change Rate" ? (rmCurrency ? up_label + '|βββββββββββββββ--------ββββ|\n' : up_label + '|βββββββββββββββββ---------βββββ|\n' ) : up_label
up_label := sort_by == "None" ? (rmCurrency ? up_label + '|βββββββββββββββββββββββββ|\n' : up_label + '|βββββββββββββββββββββββββββ|\n' ) : up_label
// { sorting start
var not_blank = array.indexof(id_, rmCurrency ? "ββββ" : "ββββββ") != -1 ? array.indexof(id_, rmCurrency ? "ββββ" : "ββββββ") : array_size
arrayForSort = sort_by == "Profit" ? array.copy(pr_) : array.copy(cr_)
array.sort(arrayForSort, order.descending)
stock_info = ''
sorted_index = 0
for i = 0 to not_blank
if i == 0
sorted_index := 0 // for id00 = syminfo.tickerid
else
sorted_index := sort_by == "None" ? i - 1 : sort_by == "Profit" ? array.indexof(pr_, array.get(arrayForSort, i - 1)[0]) : array.indexof(cr_, array.get(arrayForSort, i - 1)[0])
sorted_index := sorted_index != -1 ? sorted_index : 0
stock_info := array.get(id_, sorted_index)[0] + 'β' +
f_tostringPad(array.get(pr_, sorted_index)[0], "-??0.00") + 'β' +
f_tostringPad(array.get(cr_, sorted_index)[0], "-?0.00") + 'β' +
f_tostringPad(array.get(tm_, sorted_index)[0], "???0") + '\n'
scr_label := array.get(p_, sorted_index)[0] != array.get(p_, sorted_index)[1] and array.get(t_, sorted_index)[0] != 0 ? scr_label + stock_info : scr_label
pot_label := array.get(t_, sorted_index)[0] == 0 ? pot_label + stock_info : pot_label
up_label := array.get(t_, sorted_index)[0] == 1 ? up_label + stock_info : up_label
dn_label := array.get(t_, sorted_index)[0] == -1 ? dn_label + stock_info : dn_label
// } sorting end
f_printscr (_txtscr ) =>
var _lblscr = label(na),
label.delete(_lblscr ),
_lblscr := label.new(
time + (time-time[1])*posX_scr,
ohlc4[100] * posY_scr/100.0,
_txtscr,
xloc.bar_time,
yloc.price,
showLabel ? #00000000 : na,
textcolor = showLabel ? textColor : na,
size = size.normal,
style = label.style_label_center,
textalign = text.align_right
)
f_printscr ( scr_label + '\n' + pot_label +'\n' + up_label + '\n' + dn_label)
// } for Label display end
// }To view trends end
|
TTM-SQUEEZE STRATEGY | https://www.tradingview.com/script/FbGPdTnr-TTM-SQUEEZE-STRATEGY/ | Hodl4dearlife | https://www.tradingview.com/u/Hodl4dearlife/ | 197 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© Hodl4dearlife
// create base on http://www.dailyfx.com/forex_forum/coding-strategy-advisors-indicators-functions/237563-ttm-squeeze-indicator.html
//@version=4
strategy(title="TTM-SQUEEZE STRATEGY", overlay=false, default_qty_type=strategy.percent_of_equity, default_qty_value=100, initial_capital=100, commission_value = 0.1)////////////////////// USER INPUTS /////////////////////////
// Only enter long positions //
strategy.risk.allow_entry_in(strategy.direction.long)
// Backtest Start Date //
startDate = input(title="Start Date", type=input.integer, defval=1, minval=1, maxval=31)
startMonth = input(title="Start Month", type=input.integer, defval=1, minval=1, maxval=12)
startYear = input(title="Start Year", type=input.integer, defval=2020, minval=1800, maxval=2100)
afterStartDate = (time >= timestamp(syminfo.timezone, startYear, startMonth, startDate, 0, 0))
////////////////////// USER INPUTS /////////////////////////
useTrend = input(true, title="Use Trend as Indicator", type=input.bool)
trendMA = input(100, title="Trend Indicating MA Length")
useTrueRange = input(true, title="Use TrueRange (KC)", type=input.bool)
activeTrader = input(false, title="Engage Active Trade Mode", type=input.bool)
hybridTrader = input(false, title="Engage Hybrid Trade Mode", type=input.bool)
safety = input(true, title="Engage Safety Mode", type=input.bool)
showMACD = input(true, title="Plot MACD?", type=input.bool)
length = input(20, title="BB Length")
mult = input(2,title="BB MultFactor")
lengthKC=input(20, title="KC Length")
multKC = input(1.5, title="KC MultFactor")
lbp = input(title="Slope Lookback Periods", type=input.integer, defval= 3, minval = 1)
////////////////////// TTM SQUEEZE VARIABLES /////////////////////////
// Calculate BB //
source = close
basis = sma(source, length)
[middleBB, upperBB, lowerBB] = bb(source, length, mult)
// Calculate KC //
f_kc(src, length, multKC, useTrueRange) =>
float base = sma(src, length)
float range = (useTrueRange) ? tr : (high - low)
float rangeSma = sma(range, length)
[base, base + rangeSma * multKC, base - rangeSma * multKC]
[middleKC, upperKC, lowerKC] = f_kc(source, length, multKC, useTrueRange)
sqzOn = (lowerBB > lowerKC) and (upperBB < upperKC)
sqzOff = not sqzOn
noSqz = (sqzOn == false) and (sqzOff == false)
val = linreg(source - avg(avg(highest(high, lengthKC), lowest(low, lengthKC)),sma(close,lengthKC)), lengthKC,0)
////////////////////// OTHER VARIABLES /////////////////////////
slopeMOM = 10 * ((val - val[lbp])/lbp)
maFast = hma(close, 7)
maMedium = sma(close, 7)
maSlow = wma(close, trendMA)
slopeMA = (maSlow - maSlow[lbp])/lbp
slopeTrend = slopeMA > 0
lb = 3
mom_PH = pivothigh(val,lb,lb) and val > 0
mom_PL = pivotlow(val,lb,lb) and val < 0
slope_PH = pivothigh(slopeMOM,lb,lb) and val > 0
slope_PL = pivotlow(slopeMOM,lb,lb) and val < 0
up = close > open
dwn = close < open
[macdLine, signalLine, _] = macd(close, 12, 26, 9)
macdArea = macdLine - signalLine
macdBear = crossunder(macdLine, signalLine)
////////////////////// TRIGGER CONDITIONS /////////////////////////
///buy = sqzOff and sqzOn[1] and up
buy = sqzOn and slopeTrend
//sell = sqzOff and sqzOn[1] and dwn
sell = macdBear
buy_A = sqzOn[1] and maFast > maMedium
sell_A = maFast < maMedium
crossUp = showMACD and crossover(macdLine, signalLine)
crossDwn = showMACD and crossunder(macdLine, signalLine)
////////////////////// PLOT VARIABLES /////////////////////////
plotMACD = if showMACD
color.teal
else
na
plotSignal = if showMACD
color.red
else
na
bcolor = iff( val > 0, iff( val > nz(val[1]), color.olive, color.gray), iff( val < nz(val[1]), color.maroon, color.gray))
scolor = sqzOn ? color.red : color.green
plot(val, color=bcolor, style=plot.style_histogram, linewidth=4, transp = 50)
plot(0, color=scolor, style=plot.style_circles, linewidth=3)
plot(macdLine, color=plotMACD, style=plot.style_line, linewidth=2)
plot(signalLine, color=plotSignal, style=plot.style_line, linewidth=2)
bgcolor(color=(buy[1] and not buy[2]) ? color.green : na, transp = 80)
bgcolor(color=(sell[1] and not sell[2]) ? color.red : na, transp = 80)
////////////////////// PLACE ORDERS /////////////////////////
if(not activeTrader and not hybridTrader and not useTrend and buy and afterStartDate)
strategy.entry("Buy - Long Term", long=true)
if(not activeTrader and not hybridTrader and not useTrend and sell and afterStartDate)
strategy.close("Buy - Long Term")
if(not activeTrader and not hybridTrader and useTrend and slopeMA > 0 and buy and afterStartDate)
strategy.entry("Buy - Long Term", long=true)
if(not activeTrader and not hybridTrader and useTrend and sell and afterStartDate)
strategy.close("Buy - Long Term")
/// Active Trader Mode ///
if(not useTrend and not hybridTrader and activeTrader and buy_A and afterStartDate)
strategy.entry("Buy - Active Trading", long=true)
if(not useTrend and not hybridTrader and activeTrader and sell_A and afterStartDate)
strategy.close("Buy - Active Trading")
if(not hybridTrader and useTrend and slopeMA > 0 and activeTrader and buy_A and afterStartDate)
strategy.entry("Buy - Active Trading", long=true)
if(not hybridTrader and useTrend and activeTrader and sell_A and afterStartDate)
strategy.close("Buy - Active Trading")
/// HYBRID MODE ///
if(hybridTrader and not useTrend and buy and afterStartDate)
strategy.entry("Buy - Long Term", long=true)
if(not useTrend and hybridTrader and sell and afterStartDate)
strategy.close("Buy - Long Term")
if(useTrend and hybridTrader and slopeMA > 0 and buy and afterStartDate)
strategy.entry("Buy - Long Term", long=true)
if(useTrend and hybridTrader and sell and afterStartDate)
strategy.close("Buy - Long Term")
if(not useTrend and hybridTrader and buy_A and afterStartDate)
strategy.entry("Buy - Active Trading", long=true)
if(not useTrend and hybridTrader and sell_A and afterStartDate)
strategy.close("Buy - Active Trading")
if(useTrend and hybridTrader and slopeMA > 0 and activeTrader and buy_A and afterStartDate)
strategy.entry("Buy - Active Trading", long=true)
if(useTrend and hybridTrader and sell_A and afterStartDate)
strategy.close("Buy - Active Trading")
if(safety and sqzOff)
strategy.exit("Sell Safety", "Buy - Long Term", stop = lowerBB)
|
RSI Mean Reversion Bot Strategy | https://www.tradingview.com/script/PhfmO5kT-RSI-Mean-Reversion-Bot-Strategy/ | Solutions1978 | https://www.tradingview.com/u/Solutions1978/ | 407 | 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/
//@version=4
// ββββββββββββββ ββββββββ ββββββ ββββββββββββββββββββββββ βββββββ βββ βββ
//βββββββββββββββββββββββββββββββββββββββββββββββββββββββββ ββββββββββββ ββββ
//βββ ββββββββββββββ ββββββββ βββ ββββββ βββ βββ ββββββββ βββββββ
//βββ ββββββββββββββ ββββββββ βββ ββββββ βββ βββ ββββββββ βββββ
//βββββββββββ ββββββββββββββ βββ βββ ββββββββββββββββ ββββββββ βββ
// ββββββββββ ββββββββββββββ βββ βββ βββββββββββββββ βββββββ βββ
//ββββββββ βββββββ βββ βββ βββββββββββββββ βββββββ ββββ βββββββββββ βββ ββββββ ββββββββ ββββββ
//ββββββββββββββββββββ βββ βββββββββββββββββββββββββββββ βββββββββββββββββββββββββββββββββββββββ
//βββββββββββ ββββββ βββ βββ βββ ββββββ βββββββββ βββββββββββββββββββββββ ββββββββββββ
//βββββββββββ ββββββ βββ βββ βββ ββββββ βββββββββββββββββββββ βββ βββββββ ββββ ββββββββ
//ββββββββββββββββββββββββββββββββββ βββ βββββββββββββββ ββββββββββββββ βββ βββββββ βββ ββββββββ
//ββββββββ βββββββ ββββββββ βββββββ βββ βββ βββββββ βββ βββββββββββββ βββ ββββββ βββ ββββββ
strategy(shorttitle='RSI Bot Strategy v3',title='Holy Grail RSI Strategy', overlay=true, scale=scale.left, initial_capital = 1000, process_orders_on_close=true, default_qty_type = strategy.percent_of_equity, default_qty_value = 100, commission_type=strategy.commission.percent, commission_value=0.18, calc_on_every_tick=true)
kcolor = color.new(#0094FF, 60)
dcolor = color.new(#FF6A00, 60)
// ----------------- Strategy Inputs -------------------------------------------------------------
//Backtest dates with auto finish date of today
start = input(defval = timestamp("01 April 2021 00:00 -0500"), title = "Start Time", type = input.time)
finish = input(defval = timestamp("31 December 2021 00:00 -0600"), title = "End Time", type = input.time)
window() => time >= start and time <= finish ? true : false // create function "within window of time"
// Strategy Selection - Long, Short, or Both
stratinfo = input(true, "Long/Short for Mixed Market, Long for Bull, Short for Bear")
strat = input(title="Trade Types", defval="Long/Short", options=["Long Only", "Long/Short", "Short Only"])
strat_val = strat == "Long Only" ? 1 : strat == "Long/Short" ? 0 : -1
// Risk Management Inputs
sl = input(10.0, "Stop Loss %", minval = 0, maxval = 100, step = 0.01)
tp = input(20.0, "Target Profit %", minval = 0, maxval = 100, step = 0.01)
stoploss = sl/100
TargetProfit = tp/100
// RSI Inputs
RSIinfo = input(true, "RSI Strategy Inputs")
length = input(14, minval=1)
source = input(title="Source", type=input.source, defval=close)
overbought = input(60, "Overbought")
oversold = input(30, "Oversold")
// Stochastic Inputs
Stochinfo = input(true, "Stochastic Overlay Inputs")
smoothK = input(3, "K", minval=1)
smoothD = input(3, "D", minval=1)
k_mode = input("SMA", "K Mode", options=["SMA", "EMA", "WMA"])
//EMA Inputs
EMAInfo = input(true, "EMA Fast and Slow Length Inputs")
fastLength = input(5, minval=1, title="EMA Fast Length")
slowLength = input(10, minval=1, title="EMA Slow Length")
VWAPSource = input(title="VWAP Source", type=input.source, defval=close)
// Selections to show or hide the overlays
showZones = input(true, title="Show Bullish/Bearish Zones")
showStoch = input(true, title="Show Stochastic Overlays")
// ------------------ Background Colors based on EMA Indicators -----------------------------------
haClose(gap) => (open[gap] + high[gap] + low[gap] + close[gap]) / 4
rsi_ema = rsi(haClose(0), length)
v2 = ema(rsi_ema, length)
v3 = 2 * v2 - ema(v2, length)
emaA = ema(rsi_ema, fastLength)
emaFast = 2 * emaA - ema(emaA, fastLength)
emaB = ema(rsi_ema, slowLength)
emaSlow = 2 * emaB - ema(emaB, slowLength)
vwapVal = vwap(VWAPSource)
// bullish signal rule:
bullishRule =emaFast > emaSlow and close>open and close>vwapVal
// bearish signal rule:
bearishRule =emaFast < emaSlow and close<open and close<vwapVal
// current trading State
ruleState = 0
ruleState := bullishRule ? 1 : bearishRule ? -1 : nz(ruleState[1])
ruleColor = ruleState==1 ? color.new(color.blue, 90) : ruleState == -1 ? color.new(color.red, 90) : ruleState == 0 ? color.new(color.gray, 90) : na
bgcolor(showZones ? ruleColor : na, title="Bullish/Bearish Zones")
// ------------------ Stochastic Indicator Overlay -----------------------------------------------
// Calculation
rsi1 = rsi(source, length)
stoch = stoch(rsi1, rsi1, rsi1, length)
k =
k_mode=="EMA" ? ema(stoch, smoothK) :
k_mode=="WMA" ? wma(stoch, smoothK) :
sma(stoch, smoothK)
d = sma(k, smoothD)
k_c = change(k)
d_c = change(d)
kd = k - d
// Plot
signalColor = k>oversold and d<overbought and k>d and k_c>0 and d_c>0 ? kcolor :
k<overbought and d>oversold and k<d and k_c<0 and d_c<0 ? dcolor : na
kp = plot(showStoch ? k : na, "K", color=kcolor)
dp = plot(showStoch ? d : na, "D", color=dcolor)
fill(kp, dp, color = signalColor, title="K-D")
signalUp = showStoch ? not na(signalColor) and kd>0 : na
signalDown = showStoch ? not na(signalColor) and kd<0 : na
plot(signalUp ? kd : na, "Signal Up", color=kcolor, style=plot.style_columns)
plot(signalDown ? (kd+100) : na , "Signal Down", color=dcolor, style=plot.style_columns, histbase=100)
// Add RSI Candle Plot to Strategy for better visualization
//overlay RSI
h0 = hline(oversold, title="Oversold", color=color.green)
h1 = hline(overbought, title="Overbought", color=color.red)
RSIFill = color.new(#9915FF, 95)
fill(h0, h1, RSIFill, title="Band Background")
plot(rsi1, title="RSI", color=color.yellow, linewidth=3)
// End Plot Code
// -------------------------------- Entry and Exit Logic ------------------------------------
// Entry Logic
GoLong = strat_val>-1 and crossover(rsi1, oversold) and strategy.position_size==0 and window()
GoShort = strat_val<1 and crossunder(rsi1, overbought) and strategy.position_size==0 and window()
// Strategy Entry and Exit with built in Risk Management
if (GoLong)
strategy.entry("LONG", strategy.long)
if (GoShort)
strategy.entry("SHORT", strategy.short)
CloseLong = strat_val > -1 and strategy.position_size > 0 and crossover(rsi1, overbought) and window()
CloseShort = strat_val < 1 and strategy.position_size < 0 and crossunder(rsi1, oversold) and window()
if(CloseLong)
strategy.close("LONG")
if(CloseShort)
strategy.close("SHORT")
// Determine where you've entered and in what direction
longStopPrice = strategy.position_avg_price * (1 - stoploss)
longTakePrice = strategy.position_avg_price * (1 + TargetProfit)
shortStopPrice = strategy.position_avg_price * (1 + stoploss)
shortTakePrice = strategy.position_avg_price * (1 - TargetProfit)
if (strategy.position_size > 0)
strategy.exit(id="Exit Long", from_entry = "LONG", stop = longStopPrice, limit = longTakePrice)
if (strategy.position_size < 0)
strategy.exit(id="Exit Short", from_entry = "SHORT", stop = shortStopPrice, limit = shortTakePrice)
//PLOT FIXED SLTP LINE
plot(strategy.position_size > 0 ? longStopPrice : na, style=plot.style_linebr, color=color.red, linewidth=1, title="Long Fixed SL")
plot(strategy.position_size < 0 ? shortStopPrice : na, style=plot.style_linebr, color=color.red, linewidth=1, title="Short Fixed SL")
plot(strategy.position_size > 0 ? longTakePrice : na, style=plot.style_linebr, color=color.green, linewidth=1, title="Long Take Profit")
plot(strategy.position_size < 0 ? shortTakePrice : na, style=plot.style_linebr, color=color.green, linewidth=1, title="Short Take Profit")
|
ETF trader | https://www.tradingview.com/script/bz1II9Sg-ETF-trader/ | FX_minds | https://www.tradingview.com/u/FX_minds/ | 39 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© FX_minds
//@version=4
strategy("ETF trader", overlay=true, pyramiding=100, default_qty_type=strategy.percent_of_equity, default_qty_value=100)
//------------------------------ get user input
lookback = input(title="HH LL lookback", type=input.integer, defval=20)
ATR_periode = input(title="ATR period", type=input.integer, defval=14)
ATR_SL_multiplier = input(title="ATR SL multiplier", type=input.float, defval=2)
ATR_TP_multiplier = input(title="ATR TP multiplier", type=input.float, defval=1)
trailing_SL_ATR_multiplier = input(title="ATR trailing SL multiplier", type=input.float, defval=3.5)
lookback_trailing_SL = input(title="trailing SL lookback", type=input.integer, defval=4)
max_sequel_trades = input(title="max sequel trades", type=input.float, defval=1)
trade_long = input(title= "trade long ?", type=input.bool, defval=true)
trade_short = input(title= "trade short ?", type=input.bool, defval=false)
//------------------------------ determine entry conditions
long_condition = barstate.isconfirmed and crossover(high, highest(high, lookback)[1])
short_condition = barstate.isconfirmed and crossunder(low, lowest(low, lookback)[1])
//------------------------------ count open long trades
count_open_longs = 0
count_open_longs := nz(count_open_longs[1])
if (long_condition)
count_open_longs := count_open_longs +1
//label.new(bar_index, low, tostring(count_open_longs, "#"), xloc.bar_index, yloc.belowbar, color.green, label.style_none, color.green, size.large)
if (short_condition)
count_open_longs := 0
//------------------------------ count open short trades
count_open_shorts = 0
count_open_shorts := nz(count_open_shorts[1])
if (short_condition)
count_open_shorts := count_open_shorts +1
//label.new(bar_index, low, tostring(count_open_shorts, "#"), xloc.bar_index, yloc.belowbar, color.red, label.style_none, color.red, size.large)
if (long_condition)
count_open_shorts := 0
//------------------------------ calculate entryprice
entryprice_long = long_condition ? close : na
entryprice_short = short_condition ? close : na
//------------------------------ calculate SL & TP
SL_distance = atr(ATR_periode) * ATR_SL_multiplier
TP_distance = atr(ATR_periode) * ATR_TP_multiplier
trailing_SL_distance = atr(ATR_periode) * trailing_SL_ATR_multiplier
SL_long = entryprice_long - SL_distance
SL_short = entryprice_short + SL_distance
trailing_SL_short = lowest(close, lookback_trailing_SL) + trailing_SL_distance
trailing_SL_long = highest(close, lookback_trailing_SL) - trailing_SL_distance
trailing_SL_short_signal = crossover(high, trailing_SL_short[1])
trailing_SL_long_signal = crossunder(low, trailing_SL_long[1])
//------------------------------ plot entry price & SL
plot(entryprice_long, style=plot.style_linebr, color=color.white)
plot(SL_long, style=plot.style_linebr, color=color.red)
plot(SL_short, style=plot.style_linebr, color=color.green)
plot(trailing_SL_short, style=plot.style_linebr, color=color.red)
plot(trailing_SL_long, style=plot.style_linebr, color=color.green)
//------------------------------ submit entry orders
if (long_condition) and (count_open_longs <= max_sequel_trades) and (trade_long == true)
strategy.entry("Long" + tostring(count_open_longs, "#"), strategy.long)
strategy.exit("SL Long"+ tostring(count_open_longs, "#"),
from_entry="Long" + tostring(count_open_longs, "#"), stop=SL_long)
if (short_condition) and (count_open_shorts <= max_sequel_trades) and (trade_short == true)
strategy.entry("Short" + tostring(count_open_shorts, "#"), strategy.short)
strategy.exit("SL Short" + tostring(count_open_shorts, "#"),
from_entry="Short" + tostring(count_open_shorts, "#"), stop=SL_short)
//------------------------------ submit exit conditions
if (trailing_SL_long_signal)
strategy.close("Long" + tostring(count_open_longs, "#"))
strategy.close("Long" + tostring(count_open_longs-1, "#"))
strategy.close("Long" + tostring(count_open_longs-2, "#"))
strategy.close("Long" + tostring(count_open_longs-4, "#"))
strategy.close("Long" + tostring(count_open_longs-5, "#"))
strategy.close("Long" + tostring(count_open_longs-6, "#"))
strategy.close("Long" + tostring(count_open_longs-7, "#"))
strategy.close("Long" + tostring(count_open_longs-8, "#"))
strategy.close("Long" + tostring(count_open_longs-9, "#"))
if (trailing_SL_short_signal)
strategy.close("Short" + tostring(count_open_shorts, "#"))
strategy.close("Short" + tostring(count_open_shorts-1, "#"))
strategy.close("Short" + tostring(count_open_shorts-2, "#"))
strategy.close("Short" + tostring(count_open_shorts-3, "#"))
strategy.close("Short" + tostring(count_open_shorts-4, "#"))
strategy.close("Short" + tostring(count_open_shorts-5, "#"))
strategy.close("Short" + tostring(count_open_shorts-6, "#"))
strategy.close("Short" + tostring(count_open_shorts-7, "#"))
strategy.close("Short" + tostring(count_open_shorts-8, "#"))
strategy.close("Short" + tostring(count_open_shorts-9, "#"))
|
Buy and Hold entry finder Strategy | https://www.tradingview.com/script/dxmtiTqW-Buy-and-Hold-entry-finder-Strategy/ | Embit0one | https://www.tradingview.com/u/Embit0one/ | 240 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© runescapeyttanic
//@version=4
strategy("Buy and Hold entry finder Strategy",pyramiding=10000, overlay=true,initial_capital=0,default_qty_type=strategy.cash,default_qty_value=1000,currency = currency.EUR,commission_type=strategy.commission.cash_per_order,commission_value=0)
//INPUTS##################################################################################################################
maxEmaDistance = input(title="Maximum EMA Distance", type=input.float, step=0.01, defval=50000)
emalength = input(title="EMA Length", type=input.integer,defval=200)
// Make input options that configure backtest date range
startDate = input(title="Start Date", type=input.integer,
defval=1, minval=1, maxval=31)
startMonth = input(title="Start Month", type=input.integer,
defval=1, minval=1, maxval=12)
startYear = input(title="Start Year", type=input.integer,
defval=2020, minval=1800, maxval=2100)
endDate = input(title="End Date", type=input.integer,
defval=12, minval=1, maxval=31)
endMonth = input(title="End Month", type=input.integer,
defval=02, minval=1, maxval=12)
endYear = input(title="End Year", type=input.integer,
defval=2021, minval=1800, maxval=2100)
endDate1=endDate-1
//starttag
//startmonat
//MACD########################################################################################################################
fast_length=12
slow_length=26
src=close
col_macd=#0094ff
fast_ma = ema(src, fast_length)
slow_ma = ema(src, slow_length)
macd = fast_ma - slow_ma
//EMA Distance CALC########################################################################################################
ma1 =ema(close,emalength)
distFromMean = close - ma1
inDateRange = (time >= timestamp(syminfo.timezone, startYear, startMonth, startDate, 0, 0)) and (time < timestamp(syminfo.timezone, endYear, endMonth, endDate1, 0, 0))
longCondition = (distFromMean<=maxEmaDistance and distFromMean>=distFromMean[1] and macd<=0 and inDateRange)
longnow=false
if(longCondition and strategy.position_size == 0)
strategy.entry("My Long Entry Id", strategy.long)
longnow:=true
if(longCondition and strategy.position_size > 0)
longnow:=true
if(longCondition and strategy.position_size > 0 and month>valuewhen(longnow, month ,1) or longCondition and strategy.position_size > 0 and year>valuewhen(longnow, year ,1) and inDateRange)
strategy.entry("My Long Entry Id", strategy.long)
plotchar(minute, "Minuten", "", location = location.top)
plotchar(hour, "Stunden", "", location = location.top)
plotchar(dayofmonth, "Tage", "", location = location.top)
plotchar(month, "Monat", "", location = location.top)
plotchar(year, "Jahr", "", location = location.top)
plotchar(strategy.position_size, "Positionen", "", location = location.top)
plotchar(longCondition, "Long Condition", "", location = location.top)
if(time > timestamp(syminfo.timezone, endYear, endMonth, endDate1, 0, 0))
strategy.close_all()
//#########################################################################################################################
plotArrow = if (distFromMean<=maxEmaDistance and distFromMean>=distFromMean[1] and macd<=0)
1
else
0
plotarrow(series=plotArrow)
|
Equal-Length EMA/SMA Crossover Momentum Strategy | https://www.tradingview.com/script/fmMKWEs0-Equal-Length-EMA-SMA-Crossover-Momentum-Strategy/ | Cryptoluc1d | https://www.tradingview.com/u/Cryptoluc1d/ | 117 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© Cryptoluc1d
//@version=4
strategy("Equal-Length EMA/SMA Crossover Strategy", initial_capital=10000, default_qty_type=strategy.percent_of_equity, default_qty_value=25, commission_type=strategy.commission.percent, commission_value=0.2, overlay=true)
// Create inputs
mom_length = input(title="Momentum Length (EMA=SMA)", defval=50)
bias_length_fast = input(title="Golden Cross Length (Fast)", defval=50)
bias_length_slow = input(title="Golden Cross Length (Slow)", defval=100)
// Define MAs
ema = ema(close, mom_length) // EMA/SMA crossover of the same period for detecting trend acceleration/deceleration
sma = sma(close, mom_length)
bias_fast = sma(close, bias_length_fast) // golden/death cross for overall trend bias
bias_slow = sma(close, bias_length_slow)
// Define signal conditions
buy_trend = crossover(ema, sma) and bias_fast >= bias_slow // buy when EMA cross above SMA. if this happens during a bullish golden cross, buying is in confluence with the overall trend (bias).
buy_risky = crossover(ema, sma) and bias_fast < bias_slow // buy when EMA cross above SMA. if this happens during a bearish death cross, buying is early, more risky, and not in confluence with the overall trend (bias).
buy_late = crossover(sma, bias_slow) and ema > sma // the SMA crossing the Slow_SMA gives further confirmation of bullish trend, but signal comes later.
sell = crossunder(ema, sma) // sell when EMA cross under SMA.
// Enable option to hide signals, then plot signals
show_signal = input(title="Show Signals", defval=true)
plotshape(show_signal ? buy_trend : na, title='Trend Buy', style=shape.triangleup, location=location.belowbar, color=color.green, text='TREND BUY')
plotshape(show_signal ? buy_risky : na, title='Risky Buy', style=shape.triangleup, location=location.belowbar, color=color.olive, text='RISKY BUY')
plotshape(show_signal ? buy_late : na, title='Late Buy', style=shape.triangleup, location=location.belowbar, color=color.lime, text='LATE BUY')
plotshape(show_signal ? sell : na, title='Sell', style=shape.triangledown, location=location.abovebar, color=color.red, text='SELL')
// Define entry and exit conditions
longCondition = ema > sma and bias_fast >= bias_slow // LONG when EMA above SMA, and overall trend bias is bullish
if (longCondition)
strategy.entry("BUY TREND", strategy.long)
exitLong = crossunder(ema, sma) // close LONG when EMA cross under SMA
strategy.close("BUY TREND", when=exitLong)
// // short conditions. turned off because up only.
// shortCondition = ema < sma and bias_fast <= bias_slow // SHORT when EMA under SMA, and overall trend bias is bearish
// if (shortCondition)
// strategy.entry("SELL TREND", strategy.short)
// exitShort = crossover(ema, sma) // close SHORT when EMA cross over SMA
// strategy.close("SELL TREND", when=exitShort)
// Enable option to show MAs, then plot MAs
show_ma = input(title="Show MAs", defval=false)
plot(show_ma ? ema : na, title="Momentum EMA", color=color.green, linewidth=1)
plot(show_ma ? sma : na, title="Momentum SMA", color=color.yellow, linewidth=1)
plot(show_ma ? bias_fast : na, title="Golden Cross SMA (Fast)", color=color.orange, linewidth=2)
plot(show_ma ? bias_slow : na, title="Golden Cross SMA (Slow)", color=color.red, linewidth=2) |
Please help to make Larry Williams' volatility breakthrough. | https://www.tradingview.com/script/Du8sJ2tf/ | kgp1202 | https://www.tradingview.com/u/kgp1202/ | 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/
// β kgp1202
//@version=4
strategy("larry wiliams", overlay=true)
R = 0.5
range = high[1] - low[1]
buy_price = open + R * range
plot(buy_price)
if bar_index > 6000
strategy.entry("BUY", strategy.long, stop=buy_price, when=strategy.position_size == 0)
strategy.close("BUY") |
Example of Simple RSI Buy/Sell at a level and hold for 10 days | https://www.tradingview.com/script/WbZjbqlo-Example-of-Simple-RSI-Buy-Sell-at-a-level-and-hold-for-10-days/ | sevendays | https://www.tradingview.com/u/sevendays/ | 61 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© Bitduke
//@version=4
strategy("Simple RSI Buy/Sell at a level", shorttitle="Simple RSI Strategy", overlay=true,calc_on_every_tick=false,pyramiding=1, default_qty_type=strategy.cash,default_qty_value=1000, currency=currency.USD, initial_capital=1000,commission_type=strategy.commission.percent, commission_value=0.075)
overbought = input(40, title="overbought value")
oversold = input(30, title="oversold value")
// Component Test Periods Code Begin
testStartYear = input(2018, "Backtest Start Year")
testStartMonth = input(1, "Backtest Start Month")
testStartDay = input(1, "Backtest Start Day")
testPeriodStart = timestamp(testStartYear,testStartMonth,testStartDay,0,0)
testStopYear = input(2021, "Backtest Stop Year")
testStopMonth = input(16, "Backtest Stop Month")
testStopDay = input(2, "Backtest Stop Day")
testPeriodStop = timestamp(testStopYear,testStopMonth,testStopDay,0,0)
// A switch to control background coloring of the test period
testPeriodBackground = input(title="Color Background?", type=input.bool, defval=true)
testPeriodBackgroundColor = testPeriodBackground and (time >= testPeriodStart) and (time <= testPeriodStop) ? #00FF00 : na
bgcolor(testPeriodBackgroundColor, transp=97)
testPeriod() =>
time >= testPeriodStart and time <= testPeriodStop ? true : false
// Component Test Periods Code End
//////////////////////////////////////////////////////////////////////
myrsi = rsi(close, 10) > overbought
myrsi2 = rsi(close, 10) < oversold
barcolor(myrsi ? color.black : na)
barcolor(myrsi2 ? color.blue : na)
myEntry = myrsi2 and hour(time) <= 9
strategy.entry("Buy Signal", strategy.long, when = myEntry and testPeriod())
// Close 10 bar periods after the condition that triggered the entry
//if (myEntry[10])
//strategy.close("Buy Signal")
strategy.close("Buy Signal", when = barssince(myEntry) >= 10 or myrsi and testPeriod())
//strategy.entry("Sell Signal",strategy.short, when = myrsi2) |
EMA Cross Strategy | https://www.tradingview.com/script/fAxX6kbm-EMA-Cross-Strategy/ | kirilov | https://www.tradingview.com/u/kirilov/ | 1,404 | 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/
// This strategy has been created for illustration purposes only and should not be relied upon as a basis for buying, selling, or holding any asset or security.
// Β© kirilov
//@version=4
strategy(
"EMA Cross Strategy",
overlay=true,
calc_on_every_tick=true,
currency=currency.USD
)
// INPUT:
// Options to enter fast and slow Exponential Moving Average (EMA) values
emaFast = input(title="Fast EMA", type=input.integer, defval=10, minval=1, maxval=9999)
emaSlow = input(title="Slow EMA", type=input.integer, defval=20, minval=1, maxval=9999)
// Option to select trade directions
tradeDirection = input(title="Trade Direction", options=["Long", "Short", "Both"], defval="Both")
// Options that configure the backtest date range
startDate = input(title="Start Date", type=input.time, defval=timestamp("01 Jan 1970 00:00"))
endDate = input(title="End Date", type=input.time, defval=timestamp("31 Dec 2170 23:59"))
// CALCULATIONS:
// Use the built-in function to calculate two EMA lines
fastEMA = ema(close, emaFast)
slowEMA = ema(close, emaSlow)
// PLOT:
// Draw the EMA lines on the chart
plot(series=fastEMA, color=color.orange, linewidth=2)
plot(series=slowEMA, color=color.blue, linewidth=2)
// CONDITIONS:
// Check if the close time of the current bar falls inside the date range
inDateRange = (time >= startDate) and (time < endDate)
// Translate input into trading conditions
longOK = (tradeDirection == "Long") or (tradeDirection == "Both")
shortOK = (tradeDirection == "Short") or (tradeDirection == "Both")
// Decide if we should go long or short using the built-in functions
longCondition = crossover(fastEMA, slowEMA)
shortCondition = crossunder(fastEMA, slowEMA)
// ORDERS:
// Submit entry (or reverse) orders
if (longCondition and inDateRange)
strategy.entry(id="long", long=true, when = longOK)
if (shortCondition and inDateRange)
strategy.entry(id="short", long=false, when = shortOK)
// Submit exit orders in the cases where we trade only long or only short
if (strategy.position_size > 0 and shortCondition)
strategy.exit(id="exit long", stop=close)
if (strategy.position_size < 0 and longCondition)
strategy.exit(id="exit short", stop=close)
|
Ichimoku Strategy [CDI] | https://www.tradingview.com/script/FbFNuM6u/ | JMLSlop | https://www.tradingview.com/u/JMLSlop/ | 231 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© JMLSlop
//@version=4
strategy("Ichimoku Strategy [CDI]", shorttitle="Ichimoku Strategy", overlay=true, pyramiding=3, calc_on_order_fills=false )
conversionPeriods = input(9, minval=1, title="Conversion Line Periods")
basePeriods = input(26, minval=1, title="Base Line Periods")
laggingSpan2Periods = input(52, minval=1, title="Lagging Span 2 Periods")
displacement = input(26, minval=1, title="Displacement")
limmit = input(6, minval=1, title="Profit %") * 0.01
stop = input(3, minval=1, title="Loss %") * 0.01
PreBars = input(6, minval=2, title="Crossing Candles:")
donchian(len) => avg(lowest(len), highest(len))
conversionLine = donchian(conversionPeriods)
baseLine = donchian(basePeriods)
leadLine1 = offset(avg(conversionLine, baseLine),displacement - 1)
leadLine2 = offset(donchian(laggingSpan2Periods),displacement - 1)
leadLine1ax = avg(conversionLine, baseLine)
leadLine2ax = donchian(laggingSpan2Periods)
plot(conversionLine, color=#0496ff, title="Conversion Line", display=display.none)
plot(baseLine, color=#991515, title="Base Line", display=display.none)
plot(close, offset = -displacement + 1, color=#459915, title="Lagging Span", display=display.none)
p1 = plot(leadLine1ax, offset = displacement - 1, color=color.green,
title="Lead 1",display=display.none)
p2 = plot(leadLine2ax, offset = displacement - 1, color=color.red,
title="Lead 2",display=display.none)
fill(p1, p2, color = leadLine1ax > leadLine2ax ? color.green : color.red)
// Orders config
higherLine = leadLine1 > leadLine2 ? leadLine1 : leadLine2
downLine = leadLine1 < leadLine2 ? leadLine1 : leadLine2
crossConfim = false
var float auxlead = na
for i = 1 to PreBars
auxlead := leadLine1[i] < leadLine2 [i] ? leadLine1[i] : leadLine2[i]
crossConfim:= crossConfim or (auxlead >= open[i]) or auxlead >= close[i]
conditionEntry = (open > higherLine or close > higherLine) and crossConfim and (open[1] < higherLine[1] and close[1] < higherLine[1])
barColour = if (conditionEntry)
alert("Price (" + tostring(close) + ") crossed over Ichimoku Strategy.", alert.freq_all)
color.yellow
else
na
barcolor(color=barColour)
bgcolor(color=barColour)
takeProfitPrice = 0.0
longStopPrice = 0.0
takeProfitPrice := conditionEntry and strategy.position_size == 0 ? close + (close * limmit) : takeProfitPrice[1]
longStopPrice := conditionEntry ? close - (close * stop) : longStopPrice[1]
if (conditionEntry)
strategy.entry("Entry", strategy.long)
strategy.exit("Exit", limit=takeProfitPrice, stop=longStopPrice)
//alertcondition(condition=conditionEntry,title="Crossover Ichimoku",message="Price (" + tostring(close) + ") crossed over Ichimoku Strategy.")
|
Moving Regression Band Breakout strategy | https://www.tradingview.com/script/Tls8Y2hc-Moving-Regression-Band-Breakout-strategy/ | tbiktag | https://www.tradingview.com/u/tbiktag/ | 2,094 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© tbiktag
//
// Moving Regression Band Breakout strategy
//
// The strategy based on the Moving Regression Prediction Bands indicator:
//
// https://www.tradingview.com/script/zOaMXJ65-Moving-Regression-Prediction-Bands/
//
// Entry condition:
// Long: the price crosses the Upper Band from below.
// Short: the price crosses the Lower Band from above.
// Exit condition Long:
// the price crosses the Lower Band (the Lower Band - ATR, or Central Line)
// Exit condition Short:
// the price crosses the Upper Band (the Upper Band + ATR, or Central Line)
//
//
//@version=4
strategy("Moving Regression Band Breakout strategy", shorttitle = "MRBand Strat", overlay=true)
matrix_get(_A,_i,_j,_nrows) =>
// Get the value of the element of an implied 2d matrix
//input:
// _A :: array: pseudo 2d matrix _A = [[column_0],[column_1],...,[column_(n-1)]]
// _i :: integer: row number
// _j :: integer: column number
// _nrows :: integer: number of rows in the implied 2d matrix
array.get(_A,_i+_nrows*_j)
matrix_set(_A,_value,_i,_j,_nrows) =>
// Set a value to the element of an implied 2d matrix
//input:
// _A :: array, changed on output: pseudo 2d matrix _A = [[column_0],[column_1],...,[column_(n-1)]]
// _value :: float: the new value to be set
// _i :: integer: row number
// _j :: integer: column number
// _nrows :: integer: number of rows in the implied 2d matrix
array.set(_A,_i+_nrows*_j,_value)
transpose(_A,_nrows,_ncolumns) =>
// Transpose an implied 2d matrix
// input:
// _A :: array: pseudo 2d matrix _A = [[column_0],[column_1],...,[column_(n-1)]]
// _nrows :: integer: number of rows in _A
// _ncolumns :: integer: number of columns in _A
// output:
// _AT :: array: pseudo 2d matrix with implied dimensions: _ncolums x _nrows
var _AT = array.new_float(_nrows*_ncolumns,0)
for i = 0 to _nrows-1
for j = 0 to _ncolumns-1
matrix_set(_AT, matrix_get(_A,i,j,_nrows),j,i,_ncolumns)
_AT
multiply(_A,_B,_nrowsA,_ncolumnsA,_ncolumnsB) =>
// Calculate scalar product of two matrices
// input:
// _A :: array: pseudo 2d matrix
// _B :: array: pseudo 2d matrix
// _nrowsA :: integer: number of rows in _A
// _ncolumnsA :: integer: number of columns in _A
// _ncolumnsB :: integer: number of columns in _B
// output:
// _C:: array: pseudo 2d matrix with implied dimensions _nrowsA x _ncolumnsB
var _C = array.new_float(_nrowsA*_ncolumnsB,0)
int _nrowsB = _ncolumnsA
float elementC= 0.0
for i = 0 to _nrowsA-1
for j = 0 to _ncolumnsB-1
elementC := 0
for k = 0 to _ncolumnsA-1
elementC := elementC + matrix_get(_A,i,k,_nrowsA)*matrix_get(_B,k,j,_nrowsB)
matrix_set(_C,elementC,i,j,_nrowsA)
_C
vnorm(_X,_n) =>
//Square norm of vector _X with size _n
float _norm = 0.0
for i = 0 to _n-1
_norm := _norm + pow(array.get(_X,i),2)
sqrt(_norm)
qr_diag(_A,_nrows,_ncolumns) =>
//QR Decomposition with Modified Gram-Schmidt Algorithm (Column-Oriented)
// input:
// _A :: array: pseudo 2d matrix _A = [[column_0],[column_1],...,[column_(n-1)]]
// _nrows :: integer: number of rows in _A
// _ncolumns :: integer: number of columns in _A
// output:
// _Q: unitary matrix, implied dimenstions _nrows x _ncolumns
// _R: upper triangular matrix, implied dimansions _ncolumns x _ncolumns
var _Q = array.new_float(_nrows*_ncolumns,0)
var _R = array.new_float(_ncolumns*_ncolumns,0)
var _a = array.new_float(_nrows,0)
var _q = array.new_float(_nrows,0)
float _r = 0.0
float _aux = 0.0
//get first column of _A and its norm:
for i = 0 to _nrows-1
array.set(_a,i,matrix_get(_A,i,0,_nrows))
_r := vnorm(_a,_nrows)
//assign first diagonal element of R and first column of Q
matrix_set(_R,_r,0,0,_ncolumns)
for i = 0 to _nrows-1
matrix_set(_Q,array.get(_a,i)/_r,i,0,_nrows)
if _ncolumns != 1
//repeat for the rest of the columns
for k = 1 to _ncolumns-1
for i = 0 to _nrows-1
array.set(_a,i,matrix_get(_A,i,k,_nrows))
for j = 0 to k-1
//get R_jk as scalar product of Q_j column and A_k column:
_r := 0
for i = 0 to _nrows-1
_r := _r + matrix_get(_Q,i,j,_nrows)*array.get(_a,i)
matrix_set(_R,_r,j,k,_ncolumns)
//update vector _a
for i = 0 to _nrows-1
_aux := array.get(_a,i) - _r*matrix_get(_Q,i,j,_nrows)
array.set(_a,i,_aux)
//get diagonal R_kk and Q_k column
_r := vnorm(_a,_nrows)
matrix_set(_R,_r,k,k,_ncolumns)
for i = 0 to _nrows-1
matrix_set(_Q,array.get(_a,i)/_r,i,k,_nrows)
[_Q,_R]
pinv(_A,_nrows,_ncolumns) =>
//Pseudoinverse of matrix _A calculated using QR decomposition
// Input:
// _A:: array: implied as a (_nrows x _ncolumns) matrix _A = [[column_0],[column_1],...,[column_(_ncolumns-1)]]
// Output:
// _Ainv:: array implied as a (_ncolumns x _nrows) matrix _A = [[row_0],[row_1],...,[row_(_nrows-1)]]
// ----
// First find the QR factorization of A: A = QR,
// where R is upper triangular matrix.
// Then _Ainv = R^-1*Q^T.
// ----
[_Q,_R] = qr_diag(_A,_nrows,_ncolumns)
_QT = transpose(_Q,_nrows,_ncolumns)
// Calculate Rinv:
var _Rinv = array.new_float(_ncolumns*_ncolumns,0)
float _r = 0.0
matrix_set(_Rinv,1/matrix_get(_R,0,0,_ncolumns),0,0,_ncolumns)
if _ncolumns != 1
for j = 1 to _ncolumns-1
for i = 0 to j-1
_r := 0.0
for k = i to j-1
_r := _r + matrix_get(_Rinv,i,k,_ncolumns)*matrix_get(_R,k,j,_ncolumns)
matrix_set(_Rinv,_r,i,j,_ncolumns)
for k = 0 to j-1
matrix_set(_Rinv,-matrix_get(_Rinv,k,j,_ncolumns)/matrix_get(_R,j,j,_ncolumns),k,j,_ncolumns)
matrix_set(_Rinv,1/matrix_get(_R,j,j,_ncolumns),j,j,_ncolumns)
//
_Ainv = multiply(_Rinv,_QT,_ncolumns,_ncolumns,_nrows)
_Ainv
mae(_x, _xhat) =>
// Mean Average Error
// _x. :: array float, original data
// _xhat :: array float, model estimate
// output
// _nrmse:: float
float _mae = 0.0
if array.size(_x) != array.size(_xhat)
_mae := na
else
_N = array.size(_x)
for i = 0 to _N-1
_mae := _mae + abs(array.get(_x,i) - array.get(_xhat,i))/_N
_mae
mr(_src,_window,_degree) =>
// Vandermonde matrix with implied dimensions (window x degree+1)
// Linear form: J = [ [z]^0, [z]^1, ... [z]^degree], with z = [ (1-window)/2 to (window-1)/2 ]
var _J = array.new_float(_window*(_degree+1),0)
for i = 0 to _window-1
for j = 0 to _degree
matrix_set(_J,pow(i,j),i,j,_window)
// Vector of raw datapoints:
var _Y_raw = array.new_float(_window,na)
for j = 0 to _window-1
array.set(_Y_raw,j,_src[_window-1-j])
// Calculate polynomial coefficients which minimize the loss function
_C = pinv(_J,_window,_degree+1)
_a_coef = multiply(_C,_Y_raw,_degree+1,_window,1)
// For smoothing, approximate the last point (i.e. z=window-1) by a0
float _Y = 0.0
for i = 0 to _degree
_Y := _Y + array.get(_a_coef,i)*pow(_window-1,i)
// Trend Direction Forecast
float _Y_f = 0.0
for i = 0 to _degree
_Y_f := _Y_f + array.get(_a_coef,i)*pow(_window,i)
// Calculates data estimate (needed for rmse)
_Y_hat = multiply(_J,_a_coef,_window,_degree+1,1)
float _err = mae(_Y_raw,_Y_hat)
[_Y,_Y_f,_err]
/// --- main ---
src = input(title="Source", defval=close, group = "Model Parameters:")
degree = input(title="Local Polynomial Degree", type = input.integer, defval=2, minval = 0, group = "Model Parameters:")
window = input(title="Length (must be larger than degree)", type = input.integer, defval=80, minval = 2, group = "Model Parameters:")
mult = input(title="Multiplier", type=input.float,defval=2.0,minval=0.0,
group = "Model Parameters:", tooltip = "Defines the Band Width.")
doLong = input(title="Allow Long Entries", type=input.bool,defval=true, inline = "linealwd", group = "Allowed Entries:")
doShort = input(title="Allow Short Entries", type=input.bool,defval=false, inline = "linealwd", group = "Allowed Entries:")
stoplong = input(title="Exit Long At", defval="Lower Band - ATR",
options = ["Lower Band","Lower Band - ATR","Central Line"],
inline = "lineexit", group = "Exit Conditions:")
stopshort = input(title="Exit Short At", defval="Central Line",
options = ["Upper Band","Upper Band + ATR","Central Line"],
inline = "lineexit", group = "Exit Conditions:")
fixedstart =input(title="", group = "Fixed Backtest Period Start/End Dates:",
inline = "linebac1", type = input.bool, defval = true)
backtest_start=input(title = "", type = input.time, inline = "linebac1",
group = "Fixed Backtest Period Start/End Dates:",
defval = timestamp("01 Jan 2017 13:30 +0000"),
tooltip="If deactivated, backtest staring from the first available price bar.")
fixedend = input(title="", group = "Fixed Backtest Period Start/End Dates:",
inline = "linebac2", type = input.bool, defval = false)
backtest_end =input(title = "", type = input.time, inline = "linebac2",
group = "Fixed Backtest Period Start/End Dates:",
defval = timestamp("30 Dec 2080 23:30 +0000"),
tooltip="If deactivated, backtesting ends at the last available price bar.")
istoploss = input(title="Show Stop-Loss Line", type=input.bool,defval=true, group="Additional Options")
slopefilter = input(title="Enter Only When MR Slope is Positive/Negative", type=input.bool,defval=false, group="Additional Options")
issignal = input(title="Show Breakout Signals Labels", type=input.bool,defval=false, group="Additional Options")
clinetype = input(title="Show Central Line As", defval="Previous-Period MR Prediction",
options = ["Ribbon","MR","Previous-Period MR Prediction"], group="Additional Options")
[MR,MR_f,div] = mr(src,window,degree)
div := div*mult
// plot bands
highband = MR_f[1]+div[1]
lowband = MR_f[1]-div[1]
centralline = MR_f[1]
hbplt = plot(highband,title='Upper Band',color=#3C94B8,linewidth=2, transp = 40)
lbplt = plot(lowband,title='Lower Band',color=#B83C94,linewidth=2, transp = 40)
fill(hbplt,lbplt,color=#3C94B8)
// plot central line
var plt_color = #3C94B8
if MR_f[1] < MR and clinetype=="Ribbon"
plt_color := #94B83C
else if MR_f[1] > MR and clinetype=="Ribbon"
plt_color := #B83C71
mrplt = plot(MR,title='MR',color=plt_color,linewidth=1,
transp = clinetype=="Previous-Period MR Prediction"?100:20)
mrfplt = plot(centralline,title='MR Prediction',color=plt_color,linewidth=1,
transp = clinetype=="MR"?100:20)
fill(mrplt,mrfplt,color=plt_color,transp = clinetype!="Ribbon"?100:20)
// breakout signals
ATR = atr(14)
Breakout = crossover(src,highband)
Breakdown = crossunder(src,lowband)
ATRBreakout = crossover(src,highband + ATR)
ATRBreakdown = crossunder(src,lowband - ATR)
MRSlopesUp = MR>MR[1]
MRSlopesDw = MR<MR[1]
plotshape(Breakout and issignal ? high : na, location=location.abovebar,
style=shape.triangleup, color=#88d4ca, size=size.tiny, title='Breakout')
plotshape(Breakdown and issignal? low : na, location=location.belowbar,
style=shape.triangledown, color=#f67e7d, size=size.tiny,title='Breakdown')
goLong = Breakout and (slopefilter?MRSlopesUp:true)
goShort = Breakdown and (slopefilter?MRSlopesDw:true)
// trailing stop / stop loss
trailinglong = stoplong=="Central Line"?centralline:(stoplong=="Lower Band"?lowband:lowband-ATR)
trailingshort= stopshort=="Central Line"?centralline:(stopshort=="Upper Band"?highband:highband+ATR)
// if signal has been triggered at previous bar, set position open price and initial SL
var float opprice = 0.0
var float stoploss = 0.0
if (strategy.position_entry_name[1]=="short" or strategy.position_size[1]==0) and goLong[1]
opprice := open
stoploss := trailinglong
else if (strategy.position_entry_name[1]=="long" or strategy.position_size[1]==0) and goShort[1]
opprice := open
stoploss := trailingshort
// move SL to position opening price if lowband crosses the initial SL
if (strategy.position_entry_name=="long" and crossover(trailinglong, opprice)) or (strategy.position_entry_name=="short" and crossunder(trailingshort, opprice))
stoploss := opprice
stoplosscolor = strategy.position_entry_name=="long"?#B83C94:(strategy.position_entry_name=="short"?#3C94B8:color.silver)
plot(istoploss?stoploss:na,title='sl',color=stoplosscolor,linewidth=1,transp=50)
endLong = crossunder(src,trailinglong)
endShort = crossover(src,trailingshort)
// backtest
isinrange = (fixedstart?time>=backtest_start:true) and (fixedend?time<=backtest_end:true)
if goLong and isinrange and doLong
strategy.entry("long", true)
alert(syminfo.tickerid+" Long Signal Triggered",alert.freq_once_per_bar_close)
if goShort and isinrange and doShort
strategy.entry("short", false)
alert(syminfo.tickerid+" Short Signal Triggered",alert.freq_once_per_bar_close)
if endLong or crossunder(src,stoploss)
strategy.close("long")
alert(syminfo.tickerid+" Exit Signal Triggered for Long Position",alert.freq_once_per_bar_close)
if endShort or crossover(src,stoploss)
strategy.close("short")
alert(syminfo.tickerid+" Exit Signal Triggered for Short Position",alert.freq_once_per_bar_close)
if (not isinrange)
strategy.close_all()
|
RSI Classic Strategy (by Coinrule) | https://www.tradingview.com/script/JMm04UG5-RSI-Classic-Strategy-by-Coinrule/ | Coinrule | https://www.tradingview.com/u/Coinrule/ | 453 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© relevantLeader16058
//@version=4
strategy(shorttitle='RSI Classic Strategy',title='RSI Classic Strategy (by Coinrule)', overlay=true, initial_capital = 1000, process_orders_on_close=true, default_qty_type = strategy.percent_of_equity, default_qty_value = 30, commission_type=strategy.commission.percent, commission_value=0.1)
//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"
// RSI inputs and calculations
lengthRSI = 14
RSI = rsi(close, lengthRSI)
oversold= input(30)
overbought= input(60)
//Entry
strategy.entry(id="long", long = true, when = RSI< oversold and window())
//Exit
//RSI
strategy.close("long", when = RSI > overbought and window())
|
Jim's MACD | https://www.tradingview.com/script/AO8H2UZ3-Jim-s-MACD/ | yimbobz | https://www.tradingview.com/u/yimbobz/ | 269 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© melihtuna
//@version=4
strategy("Jim's MACD v8", overlay=true)
Tendies = input(true, title="Check here for tendies")
//Momentum Logic
mlength = input(12)
price = close
momentum(seria, mlength) =>
mom = seria - seria[mlength]
mom
mom0 = momentum(price, mlength)
mom1 = momentum( mom0, 1)
//MACD Setup
signalLength=input(9)
[macdLine, signalLine, histLine] = macd(close, 12, 26, signalLength)
//Hullema
hlength = input(9, minval=1)
src = input(close, title="Source")
hullma = wma(2*wma(src, hlength/2)-wma(src, hlength), floor(sqrt(hlength)))
//Time
entryt = time(timeframe.period, "0955-1430,1755-2030") //Ensures no new trades in last 30 minutes
exitt = time(timeframe.period, "0955-1500,1755-2100") //Trading times : 11AM-4PM , 7PM-10PM EST
b = (na(entryt) ? 0 : 1)
c = (na(exitt) ? 0 : 1)
//Bar coloring
barcolor((strategy.position_size>0)?color.green:(strategy.position_size<0)?color.red:color.white)
//Entry
if( mom0 > 0 and mom1 > 0 and histLine > 0 and signalLine < 0 and close > hullma )
strategy.entry( "BUY", strategy.long, when = b == 1 )
if( mom0 < 0 and mom1 < 0 and histLine < -0.1 and signalLine > 0 and close < hullma )
strategy.entry( "SELL", strategy.short, when = b == 1 )
//Exit
strategy.close("BUY", when = histLine < 0 or c == 0)
strategy.close("SELL", when = histLine > 0 or c == 0)
|
B-Xtrender [Backtest Edition] @QuantTherapy | https://www.tradingview.com/script/uCWPAPT2-B-Xtrender-Backtest-Edition-QuantTherapy/ | QuantTherapy | https://www.tradingview.com/u/QuantTherapy/ | 555 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© QuantTherapy
//@version=4
strategy("B-Xtrender [Backtest Edition] @QuantTherapy")
// === DATE & TIME SELECTION ===
i_fromMonth = input(defval = 1, title = "[Backtest] From Month", type = input.integer, minval = 1, maxval = 12)
i_fromDay = input(defval = 1, title = "[Backtest] From Day", type = input.integer, minval = 1, maxval = 31)
i_fromYear = input(defval = 2010, title = "[Backtest] From Year", type = input.integer, minval = 1970)
i_thruMonth = input(defval = 1, title = "[Backtest] Thru Month", type = input.integer, minval = 1, maxval = 12)
i_thruDay = input(defval = 1, title = "[Backtest] Thru Day", type = input.integer, minval = 1, maxval = 31)
i_thruYear = input(defval = 2345, title = "[Backtest] Thru Year", type = input.integer, minval = 1970)
// === DATE & TIME RANGE FUNCTIONS ===
f_isDate() => // create function "within window of dates"
start = timestamp(i_fromYear, i_fromMonth, i_fromDay, 00, 00) // date start
finish = timestamp(i_thruYear, i_thruMonth, i_thruDay, 23, 59) // date finish
isDate = time >= start and time <= finish // current date is "within window of dates"
// === TRADE DIRECTION ===
i_tradeDirection = input(title="[Backtest] Trade Direction", defval=strategy.direction.all, options=[strategy.direction.all, strategy.direction.long, strategy.direction.short])
strategy.risk.allow_entry_in(i_tradeDirection)
// === LONG/ SHORT EXTRENDER SELECTION ===
i_short_l1 = input(5 , title="[Short] L1")
i_short_l2 = input(20, title="[Short] L2")
i_short_l3 = input(15, title="[Short] L3")
i_long_l1 = input(20, title="[Long] L1")
i_long_l2 = input(15, title="[Long] L2")
// === TSL SELECTION ===
i_ma_use = input(true , title="[MA Filter] Yes/No" )
i_ma_len = input(200 , title="[MA Filter] length" )
i_ma_type = input("EMA", title="[MA Filter] type", options = ["SMA", "EMA"])
shortTermXtrender = rsi( ema(close, i_short_l1) - ema(close, i_short_l2), i_short_l3 ) - 50
longTermXtrender = rsi( ema(close, i_long_l1), i_long_l2 ) - 50
shortXtrenderCol = shortTermXtrender > 0 ? shortTermXtrender > shortTermXtrender[1] ? color.lime : #228B22 : shortTermXtrender > shortTermXtrender[1] ? color.red : #8B0000
plot(shortTermXtrender, color=shortXtrenderCol, style=plot.style_columns, linewidth=1, title="B-Xtrender Osc. - Histogram", transp = 40)
longXtrenderCol = longTermXtrender> 0 ? longTermXtrender > longTermXtrender[1] ? color.lime : #228B22 : longTermXtrender > longTermXtrender[1] ? color.red : #8B0000
macollongXtrenderCol = longTermXtrender > longTermXtrender[1] ? color.lime : color.red
plot(longTermXtrender , color=longXtrenderCol, style=plot.style_columns, linewidth=2, title="B-Xtrender Trend - Histogram", transp = 90)
plot(longTermXtrender , color=#000000 , style=plot.style_line, linewidth=5, title="B-Xtrender Trend - Line", transp = 100)
plot(longTermXtrender , color=macollongXtrenderCol, style=plot.style_line, linewidth=3, title="B-Xtrender Trend - Line", transp = 100)
// === INIT MA FILTER
ma = i_ma_type == "EMA" ? ema(close, i_ma_len) : sma(close, i_ma_len)
maFilterLong = true
maFilterShort = true
if i_ma_use
maFilterLong := close > ma ? true : false
maFilterShort := close < ma ? true : false
long = shortTermXtrender > 0 and longTermXtrender > 0 and maFilterLong
closeLong = shortTermXtrender < 0 or longTermXtrender < 0
short = shortTermXtrender < 0 and longTermXtrender < 0 and maFilterShort
closeShort = shortTermXtrender > 0 or longTermXtrender > 0
plotshape(long[1]==true and long[2]==false ? 0 : na , location=location.absolute, style=shape.labelup , color=color.lime, size=size.small, transp=10)
plotshape(short[1]==true and short[2]==false ? 0 : na, location=location.absolute, style=shape.labeldown, color=color.red , size=size.small, transp=10)
plotshape(closeLong[1]==true and closeLong[2]==false
or closeShort[1]==true and closeShort[2]==false ? 0 : na, location=location.absolute, style=shape.circle, color=color.orange , size=size.small)
i_perc = input(defval = 20.0, title = "[TSL-%] Percent" , minval = 0.1 )
i_src = close // constant for calculation
sl_val = i_src * i_perc / 100
toLong = long and f_isDate()
toShort = short and f_isDate()
// === WHEN POSITION IS OPEN AN DATE IS OUT OF BOUND CLOSE ALL TRADES
if not f_isDate() and strategy.position_size != 0
strategy.close_all()
strategy.entry("Long", strategy.long, when = toLong )
strategy.close("Long", when = closeLong)
strategy.entry("Short", strategy.short, when = toShort)
strategy.close("Short", when = closeShort)
// Calculate SL
longStopPrice = 0.0, shortStopPrice = 0.0
longStopPrice := if (strategy.position_size > 0)
stopValue = close - sl_val
max(stopValue, longStopPrice[1])
else
0
shortStopPrice := if (strategy.position_size < 0)
stopValue = close + sl_val
min(stopValue, shortStopPrice[1])
else
syminfo.mintick*1000000
// For TSL Visualisation on Chart
// plot(series=(strategy.position_size > 0) ? longStopPrice : na,
// color=color.fuchsia, style = plot.style_circles,
// linewidth=1, title="Long Trail Stop")
// plot(series=(strategy.position_size < 0) ? shortStopPrice : na,
// color=color.fuchsia, style = plot.style_circles,
// linewidth=1, title="Short Trail Stop")
if (strategy.position_size > 0)
strategy.exit(id="TSL Long", stop=longStopPrice)
if (strategy.position_size < 0)
strategy.exit(id="TSL Short", stop=shortStopPrice) |
Bottom catch strategy | https://www.tradingview.com/script/Ifss1FF4/ | footlz | https://www.tradingview.com/u/footlz/ | 125 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© footlz
//@version=4
strategy("Bottom catch strategy", overlay=true)
v_len = input(20, title="Volume SMA Length")
mult = input(2)
rsi_len = input(20, title="RSI Length")
oversold = input(30, title="Oversold")
close_time = input(10, title="Close After")
v = volume
basis = sma(v, v_len)
dev = mult * stdev(v, v_len)
upper_volume = basis + dev
rsi = rsi(close, rsi_len)
long = v > upper_volume and rsi < oversold
strategy.entry("Long", true, when=long)
passed_time = 0.0
if strategy.position_size != 0
passed_time := 1
else
passed_time := 0
if strategy.position_size != 0 and strategy.position_size[1] != 0
passed_time := passed_time[1] + 1
if passed_time >= close_time
strategy.close_all()
// If want to enable plot, change overlay=false.
v_color = close >= close[1] ? color.new(#3eb370, 0) : color.new(#e9546b, 0)
// plot(v, title="volume", color=v_color, style=plot.style_columns)
// plot(upper_volume, title="Threshold", color=color.aqua) |
MACD 50x Leveraged Strategy Real Equity Simulation | https://www.tradingview.com/script/r69MUDSl-MACD-50x-Leveraged-Strategy-Real-Equity-Simulation/ | Noldo | https://www.tradingview.com/u/Noldo/ | 360 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© Noldo
//@version=4
strategy(title="MACD STRATEGY REAL EQUITY WITH 50X LEVERAGE",shorttitle = "MACD 50X REAL EQUITY", overlay=true,
initial_capital=100,
linktoseries = false,
default_qty_type=strategy.cash,
default_qty_value=1,
commission_type=strategy.commission.percent,
commission_value=0.0,
calc_on_order_fills = false,
calc_on_every_tick = true,
max_bars_back = 5000,
pyramiding = 0,
precision = 0)
// Variables
src = close
fromyear = input(2016, defval = 2009, minval = 2000, maxval = 2100, title = "From Year")
toyear = input(2100, defval = 2100, minval = 1900, maxval = 2100, title = "To Year")
frommonth = input(04, defval = 04, minval = 01, maxval = 12, title = "From Month")
tomonth = input(12, defval = 12, minval = 01, maxval = 12, title = "To Month")
fromday = input(01, defval = 01, minval = 01, maxval = 31, title = "From day")
today = input(31, defval = 31, minval = 01, maxval = 31, title = "To day")
term = (time > timestamp(fromyear, frommonth, fromday, 00, 00) and time < timestamp(toyear, tomonth, today, 23, 59))
// LEVERAGE ==> 50X
leverage = 50
// POSITION SIZE ==> %1 (0.01)
possize = 1
// MACD
fastLength = input(12)
slowlength = input(26)
MACDLength = input(9)
MACD = ema(close, fastLength) - ema(close, slowlength)
aMACD = ema(MACD, MACDLength)
delta = MACD - aMACD
// DEFINITION : TREND
float trend = na
trend:= delta > 0 ? 1 : -1
// SL values
stop_long = valuewhen(strategy.position_size > 0 and strategy.position_size[1] <= 0 and trend == 1 ,strategy.position_avg_price * 0.98,0)
stop_short= valuewhen(strategy.position_size < 0 and strategy.position_size[1] >= 0 and trend == -1 ,strategy.position_avg_price * 1.02,0)
// REAL LEVERAGE SIMULATION ---
_lmov = strategy.position_size > 0 and strategy.position_size[1] == 0
_elmov = strategy.position_size[1] > 0 and strategy.position_size == 0
_smov = strategy.position_size < 0 and strategy.position_size[1] == 0
_esmov= strategy.position_size[1] < 0 and strategy.position_size == 0
_dlmov = strategy.position_size[1] < 0 and strategy.position_size > 0
_dsmov = strategy.position_size[1] > 0 and strategy.position_size < 0
onlylong = barssince(_lmov) < barssince(_dlmov) and _lmov
onlyshort = barssince(_smov) < barssince (_dsmov) and _smov
onlylongexit = barssince(_elmov) < barssince(_dsmov) and _elmov
onlyshortexit = barssince(_esmov) < barssince(_dlmov) and _esmov
directlong = barssince(_dlmov) < barssince(_lmov) and _dlmov
directshort = barssince(_dsmov) < barssince(_smov) and _dsmov
//
float capital = 0.00
chg = change(strategy.position_size)
ch = strategy.position_size
_l = valuewhen(strategy.position_size > 0 and strategy.position_size[1] == 0,strategy.position_avg_price,0) // Long after Short or Long Exit
_le = valuewhen(strategy.position_size[1] > 0 and strategy.position_size == 0 ,open,0)
_s = valuewhen(strategy.position_size < 0 and strategy.position_size[1] == 0,strategy.position_avg_price,0) // Short after Long or Long Exit
_se = valuewhen(strategy.position_size[1] < 0 and strategy.position_size == 0 ,open,0)
_dds = valuewhen(strategy.position_size < 0 and strategy.position_size[1] >= 0,strategy.position_avg_price,0) // Close Short and Long == DirectLong
_ddl = valuewhen(strategy.position_size > 0 and strategy.position_size[1] <= 0,strategy.position_avg_price,0) // Close Long and Short == DirectShort
piplong = ((_le - _l) / _l) * 100
pipshort= ((_se - _s) / _s) * 100
pipdl = ((_ddl - _dds) / _dds) * 100 // Direct Long
pipds = ((_dds - _ddl) / _ddl) * 100 // Direct Short
// CONSTRUCTION
enterLong = ((trend == 1 and term and trend[1] != 1) or (trend == 1 and term and trend[1] != 1 and low[1] <= stop_long) or
(trend == 1 and term and trend[1] == 1 and low[1] <= stop_long)) // 2
sLong = low <= stop_long and trend == 1 and strategy.position_size > 0 and term // 1
enterShort = ((trend == -1 and term and trend[1] != -1) or (trend == -1 and term and trend[1] != -1 and high[1] >= stop_short) or
(trend == -1 and term and trend[1] == -1 and high[1] >= stop_short)) // -2
sShort = high >= stop_short and trend == -1 and strategy.position_size < 0 and term // -1
float mode = na
mode := change(strategy.wintrades) > 0 ? 1 : change(strategy.losstrades) > 0 ? -1 : nz(mode[1], 1)
pipsize = (abs(chg) - abs(ch))
capital := onlylong ? nz(capital[1], 0) - chg :
onlylongexit ? capital[1] : onlyshort ? nz(capital[1], 0) + chg :
onlyshortexit ? capital[1] :
directlong and mode == 1 ? (capital[1]) - ch + ((-pipsize * leverage * pipdl)/100) : directlong and mode != 1 ? capital[1] - ch :
directshort and mode == 1 ? (capital[1]) + ch + ((pipsize * leverage * pipds)/100) : directshort and mode != 1 ? capital[1] + ch : capital[1]
// NET CAPITAL
capita = 100 + capital
float netcapital = na
netcapital := netcapital[1] <= 0 ? 0 : capita
// STRATEGY
strategy.entry("Long",strategy.long, comment="LONG" ,when = enterLong , qty = possize)
strategy.entry("Short",strategy.short, comment="SHORT" ,when = enterShort , qty = possize)
if(sLong)
strategy.close("Long",strategy.long , comment = "SL LONG")
if(sShort )
strategy.close("Short" , comment = "SL SHORT")
if time > timestamp(toyear, tomonth, today, 23, 59)
strategy.close_all()
plot(netcapital)
|
MA Divergences Strategy | https://www.tradingview.com/script/O3odi9VJ-MA-Divergences-Strategy/ | burgercrisis | https://www.tradingview.com/u/burgercrisis/ | 178 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© tista
//https://www.tradingview.com/u/tista/#published-scripts
//@version=4
strategy(title="MA Divergences", format=format.price)
//* Backtesting Period Selector | Component *//
//* https://www.tradingview.com/script/eCC1cvxQ-Backtesting-Period-Selector-Component *//
//* https://www.tradingview.com/u/pbergden/ *//
//* Modifications made *//
testStartYear = input(2021, "Backtest Start Year")
testStartMonth = input(1, "Backtest Start Month")
testStartDay = input(1, "Backtest Start Day")
testPeriodStart = timestamp(testStartYear,testStartMonth,testStartDay,0,0)
testStopYear = input(999999, "Backtest Stop Year")
testStopMonth = input(9, "Backtest Stop Month")
testStopDay = input(26, "Backtest Stop Day")
testPeriodStop = timestamp(testStopYear,testStopMonth,testStopDay,0,0)
testPeriod() =>
time >= testPeriodStart and time <= testPeriodStop ? true : false
/////////////// END - Backtesting Period Selector | Component ///////////////
len = input(title="MA Period", minval=1, defval=14)
src = input(title="MA Source", defval=close)
lbR = input(title="Pivot Lookback Right", defval=5)
lbL = input(title="Pivot Lookback Left", defval=5)
rangeUpper = input(title="Max of Lookback Range", defval=600)
rangeLower = input(title="Min of Lookback Range", defval=2)
plotBull = input(title="Plot Bullish", defval=true)
plotHiddenBull = input(title="Plot Hidden Bullish", defval=true)
plotBear = input(title="Plot Bearish", defval=true)
plotHiddenBear = input(title="Plot Hidden Bearish", defval=true)
bearColor = color.red
bullColor = color.green
hiddenBullColor = color.green
hiddenBearColor = color.red
textColor = color.white
noneColor = color.new(color.white, 100)
osc = wma(src, len)
plot(osc, title="MA", linewidth=2, color=color.yellow)
plFound = na(pivotlow(osc, lbL, lbR)) ? false : true
phFound = na(pivothigh(osc, lbL, lbR)) ? false : true
_inRange(cond) =>
bars = barssince(cond == true)
rangeLower <= bars and bars <= rangeUpper
alertcondition(osc[1] > 100.0 and osc[2] < 100.0, title="MA value crosses over 100.0", message="Check charts for a MA cross over 100.0")
alertcondition(osc[1] < 100.0 and osc[2] > 100.0, title="MA value crosses under 100.0", message="Check charts for a MA cross under 100.0")
alertcondition(osc[1] > -100. and osc[2] < -100.0, title="MA value crosses over -100.0", message="Check charts for a MA cross over -100.0")
alertcondition(osc[1] < -100.0 and osc[2] > -100.0, title="MA value crosses under -100.0", message="Check charts for a MA cross under -100.0")
//------------------------------------------------------------------------------
// Regular Bullish
// Osc: Higher Low
oscHL = osc[lbR] > valuewhen(plFound, osc[lbR], 1) and _inRange(plFound[1])
// Price: Lower Low
priceLL = low[lbR] < valuewhen(plFound, low[lbR], 1)
bullCond = plotBull and priceLL and oscHL and plFound
plot(
plFound ? osc[lbR] : na,
offset=-lbR,
title="Regular Bullish",
linewidth=2,
color=(bullCond ? bullColor : noneColor),
transp=0
)
plotshape(
bullCond ? osc[lbR] : na,
offset=-lbR,
title="Regular Bullish Label",
text=" Bull ",
style=shape.labelup,
location=location.absolute,
color=bullColor,
textcolor=textColor,
transp=0
)
alertcondition(bullCond, title="Regular bullish divergence in MA found", message="Check charts for a regular bullish divergence found with MA")
//------------------------------------------------------------------------------
// Hidden Bullish
// Osc: Lower Low
oscLL = osc[lbR] < valuewhen(plFound, osc[lbR], 1) and _inRange(plFound[1])
// Price: Higher Low
priceHL = low[lbR] > valuewhen(plFound, low[lbR], 1)
hiddenBullCond = plotHiddenBull and priceHL and oscLL and plFound
plot(
plFound ? osc[lbR] : na,
offset=-lbR,
title="Hidden Bullish",
linewidth=2,
color=(hiddenBullCond ? hiddenBullColor : noneColor),
transp=0
)
plotshape(
hiddenBullCond ? osc[lbR] : na,
offset=-lbR,
title="Hidden Bullish Label",
text=" H Bull ",
style=shape.labelup,
location=location.absolute,
color=bullColor,
textcolor=textColor,
transp=0
)
alertcondition(hiddenBullCond, title="Hidden bullish divergence in MA found", message="Check charts for a hidden bullish divergence found with MA")
//------------------------------------------------------------------------------
// Regular Bearish
// Osc: Lower High
oscLH = osc[lbR] < valuewhen(phFound, osc[lbR], 1) and _inRange(phFound[1])
// Price: Higher High
priceHH = high[lbR] > valuewhen(phFound, high[lbR], 1)
bearCond = plotBear and priceHH and oscLH and phFound
plot(
phFound ? osc[lbR] : na,
offset=-lbR,
title="Regular Bearish",
linewidth=2,
color=(bearCond ? bearColor : noneColor),
transp=0
)
plotshape(
bearCond ? osc[lbR] : na,
offset=-lbR,
title="Regular Bearish Label",
text=" Bear ",
style=shape.labeldown,
location=location.absolute,
color=bearColor,
textcolor=textColor,
transp=0
)
alertcondition(bearCond, title="Regular bearish divergence in MA found", message="Check charts for a regular bearish divergence found with MA")
//------------------------------------------------------------------------------
// Hidden Bearish
// Osc: Higher High
oscHH = osc[lbR] > valuewhen(phFound, osc[lbR], 1) and _inRange(phFound[1])
// Price: Lower High
priceLH = high[lbR] < valuewhen(phFound, high[lbR], 1)
hiddenBearCond = plotHiddenBear and priceLH and oscHH and phFound
plot(
phFound ? osc[lbR] : na,
offset=-lbR,
title="Hidden Bearish",
linewidth=2,
color=(hiddenBearCond ? hiddenBearColor : noneColor),
transp=0
)
plotshape(
hiddenBearCond ? osc[lbR] : na,
offset=-lbR,
title="Hidden Bearish Label",
text=" H Bear ",
style=shape.labeldown,
location=location.absolute,
color=bearColor,
textcolor=textColor,
transp=0
)
// Alerts
//alertcondition(bearCond or hiddenBearCond, title='Bear div', message='Bear div')
//alertcondition(bullCond or hiddenBullCond, title='Bull div', message='Bull div')
//alertcondition(bearCond or bullCond, title='Bull or beal div', message='Bull or bear div')
//alertcondition(hiddenBearCond or hiddenBullCond, title='Bull or beal div', message='Hidden Bull or bear div')
//alertcondition(hiddenBearCond or hiddenBullCond or bearCond or bullCond, title='Bull or beal div', message='Any Bull or bear div')
if testPeriod()
if bullCond or hiddenBullCond
strategy.entry("Buy", strategy.long)
if bearCond or hiddenBearCond
strategy.entry("Sell", strategy.short) |
Grid Tool | https://www.tradingview.com/script/5YXV2p1J-Grid-Tool/ | ramsay09 | https://www.tradingview.com/u/ramsay09/ | 219 | strategy | 5 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© ramsay09
//@version=5
strategy(title='Grid Tool', shorttitle='Grid', overlay=true, initial_capital=10000, pyramiding=3000, calc_on_every_tick=false, default_qty_type=strategy.fixed, default_qty_value=0.01, currency=currency.USD,
commission_type=strategy.commission.percent, commission_value=0.075, margin_long=0, margin_short=0, max_lines_count=500)
general_info = input.bool(title='General Description', defval=false,
tooltip="This script can make you free from entry decisions. You just have to manage your exits or additionally manage your exits.
Exiting a trend is more important than enter a trade. Use a small time frame for the grid signals to get the distance between the trades as accurate as possible for the selected grid gap
distance since TV back tests are carried out with closed bars. Before set up the grid-tool: pre-analyse the market to make sure it is in a trend or will be soon.
Select the grid gap and grid position size that you are comfortable with. Define the start date for the grid (start of a new trend), select a signal and use optionally filters,
stop loss and take profit. Monitor the trend and your exit levels. The default values are suitable for Bitcoin on ByBit (one tick = 0.5).")
//-------------------------------------------------------------------------------------- inputs -----------------------------------------------------------------------------------------------
entry_type = input.string('Long', title='Trade Direction', options=['Long', 'Short', 'Both'], tooltip='Long = long entries only, Short = short entries only, both = long and short entries.')
repaint = input.string('Allowed', title='Repainting', options=['Not allowed', 'Allowed'],
tooltip='If repainting \'Not allowed\' is selected, then signals from higher time frames have a lag of an additional bar from the higher time frame but you trade what you have backtested.
If repainting \'Allowed\' is selected, singals can occure multiple times as long as the higher time frame bar is not closed but the first signal of these possible multiple signals is much earlier.
Signals on current time frame (\'Current\' time frame filter is selected) do not repaint by default.')
panel = input.bool(true, title='Plot Info Panel', tooltip='Info panel for current unrealized profit or loss for the open position.')
plot_avg_price = input.bool(true, title='Plot Position Avarage Price Line.', tooltip='This plots the position avarage price line. Green = position is in profit, red = position is in loss.')
en_scalp_mode = input.bool(false, title='Scalping Mode', tooltip='Works only with TP/SL and their enabled counter (output filters are optional).
Choose an entry signal and define the scalping signal using entry filters. Makes strategy entry signal idle between exit event and new scalping signal.')
en_trig_lvl = input.bool(false, title='Enable Strategy Switch/Trigger Level', group='Strategy trigger and border levels:',
tooltip='This enables the strategy price level that must be crossed. Otherwise the strategy entry signals will be ignored. The stop loss and take profit is not affected.')
trig_lvl = input.float(0, title='Strategy Switch/Trigger Level', minval=0, step=200, group='Strategy trigger and border levels:',
tooltip='Define the price level which must be crossed (up or down) to make the strategy entry signals work.')
en_border_up = input.bool(false, title='Enable Upper Border Level', group='Strategy trigger and border levels:',
tooltip='In case the market has crossed this level, the strategy entry signals will be turned off (long and short). The stop loss and take profit is not affected.
Works when "Strategy Switch/Trigger Level" is not activated or an activated trigger level was crossed.')
bup_lvl = input.float(0, title='Strategy Upper Border Level', minval=0, step=200, group='Strategy trigger and border levels:',
tooltip='Define strategy upper border level.')
en_border_dn = input.bool(false, title='Enable Lower Border Level', group='Strategy trigger and border levels:',
tooltip='In case the market has crossed this level, the strategy entry signals will be turned off (long and short). The stop loss and take profit is not affected.
Works when "Strategy Switch/Trigger Level" is not activated or an activated trigger level was crossed.')
bdn_lvl = input.float(0, title='Strategy Lower Border Level', minval=0, step=200, group='Strategy trigger and border levels:',
tooltip='Define strategy lower border level.')
border_con = input.string('Close All', title='Strategy Behaviour When A Border Level Is Crossed', options=['Turn Off Entries', 'Idle', 'Close All'],
group='Strategy trigger and border levels:', tooltip='Select the strategy behaviour when a border level is crossed.
"Turn Off Entries" = The strategy entry signals will be turned off (long and short). The stop loss and take profit is not affected.
"Idle" = The strategy remains idle. Affects entries, stop loss, take profit and exit filters. Position remains open.
"Close All" = The entire position will be closed and strategy remains idle.')
extend_lines = input.string('Right', title='Extend Lines', options=['Right', 'Both'],
group='Strategy trigger and border levels:', tooltip='Select the trigger and border line extention')
en_close_stop = input.bool(false, title='Enable "Close & Stop" Level', group='Strategy trigger and border levels:',
tooltip='In case the market has crossed this level, the entire position will be closed and the strategy remains idle. This Feature works on current bar and is independent of time and date.')
cl_st_lvl = input.float(0, title='"Close & Stop" Level', minval=0, step=100, group='Strategy trigger and border levels:',
tooltip='Define "Close & Stop" level.')
//---------------------------- Backtest periode inputs -----------------------------------
inst_grid = input.bool(false, title='Instant Grid', group='Define the period of the grid/trend:',
tooltip='This enables the grid with current time and date. Do not change input settings while running an instant grid otherwise the grid will restart at current bar.')
period_start = input.time(title='', inline='start_timestamp', defval=timestamp('01 SEP 2022 00:00 +0000'), group='Define the period of the grid/trend:',
tooltip='Trend/grid start date and time. In case of live trading you have to set the period to the current date and time otherwise history trades will influence the position management.')
period_stop = input.time(title='', inline='end_timestamp', defval=timestamp('31 Dec 2122 00:00 +0000'), group='Define the period of the grid/trend:', tooltip='Trend/grid end date and time.')
//backtesting lot size
lot_size_b = input.float(0.01, title='Lot Size - Backtesting', minval= 0, step= 0.01,
tooltip='Affects backtesting only.', group='Backtesting and live-trading lot size:')
//Alertatron lot size on Bybit
lot_size_lv = input.int(50, title='Lot Size - Live Trading', minval= 0, step= 50,
tooltip='Alertatron Bitcoin lot size string for Bybit exchange. Affects live trading only.', group='Backtesting and live-trading lot size:')
//------------------------ entry signal inputs --------------------------
x_opt_1 = input.string('Grid - reentry', title='--- 1st ENTRY SIGNAL ---', options=['---', 'Grid - reentry', 'Grid - counter trend', 'Fractals', 'Reverse fractal', 'Pin bar', 'BB reverse'],
tooltip='The grid entry signals are time independent. The Fractals signal is a breakout signal. The reverse fractal and the Pin bar signal are bottom fishing signal.', group='Entry signals:')
x_opt_2 = input.string('---', title='--- 2nd ENTRY SIGNAL ---', options=['---', 'Grid - reentry', 'Grid - counter trend', 'Fractals', 'Reverse fractal', 'Pin bar', 'BB reverse'],
tooltip='The grid entry signals are time independent. The Fractals signal is a breakout signal. The reverse fractal and the pin bar signal are bottom fishing signals.', group='Entry signals:')
//grid parameter
grid_gap = input.float(500, title='Grid Gap - Base Currency', minval=0, step=50, tooltip='The minimum trigger-gap between two trades in case of a selected grid signal.', group='Grid parameter:')
//---------------------------- 1st position factor inputs ------------------------------
en_1st_pos_f = input.bool(false, title='Enable First Position', group='First position size:',
tooltip='This enables the first position that will be opened when entry condition is met. In case all positions are closed, a new "first position" will be opened.
Works when no exit filters are selected.')
inst_pos = input.bool(false, title='Instantly On Current Bar Close', group='First position size:',
tooltip='This opens the first position immediately when the grid is placed and the current bar is closed.')
pos_start_1st = input.float(0.05, title='Position Start-Size - Backtesting', minval=0.000001, step=0.01, group='First position size:',
tooltip='This replaces the default strategy position size ("Lot Size - Backtesting") and is the starting position size. Backtesting only.')
pos_start_1st_lv = input.float(250, title='Position Start-Size - Live Trading', minval=0.000001, step=50, group='First position size:',
tooltip='This replaces the default strategy live trading position size ("Lot Size - Live Trading") and is the starting position size. Live trading only.')
//-------------------------------- auto-increase of position inputs -----------------------------------
en_pos_mart = input.bool(false, title='Enable Position Auto-Increase', group='Automatic position size increase for each trade (Martingale):',
tooltip='This enables the automatic increase in position size for each trade. With "Position Factor = 1" you get the martingale sequence.
This \'automatic increase\' works until a position has been closed. After a closing event, this function remains inactive. Works not with "Trade Direction" = "Both".')
pos_factor = input.float(0.5, title='Position Factor', minval=0.000001, step=0.1, group='Automatic position size increase for each trade (Martingale):',
tooltip='This factor controls the position size. The next position size is: strategy_position_size + strategy_position_size * position_factor.
Keep in mind that a take profit event reduces the current position size.')
pos_count_in = input.int(4, title='Position Count', minval=1, step=1, group='Automatic position size increase for each trade (Martingale):',
tooltip='This value determines how often the position is increased.')
pos_start_mart = input.float(0.01, title='Position Start-Size - Backtesting', minval=0.000001, step=0.001, group='Automatic position size increase for each trade (Martingale):',
tooltip='This replaces the default strategy position size ("Lot Size - Backtesting") and is the starting position size for "Auto-Increase". Backtesting only.')
pos_start_mart_lv = input.float(100, title='Position Start-Size - Live Trading', minval=0.000001, step=50, group='Automatic position size increase for each trade (Martingale):',
tooltip='This replaces the default live trading strategy position size ("Lot Size - Live Trading") and is the starting position size for "Auto-Increase". Live trading only.')
//------------------------------ take average profit inputs --------------------------------
av_tp_en = input.bool(title='Enable Take Profit - Average-Position-Price Profit', defval=true, group='Take profit based on average-position-price:',
tooltip='Profit taking condition: current price >= average price of positions + "Take Average-Price Of Positions Profit..." AND current price >= average-price of positions + "Take Profit Step...".
Enable when scalping mode is used.')
av_tp_qty = input.float(10, title='Take Average-Position-Price Profit - Quantity Of Position (Percent)', minval=0, step=5, maxval=100, group='Take profit based on average-position-price:',
tooltip='Reduction of current position in percent. Affects backtesting and live trading.')
av_tp = input.float(500, title='Take Average-Position-Price Profit - Base Currency', minval=0, step=50, group='Take profit based on average-position-price:',
tooltip='The profit in points of base currency, calculated from the average price of all open trades.')
avtp_step = input.float(500, title='Take Profit Step - Base Currency', minval=0, step=50, group='Take profit based on average-position-price:',
tooltip='The minimum distance between two profit-taking events in case of "Take Average-Entry Profit - Quantity Of Position (Percent)" < 100.')
en_tp_counter = input.bool(title='Enable Take Profit Count', defval=false, group='Take profit based on average-position-price:',
tooltip='Enables "Take Profit Count". If disabled the stepwise take profit is endless. Enable when scalping mode is used.')
tp_count = input.int(3, title='Take Profit Count', minval=1, step=1, group='Take profit based on average-position-price:',
tooltip='Defines how many times a take profit event will happen before the entire position will be closed. Once the counter limit has been reached the counter gets reseted.')
//---------------------------------- break even stop loss -----------------------------------
break_even = input.bool(title='Close On Break Even And Remain Idle', defval=false, group='Break even stop loss:',
tooltip='Sets the stop loss to break even after the first take profit event. Strategy remains idle after a break even close event.
Works on live trading too but the triggering lot size is the backtest lot size.')
rep_even = input.bool(title='Close Partly On Break Even', defval=false, group='Break even stop loss:',
tooltip='Sets a partly stop loss on break even. Strategy will not be further affected after a partly break even close event.
Works on live trading too but the triggering lot size is the backtest lot size.')
rep_ev_qty = input.int(50, title='Percent Close On Break Even', minval= 0, maxval= 100, step= 5, group='Break even stop loss:',
tooltip= 'Percent of position that will be closed after a break even event.')
be_min_lot = input.float(0.1, title='Min Lot Size (Backtesting lot size)', minval= 0, step= 0.01, group='Break even stop loss:',
tooltip= 'Min lot size to trigger break even partly close. Current lot size > "Min Lot Size"')
//---------------------------- stop loss of average position inputs ------------------------------
av_sl_en = input.bool(title='Enable Stop Loss - Average-Position-Price Loss', defval=true, group='Stop loss based on average-position price or recent top/bottom:',
tooltip='Stop loss condition: current price <= average-position price of positions - "Stop Average-Entry Loss..." AND current price <= Average-Position Price Of Positions - "Stop Loss Step...".
Enable when scalping mode is used.')
tb_tog = input.bool(title='Toggle: Average-Position-Price Loss (Default) / Top/Bottom Based Loss', defval=true, group='Stop loss based on average-position price or recent top/bottom:',
tooltip='Stop loss condition top/bottom mode: current price <> last local top/bottom AND step condition. Stop loss condition average-position-price loss mode:
price <> average entry position price AND step condition. Default = selected.')
av_sl_qty = input.float(30, title='Stop Average-Position-Price Loss - Quantity Of Position (Percent)', minval=0, step=5, maxval=100, group='Stop loss based on average-position price or recent top/bottom:',
tooltip='Reduction of current position in percent. Affects backtesting and live trading.')
av_sl = input.float(500, title='Stop Average-Position-Price Loss - Base Currency', minval=0, step=50, group='Stop loss based on average-position price or recent top/bottom:',
tooltip='The loss in points of base currency, calculated from the average-position-price of all open trades.')
avsl_step = input.float(500, title='Stop Loss Step - Base Currency', minval=0, step=50, group='Stop loss based on average-position price or recent top/bottom:',
tooltip='The minimum distance between two stop-loss events in case of "Stop Average-Position-Price Loss - Quantity Of Position (Percent)" < 100.')
sl_sen = input.int(20, title='Top/Bottom Sensitivity', minval=1, step=1, group='Stop loss based on average-position price or recent top/bottom:',
tooltip='Number of past candles within the top and bottom are detected. For "Top/Bottom Based Loss" only.')
en_sl_counter = input.bool(title='Enable Stop Loss Count', defval=false, group='Stop loss based on average-position price or recent top/bottom:',
tooltip='Enables "Stop Loss Count". If disabled the stepwise stop loss is endless. Enable when scalping mode is used.')
sl_count = input.int(3, title='Stop Loss Count', minval=1, step=1, group='Stop loss based on average-position price or recent top/bottom:',
tooltip='Defines how many times a take profit event will happen before the entire position will be closed. Once the counter limit has been reached the counter gets reseted.')
//---------------------------- entry filters and time frame inputs ------------------------------
htf_entr_opt_1 = input.string('Current', title='Time Frame - Entry Filter 1', options=['Current', '5m', '10m', '15m', '30m', '1H', '2H', '3H', '4H', '6H', '8H', '12H', 'D', '3D', 'W', 'M'],
tooltip='The time frame for the 1st ENTRY SIGNAL filter. Choose always a higher time frame than the current. Lower time frames than the current may result in false values.', group='Entry filters:')
htf_entr_opt_2 = input.string('Current', title='Time Frame - Entry Filter 2', options=['Current', '5m', '10m', '15m', '30m', '1H', '2H', '3H', '4H', '6H', '8H', '12H', 'D', '3D', 'W', 'M'],
tooltip='The time frame for the 2nd ENTRY SIGNAL filter. Choose always a higher time frame than the current. Lower time frames than the current may result in false values.', group='Entry filters:')
entry_f_1 = input.string('---', title='Entry Filter 1', options=['---', 'Fractals trend lines filter (no tf filter)', 'Bar breakout 1 filter', 'Bar breakout 2 filter', 'SMA filter', 'MACD filter',
'MACD(fast) slope filter', 'RSI50 filter', 'Fractals filter', 'Segments filter (no tf filter)', 'Fractals 1-2-3 filter', 'Reverse fractal filter', 'EMA21/SMA20 filter',
'BB reverse filter (no tf filter)',
'ALMA slope filter', 'SuperTrend filter', 'EMA1 x EMA2 filter', 'ADX DMI filter', 'ADX slope filter', 'HMA slope filter', '2HMA cross filter', 'TRIX slope filter',
'Parabolic SAR filter', 'Price X Kumo filter', 'Price X Kijun filter', 'Kumo flip filter', 'Price filtered Kumo flip filter (no tf filter)', 'Chikou X price filter',
'Chikou X Kumo filter', 'Price X Tenkan filter', 'Tenkan X Kumo filter', 'Tenkan X Kijun filter'], tooltip='Various filter signals for the 1nd ENTRY SIGNAL.', group='Entry filters:')
entry_f_2 = input.string('---', title='Entry Filter 2', options=['---', 'Fractals trend lines filter (no tf filter)', 'Bar breakout 1 filter', 'Bar breakout 2 filter', 'SMA filter', 'MACD filter',
'MACD(fast) slope filter', 'RSI50 filter', 'Fractals filter', 'Segments filter (no tf filter)', 'Fractals 1-2-3 filter', 'Reverse fractal filter', 'EMA21/SMA20 filter',
'BB reverse filter (no tf filter)',
'ALMA slope filter', 'SuperTrend filter', 'EMA1 x EMA2 filter', 'ADX DMI filter', 'ADX slope filter', 'HMA slope filter', '2HMA cross filter', 'TRIX slope filter',
'Parabolic SAR filter', 'Price X Kumo filter', 'Price X Kijun filter', 'Kumo flip filter', 'Price filtered Kumo flip filter (no tf filter)', 'Chikou X price filter',
'Chikou X Kumo filter', 'Price X Tenkan filter', 'Tenkan X Kumo filter', 'Tenkan X Kijun filter'], tooltip='Various filter signals for the 2nd ENTRY SIGNAL.', group='Entry filters:')
//-------------------------- exit filters and time frame inputs ----------------------------
tog_exit = input.bool(title='Toggle Exit Mode 1/2', defval=true,
tooltip='Mode 1: All open positions will be closed. Entry signals are not affected. Mode 2: All open positions will be closed. New entry signals are inactive while exit signal is valid.
Mode 1 = default = selected.', group='Exit filters:')
qyt_exit = input.int(100, title='Exit Quantity', minval= 0, maxval= 100, step= 5, tooltip= 'Percent of position that will be closed. Affects backtesting and live trading.', group='Exit filters:')
htf_exit_opt_1 = input.string('Current', title='Time Frame - Exit Filter 1', options=['Current', '5m', '10m', '15m', '30m', '1H', '2H', '3H', '4H', '6H', '8H', '12H', 'D', '3D', 'W', 'M'],
tooltip='The time frame for Exit filter 1. Choose always a higher time frame than the current. Lower time frames than the current may result in false values.', group='Exit filters:')
htf_exit_opt_2 = input.string('Current', title='Time Frame - Exit Filter 2', options=['Current', '5m', '10m', '15m', '30m', '1H', '2H', '3H', '4H', '6H', '8H', '12H', 'D', '3D', 'W', 'M'],
tooltip='The time frame for Exit filter 2. Choose always a higher time frame than the current. Lower time frames than the current may result in false values.', group='Exit filters:')
exit_f_1 = input.string('---', title='Exit filter 1', options=['---', 'Fractals trend lines filter (no tf-filter)', 'ALMA slope exit', 'Reverse fractal exit', 'SMA exit', 'MACD exit', 'MACD(fast) slope exit',
'HMA slope exit', '2HMA cross exit', 'EMA1 x EMA2 exit', 'ADX slope exit', 'ADX Threshold exit', 'DMI exit', 'TRIX slope exit', 'BB reverse exit',
'RSI50 exit', 'Fractals exit', 'SuperTrend exit', 'Parabolic SAR exit', 'Cloud exit', 'Kijun exit'],
tooltip='Various exit signals for the 1nd ENTRY SIGNAL and the 2nd ENTRY SIGNAL. The exit signals are OR connected.', group='Exit filters:')
exit_f_2 = input.string('---', title='Exit filter 2', options=['---', 'Fractals trend lines filter (no tf-filter)', 'ALMA slope exit', 'Reverse fractal exit', 'SMA exit', 'MACD exit', 'MACD(fast) slope exit',
'HMA slope exit', '2HMA cross exit', 'EMA1 x EMA2 exit', 'ADX slope exit', 'ADX Threshold exit', 'DMI exit', 'TRIX slope exit', 'BB reverse exit',
'RSI50 exit', 'Fractals exit', 'SuperTrend exit', 'Parabolic SAR exit', 'Cloud exit', 'Kijun exit'],
tooltip='Various exit signals for both the 1nd ENTRY SIGNAL and the 2nd ENTRY SIGNAL. The exit signals are OR connected.', group='Exit filters:')
//------------------------- Signal parameter inputs ----------------------------
p_bar_sens_1 = input.float(0.6, title='Pin Bar Sensitivity 1', step=0.02, tooltip='Condition: candle wick > candle body * "Pin bar sensitivity".
The smaller the factor, the more wicks are detected as part of a pin bar.', group='Pin bar and segment parameters:')
p_bar_sens_2 = input.int(1, title='Pin Bar Sensitivity 2', step=1, minval=0, tooltip='Condition: high/low >< last two high/low.', group='Pin bar and segment parameters:')
sb = input.int(title='Segment Max Bars', defval=10, minval=0, step=1, tooltip='The Maximum bars between two segment highs or lows.', group='Pin bar and segment parameters:')
//--------------------- filters inputs --------------------
fr_period = input.int(2, title='Fractals Period', minval=1, group='Entry and filter signal parameters:')
rsi_period = input.int(14, title='RSI Period', minval=1, group='Entry and filter signal parameters:')
ma_period = input.int(50, title='MA Period', minval=1, group='Entry and filter signal parameters:')
mult = input.float(3, title='SuperTrend Multiplier', minval=1, step=0.1, group='Entry and filter signal parameters:')
len = input.int(6, title='SuperTrend Length', minval=1, group='Entry and filter signal parameters:')
start = 0.02 //input(0.02, title= "PSAR Start (Filter/Entry)", minval= 0)
inc = 0.02 //input(0.02, title= "PSAR Increment (Filter/Entry)", minval= 0)
max = 0.2 //input(.2, title= "PSAR Maximum (Filter/Entry)", minval= 0)
windowsize_f = input.int(title="ALMA Window Size", defval=9, minval=1, step=1, group='Entry and filter signal parameters:', tooltip='')
offset_f = input.float(title="ALMA Offset", defval=0.85, minval=0, step=0.05, group='Entry and filter signal parameters:', tooltip='')
sigma_f = input.float(title="ALMA Sigma", defval=6, minval=1, step=1, group='Entry and filter signal parameters:', tooltip='')
di_length_s = input.int(10, title='DMI ADX Length', minval=1, group='Entry and filter signal parameters:')
adx_smooth_s = input.int(10, title='DMI ADX Smooth', minval=1, group='Entry and filter signal parameters:')
adx_thres_s = input.int(25, title='DMI ADX Threshold', minval=1, group='Entry and filter signal parameters:')
slope_len = input.int(1, minval=1, title='MACD MacdlLine Slope Lenth', tooltip='MACD\'s fast line', group='Entry and filter signal parameters:')
hma_len_f = input.int(100, minval=1, step=5, title='HMA Length', group='Entry and filter signal parameters:')
hma2_len_f = input.int(25, title = "2HMA Period", minval=1, step=1, group='Entry and filter signal parameters:')
ema1_len_f = input.int(10, minval=1, step=2, title='EMA1 Length', group='Entry and filter signal parameters:')
ema2_len_f = input.int(20, minval=1, step=2, title='EMA2 Length', group='Entry and filter signal parameters:')
trix_len_f = input.int(10, title="TRIX Length", minval=1, group='Entry and filter signal parameters:')
bb_length_s = input.int(20, minval=1, title='BB Length (signal)', group='Entry and filter signal parameters:', tooltip='')
bb_std_fac_s = input.float(2, minval=0.1, step=0.2, title='BB StdDev Factor (signal)', group='Entry and filter signal parameters:', tooltip='')
bb_length_f = input.int(20, minval=1, step=10, title='BB Length (filter)', group='Entry and filter signal parameters:',
tooltip='Formula to adapt BB length of a lower TF to a higher TF: (higher TF in minutes) / (lower TF) * (BB Length of higher TF)')
bb_std_fac_f = input.float(2, minval=0.1, step=0.2, title='BB StdDev Factor (filter)', group='Entry and filter signal parameters:', tooltip='')
//--------------------- exits inputs --------------------
fr_period_x = input.int(2, title='Exit Fractals - Period', minval=1, group='Exit signal parameters:')
fr_past_x = input.int(0, title='Exit Fractals - Past Fractal', minval=0, group='Exit signal parameters:')
rsi_period_x = input.int(14, title='Exit RSI Period', minval=1, group='Exit signal parameters:')
ma_period_x = input.int(50, title='Exit MA Period', minval=1, group='Exit signal parameters:')
mult_x = input.float(2, title='Exit SuperTrend Multiplier', minval=1, group='Exit signal parameters:')
len_x = input.int(5, title='Exit SuperTrend Length', minval=1, group='Exit signal parameters:')
di_length_x = input.int(10, title='Exit DMI ADX Length', minval=1, group='Exit signal parameters:')
adx_smooth_x = input.int(10, title='Exit DMI ADX Smooth', minval=1, group='Exit signal parameters:')
adx_thres_x = input.int(25, title='Exit DMI ADX Threshold', minval=1, group='Exit signal parameters:')
slope_len_x = input.int(1, minval=1, title='Exit MACD MacdlLine Slope Lenth', tooltip='MACD\'s fast line', group='Exit signal parameters:')
hma_len_x = input.int(100, minval=1, step=5, title='EXIT HMA Length', group='Exit signal parameters:')
hma2_len_x = input.int(25, title = "Exit 2HMA Period", minval=1, step=1, group='Exit signal parameters:')
ema1_len_x = input.int(10, minval=1, step=2, title='Exit EMA1 Length', group='Exit signal parameters:')
ema2_len_x = input.int(20, minval=1, step=2, title='Exit EMA2 Length', group='Exit signal parameters:')
windowsize_x = input.int(9, title="Exit ALMA Window Size", minval=1, step=1, group='Exit signal parameters:', tooltip='')
offset_x = input.float(0.85, title="Exit ALMA Offset", minval=0, step=0.05, group='Exit signal parameters:', tooltip='')
sigma_x = input.float(6, title="Exit ALMA Sigma", minval=1, step=1, group='Exit signal parameters:', tooltip='')
trix_len_x = input.int(10, title="Exit TRIX Length", minval=1, group='Exit signal parameters:', tooltip='')
bb_length_x = input.int(20, minval=1, title='Exit BB Length', group='Exit signal parameters:', tooltip='')
bb_std_fac_x = input.float(2, minval=0.1, step=0.2, title='Exit BB StdDev Factor', group='Exit signal parameters:', tooltip='')
//--------------- Current unrealized profit or loss for the open position -------------------
if panel
var info_panel = table.new(position = position.bottom_left, columns = 1, rows = 2, bgcolor=color.new(color.blue, 92), frame_width=1, border_width=1)
text0 = "Position Size: " + str.tostring(strategy.position_size, "#.0000")
text1 = "Unrealized Profit/Loss: " + str.tostring(strategy.openprofit, "#.00")
table.cell(table_id=info_panel, column=0, row=0, text=text0, text_halign=text.align_left, text_size= size.small, text_color=color.new(color.silver, 0))
table.cell(table_id=info_panel, column=0, row=1, text=text1, text_halign=text.align_left, text_size= size.small, text_color=color.new(color.silver, 0))
//------------------------- entry direction --------------------------
long = entry_type != 'Short' // long or both
short = entry_type != 'Long' // short or both
both = entry_type == 'Both' // both
//----------------------- Backtest periode --------------------------------
backtest_period() =>
time >= period_start and time <= period_stop ? true : false
//-------------------------------- plots ----------------------------
//plot trigger level
trig_line = en_trig_lvl ? line.new(x1=period_start, x2=time, xloc = xloc.bar_time, y1=trig_lvl, y2=trig_lvl,
extend=extend_lines == 'Right' ? extend.right : extend.both, color=color.new(color.yellow, 40), style=line.style_solid, width=2) : na
//plot upper border level
bup_line = en_border_up ? line.new(x1=period_start, x2=time, xloc = xloc.bar_time, y1=bup_lvl, y2=bup_lvl,
extend=extend_lines == 'Right' ? extend.right : extend.both, color=color.new(color.red, 40), style=line.style_solid, width=3) : na
//plot lower border level
bdn_line = en_border_dn ? line.new(x1=period_start, x2=time, xloc = xloc.bar_time, y1=bdn_lvl, y2=bdn_lvl,
extend=extend_lines == 'Right' ? extend.right : extend.both, color=color.new(color.green, 40), style=line.style_solid, width=3) : na
//plot "close & stop" level
clst_line = en_close_stop ? line.new(x1=bar_index[1], x2=bar_index, y1=cl_st_lvl, y2=cl_st_lvl,
extend=extend.right, color=color.new(color.white, 10), style=line.style_solid, width=1) : na
line.delete(trig_line[1])
line.delete(bup_line[1])
line.delete(bdn_line[1])
line.delete(clst_line[1])
//average price plot
plot(plot_avg_price ? strategy.position_avg_price : na, linewidth=1, color=close > strategy.position_avg_price and long or close < strategy.position_avg_price and short ? color.new(color.green, 30) :
color.new(color.red, 30), title='position_avg_price')
//-------------------- Ichimoku --------------------
TKlength = 9 //input(9, "Tenkan-sen length", minval= 1)
KJlength = 26 //input(26, "Kijun-sen length", minval= 1)
CSHSlength = 26 //input(26, "Chikouspan length/horizontal shift", minval= 1)
SBlength = 52 //input(52, "SenkouspanB length", minval= 1)
// calculation
TK = math.avg(ta.lowest(TKlength), ta.highest(TKlength))
KJ = math.avg(ta.lowest(KJlength), ta.highest(KJlength))
CS = close
SB = math.avg(ta.lowest(SBlength), ta.highest(SBlength))
SA = math.avg(TK, KJ)
kumo_high = math.max(SA[CSHSlength - 1], SB[CSHSlength - 1])
kumo_low = math.min(SA[CSHSlength - 1], SB[CSHSlength - 1])
//----------------------------------------------------------------------- Filters and entry signals ------------------------------------------------------------------------
//---------------------- Ichimoku filters ------------------------
// cross conditions for "Strong" filtered signals
var bool sasb_x = true
if ta.crossover(SA, SB) and low > kumo_high
sasb_x := true
sasb_x
if ta.crossunder(SA, SB) and high < kumo_low
sasb_x := false
sasb_x
var bool tkkj_x = true
if ta.crossover(TK, KJ) and TK > kumo_high and KJ > kumo_high
tkkj_x := true
tkkj_x
if ta.crossunder(TK, KJ) and TK < kumo_low and KJ < kumo_low
tkkj_x := false
tkkj_x
// Ichimoku filters
kijun_buy_f = close > KJ
kumo_buy_f = close > kumo_high
kumo_flip_buy_f = SA > SB
price_filtered_kumo_flip_buy_f = sasb_x and low > kumo_high
chikou_X_price_buy_f = CS > high[26 - 1]
chikou_X_kumo_buy_f = CS > kumo_high[26 - 1]
price_X_tenkan_buy_f = close > TK
tenkan_X_kumo_buy_f = TK > kumo_high
tenkan_X_kijun_buy_f = TK > KJ
kumo_filtered_tenkan_X_kijun_buy_f = tkkj_x and TK > kumo_high and KJ > kumo_high and TK > KJ
kijun_sell_f = close < KJ
kumo_sell_f = close < kumo_low
kumo_flip_sell_f = SA < SB
price_filtered_kumo_flip_sell_f = not sasb_x and high < kumo_low
chikou_X_price_sell_f = CS < low[26 - 1]
chikou_X_kumo_sell_f = CS < kumo_low[26 - 1]
price_X_tenkan_sell_f = close < TK
tenkan_X_kumo_sell_f = TK < kumo_low
tenkan_X_kijun_sell_f = TK < KJ
kumo_filtered_tenkan_X_kijun_sell_f = not tkkj_x and TK < kumo_low and KJ < kumo_low and TK < KJ
// Ichimoku exits
kijun_buy_x = tog_exit ? ta.crossover(high, KJ) : high > KJ
kijun_sell_x = tog_exit ? ta.crossunder(low, KJ) : low < KJ
kumo_buy_x = tog_exit ? ta.crossover(high, kumo_high) : high > kumo_high
kumo_sell_x = tog_exit ? ta.crossunder(low, kumo_low) : low < kumo_low
//--------------------- Bollinger Bands ------------------------
f_stdev(_bb_len) => ta.stdev(close, _bb_len)
f_sma(_sma_len) => ta.sma(close, _sma_len)
dev_s = bb_std_fac_s * f_stdev(bb_length_s)
dev_f = bb_std_fac_f * f_stdev(bb_length_f)
dev_x = bb_std_fac_x * f_stdev(bb_length_x)
//signal
upper_bb_s = f_sma(bb_length_s) + dev_s
lower_bb_s = f_sma(bb_length_s) - dev_s
bb_long_s = low < lower_bb_s // ta.crossunder(low, lower_bb_s)
bb_short_s = high > upper_bb_s // ta.crossover(high, upper_bb_s)
//filter
upper_bb_f = f_sma(bb_length_f) + dev_f
lower_bb_f = f_sma(bb_length_f) - dev_f
var bool bb_dnx_buy = false
var bool bb_upx_sell = false
if low < lower_bb_f and backtest_period()
bb_dnx_buy := true
bb_upx_sell := false
if high > upper_bb_f and backtest_period()
bb_upx_sell := true
bb_dnx_buy := false
bb_long_f = bb_dnx_buy // [pine] [/pine]
bb_short_f = bb_upx_sell
//exit
upper_bb_x = f_sma(bb_length_x) + dev_x
lower_bb_x = f_sma(bb_length_x) - dev_x
bb_long_x = tog_exit ? ta.crossunder(low, lower_bb_x) : low < lower_bb_x
bb_short_x = tog_exit ? ta.crossover(high, upper_bb_x) : high > upper_bb_x
//-------------------------- trix --------------------------
trix_f = 10000 * ta.change(ta.ema(ta.ema(ta.ema(math.log(close), trix_len_f), trix_len_f), trix_len_f))
trix_x = 10000 * ta.change(ta.ema(ta.ema(ta.ema(math.log(close), trix_len_x), trix_len_x), trix_len_x))
trix_slo_up_f = ta.rising(trix_f, 1)
trix_slo_up_x = tog_exit ? ta.rising(trix_x, 1) and not ta.rising(trix_x, 1)[1] : ta.rising(trix_x, 1)
trix_slo_dn_x = tog_exit ? ta.falling(trix_x, 1) and not ta.falling(trix_x, 1)[1] : ta.falling(trix_x, 1)
//------------------------- hma ----------------------------
hma_f = ta.hma(close, hma_len_f) // entry filter //[repaint == 'Allowed' ? 0 : 1]
hma_x = ta.hma(close, hma_len_x) // exit
hma_up_f = ta.rising(hma_f, 1)
hma_dn_f = ta.falling(hma_f, 1) // entry filter
hma_up_x = tog_exit ? ta.rising(hma_x, 1) and not ta.rising(hma_x, 1)[1] : ta.rising(hma_x, 1) // exit
hma_dn_x = tog_exit ? ta.falling(hma_x, 1) and not ta.falling(hma_x, 1)[1] : ta.falling(hma_x, 1)
//------------------- 2hma cross -----------------------
f_hma3(_src, _len) => ta.wma(ta.wma(close, (_len/2)/3)*3 - ta.wma(close, (_len/2)/2) - ta.wma(close, (_len/2)), (_len/2))
//entry filter
hma_n_f = ta.hma(hl2, hma2_len_f) //[repaint == 'Allowed' ? 0 : 1]
hma_m_f = f_hma3(hl2, hma2_len_f) //[repaint == 'Allowed' ? 0 : 1]
hma_c_up_f = hma_m_f > hma_n_f
hma_c_dn_f = hma_m_f < hma_n_f
//exit
hma_n_x = ta.hma(hl2, hma2_len_x) //[repaint == 'Allowed' ? 0 : 1]
hma_m_x = f_hma3(hl2, hma2_len_x) //[repaint == 'Allowed' ? 0 : 1]
hma_c_up_x = tog_exit ? ta.crossover(hma_m_x, hma_n_x) : hma_m_x > hma_n_x
hma_c_dn_x = tog_exit ? ta.crossunder(hma_m_x, hma_n_x) : hma_m_x < hma_n_x
//---------------- williams fractals trend lines -----------------
up_w_fr = ta.pivothigh(2, 2)
dn_w_fr = ta.pivotlow(2, 2)
y1_frup_1 = ta.valuewhen(up_w_fr, high[2], 1)
y0_frup_0 = ta.valuewhen(up_w_fr, high[2], 0)
y1_frdn_1 = ta.valuewhen(dn_w_fr, low[2], 1)
y0_frdn_0 = ta.valuewhen(dn_w_fr, low[2], 0)
// bar-id loops to get x1 and x2 for line.new()
xup0 = 2
for i = 1 to 25 by 1
if high[i + 2] >= high[i + 3] and high[i + 2] > high[i + 4] and high[i + 2] > high[i + 1] and high[i + 2] >= high[i + 0]
break
xup0 := xup0 + 1
xup0
xup1 = xup0
for i = xup1 to 40 by 1
if high[i + 2] >= high[i + 3] and high[i + 2] > high[i + 4] and high[i + 2] > high[i + 1] and high[i + 2] >= high[i + 0]
break
xup1 := xup1 + 1
xup1
xdn0 = 2
for i = 1 to 25 by 1
if low[i + 2] <= low[i + 3] and low[i + 2] < low[i + 4] and low[i + 2] < low[i + 1] and low[i + 2] <= low[i + 0]
break
xdn0 := xdn0 + 1
xdn0
xdn1 = xdn0
for i = xdn1 to 40 by 1
if low[i + 2] <= low[i + 3] and low[i + 2] < low[i + 4] and low[i + 2] < low[i + 1] and low[i + 2] <= low[i + 0]
break
xdn1 := xdn1 + 1
xdn1
// y-linebreak values for upper_line and lower_line
y_up_lvl = (y0_frup_0 - y1_frup_1) / (xup1 + 2 - xup0) * xup0 + y0_frup_0 // y = slope * x0 + y0
y_dn_lvl = (y0_frdn_0 - y1_frdn_1) / (xdn1 + 2 - xdn0) * xdn0 + y0_frdn_0
// exit / filter
//frup_buy = ta.crossover(high, y0_frup_0)
//frdn_sell = ta.crossunder(low, y0_frdn_0)
buy_up_line = tog_exit ? ta.crossover(high, y_up_lvl) : high > y_up_lvl// or frup_buy
sell_dn_line = tog_exit ? ta.crossunder(low, y_dn_lvl) : low < y_dn_lvl// or frdn_sell
//------------------------ grid --------------------------
re_grid = 0.
re_grid := nz(high > re_grid[1] + grid_gap or low < re_grid[1] - grid_gap ? close : re_grid[1])
grid_ct_buy = re_grid < re_grid[1]
grid_ct_sell = re_grid > re_grid[1]
grid_re_buy = re_grid > re_grid[1]
grid_re_sell = re_grid < re_grid[1]
//plot(re_grid,"Plot Entry Grid ", color= color.yellow, linewidth= 2)
//---------------------- reverse fractal signal and filter --------------------------
up_bar = close[0] > open[0]
dn_bar = close[0] < open[0]
hl = low[0] > low[1]
lh = high[0] < high[1]
rev_up_fr_sell = ta.pivothigh(high, 3, 0) and dn_bar and up_bar[1] or ta.pivothigh(high, 4, 1) and dn_bar and up_bar[1] or ta.pivothigh(high, 4, 1) and lh and up_bar and up_bar[1]
rev_dn_fr_buy = ta.pivotlow(low, 3, 0) and up_bar and dn_bar[1] or ta.pivotlow(low, 4, 1) and up_bar and dn_bar[1] or ta.pivotlow(low, 4, 1) and hl and dn_bar and dn_bar[1]
//-------------------------- pin bar entry signal-------------------------------
candle_body = math.abs(open - close)
pivot_up = ta.pivothigh(high, p_bar_sens_2, 0)
pivot_dn = ta.pivotlow(low, p_bar_sens_2, 0)
up_wick = close > open ? high - close : high - open
dn_wick = close > open ? open - low : close - low
pin_up_def = high - open > p_bar_sens_1 * candle_body and close < open or high - close > p_bar_sens_1 * candle_body and close > open
pin_dn_def = open - low > p_bar_sens_1 * candle_body and close > open or close - low > p_bar_sens_1 * candle_body and close < open
p_bar_sell = pin_up_def and pivot_up and up_wick > dn_wick
p_bar_buy = pin_dn_def and pivot_dn and up_wick < dn_wick
//------------------ ema21/sma20 filter -------------------------
ema_f(src, ema_len) => ta.ema(src, ema_len) // ma function definition
sma_f(src, sma_len) => ta.sma(src, sma_len)
ema_21 = ema_f(close, 21)
sma_20 = sma_f(close, 20)
ma_cross_buy = high > ema_21 and high > sma_20 and ema_21 > sma_20
ma_cross_sell = low < ema_21 and low < sma_20 and ema_21 < sma_20
//------------------------ ema1 x ema2 ---------------------------
ema1_f = ema_f(close, ema1_len_f)
ema2_f = ema_f(close, ema2_len_f)
ema1_x = ema_f(close, ema1_len_x)
ema2_x = ema_f(close, ema2_len_x)
ema_1x2_buy_f = ema1_f > ema2_f
ema_1x2_buy_x = tog_exit ? ta.crossover(ema1_x, ema2_x) : ema1_x > ema2_x
ema_1x2_sell_x = tog_exit ? ta.crossunder(ema1_x, ema2_x) : ema1_x < ema2_x
//--------------------- alma ------------------------
//filters
alma_f = ta.alma(close, windowsize_f, offset_f, sigma_f)
alma_slo_up_f = ta.rising(alma_f, 1)
//exits
alma_x = ta.alma(close, windowsize_x, offset_x, sigma_x)
alma_slo_up_x = tog_exit ? ta.rising(alma_x, 1) and not ta.rising(alma_x, 1)[1] : ta.rising(alma_x, 1)
alma_slo_dn_x = tog_exit ? ta.falling(alma_x, 1) and not ta.falling(alma_x, 1)[1] : ta.falling(alma_x, 1)
//----------------------- macd filter -----------------------
[macdLine_f, signalLine_f, histLine_f] = ta.macd(close, 12, 26, 9)
//filters
macd_buy = macdLine_f > signalLine_f
macd_sell = macdLine_f < signalLine_f
//exit
macd_buy_x = tog_exit ? ta.crossover(macdLine_f, signalLine_f) : macdLine_f > signalLine_f
macd_sell_x = tog_exit ? ta.crossunder(macdLine_f, signalLine_f) : macdLine_f < signalLine_f
//macd fast line slope
macd_slope_up = ta.rising(macdLine_f, slope_len) //entry and filter
macd_slope_up_x = tog_exit ? ta.rising(macdLine_f, slope_len_x) and not ta.rising(macdLine_f, slope_len_x)[1] : ta.rising(macdLine_f, slope_len_x) //exit
macd_slope_dn_x = tog_exit ? ta.falling(macdLine_f, slope_len_x) and not ta.falling(macdLine_f, slope_len_x)[1] : ta.falling(macdLine_f, slope_len_x)
//---------------------- rsi filters and entry signal------------------------
//entry
rsi_f = ta.rsi(close, rsi_period)
rsi_f_buy = rsi_f > 50
rsi_f_sell = rsi_f < 50
//filters
rsi_f_buy_f = rsi_f > 50
rsi_f_sell_f = rsi_f < 50
//exit
rsi_f_x = ta.rsi(close, rsi_period_x)
rsi_f_buy_x = tog_exit ? ta.crossover(rsi_f_x, 50) : rsi_f_x > 50
rsi_f_sell_x = tog_exit ? ta.crossunder(rsi_f_x, 50) : rsi_f_x < 50
//---------------- Bill Williams Fractals (filter and entry signal) -----------------
up_fr = ta.pivothigh(fr_period, fr_period)
dn_fr = ta.pivotlow(fr_period, fr_period)
fractal_up_v = ta.valuewhen(up_fr, high[fr_period], 0)
fractal_dn_v = ta.valuewhen(dn_fr, low[fr_period], 0)
//entry signal
fr_upx = ta.crossover(high, fractal_up_v)
fr_dnx = ta.crossunder(low, fractal_dn_v)
//filters
fr_upx_f = high > fractal_up_v
fr_dnx_f = low < fractal_dn_v
//exit
up_fr_x = ta.pivothigh(fr_period_x, fr_period_x)
dn_fr_x = ta.pivotlow(fr_period_x, fr_period_x)
fractal_up_v_x = ta.valuewhen(up_fr_x, high[fr_period_x], fr_past_x)
fractal_dn_v_x = ta.valuewhen(dn_fr_x, low[fr_period_x], fr_past_x)
fr_upx_x = tog_exit ? ta.crossover(high, fractal_up_v_x) : high > fractal_up_v_x
fr_dnx_x = tog_exit ? ta.crossunder(low, fractal_dn_v_x) : low < fractal_dn_v_x
//----------- higher low and higher high - lower high and lower low - entry --------------
fractal_dn_v_1 = ta.valuewhen(dn_fr, low[fr_period], 1)
fractal_up_v_1 = ta.valuewhen(up_fr, high[fr_period], 1)
hl_hh_buy = fractal_dn_v > fractal_dn_v_1 and high > fractal_up_v // 123 signal and filter
lh_ll_sell = fractal_up_v < fractal_up_v_1 and low < fractal_dn_v
//-------------------- SuperTrend filter and entry signal ---------------------
//entry
[SuperTrend, Dir] = ta.supertrend(mult, len)
sup_buy = high > SuperTrend
sup_sell = low < SuperTrend
//filters
sup_buy_f = high > SuperTrend
sup_sell_f = low < SuperTrend
//exit
[SuperTrend_x, Dir_x] = ta.supertrend(mult_x, len_x)
sup_buy_x = tog_exit ? ta.crossover(high, SuperTrend_x) : high > SuperTrend_x
sup_sell_x = tog_exit ? ta.crossunder(low, SuperTrend_x) : low < SuperTrend_x
//----------------- Parabolic SAR Signal (pb/ps) and filter -------------------
psar_buy = tog_exit ? ta.crossover(high, ta.sar(start, inc, max)) : high > ta.sar(start, inc, max)[0]
psar_sell = tog_exit ? ta.crossunder(low, ta.sar(start, inc, max)) : low < ta.sar(start, inc, max)[0]
//-------------------------- ADX entry and filter ---------------------------
//adx signal 1/2 and filter
[diplus_s, diminus_s, adx_s] = ta.dmi(di_length_s, adx_smooth_s)
adx_above_thres = adx_s > adx_thres_s
long_1 = diplus_s > diminus_s and adx_s < diplus_s and adx_s > diminus_s // ADX DMI entry and filter classic
short_1 = diplus_s < diminus_s and adx_s > diplus_s and adx_s < diminus_s
long_2 = diplus_s > diminus_s and adx_above_thres
short_2 = diplus_s < diminus_s and adx_above_thres
//filter
adx_up_f = ta.rising(adx_s, 1) // ADX filter rising/falling
//exit
[diplus_x, diminus_x, adx_x] = ta.dmi(di_length_x, adx_smooth_x)
adx_thres_f_x = tog_exit ? ta.crossunder(adx_x, adx_thres_x) : adx_x < adx_thres_x // ADX exit classic
dmi_long_x = tog_exit ? ta.crossover(diplus_x, diminus_x) : diplus_x > diminus_x // dmi exit
dmi_short_x = tog_exit ? ta.crossunder(diplus_x, diminus_x) : diplus_x < diminus_x
adx_dn_x = tog_exit ? ta.falling(adx_x, 1) and not ta.falling(adx_x, 1)[1] : ta.falling(adx_x, 1) // ADX exit falling
//-------------------------- SMA50 filter and entry---------------------------
//entry
sma_buy = close[2] > ema_f(close, ma_period)
sma_sell = close[2] < ema_f(close, ma_period)
//filters
sma_buy_f = close[2] > sma_f(close, ma_period)
sma_sell_f = close[2] < sma_f(close, ma_period)
//exit
sma_buy_x = tog_exit ? ta.crossover(close[1], sma_f(close, ma_period_x)) : close[1] > sma_f(close, ma_period_x)
sma_sell_x = tog_exit ? ta.crossunder(close[1], sma_f(close, ma_period_x)) : close[1] < sma_f(close, ma_period_x)
//--------------------------- Segments signal ----------------------------
count1_l = 0
count2_l = 0
segment_1_stat_l = false
segment_2_stat_l = false
segment_3_stat_l = false
higher_low = low > low[1]
var line segment_low_1_l = na
var line segment_low_2_l = na
var line segment_low_3_l = na
// long segments
for i = 0 to sb by 1
count1_l := count1_l + 1
if low[1] > low[i + 2] and higher_low
segment_1_stat_l := true
break
for i = count1_l to sb + count1_l by 1
count2_l := count2_l + 1
if low[1 + count1_l] > low[i + 2] and segment_1_stat_l
segment_2_stat_l := true
break
for i = count2_l to sb + count2_l by 1
if low[1 + count1_l + count2_l] > low[i + 2 + count1_l] and segment_2_stat_l
segment_3_stat_l := true
break
// short segments
count1_s = 0
count2_s = 0
segment_1_stat_s = false
segment_2_stat_s = false
segment_3_stat_s = false
lower_high = high < high[1]
var line segment_high_1 = na
var line segment_high_2 = na
var line segment_high_3 = na
for i = 0 to sb by 1
count1_s := count1_s + 1
if high[1] < high[i + 2] and lower_high
segment_1_stat_s := true
break
for i = count1_s to sb + count1_s by 1
count2_s := count2_s + 1
if high[1 + count1_s] < high[i + 2] and segment_1_stat_s
segment_2_stat_s := true
break
for i = count2_s to sb + count2_s by 1
if high[1 + count1_s + count2_s] < high[i + 2 + count1_s] and segment_2_stat_s
segment_3_stat_s := true
break
// segments signals
seg_stat_l = segment_1_stat_l and segment_2_stat_l and segment_3_stat_l
seg_stat_s = segment_1_stat_s and segment_2_stat_s and segment_3_stat_s
//entry
segments_buy = high > high[1] and seg_stat_l[1]
segments_sell = low < low[1] and seg_stat_s[1]
//filters
segments_buy_f = high > high[1] and seg_stat_l[1]
segments_sell_f = low < low[1] and seg_stat_s[1]
//-------------------------------------------------------------------------- Entry Signal Options ----------------------------------------------------------------------
// buy signal options 1
opt_sig_buy_1 = x_opt_1 == '---' ? false :
x_opt_1 == 'BB reverse' ? bb_long_s :
x_opt_1 == 'Grid - counter trend' ? grid_ct_buy :
x_opt_1 == 'Grid - reentry' ? grid_re_buy :
x_opt_1 == 'Pin bar' ? p_bar_buy :
x_opt_1 == 'Fractals' ? fr_upx :
x_opt_1 == 'Reverse fractal' ? rev_dn_fr_buy : false
// sell signal options 1
opt_sig_sell_1 = x_opt_1 == '---' ? false :
x_opt_1 == 'BB reverse' ? bb_short_s :
x_opt_1 == 'Grid - counter trend' ? grid_ct_sell :
x_opt_1 == 'Grid - reentry' ? grid_re_sell :
x_opt_1 == 'Pin bar' ? p_bar_sell :
x_opt_1 == 'Fractals' ? fr_dnx :
x_opt_1 == 'Reverse fractal' ? rev_up_fr_sell : false
// buy signal options 2
opt_sig_buy_2 = x_opt_2 == '---' ? false :
x_opt_2 == 'BB reverse' ? bb_long_s :
x_opt_2 == 'Grid - counter trend' ? grid_ct_buy :
x_opt_2 == 'Grid - reentry' ? grid_re_buy :
x_opt_2 == 'Pin bar' ? p_bar_buy :
x_opt_2 == 'Fractals' ? fr_upx :
x_opt_2 == 'Reverse fractal' ? rev_dn_fr_buy : false
// sell signal options 2
opt_sig_sell_2 = x_opt_2 == '---' ? false :
x_opt_2 == 'BB reverse' ? bb_short_s :
x_opt_2 == 'Grid - counter trend' ? grid_ct_sell :
x_opt_2 == 'Grid - reentry' ? grid_re_sell :
x_opt_2 == 'Pin bar' ? p_bar_sell :
x_opt_2 == 'Fractals' ? fr_dnx :
x_opt_2 == 'Reverse fractal' ? rev_up_fr_sell : false
//------------------------------------------------------------------------------ entry filters -----------------------------------------------------------------------------
f_secureSecurity(_symbol, _res, _src) => request.security(_symbol, _res, _src[repaint == 'Allowed' ? 0 : 1]) // no repainting - taken from PineCoders
entry_filter_sig_buy_1 = entry_f_1 == '---' ? true :
entry_f_1 == 'TRIX slope filter' ? trix_slo_up_f :
entry_f_1 == 'EMA1 x EMA2 filter' ? ema_1x2_buy_f :
entry_f_1 == '2HMA cross filter' ? hma_c_up_f :
entry_f_1 == 'HMA slope filter' ? hma_up_f :
entry_f_1 == 'MACD(fast) slope filter' ? macd_slope_up :
entry_f_1 == 'MACD filter' ? macd_buy :
entry_f_1 == 'RSI50 filter' ? rsi_f_buy_f :
entry_f_1 == 'Fractals filter' ? fr_upx_f :
entry_f_1 == 'SuperTrend filter' ? sup_buy_f :
entry_f_1 == 'Parabolic SAR filter' ? psar_buy :
entry_f_1 == 'SMA filter' ? sma_buy_f :
entry_f_1 == 'ADX slope filter' ? adx_up_f :
entry_f_1 == 'ADX DMI filter' ? adx_above_thres :
entry_f_1 == 'Fractals 1-2-3 filter' ? hl_hh_buy :
entry_f_1 == 'Reverse fractal filter' ? rev_dn_fr_buy :
entry_f_1 == 'EMA21/SMA20 filter' ? ma_cross_buy :
entry_f_1 == 'ALMA slope filter' ? alma_slo_up_f :
entry_f_1 == 'Price X Kumo filter' ? kumo_buy_f :
entry_f_1 == 'Price X Kijun filter' ? kijun_buy_f :
entry_f_1 == 'Kumo flip filter' ? kumo_flip_buy_f :
entry_f_1 == 'Chikou X price filter' ? chikou_X_price_buy_f :
entry_f_1 == 'Chikou X Kumo filter' ? chikou_X_kumo_buy_f :
entry_f_1 == 'Price X Tenkan filter' ? price_X_tenkan_buy_f :
entry_f_1 == 'Tenkan X Kumo filter' ? tenkan_X_kumo_buy_f :
entry_f_1 == 'Tenkan X Kijun filter' ? tenkan_X_kijun_buy_f : true
entry_filter_sig_sell_1 = entry_f_1 == '---' ? true :
entry_f_1 == 'TRIX slope filter' ? not trix_slo_up_f :
entry_f_1 == 'EMA1 x EMA2 filter' ? not ema_1x2_buy_f :
entry_f_1 == '2HMA cross filter' ? hma_c_dn_f :
entry_f_1 == 'HMA slope filter' ? hma_dn_f :
entry_f_1 == 'MACD(fast) slope filter' ? not macd_slope_up :
entry_f_1 == 'MACD filter' ? macd_sell :
entry_f_1 == 'RSI50 filter' ? rsi_f_sell_f :
entry_f_1 == 'Fractals filter' ? fr_dnx_f :
entry_f_1 == 'SuperTrend filter' ? sup_sell_f :
entry_f_1 == 'Parabolic SAR filter' ? psar_sell :
entry_f_1 == 'SMA filter' ? sma_sell_f :
entry_f_1 == 'ADX slope filter' ? not adx_up_f :
entry_f_1 == 'ADX DMI filter' ? adx_above_thres :
entry_f_1 == 'Fractals 1-2-3 filter' ? lh_ll_sell :
entry_f_1 == 'Reverse fractal filter' ? rev_up_fr_sell :
entry_f_1 == 'EMA21/SMA20 filter' ? ma_cross_sell :
entry_f_1 == 'ALMA slope filter' ? not alma_slo_up_f :
entry_f_1 == 'Price X Kumo filter' ? kumo_sell_f :
entry_f_1 == 'Price X Kijun filter' ? kijun_sell_f :
entry_f_1 == 'Kumo flip filter' ? kumo_flip_sell_f :
entry_f_1 == 'Chikou X price filter' ? chikou_X_price_sell_f :
entry_f_1 == 'Chikou X Kumo filter' ? chikou_X_kumo_sell_f :
entry_f_1 == 'Price X Tenkan filter' ? price_X_tenkan_sell_f :
entry_f_1 == 'Tenkan X Kumo filter' ? tenkan_X_kumo_sell_f :
entry_f_1 == 'Tenkan X Kijun filter' ? tenkan_X_kijun_sell_f : true
entry_filter_sig_buy_2 = entry_f_2 == '---' ? true :
entry_f_2 == 'TRIX slope filter' ? trix_slo_up_f :
entry_f_2 == 'EMA1 x EMA2 filter' ? ema_1x2_buy_f :
entry_f_2 == '2HMA cross filter' ? hma_c_up_f :
entry_f_2 == 'HMA slope filter' ? hma_up_f :
entry_f_2 == 'MACD(fast) slope filter' ? macd_slope_up :
entry_f_2 == 'MACD filter' ? macd_buy :
entry_f_2 == 'RSI50 filter' ? rsi_f_buy_f :
entry_f_2 == 'Fractals filter' ? fr_upx_f :
entry_f_2 == 'SuperTrend filter' ? sup_buy_f :
entry_f_2 == 'Parabolic SAR filter' ? psar_buy :
entry_f_2 == 'SMA filter' ? sma_buy_f :
entry_f_2 == 'ADX slope filter' ? adx_up_f :
entry_f_2 == 'ADX DMI filter' ? adx_above_thres :
entry_f_2 == 'Fractals 1-2-3 filter' ? hl_hh_buy :
entry_f_2 == 'Reverse fractal filter' ? rev_dn_fr_buy :
entry_f_2 == 'EMA21/SMA20 filter' ? ma_cross_buy :
entry_f_2 == 'ALMA slope filter' ? alma_slo_up_f :
entry_f_2 == 'Price X Kumo filter' ? kumo_buy_f :
entry_f_2 == 'Price X Kijun filter' ? kijun_buy_f :
entry_f_2 == 'Kumo flip filter' ? kumo_flip_buy_f :
entry_f_2 == 'Chikou X price filter' ? chikou_X_price_buy_f :
entry_f_2 == 'Chikou X Kumo filter' ? chikou_X_kumo_buy_f :
entry_f_2 == 'Price X Tenkan filter' ? price_X_tenkan_buy_f :
entry_f_2 == 'Tenkan X Kumo filter' ? tenkan_X_kumo_buy_f :
entry_f_2 == 'Tenkan X Kijun filter' ? tenkan_X_kijun_buy_f : true
entry_filter_sig_sell_2 = entry_f_2 == '---' ? true :
entry_f_2 == 'TRIX slope filter' ? not trix_slo_up_f :
entry_f_2 == 'EMA1 x EMA2 filter' ? not ema_1x2_buy_f :
entry_f_2 == '2HMA cross filter' ? hma_c_dn_f :
entry_f_2 == 'HMA slope filter' ? hma_dn_f:
entry_f_2 == 'MACD(fast) slope filter' ? not macd_slope_up :
entry_f_2 == 'MACD filter' ? macd_sell :
entry_f_2 == 'RSI50 filter' ? rsi_f_sell_f :
entry_f_2 == 'Fractals filter' ? fr_dnx_f :
entry_f_2 == 'SuperTrend filter' ? sup_sell_f :
entry_f_2 == 'Parabolic SAR filter' ? psar_sell :
entry_f_2 == 'SMA filter' ? sma_sell_f :
entry_f_2 == 'ADX slope filter' ? not adx_up_f :
entry_f_2 == 'ADX DMI filter' ? adx_above_thres :
entry_f_2 == 'Fractals 1-2-3 filter' ? lh_ll_sell :
entry_f_2 == 'Reverse fractal filter' ? rev_up_fr_sell :
entry_f_2 == 'EMA21/SMA20 filter' ? ma_cross_sell :
entry_f_2 == 'ALMA slope filter' ? not alma_slo_up_f :
entry_f_2 == 'Price X Kumo filter' ? kumo_sell_f :
entry_f_2 == 'Price X Kijun filter' ? kijun_sell_f :
entry_f_2 == 'Kumo flip filter' ? kumo_flip_sell_f :
entry_f_2 == 'Chikou X price filter' ? chikou_X_price_sell_f :
entry_f_2 == 'Chikou X Kumo filter' ? chikou_X_kumo_sell_f :
entry_f_2 == 'Price X Tenkan filter' ? price_X_tenkan_sell_f :
entry_f_2 == 'Tenkan X Kumo filter' ? tenkan_X_kumo_sell_f :
entry_f_2 == 'Tenkan X Kijun filter' ? tenkan_X_kijun_sell_f : true
//entry buy filter 1
entry_filter_buy_1 = htf_entr_opt_1 == 'current' ? entry_filter_sig_buy_1[repaint == 'Allowed' ? 0 : 1] :
f_secureSecurity(syminfo.tickerid,
htf_entr_opt_1 == '5m' ? '5' : htf_entr_opt_1 == '10m' ? '10' : htf_entr_opt_1 == '15m' ? '15' : htf_entr_opt_1 == '30m' ? '30' : htf_entr_opt_1 == '1H' ? '60' : htf_entr_opt_1 == '2H' ? '120' :
htf_entr_opt_1 == '3H' ? '180' : htf_entr_opt_1 == '4H' ? '240' : htf_entr_opt_1 == '6H' ? '360' : htf_entr_opt_1 == '8H' ? '480' : htf_entr_opt_1 == '12H' ? '720' :
htf_entr_opt_1 == 'D' ? 'D' : htf_entr_opt_1 == '3D' ? '3D' : htf_entr_opt_1 == 'W' ? 'W' : htf_entr_opt_1 == 'M' ? 'M' : na, entry_filter_sig_buy_1)
entry_filter_buy_11 = entry_f_1 == 'Fractals trend lines filter (no tf filter)' ? buy_up_line[repaint == 'Allowed' ? 0 : 1] :
entry_f_1 == 'Segments filter (no tf filter)' ? segments_buy[repaint == 'Allowed' ? 0 : 1] :
entry_f_1 == 'BB reverse filter (no tf filter)' ? bb_long_f[repaint == 'Allowed' ? 0 : 1] :
entry_f_1 == 'Price filtered Kumo flip filter (no tf filter)' ? price_filtered_kumo_flip_buy_f[repaint == 'Allowed' ? 0 : 1] : true
//entry sell filter 1
entry_filter_sell_1 = htf_entr_opt_1 == 'Current' ? entry_filter_sig_sell_1[repaint == 'Allowed' ? 0 : 1] :
f_secureSecurity(syminfo.tickerid,
htf_entr_opt_1 == '5m' ? '5' : htf_entr_opt_1 == '10m' ? '10' : htf_entr_opt_1 == '15m' ? '15' :
htf_entr_opt_1 == '30m' ? '30' : htf_entr_opt_1 == '1H' ? '60' : htf_entr_opt_1 == '2H' ? '120' : htf_entr_opt_1 == '3H' ? '180' : htf_entr_opt_1 == '4H' ? '240' :
htf_entr_opt_1 == '6H' ? '360' : htf_entr_opt_1 == '8H' ? '480' : htf_entr_opt_1 == '12H' ? '720' : htf_entr_opt_1 == 'D' ? 'D' : htf_entr_opt_1 == '3D' ? '3D' :
htf_entr_opt_1 == 'W' ? 'W' : htf_entr_opt_1 == 'M' ? 'M' : na, entry_filter_sig_sell_1)
entry_filter_sell_11 = entry_f_1 == 'Fractals trend lines filter (no tf filter)' ? sell_dn_line[repaint == 'Allowed' ? 0 : 1] :
entry_f_1 == 'Segments filter (no tf filter)' ? segments_sell[repaint == 'Allowed' ? 0 : 1] :
entry_f_1 == 'BB reverse filter (no tf filter)' ? bb_short_f[repaint == 'Allowed' ? 0 : 1] :
entry_f_1 == 'Price filtered Kumo flip filter (no tf filter)' ? price_filtered_kumo_flip_sell_f[repaint == 'Allowed' ? 0 : 1] : true
//entry buy filter 2
entry_filter_buy_2 = htf_entr_opt_2 == 'Current' ? entry_filter_sig_buy_2[repaint == 'Allowed' ? 0 : 1] :
f_secureSecurity(syminfo.tickerid,
htf_entr_opt_2 == '5m' ? '5' : htf_entr_opt_2 == '10m' ? '10' : htf_entr_opt_2 == '15m' ? '15' :
htf_entr_opt_2 == '30m' ? '30' : htf_entr_opt_2 == '1H' ? '60' : htf_entr_opt_2 == '2H' ? '120' : htf_entr_opt_2 == '3H' ? '180' : htf_entr_opt_2 == '4H' ? '240' :
htf_entr_opt_2 == '6H' ? '360' : htf_entr_opt_1 == '8H' ? '480' : htf_entr_opt_2 == '12H' ? '720' : htf_entr_opt_2 == 'D' ? 'D' : htf_entr_opt_2 == '3D' ? '3D' :
htf_entr_opt_2 == 'W' ? 'W' : htf_entr_opt_2 == 'M' ? 'M' : na, entry_filter_sig_buy_2)
entry_filter_buy_22 = entry_f_2 == 'Fractals trend lines filter (no tf filter)' ? buy_up_line[repaint == 'Allowed' ? 0 : 1] :
entry_f_2 == 'Segments filter (no tf filter)' ? segments_buy[repaint == 'Allowed' ? 0 : 1] :
entry_f_2 == 'BB reverse filter (no tf filter)' ? bb_long_f[repaint == 'Allowed' ? 0 : 1] :
entry_f_2 == 'Price filtered Kumo flip filter (no tf filter)' ? price_filtered_kumo_flip_buy_f[repaint == 'Allowed' ? 0 : 1] : true
//entry sell filter 2
entry_filter_sell_2 = htf_entr_opt_2 == 'Current' ? entry_filter_sig_sell_2[repaint == 'Allowed' ? 0 : 1] :
f_secureSecurity(syminfo.tickerid,
htf_entr_opt_2 == '5m' ? '5' : htf_entr_opt_2 == '10m' ? '10' : htf_entr_opt_2 == '15m' ? '15' :
htf_entr_opt_2 == '30m' ? '30' : htf_entr_opt_2 == '1H' ? '60' : htf_entr_opt_2 == '2H' ? '120' : htf_entr_opt_2 == '3H' ? '180' : htf_entr_opt_2 == '4H' ? '240' :
htf_entr_opt_2 == '6H' ? '360' : htf_entr_opt_1 == '8H' ? '480' : htf_entr_opt_2 == '12H' ? '720' : htf_entr_opt_2 == 'D' ? 'D' : htf_entr_opt_2 == '3D' ? '3D' :
htf_entr_opt_2 == 'W' ? 'W' : htf_entr_opt_2 == 'M' ? 'M' : na, entry_filter_sig_sell_2)
entry_filter_sell_22 = entry_f_2 == 'Fractals trend lines filter (no tf filter)' ? sell_dn_line[repaint == 'Allowed' ? 0 : 1] :
entry_f_2 == 'Segments filter (no tf filter)' ? segments_sell[repaint == 'Allowed' ? 0 : 1] :
entry_f_2 == 'BB reverse filter (no tf filter)' ? bb_short_f[repaint == 'Allowed' ? 0 : 1] :
entry_f_2 == 'Price filtered Kumo flip filter (no tf filter)' ? price_filtered_kumo_flip_sell_f[repaint == 'Allowed' ? 0 : 1] : true
//----------------------------------------------------------------------- exit filters ------------------------------------------------------------------------
exit_sig_buy_1 = exit_f_1 == '---' ? false :
exit_f_1 == 'BB reverse exit' ? bb_long_x :
exit_f_1 == 'TRIX slope exit' ? trix_slo_up_x :
exit_f_1 == 'EMA1 x EMA2 exit' ? ema_1x2_buy_x :
exit_f_1 == '2HMA cross exit' ? hma_c_up_x :
exit_f_1 == 'HMA slope exit' ? hma_up_x :
exit_f_1 == 'ALMA slope exit' ? alma_slo_up_x :
exit_f_1 == 'Reverse fractal exit' ? rev_dn_fr_buy :
exit_f_1 == 'MACD(fast) slope exit' ? macd_slope_up_x :
exit_f_1 == 'MACD exit' ? macd_buy_x :
exit_f_1 == 'RSI50 exit' ? rsi_f_buy_x :
exit_f_1 == 'Fractals exit' ? fr_upx_x :
exit_f_1 == 'SuperTrend exit' ? sup_buy_x :
exit_f_1 == 'Parabolic SAR exit' ? psar_buy :
exit_f_1 == 'SMA exit' ? sma_buy_x :
exit_f_1 == 'DMI exit' ? dmi_long_x :
exit_f_1 == 'ADX slope exit' ? adx_dn_x :
exit_f_1 == 'ADX Threshold exit' ? adx_thres_f_x :
exit_f_1 == 'Cloud exit' ? kumo_buy_x :
exit_f_1 == 'Kijun exit' ? kijun_buy_x : false
exit_sig_sell_1 = exit_f_1 == '---' ? false :
exit_f_1 == 'BB reverse exit' ? bb_short_x :
exit_f_1 == 'TRIX slope exit' ? trix_slo_dn_x :
exit_f_1 == 'EMA1 x EMA2 exit' ? ema_1x2_sell_x :
exit_f_1 == '2HMA cross exit' ? hma_c_dn_x :
exit_f_1 == 'HMA slope exit' ? hma_dn_x :
exit_f_1 == 'ALMA slope exit' ? alma_slo_dn_x :
exit_f_1 == 'Reverse fractal exit' ? rev_up_fr_sell :
exit_f_1 == 'MACD(fast) slope exit' ? macd_slope_dn_x :
exit_f_1 == 'MACD exit' ? macd_sell_x :
exit_f_1 == 'RSI50 exit' ? rsi_f_sell_x :
exit_f_1 == 'Fractals exit' ? fr_dnx_x :
exit_f_1 == 'SuperTrend exit' ? sup_sell_x :
exit_f_1 == 'Parabolic SAR exit' ? psar_sell :
exit_f_1 == 'SMA exit' ? sma_sell_x :
exit_f_1 == 'DMI exit' ? dmi_short_x :
exit_f_1 == 'ADX slope exit' ? adx_dn_x :
exit_f_1 == 'ADX Threshold exit' ? adx_thres_f_x :
exit_f_1 == 'Cloud exit' ? kumo_sell_x :
exit_f_1 == 'Kijun exit' ? kijun_sell_x : false
exit_sig_buy_2 = exit_f_2 == '---' ? false :
exit_f_2 == 'BB reverse exit' ? bb_long_x :
exit_f_2 == 'TRIX slope exit' ? trix_slo_up_x :
exit_f_2 == 'EMA1 x EMA2 exit' ? ema_1x2_buy_x :
exit_f_2 == '2HMA cross exit' ? hma_c_up_x :
exit_f_2 == 'HMA slope exit' ? hma_up_x :
exit_f_2 == 'ALMA slope exit' ? alma_slo_up_x :
exit_f_2 == 'Reverse fractal exit' ? rev_dn_fr_buy :
exit_f_2 == 'MACD(fast) slope exit' ? macd_slope_up_x :
exit_f_2 == 'MACD exit' ? macd_buy_x :
exit_f_2 == 'RSI50 exit' ? rsi_f_buy_x :
exit_f_2 == 'Fractals exit' ? fr_upx_x :
exit_f_2 == 'SuperTrend exit' ? sup_buy_x :
exit_f_2 == 'Parabolic SAR exit' ? psar_buy :
exit_f_2 == 'SMA exit' ? sma_buy_x :
exit_f_2 == 'DMI exit' ? dmi_long_x :
exit_f_2 == 'ADX slope exit' ? adx_dn_x :
exit_f_2 == 'ADX Threshold exit' ? adx_thres_f_x :
exit_f_2 == 'Cloud exit' ? kumo_buy_x :
exit_f_2 == 'Kijun exit' ? kijun_buy_x : false
exit_sig_sell_2 = exit_f_2 == '---' ? false :
exit_f_2 == 'BB reverse exit' ? bb_short_s :
exit_f_2 == 'TRIX slope exit' ? trix_slo_dn_x :
exit_f_2 == 'EMA1 x EMA2 exit' ? ema_1x2_sell_x :
exit_f_2 == '2HMA cross exit' ? hma_c_dn_x :
exit_f_2 == 'HMA slope exit' ? hma_dn_x :
exit_f_2 == 'ALMA slope exit' ? alma_slo_dn_x :
exit_f_2 == 'Reverse fractal exit' ? rev_up_fr_sell :
exit_f_2 == 'MACD(fast) slope exit' ? macd_slope_dn_x :
exit_f_2 == 'MACD exit' ? macd_sell_x :
exit_f_2 == 'RSI50 exit' ? rsi_f_sell_x :
exit_f_2 == 'Fractals exit' ? fr_dnx_x :
exit_f_2 == 'SuperTrend exit' ? sup_sell_x :
exit_f_2 == 'Parabolic SAR exit' ? psar_sell :
exit_f_2 == 'SMA exit' ? sma_sell_x :
exit_f_2 == 'DMI exit' ? dmi_short_x :
exit_f_2 == 'ADX slope exit' ? adx_dn_x :
exit_f_2 == 'ADX Threshold exit' ? adx_thres_f_x :
exit_f_2 == 'Cloud exit' ? kumo_sell_x :
exit_f_2 == 'Kijun exit' ? kijun_sell_x : false
// higher timeframe filter
//short exit buy filter 1
exit_filter_buy_1 = htf_exit_opt_1 == 'Current' ? exit_sig_buy_1[repaint == 'Allowed' ? 0 : 1] :
f_secureSecurity(syminfo.tickerid,
htf_exit_opt_1 == '5m' ? '5' : htf_exit_opt_1 == '10m' ? '10' : htf_exit_opt_1 == '15m' ? '15' :
htf_exit_opt_1 == '30m' ? '30' : htf_exit_opt_1 == '1H' ? '60' : htf_exit_opt_1 == '2H' ? '120' : htf_exit_opt_1 == '3H' ? '180' : htf_exit_opt_1 == '4H' ? '240' :
htf_exit_opt_1 == '6H' ? '360' : htf_entr_opt_1 == '8H' ? '480' : htf_exit_opt_1 == '12H' ? '720' : htf_exit_opt_1 == 'D' ? 'D' : htf_exit_opt_1 == '3D' ? '3D' : htf_exit_opt_1 == 'W' ? 'W' :
htf_exit_opt_1 == 'M' ? 'M' : na, exit_sig_buy_1)
exit_filter_buy_11 = exit_f_1 == 'Fractals trend lines filter (no tf-filter)' ? buy_up_line[repaint == 'Allowed' ? 0 : 1] : false
//long exit sell filter 1
exit_filter_sell_1 = htf_exit_opt_1 == 'Current' ? exit_sig_sell_1[repaint == 'Allowed' ? 0 : 1] :
f_secureSecurity(syminfo.tickerid,
htf_exit_opt_1 == '5m' ? '5' : htf_exit_opt_1 == '10m' ? '10' : htf_exit_opt_1 == '15m' ? '15' :
htf_exit_opt_1 == '30m' ? '30' : htf_exit_opt_1 == '1H' ? '60' : htf_exit_opt_1 == '2H' ? '120' : htf_exit_opt_1 == '3H' ? '180' : htf_exit_opt_1 == '4H' ? '240' : htf_exit_opt_1 == '6H' ? '360' :
htf_entr_opt_1 == '8H' ? '480' : htf_exit_opt_1 == '12H' ? '720' : htf_exit_opt_1 == 'D' ? 'D' : htf_exit_opt_1 == '3D' ? '3D' : htf_exit_opt_1 == 'W' ? 'W' : htf_exit_opt_1 == 'M' ? 'M' : na,
exit_sig_sell_1)
exit_filter_sell_11 = exit_f_1 == 'Fractals trend lines filter (no tf-filter)' ? sell_dn_line[repaint == 'Allowed' ? 0 : 1] : false
//short exit buy filter 2
exit_filter_buy_2 = htf_exit_opt_2 == 'Current' ? exit_sig_buy_2[repaint == 'Allowed' ? 0 : 1] :
f_secureSecurity(syminfo.tickerid,
htf_exit_opt_2 == '5m' ? '5' : htf_exit_opt_2 == '10m' ? '10' : htf_exit_opt_2 == '15m' ? '15' :
htf_exit_opt_2 == '30m' ? '30' : htf_exit_opt_2 == '1H' ? '60' : htf_exit_opt_2 == '2H' ? '120' : htf_exit_opt_2 == '3H' ? '180' : htf_exit_opt_2 == '4H' ? '240' : htf_exit_opt_2 == '6H' ? '360' :
htf_entr_opt_1 == '8H' ? '480' : htf_exit_opt_2 == '12H' ? '720' : htf_exit_opt_2 == 'D' ? 'D' : htf_exit_opt_2 == '3D' ? '3D' : htf_exit_opt_2 == 'W' ? 'W' : htf_exit_opt_2 == 'M' ? 'M' : na,
exit_sig_buy_2)
exit_filter_buy_22 = exit_f_2 == 'Fractals trend lines filter (no tf-filter)' ? buy_up_line[repaint == 'Allowed' ? 0 : 1] : false
//long exit sell filter 2
exit_filter_sell_2 = htf_exit_opt_2 == 'Current' ? exit_sig_sell_2[repaint == 'Allowed' ? 0 : 1] :
f_secureSecurity(syminfo.tickerid,
htf_exit_opt_2 == '5m' ? '5' : htf_exit_opt_2 == '10m' ? '10' : htf_exit_opt_2 == '15m' ? '15' :
htf_exit_opt_2 == '30m' ? '30' : htf_exit_opt_2 == '1H' ? '60' : htf_exit_opt_2 == '2H' ? '120' : htf_exit_opt_2 == '3H' ? '180' : htf_exit_opt_2 == '4H' ? '240' : htf_exit_opt_2 == '6H' ? '360' :
htf_entr_opt_1 == '8H' ? '480' : htf_exit_opt_2 == '12H' ? '720' : htf_exit_opt_2 == 'D' ? 'D' : htf_exit_opt_2 == '3D' ? '3D' : htf_exit_opt_2 == 'W' ? 'W' : htf_exit_opt_2 == 'M' ? 'M' : na,
exit_sig_sell_2)
exit_filter_sell_22 = exit_f_2 == 'Fractals trend lines filter (no tf-filter)' ? sell_dn_line[repaint == 'Allowed' ? 0 : 1] : false
//------------------------------------------------------------ trigger and border levels -------------------------------------------------------
//close & stop level
var bool cl_st_sw = false
if (ta.cross(high, cl_st_lvl) or ta.cross(low, cl_st_lvl)) and barstate.isrealtime
cl_st_sw := true
strat_cl_st = en_close_stop and cl_st_sw
//trigger level
var bool trig_sw = false
if (ta.cross(high, trig_lvl) or ta.cross(low, trig_lvl)) and backtest_period()
trig_sw := true
en_strat_st = en_trig_lvl ? trig_sw : true
//upper border level
var bool upper_sw = true
if (ta.cross(high, bup_lvl) or ta.cross(low, bup_lvl)) and en_strat_st and backtest_period()
upper_sw := false
en_strat_bup = en_border_up ? upper_sw : true
//lower border level
var bool lower_sw = true
if (ta.cross(high, bdn_lvl) or ta.cross(low, bdn_lvl)) and en_strat_st and backtest_period()
lower_sw := false
en_strat_bdn = en_border_dn ? lower_sw : true
border_close = en_strat_st and (not en_strat_bup or not en_strat_bdn) // border level close
en_strat = en_strat_st and en_strat_bup and en_strat_bdn // stops entries
var bool en_idle = false
var bool en_close = false
if border_con == 'Idle'
en_idle := true
if border_con == 'Close All'
en_close := true
strat_idle = en_idle ? en_strat : true // makes entire strategy idle if borders are crossed
//----------------------------------------------------------- entry and exit conditions -----------------------------------------------------------
exit_long = exit_filter_sell_1 or exit_filter_sell_2 or exit_filter_sell_11 or exit_filter_sell_22
exit_short = exit_filter_buy_1 or exit_filter_buy_2 or exit_filter_buy_11 or exit_filter_buy_22
long_filter = entry_filter_buy_1 and entry_filter_buy_2 and entry_filter_buy_11 and entry_filter_buy_22
short_filter = entry_filter_sell_1 and entry_filter_sell_2 and entry_filter_sell_11 and entry_filter_sell_22
es_l_cond = not exit_long and en_strat
es_s_cond = not exit_short and en_strat
entry_long_1 = opt_sig_buy_1 and long_filter and es_l_cond
entry_long_2 = opt_sig_buy_2 and long_filter and es_l_cond
entry_short_1 = opt_sig_sell_1 and short_filter and es_s_cond
entry_short_2 = opt_sig_sell_2 and short_filter and es_s_cond
//-------------------------------------------------------------- take average profit --------------------------------------------------------------
tp_step = 0.
tp_step := nz(high > tp_step[1] + avtp_step or low < tp_step[1] - avtp_step ? close : tp_step[1])
tp_step_l = tp_step > tp_step[1]
tp_step_s = tp_step < tp_step[1]
av_profit_l = close - strategy.position_avg_price > av_tp and tp_step_l and long
av_profit_s = strategy.position_avg_price - close > av_tp and tp_step_s and short
//--------------------------------------------------------- stop loss of average position --------------------------------------------------------
sl_step = 0.
sl_step := nz(high > sl_step[1] + avsl_step or low < sl_step[1] - avsl_step ? close : sl_step[1])
sl_step_l = sl_step < sl_step[1]
sl_step_s = sl_step > sl_step[1]
top = .0
top := nz(ta.pivothigh(high, sl_sen, 0), top[1])
bottom = .0
bottom := nz(ta.pivotlow(low, sl_sen, 0), bottom[1])
av_loss_l = tb_tog ? strategy.position_avg_price - close > av_sl and sl_step_l and long : top - close > av_sl and sl_step_l and long
av_loss_s = tb_tog ? close - strategy.position_avg_price > av_sl and sl_step_s and short : close - bottom > av_sl and sl_step_s and short
//---------------------------------------------------------------- tp and sl counter ---------------------------------------------------------------
no_open_pos = strategy.position_size == 0
//break even
var first_close_be = false
first_close_be := strategy.netprofit > 0 // enables break even. Profit of all completed trades.
var even_sw = false
if ta.cross(close, strategy.position_avg_price)[repaint == 'Allowed' ? 0 : 1] and first_close_be and (inst_grid ? barstate.isrealtime : backtest_period())
even_sw := true
break_ev = break_even and even_sw
//tp counter
var tp_ev_count_l = 0
var tp_ev_count_s = 0
if av_profit_l and long
tp_ev_count_l := tp_ev_count_l +1
if av_profit_s and short
tp_ev_count_s := tp_ev_count_s +1
count_con_tp_l = tp_ev_count_l >= tp_count or exit_long or no_open_pos // counter exit condition - longs
count_con_tp_s = tp_ev_count_s >= tp_count or exit_short or no_open_pos // counter exit condition - shorts
if count_con_tp_l // counter reset condioton for filter - longs
tp_ev_count_l := 0
if count_con_tp_s // counter reset condioton for filter - shorts.
tp_ev_count_s := 0
av_tp_qty_c_l = count_con_tp_l and en_tp_counter ? 100 : av_tp_qty // counter switch for tp - longs
av_tp_qty_c_s = count_con_tp_s and en_tp_counter ? 100 : av_tp_qty // counter switch for tp - shorts
//sl counter
var sl_ev_count_l = 0
var sl_ev_count_s = 0
if av_loss_l and long
sl_ev_count_l := sl_ev_count_l +1
if av_loss_s and short
sl_ev_count_s := sl_ev_count_s +1
count_con_sl_l = sl_ev_count_l >= sl_count or exit_long or no_open_pos
count_con_sl_s = sl_ev_count_s >= sl_count or exit_short or no_open_pos
if count_con_sl_l
sl_ev_count_l := 0
if count_con_sl_s
sl_ev_count_s := 0
av_sl_qty_c_l = count_con_sl_l and en_sl_counter ? 100 : av_sl_qty
av_sl_qty_c_s = count_con_sl_s and en_sl_counter ? 100 : av_sl_qty
//scalping mode
var scalp_sw = false
if long and long_filter and not long_filter[1] or short and short_filter and not short_filter[1] or both and (long_filter and not long_filter[1] or short_filter and not short_filter[1])
scalp_sw := true
if strategy.opentrades[1] != 0 and strategy.opentrades == 0
scalp_sw := false
enabled_sl_tp = av_tp_en and av_sl_en and en_tp_counter and en_sl_counter
scalp_l = (entry_long_1 or entry_long_2) and en_scalp_mode and scalp_sw and enabled_sl_tp// and tp_ev_count_l < tp_count
scalp_s = (entry_short_1 or entry_short_2) and en_scalp_mode and scalp_sw and enabled_sl_tp// and tp_ev_count_s < tp_count
//---------------------------------------------------------- 1st position factor and auto-increase of position calc -----------------------------------------------------------------
var first_close_mr = false
first_close_mr := strategy.closedtrades == 0 // makes martingale working until the first close
pos_c_cond = pos_count_in > strategy.opentrades // trade counter condition
no_exit_filter = exit_f_1 == '---' and exit_f_2 == '---' // makes first position factor only working when no exit filters are active
// calc and cond - backtesting
pos_qty = en_pos_mart and pos_c_cond and first_close_mr and not both and no_exit_filter ?
no_open_pos ?
pos_start_mart : math.abs(strategy.position_size) * pos_factor :
en_1st_pos_f ?
no_open_pos ?
pos_start_1st : lot_size_b : lot_size_b // martingale calc and sw - condition for martingale and 1st position - backtesting
// calc and cond - live trading
var float mart_lot_size = pos_start_mart_lv
mart_lot_size := mart_lot_size * pos_factor + mart_lot_size[1]
pos_qty_lv = en_pos_mart and pos_c_cond and first_close_mr and not both and no_exit_filter ?
no_open_pos ?
pos_start_mart_lv : mart_lot_size :
en_1st_pos_f ?
no_open_pos ?
pos_start_1st_lv : lot_size_lv : lot_size_lv // martingale calc and sw - condition for martingale and 1st position - live trading
// something like "get position_size" for lot size on bybit is needed for live trading.
//------------------------------------- repetitive break even condition ----------------------------------
rep_even_long = rep_even and low[1] > strategy.position_avg_price and low < strategy.position_avg_price and not no_open_pos and math.abs(strategy.position_size) > be_min_lot
rep_even_short = rep_even and high[1] < strategy.position_avg_price and high > strategy.position_avg_price and not no_open_pos and math.abs(strategy.position_size) > be_min_lot
//rep_even_long_lv = rep_even and low[1] > strategy.position_avg_price and low < strategy.position_avg_price and not no_open_pos and math.abs(strategy.position_size) > be_min_lot
//rep_even_short_lv = rep_even and high[1] < strategy.position_avg_price and high > strategy.position_avg_price and not no_open_pos and math.abs(strategy.position_size) > be_min_lot
// something like "get position_size" for lot size on bybit is needed for live trading.
//---------------------------------------------------------------------- strategy entries and exits ---------------------------------------------------------------------
// strategy entries and exits (backtesting)
if inst_grid ? barstate.isrealtime and strat_idle and not break_ev[1] and not strat_cl_st[1] : backtest_period() and strat_idle and not break_ev[1] and not strat_cl_st[1]
if long
if entry_long_1 and not en_scalp_mode
strategy.entry('os_b', strategy.long, qty= pos_qty)
if entry_long_2 and not en_scalp_mode
strategy.entry('os_b', strategy.long, qty= pos_qty)
if inst_pos and en_1st_pos_f and no_open_pos and en_strat and not en_scalp_mode
strategy.entry('os_b', strategy.long, qty= pos_qty)
if scalp_l
strategy.entry('os_b', strategy.long, qty= pos_qty)
if av_tp_en and av_profit_l and not no_open_pos
strategy.close('os_b', qty_percent= av_tp_qty_c_l)
if av_sl_en and av_loss_l and not no_open_pos
strategy.close('os_b', qty_percent= av_sl_qty_c_l)
if exit_long and not exit_long[1] and not no_open_pos
strategy.close('os_b', qty_percent= qyt_exit)
if border_close and en_close and not no_open_pos
strategy.close('os_b', qty_percent= 100)
if break_ev and not no_open_pos
strategy.close('os_b', qty_percent= 100)
if strat_cl_st and not no_open_pos
strategy.close('os_b', qty_percent= 100)
if rep_even_long
strategy.close('os_b', qty_percent= rep_ev_qty)
if short
if entry_short_1 and not en_scalp_mode
strategy.entry('os_s', strategy.short, qty= pos_qty)
if entry_short_2 and not en_scalp_mode
strategy.entry('os_s', strategy.short, qty= pos_qty)
if inst_pos and en_1st_pos_f and no_open_pos and en_strat and not en_scalp_mode
strategy.entry('os_s', strategy.short, qty= pos_qty)
if scalp_s
strategy.entry('os_s', strategy.short, qty= pos_qty)
if av_tp_en and av_profit_s and not no_open_pos
strategy.close('os_s', qty_percent= av_tp_qty_c_s)
if av_sl_en and av_loss_s and not no_open_pos
strategy.close('os_s', qty_percent= av_sl_qty_c_s)
if exit_short and not exit_short[1] and not no_open_pos
strategy.close('os_s', qty_percent= qyt_exit)
if border_close and en_close and not no_open_pos
strategy.close('os_s', qty_percent= 100)
if break_ev and not no_open_pos
strategy.close('os_s', qty_percent= 100)
if strat_cl_st and not no_open_pos
strategy.close('os_s', qty_percent= 100)
if rep_even_short
strategy.close('os_s', qty_percent= rep_ev_qty)
// strategy entries and exits (live trading with alertatron on bybit ) - alert messages - same conditions like strategy....()
var float av_tp_qty_c_l_var = 100 - av_tp_qty_c_l // calc because of alertatron syntax string
var float av_sl_qty_c_l_var = 100 - av_sl_qty_c_l
var float av_tp_qty_c_s_var = 100 - av_tp_qty_c_s
var float av_sl_qty_c_s_var = 100 - av_sl_qty_c_s
var float qyt_exit_var = 100 - qyt_exit
var float rep_ev_qty_var = 100 - rep_ev_qty
if inst_grid ? barstate.isrealtime and strat_idle and not break_ev[1] and not strat_cl_st[1] : backtest_period() and strat_idle and not break_ev[1] and not strat_cl_st[1]
//entries
if long and (entry_long_1 or entry_long_2)
alert(message= 'BybitAPI(BTCUSD) { continue(if=positionShort); market(position= 0); }
BybitAPI(BTCUSD) { wait(0.5s); market(side=buy, amount=' + str.tostring(pos_qty_lv) + '); } \n #bot', freq= alert.freq_once_per_bar)
if long and inst_pos and en_1st_pos_f and no_open_pos and en_strat
alert(message= 'BybitAPI(BTCUSD) { continue(if=positionShort); market(position= 0); }
BybitAPI(BTCUSD) { wait(0.5s); market(side=buy, amount=' + str.tostring(pos_qty_lv) + '); } \n #bot', freq= alert.freq_once_per_bar)
if short and (entry_short_1 or entry_short_2)
alert(message= 'BybitAPI(BTCUSD) { continue(if=positionLong); market(position= 0); }
BybitAPI(BTCUSD) { wait(0.5s); market(side=sell, amount=' + str.tostring(pos_qty_lv) + '); } \n #bot', freq= alert.freq_once_per_bar)
if short and inst_pos and en_1st_pos_f and no_open_pos and en_strat
alert(message= 'BybitAPI(BTCUSD) { continue(if=positionLong); market(position= 0); }
BybitAPI(BTCUSD) { wait(0.5s); market(side=sell, amount=' + str.tostring(pos_qty_lv) + '); } \n #bot', freq= alert.freq_once_per_bar)
//tp and sl
if long and av_tp_en and av_profit_l and not no_open_pos
alert(message= 'BybitAPI(BTCUSD) { market(position= ' + str.tostring(av_tp_qty_c_l_var) + ' %p); } \n #bot', freq= alert.freq_once_per_bar)
if long and av_sl_en and av_loss_l and not no_open_pos
alert(message= 'BybitAPI(BTCUSD) { market(position=' + str.tostring(av_sl_qty_c_l_var) + ' %p); } \n #bot', freq= alert.freq_once_per_bar)
if short and av_tp_en and av_profit_s and not no_open_pos
alert(message= 'BybitAPI(BTCUSD) { market(position= ' + str.tostring(av_tp_qty_c_s_var) + ' %p); } \n #bot', freq= alert.freq_once_per_bar)
if short and av_sl_en and av_loss_s and not no_open_pos
alert(message= 'BybitAPI(BTCUSD) { market(position=' + str.tostring(av_sl_qty_c_s_var) + ' %p); } \n #bot', freq= alert.freq_once_per_bar)
//exit filters
if long and not no_open_pos and exit_long and not exit_long[1] or short and exit_short and not exit_short[1]
alert(message= 'BybitAPI(BTCUSD) { market(position=' + str.tostring(qyt_exit_var) + ' %p); } \n #bot', freq= alert.freq_once_per_bar)
//start strategy, border exits
if border_close and en_close and not no_open_pos
alert(message= 'BybitAPI(BTCUSD) { market(position= 0); } \n #bot', freq= alert.freq_once_per_bar)
//break even
if break_ev and not no_open_pos
alert(message= 'BybitAPI(BTCUSD) { market(position= 0); } \n #bot', freq= alert.freq_once_per_bar)
//close & stop
if strat_cl_st and not no_open_pos
alert(message= 'BybitAPI(BTCUSD) { market(position= 0); } \n #bot', freq= alert.freq_once_per_bar)
//repetitive break even
if rep_even_long
alert(message= 'BybitAPI(BTCUSD) { market(position=' + str.tostring(rep_ev_qty_var) + ' %p); } \n #bot', freq= alert.freq_once_per_bar)
if rep_even_short
alert(message= 'BybitAPI(BTCUSD) { market(position=' + str.tostring(rep_ev_qty_var) + ' %p); } \n #bot', freq= alert.freq_once_per_bar)
|
RSI of MACD Strategy [Long only] | https://www.tradingview.com/script/WfaaCqaN-RSI-of-MACD-Strategy-Long-only/ | mohanee | https://www.tradingview.com/u/mohanee/ | 519 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© mohanee
//@version=4
strategy(title="RSI of MACD Strategy[Long only]", shorttitle="RSIofMACD" , overlay=false, pyramiding=1, default_qty_type=strategy.percent_of_equity, default_qty_value=20, initial_capital=10000, currency=currency.USD) //default_qty_value=10, default_qty_type=strategy.fixed,
/////////////////////////////////////////////////////////////////////////////////
// MACD Inputs ///
fastLen = input(12, title="Fast Length")
slowLen = input(21, title="Slow Length")
sigLen = input(9, title="Signal Length")
rsiLength = input(14, title="RSI of MACD Length")
riskCapital = input(title="Risk % of capital", defval=10, minval=1)
stopLoss=input(3,title="Stop Loss",minval=1)
takeProfit=input(false, title="Take Profit")
[macdLine, signalLine, _] = macd(close, fastLen, slowLen, sigLen)
rsiOfMACD = rsi(macdLine, rsiLength)
emaSlow = ema(close, slowLen)
//drawings
/////////////////////////////////////////////////////////////////////////////////
obLevelPlot = hline(80, title="Overbought / Profit taking line", color=color.blue , linestyle=hline.style_dashed)
osLevelPlot = hline(30, title="Oversold / entry line", color=color.green, linestyle=hline.style_dashed)
exitLinePlot = hline(15, title="Exit line", color=color.red, linestyle=hline.style_dashed)
plot(rsiOfMACD, title = "rsiOfMACD" , color=color.purple)
//drawings
/////////////////////////////////////////////////////////////////////////////////
//Strategy Logic
/////////////////////////////////////////////////////////////////////////////////
//Entry--
//Echeck how many units can be purchased based on risk manage ment and stop loss
qty1 = (strategy.equity * riskCapital / 100 ) / (close*stopLoss/100)
//check if cash is sufficient to buy qty1 , if capital not available use the available capital only
qty1:= (qty1 * close >= strategy.equity ) ? (strategy.equity / close) : qty1
strategy.entry(id="RSIofMACD", long=true, qty=qty1, when = ( crossover(rsiOfMACD, 30) or crossover(rsiOfMACD, 35) ) and close>=emaSlow )
bgcolor(abs(strategy.position_size)>=1 ? color.blue : na , transp=70)
barcolor(abs(strategy.position_size)>=1 and ( crossover(rsiOfMACD, 30) or crossover(rsiOfMACD, 35) ) ? color.purple : abs(strategy.position_size)>=1 ? color.blue : na )
//partial exit
strategy.close(id="RSIofMACD", comment="PExit Profit is "+tostring(close - strategy.position_avg_price, "###.##") , qty=strategy.position_size/3, when= takeProfit and abs(strategy.position_size)>=1 and close > strategy.position_avg_price and crossunder(rsiOfMACD,80) )
//Close All
strategy.close(id="RSIofMACD", comment="Close All Profit is "+tostring(close - strategy.position_avg_price, "###.##"), when=abs(strategy.position_size)>=1 and crossunder(rsiOfMACD,15) ) //and close > strategy.position_avg_price )
//Strategy Logic
/////////////////////////////////////////////////////////////////////////////////
|
Ultimate Strategy Template | https://www.tradingview.com/script/2lGyzYkC-Ultimate-Strategy-Template/ | Daveatt | https://www.tradingview.com/u/Daveatt/ | 8,862 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© Daveatt
// @version=4
// https://www.tradingview.com/blog/en/use-an-input-from-another-indicator-with-your-strategy-19584/
SystemName = "BEST Strategy Template"
TradeId = "DAVE"
// These values are used both in the strategy() header and in the script's relevant inputs as default values so they match.
// Unless these values match in the script's Inputs and the TV backtesting Properties, results between them cannot be compared.
InitCapital = 1000000
InitPosition = 10.0
InitCommission = 0.075
InitPyramidMax = 3
CalcOnorderFills = true
strategy(title=SystemName, shorttitle=SystemName,
overlay=true, pyramiding=InitPyramidMax, initial_capital=InitCapital, default_qty_type=strategy.percent_of_equity,
default_qty_value=InitPosition, commission_type=strategy.commission.percent, commission_value=InitCommission, calc_on_order_fills=CalcOnorderFills,
precision=6, max_lines_count=500, max_labels_count=500)
// βββββ You capture the Source of your indicator here
ext_source_ = input(close, type=input.source, title="Data source")
// Custom close signal
custom_close = input(false, title="Use Custom Close?")
// βββββ Bar Coloring
clrBars = input(true,title="Colour Candles to Trade Order state")
CloseSession = input(false, title="Close positions at market at the end of each session ?")
Session = input(title="Trading Session", type=input.session, defval="0000-2345")
OpenDirection = input(defval="ALL", title="Open Trading Direction", options=["ALL", "LONG", "SHORT"])
CloseDirection = input(defval="ALL", title="Close Trading Direction", options=["ALL", "LONG", "SHORT"])
closeOnOpposite = input(true, title="Close on Opposite Signal")
// βββββ Date range filtering
DateFilter = input(false, "βββββββββββββ Date Range Filtering")
// βββββ Syntax coming from https://www.tradingview.com/blog/en/new-parameter-for-date-input-added-to-pine-21812/
i_startTime = input(defval = timestamp("01 Jan 2019 13:30 +0000"), title = "Start Time", type = input.time)
i_endTime = input(defval = timestamp("30 Dec 2021 23:30 +0000"), title = "End Time", type = input.time)
TradeDateIsAllowed() => DateFilter ? time >= i_startTime and time <= i_endTime : true
// βββββ Set the max losing streak length with an input
setmaxLosingStreak = input(title="βββββββββββββ Set Max number of consecutive loss trades", type=input.bool, defval=false)
maxLosingStreak = input(title="Max of consecutive loss trades", type=input.integer, defval=15, minval=1)
setmaxWinStreak = input(title="βββββββββββββ Set Max number of consecutive won trades", type=input.bool, defval=false)
maxWinStreak = input(title="Max Winning Streak Length", type=input.integer, defval=15, minval=1)
// βββββ Set the max consecutive days with a loss
setmaxLosingDaysStreak = input(title="βββββββββββββ Set MAX consecutive days with a loss in a row", type=input.bool, defval=false)
maxLosingDaysStreak = input(title="Max of consecutive days with a loss in a row", type=input.integer, defval=3, minval=1)
setMaxDrawdown = input(title="βββββββββββββ Set Max Total DrawDown", type=input.bool, defval=false)
// βββββ Input for the strategy's maximum drawdown (in % of strategy equity)
maxPercDd = input(title="Max Drawdown (%)", type=input.integer, defval=10, minval=1, maxval=100)
setMaxIntradayLoss = input(title="βββββββββββββ Set Max Intraday Loss", type=input.bool, defval=false)
// βββββ Input for the strategy's maximum intraday loss (in % of strategy equity)
maxIntradayLoss = input(title="Max Intraday Loss (%)", type=input.integer, defval=3, minval=1, maxval=100)
setNumberDailyTrades = input(title="βββββββββββββ Limit the number of trades per day", type=input.bool, defval=false)
maxDailyTrades = input(title="Number MAX of daily trades", type=input.integer, defval=10, minval=1, maxval=100)
setNumberWeeklyTrades = input(title="βββββββββββββ Limit the number of trades per week", type=input.bool, defval=false)
maxWeeklyTrades = input(title="Number MAX of weekly trades", type=input.integer, defval=50, minval=1, maxval=100)
// βββββ Stop loss management
StopType = input(title="βββββββββββββ Stop Type Selection", defval="None", options=["None", "Percent", "Trailing", "ATR"])
// βββββ Percent
LossPerc = input(title="Stop Loss (%)", type=input.float, minval=0.0, step=0.5, defval=1) * 0.01
TrailPerc = input(title="Trail Stop Loss (%)", type=input.float, minval=0.0, step=0.5, defval=3) * 0.01
// βββββ ATR
atrStopLength = input(title="βββββββββββββ ATR Stop Length", type=input.integer, defval=14)
riskRatioATR = input(defval=1, title="[ATR ONLY] Risk Ratio", type=input.float,step=0.10)
// βββββ Take Profit
TakeProfitType = input(title="ββββ Take Profit Type Selection", defval="None", options=["None", "Percent", "ATR"])
// βββββ Percent
ProfitPerc = input(title="Take Profit (%)", type=input.float, minval=0.0, step=0.5, defval=3) * 0.01
// βββββ ATR
atrTakeProfitLength = input(title="ββββββ ATR Take Profit Length", type=input.integer, defval=14)
rewardRatioATR = input(defval=2, title="[ATR ONLY] Reward Ratio", type=input.float,step=0.10)
// global variables from PineCoders
// βββββ Colors
MyGreenRaw = color.new(color.lime,0), MyGreenMedium = color.new(#00b300,0), MyGreenSemiDark = color.new(#009900,0), MyGreenDark = color.new(#006600,0), MyGreenDarkDark = color.new(#003300,0)
MyRedRaw = color.new(color.red,0), MyRedMedium = color.new(#cc0000,0), MyRedSemiDark = color.new(#990000,0), MyRedDark = color.new(#330000,0), MyRedDarkDark = color.new(#330000,0)
MyFuchsiaRaw = color.new(color.fuchsia,0), MyFuchsiaMedium = color.new(#c000c0,0), MyFuchsiaDark = color.new(#800080,0), MyFuchsiaDarkDark = color.new(#400040,0)
MyYellowRaw = color.new(color.yellow,0), MyYellowMedium = color.new(#c0c000,0), MyYellowDark = color.new(#808000,0), MyYellowDarkDark = color.new(#404000,0)
MyOrangeRaw = color.new(#ffa500,0), MyOrangeMedium = color.new(#cc8400,0), MyOrangeDark = color.new(#996300,0)
MyBlueRaw = color.new(#4985E7,0), MyBlueMedium = color.new(#4985E7,0)
MyGreenBackGround = color.new(#00FF00,93), MyRedBackGround = color.new(#FF0000,90)
BIG_NUMBER_COUNT = 1000
// variables initialisation
ext_source = nz(ext_source_)
// 1 is bull signal
bull = (ext_source == 1)
// -1 is bear signal
bear = (ext_source == -1)
// 2 exit custom close long
exit_bull = custom_close and (ext_source == 2)
// -2 exit custom close short
exit_bear = custom_close and (ext_source == -2)
// Entry Price
entry_price = valuewhen(condition=bear or bull, source=close, occurrence=0)
// βββββ RISK MANAGEMENT
condintradayloss = (setMaxIntradayLoss) ? maxIntradayLoss : 100
strategy.risk.max_intraday_loss(value=condintradayloss, type=strategy.percent_of_equity)
condmaxdrawdown = (setMaxDrawdown) ? maxPercDd : 100
strategy.risk.max_drawdown(value=condmaxdrawdown, type=strategy.percent_of_equity)
// daily trades calculation
oktoTradeDaily = true
tradesIntradayCount = (setNumberDailyTrades) ? maxDailyTrades : BIG_NUMBER_COUNT
strategy.risk.max_intraday_filled_orders(count=tradesIntradayCount)
// weekly trades calculation
tradesLastWeek = 0
tradesLastWeek := if (dayofweek == dayofweek.monday) and (dayofweek != dayofweek[1])
strategy.closedtrades[1] + strategy.opentrades[1]
else
tradesLastWeek[1]
// Calculate number of trades this week
weeklyTrades = (strategy.closedtrades + strategy.opentrades) - tradesLastWeek
okToTradeWeekly = (setNumberWeeklyTrades) ? (weeklyTrades < maxWeeklyTrades) : true
// consecutive loss days in a row
countConsLossDays = (setmaxLosingDaysStreak) ? maxLosingDaysStreak : BIG_NUMBER_COUNT
strategy.risk.max_cons_loss_days(countConsLossDays)
// Calculate the total losing streaks
// Check if there's a new losing trade that increased the streak
newLoss = (strategy.losstrades > strategy.losstrades[1]) and
(strategy.wintrades == strategy.wintrades[1]) and
(strategy.eventrades == strategy.eventrades[1])
// Determine current losing streak length
streakLossLen = 0
streakLossLen := if (newLoss)
nz(streakLossLen[1]) + 1
else
if (strategy.wintrades > strategy.wintrades[1]) or
(strategy.eventrades > strategy.eventrades[1])
0
else
nz(streakLossLen[1])
// Check if losing streak is under max allowed
okToTradeLossStreak = (setmaxLosingStreak) ? streakLossLen < maxLosingStreak : true
// Calculate the total winning streaks
// See if there's a new winner that increased the streak
newWin = (strategy.wintrades > strategy.wintrades[1]) and
(strategy.losstrades == strategy.losstrades[1]) and
(strategy.eventrades == strategy.eventrades[1])
// Figure out current winning streak length
streakWinLen = 0
streakWinLen := if (newWin)
nz(streakWinLen[1]) + 1
else
if (strategy.losstrades > strategy.losstrades[1]) or
(strategy.eventrades > strategy.eventrades[1])
0
else
nz(streakWinLen[1])
// Check if winning streak is under max allowed
okToTradeWinStreak = (setmaxWinStreak) ? streakWinLen < maxWinStreak : true
// Stop loss management
longPercStopPrice = strategy.position_avg_price * (1 - LossPerc)
shortPercStopPrice = strategy.position_avg_price * (1 + LossPerc)
// trailing
// Determine trail stop loss prices
longTrailStopPrice = 0.0, shortTrailStopPrice = 0.0
final_SL_Long = 0.0, final_SL_Short = 0.0
longTrailStopPrice := if (strategy.position_size > 0)
stopValue = close * (1 - TrailPerc)
max(stopValue, longTrailStopPrice[1])
else
0
shortTrailStopPrice := if (strategy.position_size < 0)
stopValue = close * (1 + TrailPerc)
min(stopValue, shortTrailStopPrice[1])
else
999999
useSL = StopType != "None"
use_SL_Percent = StopType == "Percent"
use_SL_Trail = StopType == "Trailing"
use_SL_ATR = StopType == "ATR"
// Use this function to return the correct pip value for pips on Forex symbols
pip() => syminfo.mintick * (syminfo.type == "forex" ? 10 : 1)
// ATR
// Function atr (average true range) returns the RMA of true range.
// True range is max(high - low, abs(high - close[1]), abs(low - close[1]))
atr_stop = atr(atrStopLength)
atr_tp = atr(atrTakeProfitLength)
// ATR used for Risk:Reward
RR_STOP_ATR = 0.0, RR_STOP_ATR := nz(RR_STOP_ATR[1])
RR_TP_ATR = 0.0, RR_TP_ATR := nz(RR_TP_ATR[1])
// Capturig the atr value at signal time only
if bull or bear
RR_STOP_ATR := atr_stop
RR_TP_ATR := atr_tp
final_SL_Long := if use_SL_Percent
longPercStopPrice
else if use_SL_Trail
longTrailStopPrice
else if use_SL_ATR
entry_price - (RR_STOP_ATR * riskRatioATR)
final_SL_Short := if use_SL_Percent
shortPercStopPrice
else if use_SL_Trail
shortTrailStopPrice
else if use_SL_ATR
entry_price + (RR_STOP_ATR * riskRatioATR)
// Plot stop loss values for confirmation
plot(series=(strategy.position_size > 0 and useSL) ? final_SL_Long : na,
color=color.red, style=plot.style_cross,
linewidth=2, title="Long Stop Loss")
plot(series=(strategy.position_size < 0 and useSL) ? final_SL_Short : na,
color=color.red, style=plot.style_cross,
linewidth=2, title="Short Stop Loss")
// Used for debug and check the ATR SL value
plot(use_SL_ATR and strategy.position_size != 0 ? RR_STOP_ATR * riskRatioATR : na,
color=color.red, transp=100, title="ATR Stop Value")
// Take Profit Manangement
useTakeProfit = TakeProfitType != "None"
use_TP_Percent = TakeProfitType == "Percent"
use_TP_ATR = TakeProfitType == "ATR"
TPlongPrice = use_TP_Percent
? strategy.position_avg_price * (1 + ProfitPerc)
: strategy.position_avg_price + (RR_TP_ATR * rewardRatioATR)
TPshortPrice = use_TP_Percent ?
strategy.position_avg_price * (1 - ProfitPerc)
: strategy.position_avg_price - (RR_TP_ATR * rewardRatioATR)
// Plot take profit values for confirmation
plot(series=(strategy.position_size > 0 and useTakeProfit) ? TPlongPrice : na,
color=color.green, style=plot.style_circles,
linewidth=3, title="Long Take Profit")
plot(series=(strategy.position_size < 0 and useTakeProfit) ? TPshortPrice : na,
color=color.red, style=plot.style_circles,
linewidth=3, title="Short Take Profit")
// Used for debug and check the ATR TP value
plot(use_TP_ATR and strategy.position_size != 0 ? RR_TP_ATR * rewardRatioATR : na,
color=color.green, transp=100, title="ATR TP Value")
// Session calculations
// The BarInSession function returns true when
// the current bar is inside the session parameter
BarInSession(sess) => time(timeframe.period, sess) != 0
in_session = BarInSession(Session)
okToTradeInSession = CloseSession ? in_session : true
new_session = in_session and not in_session[1]
bgcolor(color=(CloseSession and BarInSession(Session)[1]) ? color.green : na,
title="Trading Session", transp=85)
// consolidation of the conditions
okToTrade = okToTradeWeekly and okToTradeLossStreak and okToTradeWinStreak
and TradeDateIsAllowed() and okToTradeInSession// and TradeHourlyIsAllowed()
// Orders part
longs_opened = strategy.position_size > 0
shorts_opened = strategy.position_size < 0
trades_opened = strategy.position_size != 0
longs_opened_in_session = CloseSession and longs_opened
shorts_opened_in_session = CloseSession and shorts_opened
// trades_opened_in_session = CloseSession and trades_opened
open_all = OpenDirection == "ALL"
open_all_longs = OpenDirection != "SHORT"
open_all_shorts = OpenDirection != "LONG"
// Go long
longCondition = bull
if (longCondition and okToTrade and okToTradeInSession and open_all_longs)
strategy.entry("Long", strategy.long, alert_message="{{ticker}} Long Signal - Entry Price: " + tostring(close) + " Timeframe: {{interval}}")
alert(syminfo.tickerid + " Long Signal - Entry Price: " + tostring(close) + " Timeframe: " + timeframe.period, alert.freq_once_per_bar_close)
// Go Short
shortCondition = bear
if (shortCondition and okToTrade and okToTradeInSession and open_all_shorts)
strategy.entry("Short", strategy.short, alert_message="{{ticker}} Short Signal - Entry Price: " + tostring(close) + " Timeframe: {{interval}}")
alert(syminfo.tickerid + " Short Signal - Entry Price: " + tostring(close) + " Timeframe: " + timeframe.period, alert.freq_once_per_bar_close)
// Execute Exits
if closeOnOpposite and strategy.position_size > 0 and shortCondition// and open_all_shorts
strategy.close(id="Long", alert_message="{{ticker}} Short Signal - Close Long Signal - Timeframe: {{interval}}", comment="Short Signal\nClose Long")
if closeOnOpposite and strategy.position_size < 0 and longCondition// and open_all_longs
strategy.close(id="Short", alert_message="{{ticker}} Long Signal - Close Short Signal - Timeframe: {{interval}}", comment="Long Signal\nClose Short")
// Custom close
if (strategy.position_size > 0 and exit_bull)
strategy.close(id="Long", alert_message="{{ticker}} Custom Close Long Signal - Timeframe: {{interval}}", comment="Custom Close Signal\nClose Long")
alert(syminfo.tickerid + " Custom Close Long Signal - Entry Price: " + tostring(close) + " Timeframe: " + timeframe.period, alert.freq_once_per_bar_close)
if (strategy.position_size < 0 and exit_bear)
strategy.close(id="Short", alert_message="{{ticker}} Custom Close Short Signal - Timeframe: {{interval}}", comment="Custom Close Signal\nClose Short")
alert(syminfo.tickerid + " Custom Close Short Signal - Entry Price: " + tostring(close) + " Timeframe: " + timeframe.period, alert.freq_once_per_bar_close)
close_all = CloseDirection == "ALL"
close_all_longs = CloseDirection != "SHORT"
close_all_shorts = CloseDirection != "LONG"
if (strategy.position_size > 0 and close_all_longs)
strategy.exit(id="Exit Long", from_entry="Long", stop=(useSL) ? final_SL_Long : na, limit=(useTakeProfit) ? TPlongPrice : na, alert_message="{{ticker}} Close Long Signal - Timeframe: {{interval}}")
alert(syminfo.tickerid + " Exit Long Signal - Exit Price: " + tostring(close) + " Timeframe: " + timeframe.period, alert.freq_once_per_bar_close)
if (strategy.position_size < 0 and close_all_shorts)
strategy.exit(id="Exit Short", from_entry="Short", stop=(useSL) ? final_SL_Short : na, limit=(useTakeProfit) ? TPshortPrice : na, alert_message="{{ticker}} Close Short Signal - Timeframe: {{interval}}")
alert(syminfo.tickerid + " Exit Short Signal - Exit Price: " + tostring(close) + "Timeframe: " + timeframe.period, alert.freq_once_per_bar_close)
// // Close all Longs only
// if not okToTradeInSession and close_all_longs and longs_opened_in_session
// strategy.close(id="Long")
// // Close all Shorts only
// if not okToTradeInSession and close_all_shorts and shorts_opened_in_session
// strategy.close(id="Short")
// Close all positions at the end of each session regardeless of their profit/loss
if not okToTradeInSession and close_all and trades_opened
strategy.close_all()
// Flatten strategy when max losing streak is reached
close_strat = not okToTradeWeekly or not okToTradeLossStreak or not okToTradeWinStreak or not TradeDateIsAllowed()
if (close_strat)
// close all existing orders
strategy.close_all()
// Colour code the candles
bclr = not clrBars ? na : strategy.position_size == 0 ? color.gray :
longs_opened ? color.lime :
shorts_opened ? color.red : color.gray
barcolor(bclr, title="Trade State Bar Colouring") |
JBravo Swing with GoGo Juice | https://www.tradingview.com/script/ROnotdxa-JBravo-Swing-with-GoGo-Juice/ | bradvaughn | https://www.tradingview.com/u/bradvaughn/ | 110 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© bradvaughn
//@version=4
strategy("JBravo Swing", overlay = false)
var buy_in_progress = false
//Moving Averages
smaInput1 = input(title="Display SMA 9", type=input.bool, defval=true)
smaInput2 = input(title="Display EMA 20", type=input.bool, defval=true)
smaInput4 = input(title="Display SMA 180", type=input.bool, defval=true)
colored_180 = input(false, title="Color-code 180 trend direction")
vwapInput = input(title="Display VWAP", type=input.bool, defval=true)
sma9 = sma(close, 9)
ema20 = ema(close, 20)
sma180 = sma(close, 180)
//Plot Moving Averages
plot(smaInput1 ? sma9 : na, color= color.red, title="SMA 9")
plot(smaInput2 ? ema20 : na, color = color.yellow, title="EMA 20")
// Plot VWAP
vwap1 = vwap(hlc3)
plot(vwapInput ? vwap1 : na, color = color.blue, title="VWAP")
vwaplong = vwap1 > ema20
vwapshort = vwap1 < ema20
//Color SMA 180 trend direction if selected
sma180_uptrend = sma(close, 180) > sma(close[2], 180)
colr = sma180_uptrend == true or colored_180 == false ? color.white : colored_180 == true ? color.gray : na
plot(smaInput4 ? sma180 : na, color = colr, title="SMA 180")
//Get value of lower end of candle
buyLow = iff(lowest(open, 1) < lowest(close, 1), lowest(open, 1), lowest(close, 1))
sellLow = lowest(close, 1)
// Find the lower MA for crossover sell condition
sellma = iff((sma9<ema20), sma9, ema20)
//SMA 9 trend direction
sma9_uptrend = sma(close, 9) > sma(close[2], 9)
//EMA 20 trend direction
ema20_uptrend = ema(close, 20) > sma(close[2], 20)
//Buy or sell if conditions are met
// Buy when the candle low is above the SMA9
// Sell when the candle low is below the lower of SMA9 and EMA20
Buy = iff(buy_in_progress == false and buyLow > sma9 == true, true, false)
Sell = iff(buy_in_progress == true and sellLow < sellma == true, true, false)
// Determine stong buy and strong sell conditions.
// If moving averages are all up, then this will qualify a buy as a strong buy.
// If the moving averages are not up (ie. down) then this will qualify a sell as a strong sell
StrongBuy = iff (Buy and sma9_uptrend and sma180_uptrend and ema20_uptrend and (sma9 > ema20) and (ema20 > sma180), true, false)
StrongSell = iff (Sell and not sma9_uptrend and not sma180_uptrend and not ema20_uptrend and (sma9 < ema20) and (ema20 < sma180), true, false)
//Update Trading status if bought or sold
if Buy
buy_in_progress := true
if Sell
buy_in_progress := false
// Clear Buy and Sell conditions if StrongBuy or StrongSell conditions exist.
// This disables plotting Buy and Sell conditions
if StrongBuy
Buy := false
if StrongSell
Sell := false
//Display BUY/SELL indicators
plotshape(Buy,title="Buy", color=color.green, style=shape.arrowup,location=location.belowbar, text="Buy")
plotshape(StrongBuy,title="Strong Buy", color=color.green, style=shape.arrowup,location=location.belowbar, text="Strong Buy")
plotshape(Sell,title="Sell", color=color.red, style=shape.arrowdown,text="Sell")
plotshape(StrongSell,title="Strong Sell", color=color.red, style=shape.arrowdown,text="Strong Sell")
strategy.entry("GoGo Long", strategy.long, 1, when=vwaplong and vwapInput)
strategy.entry("GoGo Short", strategy.short, 1, when=vwapshort and vwapInput)
strategy.close("GoGo Long", when = vwapshort and vwapInput)
strategy.close("GoGo Short", when = vwaplong and vwapInput)
alertcondition(Buy, title="Buy Signal", message="Buy")
alertcondition(Sell, title="Sell Signal", message="Sell") |
Donchian Channels Strategy by KrisWaters | https://www.tradingview.com/script/z7hAbAHD/ | kriswaters | https://www.tradingview.com/u/kriswaters/ | 390 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© kriswaters
//@version=4
strategy("Donchian Channels Strategy by KrisWaters", overlay=true,
initial_capital=1000, currency='USD', default_qty_type=strategy.percent_of_equity,
default_qty_value=100, commission_type= strategy.commission.percent, commission_value=0.075)
// Date filter
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 = 2017, title = "From Year", minval = 1900)
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 = 9999, title = "To Year", minval = 2017)
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"
// Strategy Settings
canEnterLong = input(true, title="Can Enter Long Position")
canEnterShort = input(false, title="Can Enter Short Position")
showLongChannel = input(true, title="Show Donchian Long Channels")
showShortChannel = input(false , title="Show Donchian Short Channels")
useAtrAsStopRule = input(false, title="Enable ATR Stop Rule")
// DonCcian Channel Lengths
longUpperLength = input(20, minval=1)
longLowerLength = input(10, minval=1)
shortUpperLength = input(10, minval=1)
shortLowerLength = input(20, minval=1)
// Donchian indicator calculations
longUpperValue = highest(high,longUpperLength)
longLowerValue = lowest(low,longLowerLength)
shortUpperValue = highest(high,shortUpperLength)
shortLowerValue = lowest(low,shortLowerLength)
// Plot Donchian Channels
uLong = plot(showLongChannel ? longUpperValue : na, color=color.green, offset=1)
lLong = plot(showLongChannel ? longLowerValue : na, color=color.green, offset=1)
uShort = plot(showShortChannel ? shortUpperValue : na, color=color.red, offset=1)
lShort = plot(showShortChannel ? shortLowerValue : na, color=color.red, offset=1)
// Styling
fill(uLong,lLong, color=color.green, transp=95, title="Long Arkaplan")
fill(uShort,lShort, color=color.red, transp=95, title="Short Arkaplan")
// Stop-loss value calculations
atrMultiplier = 2.0
atrValue = atr(20)
longStopValue = open - (atrMultiplier*atrValue)
shortStopValue = open + (atrMultiplier*atrValue)
// Plot stop-loss line
plot(useAtrAsStopRule ? longStopValue : na, color=color.red, linewidth=2, offset=1)
plot(useAtrAsStopRule ? shortStopValue : na, color=color.red, linewidth=2, offset=1)
// Long and Short Position Rules
if canEnterLong and na(longUpperValue) != true and na(longLowerValue) != true and window()
strategy.entry("Long", true, stop=longUpperValue)
strategy.exit("Long Exit", "Long", stop=useAtrAsStopRule ? max(longLowerValue,longStopValue) : longLowerValue)
if canEnterShort and na(shortUpperValue) != true and na(shortLowerValue) != true and window()
strategy.entry("Short", false, stop=shortLowerValue)
strategy.exit("Short Exit", "Short", stop=useAtrAsStopRule ? min(shortUpperValue,shortStopValue) : shortUpperValue)
|
Simple Heiken Ashi Stop and Reverse Trading on Futures | https://www.tradingview.com/script/n0Ojkl7j-Simple-Heiken-Ashi-Stop-and-Reverse-Trading-on-Futures/ | avnsiva | https://www.tradingview.com/u/avnsiva/ | 32 | 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/
//@version=4
strategy(title = "Modified Smoothed Heiken Ashi", shorttitle="Modified Smoothed Heiken Ashi", overlay=true)
t_id = tickerid(syminfo.prefix, syminfo.ticker)
heikin_o = security(heikinashi(t_id), timeframe.period, open)
heikin_h = security(heikinashi(t_id), timeframe.period, high)
heikin_l = security(heikinashi(t_id), timeframe.period, low)
heikin_c = security(heikinashi(t_id), timeframe.period, close)
startYear = 2019
endYear = 2019
buy_entry = heikin_o[0] == heikin_l[0]
sel_entry = heikin_o[0] == heikin_h[0]
strategy.entry('buy', long=strategy.long, comment='buy', when=buy_entry and (time > timestamp(startYear, 01, 01, 00, 00) and time < timestamp(endYear, 12, 31, 00, 00)))
strategy.entry('sell', long=strategy.short, comment='sell', when=sel_entry and (time > timestamp(startYear, 01, 01, 00, 00) and time < timestamp(endYear, 12, 31, 00, 00))) |
TradingView Alerts to MT4 MT5 - Forex, indices, commodities | https://www.tradingview.com/script/BTSkg8IP-TradingView-Alerts-to-MT4-MT5-Forex-indices-commodities/ | Peter_O | https://www.tradingview.com/u/Peter_O/ | 870 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© Peter_O
//@version=4
strategy(title="TradingView Alerts to MT4 MT5 - Forex, indices, commodities, stocks, crypto", commission_type=strategy.commission.cash_per_contract, commission_value=0.00003, overlay=false, default_qty_value=20000, initial_capital=1000)
//
// This script was created for educational purposes only.
// It is showing how to use Alerts-Straight-From-Strategies and
// dynamic variables in TradingView alerts.
// And how to auto-execute them in Forex, indices, commodities markets
//
// (This method will also work with stocks and crypto - anything your
// broker is offering via their MT4/MT5 platform).
TakeProfitLevel=input(400)
TakePartialProfitLevel=input(150)
// **** Entries logic **** {
periodK = input(13, title="K", minval=1)
periodD = input(3, title="D", minval=1)
smoothK = input(4, title="Smooth", minval=1)
k = sma(stoch(close, high, low, periodK), smoothK)
d = sma(k, periodD)
plot(k, title="%K", color=color.blue)
plot(d, title="%D", color=color.orange)
h0 = hline(80)
h1 = hline(20)
fill(h0, h1, color=color.purple, transp=75)
GoLong=crossover(k,d) and k<80 and year>2009
GoShort=crossunder(k,d) and k>20 and year>2009
AlertTest=open>close or open<close or open==close
// } End of entries logic
// **** Pivot-points and stop-loss logic **** {
piv_high = pivothigh(high,1,1)
piv_low = pivotlow(low,1,1)
var float stoploss_long=low
var float stoploss_short=high
pl=valuewhen(piv_low,piv_low,0)
ph=valuewhen(piv_high,piv_high,0)
if GoLong
stoploss_long := low<pl ? low : pl
if GoShort
stoploss_short := high>ph ? high : ph
// } End of Pivot-points and stop-loss logic
// **** Trade counter and partial closing mechanism **** {
var int trade_id=0
if GoLong or GoShort
trade_id:=trade_id+1
TakePartialProfitLong = barssince(GoLong)<barssince(GoShort) and crossover(high,(valuewhen(GoLong,close,0)+TakePartialProfitLevel*syminfo.mintick))
TakePartialProfitShort = barssince(GoLong)>barssince(GoShort) and crossunder(low,(valuewhen(GoShort,close,0)-TakePartialProfitLevel*syminfo.mintick))
// } End of Trade counter and partial closing mechanism
strategy.entry("Long", strategy.long, when=GoLong)
strategy.exit("XPartLong", from_entry="Long", qty_percent=50, profit=TakePartialProfitLevel)
strategy.exit("XLong", from_entry="Long", stop=stoploss_long, profit=TakeProfitLevel)
strategy.entry("Short", strategy.short, when=GoShort)
strategy.exit("XPartShort", from_entry="Short", qty_percent=50, profit=TakePartialProfitLevel)
strategy.exit("XShort", from_entry="Short", stop=stoploss_short, profit=TakeProfitLevel)
if GoLong
alertsyntax_golong='long slprice=' + tostring(stoploss_long) + ' tradeid=' + tostring(trade_id) + ' tp=' + tostring(TakeProfitLevel)
alert(message=alertsyntax_golong, freq=alert.freq_once_per_bar_close)
if GoShort
alertsyntax_goshort='short slprice=' + tostring(stoploss_short) + ' tradeid=' + tostring(trade_id) + ' tp=' + tostring(TakeProfitLevel)
alert(message=alertsyntax_goshort, freq=alert.freq_once_per_bar_close)
if TakePartialProfitLong
alertsyntax_closepartlong='closepart tradeid=' + tostring(trade_id) + ' part=0.5'
alert(message=alertsyntax_closepartlong, freq=alert.freq_once_per_bar_close)
if TakePartialProfitShort
alertsyntax_closepartshort='closepart tradeid=' + tostring(trade_id) + ' part=0.5'
alert(message=alertsyntax_closepartshort, freq=alert.freq_once_per_bar_close)
|
T3MA_KC_7ye Strategy | https://www.tradingview.com/script/4KHgamqw/ | Trader_7ye | https://www.tradingview.com/u/Trader_7ye/ | 105 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© Trader_7ye
//@version=4
strategy(title="Trader_7ye_ETH_30M_T3ma Strategy", shorttitle="Trader_7ye_ETH_30M_T3ma Strategy",max_bars_back=500,overlay=true,default_qty_type=strategy.percent_of_equity,default_qty_value=100,initial_capital=5000,currency=currency.USD)
t3(src,len)=>
xe1 = ema(src, len)
xe2 = ema(xe1, len)
xe3 = ema(xe2, len)
xe4 = ema(xe3, len)
xe5 = ema(xe4, len)
xe6 = ema(xe5, len)
b = 0.7
c1 = -b*b*b
c2 = 3*b*b+3*b*b*b
c3 = -6*b*b-3*b-3*b*b*b
c4 = 1+3*b+b*b*b+3*b*b
c1 * xe6 + c2 * xe5 + c3 * xe4 + c4 * xe3
Length = input(title="εηΊΏιΏεΊ¦", type=input.integer, defval=24, minval=1)
xPrice = input(title="εηΊΏζΊ", type=input.source, defval=close)
T3ma=t3(xPrice,Length)
upCol = T3ma > T3ma[1]
downCol = T3ma < T3ma[1]
range= high - low
rangema=t3(range,Length)
upper = T3ma + rangema
lower = T3ma - rangema
myColor = upCol ? color.lime : downCol ? color.red : na
plot(T3ma, color=myColor, title="T3εηΊΏ")
c = color.blue
u = plot(upper, color=#0094FF, title="KCιιδΈζ²Ώ")
l = plot(lower, color=#0094FF, title="KCιιδΈζ²Ώ")
fill(u, l, color=#0094FF, transp=95, title="θζ―")
buySignal = upCol and ohlc4>upper
sellSignal= downCol and ohlc4<lower
//=======θΎεΊ=======
//ε€η©Ίι’θ²ε€ζ
direction=0
direction:=buySignal?1:sellSignal?-1:direction[1]
macolor=direction==1?color.green:color.red
//ε€δΏ‘ε·ε€ηδΈΊδΈδΈͺδΏ‘ε·
alertlong = direction!=direction[1] and direction== 1
alertshort= direction!=direction[1] and direction==-1
bgcolor(alertshort ? color.red : alertlong?color.lime:na, transp=20)
if (alertlong)
strategy.entry("ε€", strategy.long)
if (alertshort)
strategy.entry("η©Ί",strategy.short) |
[DS]Entry_Exit_TRADE.V01-Strategy | https://www.tradingview.com/script/RO4rB2HF/ | DalmarSantos | https://www.tradingview.com/u/DalmarSantos/ | 1,353 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© DalmarSantos
//@version=4
//Entry and Exit points to TRADE ==> Pontos de Entrada e Saida de TRADE
//Functions in use ==> Funçáes em uso
//(1) DEMA - Double Exponential Moving Average 08/17/34/72 ==> MΓ©dia MΓ³vel Exponencial Dupla
//(2) ema() - Exponential Moving Averge 72/ochl4 ==> MΓ©dia MΓ³vel Exponencial
//(3) plot()
//(4) barcolor()
//(5) cross()
//(6) pivots()
//(7) William R% Md
//(8) Maximum and Minimum Value
//(9) fill()
//(10) macd() - Moving Average Convergence Divergence
//(11) tsi() - Trading Strenght Indicator==> Γndice de ForΓ§a Real (IFR)
//(12) Buy and Sell TRADE Points
//(13) Strategy Buy and Sell TRADE Points
strategy("[DS]Entry_Exit_TRADE.V01-Strategy", overlay=true)
//variable ==> variΓ‘veis
return = input(title="Return Candels ?", type=input.integer, defval=190) //quantity of candles to analise ==> quantidade de candles para analise
//
//****************************
//Function==> Função | (1)DEMA
//****************************
//Dema 08
e1 = ema(close,8)
e2 = ema(e1,8)
dema08 = 2 * e1 - e2
//
//Dema 17
e1 := ema(close,17)
e2 := ema(e1,17)
dema17 = 2 * e1 - e2
//
//Dema 34
e1 := ema(close,34)
e2 := ema(e1,34)
dema34 = 2 * e1 - e2
//
//Dema 72
e1 := ema(close,72)
e2 := ema(e1,72)
dema72 = 2 * e1 - e2
//
//******************************
//Function==> Função | (2) ema()
//******************************
ema72 = ema(close,72)
emaOhlc4=ema(ohlc4,8)
//
//******************************
//Function==> Função | (3)plot()
//******************************
//
////Show the avareges ==> Apresenta as mΓ©dias
//plot(dema17, title="DEMA 17", color=color.new(color.lime,0), linewidth=1, style=plot.style_line, transp=0, show_last=return) // Doble Exponential Moving Avarage 17
//plot(dema34, title="DEMA 34", color=color.new(color.black,0), linewidth=1, style=plot.style_line, transp=0, show_last=return) // Doble Exponential Moving Avarage 34
plot(dema72, title="DEMA 72", color=color.orange, linewidth=2, style=plot.style_line, transp=0, show_last=return) // Doble Exponential Moving Avarage 72
plot(emaOhlc4, title="EMA ohlc4", color=emaOhlc4>dema72 ? color.new(color.green,0) : color.new(color.red,0), linewidth=2, style=plot.style_line, transp=0, show_last=return) // Doble Exponential Moving Avarage 72
//
//***********************************
//Function==> Função | (4) barcolor()
//***********************************
//Show color TRADE bar if emaOhlc4>dema72 green (Buy) if not red (Red) ==> Mostra a cor da barra de TRADE se emaOhlc4>dema72 verde (Compra) se nΓ£o vermelha (Venda)
barcolor(close>dema34 and close>dema72 or close>close[1] ? color.new(color.green,0) : color.new(color.red,0), show_last=return)
//
//********************************
//Function==> Função | (5) cross()
//********************************
// Show the intersections crossing average on the graph ==> Apresenta no grΓ‘fico o local dos cruzamentos das mΓ©dias
//UP ==> para CIMA
plot(crossover(emaOhlc4,dema72) ? dema72 : na, title="Cross UP", color=color.green, transp=0, style=plot.style_circles, linewidth=5, show_last=return)
//DOWM ==> para BAIXO
plot(crossunder(emaOhlc4,dema72) ? dema72 : na, title="Cross DOWN", color=color.red, transp=50, style=plot.style_circles, linewidth=5, show_last=return)
//
//********************************
//Function==> Função | (6) pivot()
//Reference: Pine Script Manual
//********************************
_Pivots = input(title = "ββββββ Pivots ββββββ", type = input.bool, defval = false)
leftBars = input(4)
rightBars=input(4)
pivotHigh = pivothigh(leftBars, rightBars) //pivot de alta
plot(pivotHigh>ema72[rightBars] ? pivotHigh : na, title="Pivot High", style=plot.style_cross, linewidth=3, color= color.purple, transp=50, offset=-rightBars, show_last=return)
pivotLow = pivotlow(leftBars, rightBars) //pivot de baixa
plot(pivotLow<ema72[rightBars] ? pivotLow : na, title="Pivot Low", style=plot.style_cross, linewidth=3, color= color.blue, transp=50, offset=-rightBars, show_last=return)
//
//***************************************
//Function==> Função | (7) WILLIAM R% MOD
//Reference: Pine Script Manual
//***************************************
// Getting inputs
_WilliamR = input(title = "ββββββ William R% Mod ββββββ", type = input.bool, defval = false)
SOB_William = input(title="OverBought Area", type=input.integer, defval=-7) //OverBought area ==> Area de SobreCompra
SOS_William = input(title="OverSold Area", type=input.integer, defval=-93) //OverSold area ==> Area de SobreVenda
length_William = input(17, minval=1) //interval ==> intervalo
highestHigh_William = highest(length_William) //maximum value ==> valor mΓ‘ximo
highestLow_William = lowest(length_William) //minumum value ==> valor mΓnimo
R_William = (highestHigh_William - close) / (highestHigh_William - highestLow_William) * -100
//Show the position ==> mostra a posição
//plotshape(R_William > SOS_William ? na : high, text="+R%", title="+r(+)%R Up", location=location.belowbar, color=color.green, transp=30, style=shape.triangleup, size=size.tiny, show_last=return)
//plotshape(R_William < SOB_William ? na : low, text="-R%", title="(-)%R DN", location=location.abovebar, color=color.red, transp=30, style=shape.triangledown, size=size.tiny, show_last=return)
//
// Show label with William %R value ==> Mostra a etiqueta com o valor do William %R
// The color label red is when the value arrive on OverBought Area and green on OverSold Area, be careful with these areas ==> O rΓ³tulo de cor vermelha Γ© quando o valor chega na Γ‘rea de SobreCompra e verde na Γ‘rea de SobreVenda, cuidado com estas Γ‘reas
//
corTest=color.white
colorText = color.white
estilo = label.style_label_upper_left
textW=""
if R_William>SOB_William
corTest := color.new(color.red,0) //vermelho escuro
estilo := label.style_label_lower_left
textW:="OB"
if R_William>-30 and R_William<=SOB_William
corTest := #f5948e //vermelho intermediΓ‘rio
estilo := label.style_label_lower_left
if R_William>-50 and R_William<=-30
corTest := #f5d5d3 //vermelho claro
colorText := color.black
if R_William>-70 and R_William<=-50
corTest := #e7f5d3 //verde claro
colorText := color.black
if R_William>=SOS_William and R_William<=-70
corTest := color.lime //verde intermediario
estilo := label.style_label_upper_left
colorText := color.black
if R_William<SOS_William
corTest := color.new(color.green,0) // verde escuro
estilo := label.style_label_upper_left
textW:="OS"
// Make a label at the high of the current bar
myLabel = label.new(x=bar_index, y=close, style= estilo, color=corTest, text=tostring(R_William,"#.#")+"% "+textW, textcolor=colorText, size=size.normal)
// Get the label text
labelText = label.get_text(id=myLabel)
// Then set the label's text to a new string that
// includes its current text
label.set_text(id=myLabel, text=labelText)
label.delete(myLabel[1])
//
//**************************************************
//Function==> Função | (8) MAXIMUM AND MINIMUM VALUE
//Reference: Pine Script Manual
//**************************************************
//Maximum High and Minimum Low close position ==> Posição MÑxima e Minima de fechamento
ExtremoHigh=high+(highestHigh_William-high)
ExtremoLow=low-(low-highestLow_William)
plot(ExtremoHigh, color=color.new(color.red,70), style=plot.style_line, linewidth=1, show_last=return)
plot(ExtremoLow, color=color.new(color.green,70), style=plot.style_line, linewidth=1, show_last=return)
//Show the Extreme High and Low close position ==> Mostra a extrema posicao alta e baixa do fechamento
lH1 = 0.0
lHInt = close
lL1 = close
lLInt = close
Vr_LinhaH=0.0
Vr_LinhaL=0.0
Vr_LinhaC=0.0
if emaOhlc4<dema72
Vr_LinhaH := high+(highestHigh_William-high)
lH1 := Vr_LinhaH>dema72 ? Vr_LinhaH : dema72
lHInt:=emaOhlc4<dema72 ? dema72 : emaOhlc4
lLInt := lHInt==emaOhlc4 ? dema72 : emaOhlc4
Vr_LinhaL:= low-(low-highestLow_William)
lL1 := Vr_LinhaL>lLInt ? lLInt : Vr_LinhaL
if emaOhlc4>dema72
Vr_LinhaH := high+(highestHigh_William-high)
lH1 := Vr_LinhaH>dema72 ? Vr_LinhaH : dema72
lHInt:=dema72>emaOhlc4 ? dema72 : emaOhlc4
lLInt := lHInt==dema72 ? emaOhlc4 : dema72
Vr_LinhaL:= low-(low-highestLow_William)
lL1 := Vr_LinhaL>lLInt ? lLInt : Vr_LinhaL
//
//*******************************
//Function==> Função | (9) fill()
//Reference: Pine Script Manual
//*******************************
//Show TRADE area in red (Sell) and green (Buy) ==> Mostra a Γ‘rea de trade em vermelho (Venda) e verde (Compra)
Line1 = plot(emaOhlc4, title="Dema ohlc4", color=color.new(color.white,100), linewidth=1, transp=0, show_last=return)
Line2 = plot(dema72, title="Dema 72", color=color.new(color.white,100), linewidth=1,transp=0, show_last=return)
fill(Line1, Line2, color=emaOhlc4>dema72 ? color.new(color.green,90) : color.new(color.red,90), transp=70, show_last=return)
//High area ==> Area de alta
HighlH1 = plot(lH1, title="HighlH1", color=color.green, linewidth=1, transp=90, show_last=return, style=plot.style_linebr)
HighlHInt = plot(lHInt, title="HighlHInt", color=color.green, linewidth=1, transp=100, show_last=return, style=plot.style_linebr)
fill(HighlH1, HighlHInt, color=color.new(color.purple,90), transp=0, show_last=return)
//Low area ==> Area de baixa
LowlL1 = plot(lL1, title="LowlL1", color=color.red, linewidth=1, transp=90, show_last=return, style=plot.style_linebr)
LowlLInt = plot(lLInt, title="LowlLInt", color=color.red, linewidth=1, transp=100, show_last=return, style=plot.style_linebr)
fill(LowlL1, LowlLInt, color=color.new(color.blue,90), transp=0, show_last=return)
//
//***************************************************************************
//Function==> Função | (10) macd() - Moving Average Convergence Divergence
//Reference: Pine Script Manual - adapted TradingView version - Dalmar Santos
//***************************************************************************
// Getting inputs
_Macd = input(title = "βββββ Macd ββββββββββ", type = input.bool, defval = false)
fast_length_Macd = input(title="Fast Length", type=input.integer, defval=12)
slow_length_Macd = input(title="Slow Length", type=input.integer, defval=26)
src_Macd = input(title="Source", type=input.source, defval=close)
signal_length_Macd = input(title="Signal Smoothing", type=input.integer, minval = 1, maxval = 50, defval = 9)
// Calculating
fast_ma_Macd = ema(src_Macd, fast_length_Macd)
slow_ma_Macd = ema(src_Macd, slow_length_Macd)
macd_Macd = fast_ma_Macd - slow_ma_Macd
signal_Macd = ema(macd_Macd, signal_length_Macd)
hist_Macd = macd_Macd - signal_Macd
//cross Macd
MacdUp = crossover(macd_Macd,signal_Macd) ? 1 : 0
MacdDown = crossunder (macd_Macd,signal_Macd) ? 1 : 0
plotshape(MacdUp, text="+Md", title="(+)MACD UP", location=location.belowbar, color=color.green, transp=30, style=shape.triangleup, size=size.tiny, show_last=return)
plotshape(MacdDown, text="-Md", title="(-)MACD DN", location=location.abovebar, color=color.red, transp=30, style=shape.triangledown, size=size.tiny, show_last=return)
//
//*****************************************************************************************
//Function==> Função | (11) tsi() - Trading Strenght Indicator ==> Indice de Força do Trading
//Reference: Pine Script Manual - adapted TradingView version - Dalmar Santos
//*****************************************************************************************
_Tsi = input(title = "βββββ Tsi ββββββββββ", type = input.bool, defval = false)
long_tsi = input(title="Long Length", type=input.integer, defval=72)
short_tsi = input(title="Short Length", type=input.integer, defval=17)
signal_tsi = input(title="Signal Length", type=input.integer, defval=17)
price_tsi = close
double_smooth(src_tsi, long_tsi, short_tsi) =>
fist_smooth_tsi = ema(src_tsi, long_tsi)
ema(fist_smooth_tsi, short_tsi)
pc_tsi = change(price_tsi)
double_smoothed_pc_tsi = double_smooth(pc_tsi, long_tsi, short_tsi)
double_smoothed_abs_pc_tsi = double_smooth(abs(pc_tsi), long_tsi, short_tsi)
tsi_value_tsi = 100 * (double_smoothed_pc_tsi / double_smoothed_abs_pc_tsi)
//TSI signal ==> Signal do TSI
TsiUp = crossover(tsi_value_tsi,ema(tsi_value_tsi, signal_tsi)) ? 1 : 0
TsiDown = crossunder(tsi_value_tsi,ema(tsi_value_tsi, signal_tsi)) ? 1 : 0
//Show the Position ==> Mostra a posicao
plotshape(TsiUp==1 ? low : na, text="+Tsi", title="(+)TSI Up", location=location.belowbar, color=color.green, transp=30, style=shape.triangleup, size=size.tiny, show_last=return)
plotshape(TsiDown==1 ? high : na, text="-Tsi", title="(-)TSI DN", location=location.abovebar, color=color.red, transp=30, style=shape.triangledown, size=size.tiny, show_last=return)
//
//***************************************************************************
//Function==> Função | (12) Buy and Sell TRADE Points
//Reference: Pine Script Manual - adapted TradingView version - Dalmar Santos
//***************************************************************************
//Cross Point ==> pontos de cruzamento
crossUP=crossover(emaOhlc4,dema34)
crossDN=crossunder(emaOhlc4,dema34)
//Show de Buy and Sell points ==> mostra pontos de compra e venda
tradeColor=crossUP ? color.red : crossDN ? color.green : na
//line buy or sell ==> linha de compra ou venda
plot(crossUP ? dema34 : crossDN ? dema34: na, color=tradeColor, style=plot.style_line, linewidth=4, editable=false, show_last=return)
//Buy point ==> pontos de compra
plotshape(crossUP ? dema34 : na, style=shape.labelup, location=location.absolute, text="Buy", transp=0, textcolor = color.white, color=color.green, editable=false, show_last=return)
//Sell points ==> pontos de venda
plotshape(crossDN ? dema34: na, style=shape.labeldown, location=location.absolute, text="Sell", transp=0, textcolor = color.white, color=color.red, editable=false, show_last=return)
//
//************************************************************
//Function==> Função | (13) Strategy Buy and Sell TRADE Points
//Reference: Pine Script Manual - Dalmar Santos
//************************************************************
//Start backtest year, month, day, hour, minute, second ==> Inicio do backtest ano, mΓͺs, dia, hora, minuto, segundo
start = timestamp(2021,01,01,1,00,00)
//*****************
//BUY ==> COMPRA
//*****************
if time>= start
if crossUP
strategy.close("Short", comment="Close Sell")
strategy.entry("Long", strategy.long, 1, comment="Open Buy")
//*****************
//SELL ==> Venda
//*****************
if crossDN
strategy.close("Long", comment="Close Buy")
strategy.entry("Short", strategy.short, 1, comment="Open Sell")
|
Combined EMA & MA crossovers [CDI] | https://www.tradingview.com/script/0BxZRxIS/ | JMLSlop | https://www.tradingview.com/u/JMLSlop/ | 91 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© JMLSlop
//@version=4
src = close
strategy("Crossover moving averages", shorttitle="Cross MA-EMA", overlay=true, calc_on_order_fills=false)
// first fast EMA
len = input(8, "Length", type=input.integer, minval=1)
doma1 = input(true, title="EMA")
out1 = ema(src, len)
//Second fast EMA
len2 = input(21, minval=1, title="Length")
doma2 = input(true, title="EMA")
out2 = ema(src, len2)
//First slow MA
len3 = input(50, minval=1, title="Length")
doma3 = input(true, title="SMA")
out3 = sma(src, len3)
//Second slow MA
len4 = input(200, minval=1, title="Length")
doma4 = input(true, title="SMA")
out4 = sma(src, len4)
// Profit
profit = input(8, "Profit/lost %", type=input.float, minval=1) * 0.01
plot(doma1 and out1 ? out1: na, color=color.blue, linewidth=1, title="1st EMA")
plot(doma2 and out2 ? out2: na, color=color.red, linewidth=1, title="2nd EMA")
plot(doma3 and out3 ? out3: na, color=color.green, linewidth=2, title="1st MA")
plot(doma4 and out4 ? out4: na, color=color.orange, linewidth=3, title="2nd MA")
// Orders config
takeProfitPrice =
(strategy.position_size > 0) ? strategy.position_avg_price + open*profit : (strategy.position_size < 0) ? strategy.position_avg_price - (open*profit) : na
longStopPrice = strategy.position_avg_price * (1 - profit)
shortStopPrice = strategy.position_avg_price * (1 + profit)
longCondition2 = (out2>out3 and (crossover(out1, out4) or crossover(out1[1], out4[1]) or crossover(out1[2], out4[2]) or (crossover(out1[3], out4[3]))) or (out2>out3 and (crossover(out1, out3) or crossover(out1[1], out3[1]) or crossover(out1[2], out3[2]) or crossover(out1[3], out3[3]))))
if (longCondition2)
strategy.entry("Enter L", strategy.long)
shortCondition2 = (out2<out3 and (crossunder(out1, out4) or crossunder(out1[1], out4[1]) or crossunder(out1[2], out4[2]) or crossunder(out1[3], out4[3]))) or (out2<out3 and (crossunder(out1, out3) or crossunder(out1[1], out3[1]) or crossunder(out1[2], out3[2]) or crossunder(out1[3], out3[3])))
if (shortCondition2)
strategy.entry("Enter S", strategy.short)
if (strategy.position_size > 0)
strategy.exit("Exit L", limit=takeProfitPrice, stop=longStopPrice)
if (strategy.position_size < 0)
strategy.exit("Exit S", limit=takeProfitPrice, stop=shortStopPrice)
|
Buy and hold calculator | https://www.tradingview.com/script/67yjZSq2-Buy-and-hold-calculator/ | SoftKill21 | https://www.tradingview.com/u/SoftKill21/ | 123 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© SoftKill21
//@version=4
strategy(title="Buy and hold calculator", overlay=true, initial_capital = 1, default_qty_type=strategy.percent_of_equity, default_qty_value=100, commission_type=strategy.commission.percent )
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 = 2000, title = "From Year", minval = 1970)
//monday and session
// To Date Inputs
toDay = input(defval = 31, title = "To Day", minval = 1, maxval = 31)
toMonth = input(defval = 12, title = "To Month", minval = 1, maxval = 12)
toYear = input(defval = 2020, title = "To Year", minval = 1970)
startDate = timestamp(fromYear, fromMonth, fromDay, 00, 00)
finishDate = timestamp(toYear, toMonth, toDay, 00, 00)
time_cond = time >= startDate and time <= finishDate
strategy.entry("long",1,when=time_cond)
strategy.close("long",when= not time_cond) |
Volatility Bands Reversal Strategy [Long Only] | https://www.tradingview.com/script/uGEv5oZb-Volatility-Bands-Reversal-Strategy-Long-Only/ | ediks123 | https://www.tradingview.com/u/ediks123/ | 102 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© ediks123
//strategy logic has been borrowed from ceyhun and tweaked the settings for back testing
//@version=4
//SPY 4 hrs settings 8, 13 , 3.33 , 0.9 on 4 hrs chart
//QQQ above settings is good , but 13, 13 has less number of bars
//QQQ 4 hrs settings 13, 13 , 3.33 , 0.9 on 4 hrs chart
strategy(title="Volatility Bands Reversal Strategy", shorttitle="VolatilityBandReversal" , overlay=true, pyramiding=2, default_qty_type=strategy.percent_of_equity, default_qty_value=20, initial_capital=10000, currency=currency.USD) //default_qty_value=10, default_qty_type=strategy.fixed,
av = input(8, title="Band Average")
vp = input(13, title="Volatility Period")
df = input(3.33,title="Deviation Factor",minval=0.1)
lba = input(0.9,title="Lower Band Adjustment",minval=0.1)
riskCapital = input(title="Risk % of capital", defval=10, minval=1)
stopLoss=input(6,title="Stop Loss",minval=1)
exitOn=input(title="Exit on", defval="touch_upperband", options=["Sell_Signal", "touch_upperband"])
src = hlc3
typical = src >= src[1] ? src - low[1] : src[1] - low
deviation = sum( typical , vp )/ vp * df
devHigh = ema(deviation, av)
devLow = lba * devHigh
medianAvg = ema(src, av)
emaMediaAvg=ema(medianAvg, av)
upperBandVal= emaMediaAvg + devHigh
lowerbandVal= emaMediaAvg - devLow
MidLineVal=sma(medianAvg, av)
UpperBand = plot ( upperBandVal, color=#EE82EE, linewidth=2, title="UpperBand")
LowerBand = plot ( lowerbandVal , color=#EE82EE, linewidth=2, title="LowerBand")
MidLine = plot (MidLineVal, color=color.blue, linewidth=2, title="MidLine")
buyLine = plot ( (lowerbandVal + MidLineVal )/2 , color=color.blue, title="BuyLine")
up=ema(medianAvg, av) + devHigh
down=ema(medianAvg, av) - devLow
ema50=ema(hlc3,50)
plot ( ema50, color=color.orange, linewidth=2, title="ema 50")
//outer deviation
//deviation1 = sum( typical , vp )/ vp * 4
//devHigh1 = ema(deviation, av)
//devLow1 = lba * devHigh
//medianAvg1 = ema(src, av)
//UpperBand1 = plot (emaMediaAvg + devHigh1, color=color.red, linewidth=3, title="UpperBand1")
//LowerBand1 = plot (emaMediaAvg - devLow1, color=color.red, linewidth=3, title="LowerBand1")
//
///Entry Rules
//1)First candle close below the Lower Band of the volatility Band
//2)Second candle close above the lower band
//3)Third Candle closes above previous candle
Buy = close[2] < down[2] and close[1]>down[1] and close>close[1]
//plotshape(Buy,color=color.blue,style=shape.arrowup,location=location.belowbar, text="Buy")
//barcolor(close[2] < down[2] and close[1]>down[1] and close>close[1] ? color.blue :na )
//bgcolor(close[2] < down[2] and close[1]>down[1] and close>close[1] ? color.green :na )
///Exit Rules
//1)One can have a static stops initially followed by an trailing stop based on the risk the people are willing to take
//2)One can exit with human based decisions or predefined target exits. Choice of deciding the stop loss and profit targets are left to the readers.
Sell = close[2] > up[2] and close[1]<up[1] and close<close[1]
//plotshape(Sell,color=color.red,style=shape.arrowup,text="Sell")
barcolor(close[2] > up[2] and close[1]<up[1] and close<close[1] ? color.yellow :na )
bgcolor(close[2] > up[2] and close[1]<up[1] and close<close[1] ? color.red :na )
//Buyer = crossover(close,Buy)
//Seller = crossunder(close,Sell)
//alertcondition(Buyer, title="Buy Signal", message="Buy")
//alertcondition(Seller, title="Sell Signal", message="Sell")
//Entry--
//Echeck how many units can be purchased based on risk manage ment and stop loss
qty1 = (strategy.equity * riskCapital / 100 ) / (close*stopLoss/100)
//check if cash is sufficient to buy qty1 , if capital not available use the available capital only
qty1:= (qty1 * close >= strategy.equity ) ? (strategy.equity / close) : qty1
strategy.entry(id="vbLE", long=true, qty=qty1, when=Buy)
bgcolor(strategy.position_size>=1 ? color.blue : na)
// stop loss exit
stopLossVal = strategy.position_size>=1 ? strategy.position_avg_price * ( 1 - (stopLoss/100) ) : 0.00
//draw initil stop loss
plot(strategy.position_size>=1 ? stopLossVal : na, color = color.purple , style=plot.style_linebr, linewidth = 2, title = "stop loss") //, trackprice=true)
strategy.close(id="vbLE", comment="SL exit Loss is "+tostring(close - strategy.position_avg_price, "###.##") , when=abs(strategy.position_size)>=1 and close < stopLossVal )
//close on Sell_Signal
strategy.close(id="vbLE", comment="Profit is : "+tostring(close - strategy.position_avg_price, "###.##") , when=strategy.position_size>=1 and exitOn=="Sell_Signal" and Sell)
//close on touch_upperband
strategy.close(id="vbLE", comment="Profit is : "+tostring(close - strategy.position_avg_price, "###.##") , when=strategy.position_size>=1 and exitOn=="touch_upperband" and (crossover(close, up) or crossover(high, up))) |
Strategy- Double Decker RSI | https://www.tradingview.com/script/9K6jUWR1-Strategy-Double-Decker-RSI/ | Ankit_Quant | https://www.tradingview.com/u/Ankit_Quant/ | 235 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© Ankit_Quant
//@version=4
// ********************************************************************************************************
// This was coded live during webinar on Backtesting in Tradingview
// That was held on 16-Jan-21
// Aim of this strategy is to code a Double Decker RSI Strategy - Rules of Strategy are given in Description
// *********************************************************************************************************
// Identifier of strategy or an indicator (study())
strategy(title="Strategy- Double Decker RSI",shorttitle='Strategy - Double Decker RSI',overlay=true,initial_capital=250000)
// ********************
// INPUTS
// ********************
// RSI Lookback Periods
slowRSI=input(defval=14,title='Slow RSI Period',type=input.integer)
fastRSI=input(defval=5,title='Fast RSI Period',type=input.integer)
// Time Period Backtesting Input
start_year=input(defval=2000,title='Backtest Start Year',type=input.integer)
end_year=input(defval=2021,title='Backtest End Year',type=input.integer)
//Specific Years to Test Starategy
timeFilter=(year>=start_year and year<=end_year)
// Trade Conditions and signals
long = rsi(close,fastRSI)>70 and rsi(close,slowRSI)>50
short = rsi(close,fastRSI)<40 and rsi(close,slowRSI)<50
long_exit=rsi(close,fastRSI)<55
short_exit=rsi(close,fastRSI)>45
//positionSize - 1 Unit (also default setting)
positionSize=1
// Trade Firing - Entries and Exits
if(timeFilter)
if(long and strategy.position_size<=0)
strategy.entry(id='Long',long=strategy.long,qty=positionSize)
if(short and strategy.position_size>=0)
strategy.entry(id="Short",long=strategy.short,qty=positionSize)
if(long_exit and strategy.position_size>0)
strategy.close_all(comment='Ex')
if(short_exit and strategy.position_size<0)
strategy.close_all(comment='Ex')
// Plot on Charts the Buy Sell Labels
plotshape(strategy.position_size<1 and long,style=shape.labelup,location=location.belowbar,color=color.green,size=size.tiny,text='Long',textcolor=color.white)
plotshape(strategy.position_size>-1 and short,style=shape.labeldown,location=location.abovebar,color=color.red,size=size.tiny,text='Short',textcolor=color.white)
plotshape(strategy.position_size<0 and short_exit?1:0,style=shape.labelup,location=location.belowbar,color=color.maroon,size=size.tiny,text='ExShort',textcolor=color.white)
plotshape(strategy.position_size>0 and long_exit?1:0,style=shape.labeldown,location=location.abovebar,color=color.olive,size=size.tiny,text='ExLong',textcolor=color.white)
|
Crypto Long only Strategy 3h+ timeframe | https://www.tradingview.com/script/jA129J1f-Crypto-Long-only-Strategy-3h-timeframe/ | SoftKill21 | https://www.tradingview.com/u/SoftKill21/ | 112 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© SoftKill21
//@version=4
strategy("My Script", initial_capital=1000, default_qty_type=strategy.percent_of_equity, default_qty_value=100, commission_type=strategy.commission.percent , commission_value=0.1 )
var candela = 0.0
candela := (high+low+open+close)/4
long = candela > candela[1] and candela[1] > candela[2] and candela[2] > candela[3] and candela[3] > candela[4] and candela[4] > candela[5]
short = candela< candela[1] and candela[1] < candela[2] and candela[2] < candela[3] and candela[3] < candela[4] //and candela[4] < candela[5]
plot(candela, color=long? color.green : short? color.red : color.white ,linewidth=4)
strategy.entry("long",1,when=long)
//strategy.entry('short',0,when=short)
strategy.close("long", when = short)
risk= input(25)
strategy.risk.max_intraday_loss(risk, strategy.percent_of_equity)
//strategy.close("short", when = not long or short)
|
Momentum Strategy (BTC/USDT; 30m) - STOCH RSI (with source code) | https://www.tradingview.com/script/79Tn4cQY-Momentum-Strategy-BTC-USDT-30m-STOCH-RSI-with-source-code/ | Drun30 | https://www.tradingview.com/u/Drun30/ | 576 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© Drun30 (Federico Magnani)
//@version=4
//STRATEGIA PRINCIPALE
/////////////////// CHANGE THESE VARIABLES FOR TV-HUB ///////////////////
var pair = "BTCUSDT" //metti il valore associato a "pair" nel JSON generato da TVHUB
var orderSizePercent = 70 // β % di capitale investita per ogni trade, la percentuale Γ¨ da riferirsi alla PERCENTUALE DI CRIPTOVALUTA PRESENTE NEL PORTAFOGLIO SPOT (se ho messo la coppia "BTCUSDT", ho 1200 USDT liberi nel portafoglio e lascio "orderSizePercent"=50, mi eseguirΓ un ordine di acquisto spendendo 600 USDT (=1200*0.5) per comprare BTC (in caso di ordine long))
var stopLossPercent_Long = 10 //Γ¨ lo stop loss (percentuale) per le posizioni Long, metti il valore associato a "stopLossPercent" nel JSON generato da TVHUB per le posizioni long
var takeProfitPercent_Long = 8 //Γ¨ il take profit (percentuale) per le posizioni Long, metti il valore associato a "takeProfitPercent" nel JSON generato da TVHUB per le posizioni long
var stopLossPercent_Short = 20 //Γ¨ lo stop loss (percentuale) per le posizioni Short, metti il valore associato a "stopLossPercent" nel JSON generato da TVHUB per le posizioni short
var takeProfitPercent_Short = 35 //Γ¨ il take profit (percentuale) per le posizioni Short, metti il valore associato a "takeProfitPercent" nel JSON generato da TVHUB per le posizioni short
var tokenTVHUB = "XXXXXXXX-XXXX-XXXX-XXXX-XXXXXXXXXXXX" //Γ¨ il token associato al tuo account su TV-HUB, metti il valore associato a "token" nel JSON generato da TVHUB
var exchange = "Binance-Futures-Testnet" //metti il valore associato a "exchange" nel JSON generato da TVHUB
//Excgange possibili: Bitmex, Bitmex-Testnet, Binance, Binance-Futures, Binance-Futures-Testnet, Bybit, Bybit-Testnet
var leverage = 1 //lascia 1 se non stai usando binance futures o bitmex
commissionsPercent = 0.1 //commissioni dell'exchange (0.1 = 0.1%, sono le commissioni di Binance)
////////////////////////////////////////////////////////////////////////
/////////////////// QUICK CHANGE VARIABLES OF THE STRATEGY ///////////////////
wantToUseGambleSizing=true //se "true" aumenterΓ la size del trade successivo a quello perdente per il valore percentuale associato a "deltasize" (se ho fallito un trade con il 50% della size, se wantToUseGambleSizing=true e deltaSize=25, il trade successivo impiegherΓ il 75% della valuta in portafoglio)
var deltaSize = 25 // β delta% di capitale investito se trade precedente Γ¨ stato in perdita (cumulabile: se parto con il 50% del capitale ed il trade va in perdita, il trade successivo userΓ il 75% (=50+25), se fallisce anche quello userΓ il 100%(=50+25+25) (ammesso che sia stato raggiunto il valore "sizeLimite"))
var sizeLimite = 100 //il trade non impiegherΓ mai una percentuale superiore a questa nei trade successivi a quello andato in perdita
capitaleIniziale=1000
var sizeordineInit= orderSizePercent
var sizeordine = sizeordineInit
//Parametri ottimali 30 min
usiShort=true
usiLong=true
ipercomprato=85.29
ipervenduto=30.6
//
//////////////////////////////////////////////////////////////////////////////
strategy("Momentum Strategy (V7.B.4)", initial_capital=capitaleIniziale, currency="USD", default_qty_type=strategy.percent_of_equity, commission_type=strategy.commission.percent, commission_value=commissionsPercent, slippage = 5, default_qty_value=sizeordineInit, overlay=false, pyramiding=0)
backtest = input(title="------------------------Backtest Period------------------------", defval = false)
start = timestamp(input(2020, "start year"), input(1, "start month"), input(1, "start day"), 00, 00)
end = timestamp(input(0, "end year"), input(0, "end month"), input(0, "end day"), 00, 00)
siamoindata=time > start?true:false
if end > 0
siamoindata:=time > start and time <= end?true:false
basicParameters = input(title="------------------------Basic Parameters------------------------", defval = false)
smoothK = input(3, minval=1)
smoothD = input(6, minval=1)
lengthRSI = input(12, minval=1)
src = input(close, title="RSI Source")
rsi1 = rsi(src, lengthRSI)
lengthStoch = input(12, minval=1)
k = ema(stoch(rsi1, rsi1, rsi1, lengthStoch), smoothK)
d = ema(k, smoothD)
altezzaipercomprato= input(ipercomprato, title="Overbought Height", minval=1, type=input.float)
altezzaipervenduto= input(ipervenduto, title="Oversold Height", minval=1,type=input.float)
BarsDelay = input(6,title="Bars delay",minval=0)
GambleSizing = input(wantToUseGambleSizing, title = "Gamble Sizing?",type=input.bool)
gambleAdd = input(deltaSize,title="Gamble Add (%)",minval=0,type=input.integer)
gambleLimit = input(sizeLimite,title="Gamble MAX (%)",minval=0,type=input.integer)
if GambleSizing and strategy.closedtrades[0]>strategy.closedtrades[1]
if strategy.losstrades[0]>strategy.losstrades[1] and sizeordine<gambleLimit
sizeordine:=sizeordine+gambleAdd
if strategy.wintrades[0]>strategy.wintrades[1]
sizeordine:=sizeordineInit
periodomediamobile_fast = input(1, title="Fast EMA length",minval=1)
periodomediamobile_slow = input(60, title="Slow EMA length",minval=1)
plot(k, color=color.blue)
plot(d, color=color.orange)
h0 = hline(altezzaipercomprato)
h1 = hline(altezzaipervenduto)
fill(h0, h1, color=color.purple, transp=80)
// n=input(Vicinanzadalcentro,title="Vicinanza dal centro",minval=0)
//sarebbe il livello di D in cui si acquista o si vende, maggiore Γ¨ la vicinanza maggiore sarΓ la frequenza dei trades, SE 0 Γ¨ DISABILITATO
// siamoinipervenduto= d<=altezzaipervenduto and d<=d[n] and d>d[1]?true:false //and d<d[3] and d>d[1]
// siamoinipercomprato= d>=altezzaipercomprato and d>=d[n] and d<d[1]?true:false //and d>d[3] and d<d[1]
goldencross = crossover(k,d)
deathcross = crossunder(k,d)
// METTI VARIABILE IN CUI AVVIENE CROSSOVER O CROSSUNDER
valoreoro = valuewhen(goldencross,d,0)
valoremorte = valuewhen(deathcross,d,0)
siamoinipervenduto = goldencross and valoreoro<=altezzaipervenduto?true:false//d<=altezzaipervenduto?true:false
siamoinipercomprato = deathcross and valoremorte>=altezzaipercomprato?true:false//d>=altezzaipercomprato?true:false
long_separator = input(title="------------------------LONG------------------------", defval = usiLong)
sl_long_inp = input(stopLossPercent_Long, title="Stop Loss LONG %", type=input.float,step=0.1)
tp_long_inp = input(takeProfitPercent_Long, title="Take Profit LONG %",type=input.float,step=0.1)
stop_level_long = strategy.position_avg_price * (1 - (sl_long_inp/100)) //strategy.position_avg_price corrisponde al prezzo con cui si Γ¨ aperta la posizione
take_level_long = strategy.position_avg_price * (1 + (tp_long_inp/100))
//BINANCE
JSON_long = '{"pair":"'+pair+'","isBuy":true,"isSell":false,"isMarket":true,"isLimit":false,"isClose":false,"price":"9497.59","unitsPercent":"'+tostring(sizeordine)+'","unitsType":"percentBalance","stopLoss":"8545.44","stopLossPercent":"-'+tostring(sl_long_inp)+'","stopLossType":"percent","marginType":"ISOLATED","targets":[{"idx":1,"price":"10257.32","amount":"'+tostring(100-commissionsPercent)+'","takeProfitPercent":"'+tostring(tp_long_inp)+'"}],"targetType":"percent","leverage":"'+tostring(leverage)+'","closeCurrentPosition":true,"token":"'+tokenTVHUB+'","exchange":"'+exchange+'"}'
JSON_chiusura = '{"pair":"'+pair+'","isBuy":false,"isSell":false,"isMarket":true,"isLimit":false,"isClose":true,"price":"9497.36","units":"0.01","unitsPercent":"'+tostring(sizeordine)+'","unitsType":"percentBalance","stopLoss":"8545.44","stopLossPercent":"-'+tostring(sl_long_inp)+'","stopLossType":"percent","marginType":"ISOLATED","targets":[{"idx":1,"price":"10257.32","amount":"'+tostring(100-commissionsPercent)+'","takeProfitPercent":"'+tostring(tp_long_inp)+'"}],"targetType":"percent","leverage":"'+tostring(leverage)+'","closeCurrentPosition":true,"token":"'+tokenTVHUB+'","exchange":"'+exchange+'"}'
webhookLong = JSON_long
webhookClose= JSON_chiusura
trendFilterL = input(title="TREND FILTER LONG?", defval = true)
EMAfast=ema(close,periodomediamobile_fast)
EMAslow=ema(close,periodomediamobile_slow)
siamoinuptrend_ema=EMAfast>EMAslow?true:false //close>=EMAfast and EMAfast>EMAslow
siamoinuptrend = siamoinuptrend_ema
// CondizioneAperturaLong = siamoinipervenduto and siamoindata // and siamoinuptrend
CondizioneAperturaLong = siamoinipervenduto and siamoindata and long_separator
if trendFilterL
CondizioneAperturaLong := siamoinipervenduto and siamoindata and long_separator and siamoinuptrend
CondizioneChiusuraLong = siamoinipercomprato and siamoindata
possiamoAprireLong=0
if trendFilterL and siamoinuptrend
possiamoAprireLong:=5
plot(possiamoAprireLong,color=color.green)
sonPassateLeBarreG = barssince(CondizioneAperturaLong) == BarsDelay?true:false
sonPassateLeBarreD = barssince(CondizioneChiusuraLong) == BarsDelay?true:false
haiUnLongAncoraAperto = false
haiUnLongAncoraAperto := strategy.position_size>0?true:false
// Se l'ultimo valore della serie "CondizioneAperturaLong" Γ¨ TRUE, allora hai un long ancora aperto
// Se l'ultimo valore della serie "CondizioneAperturaLong" Γ¨ FALSE, allora:
// Se l'ultimo valore della serie "CondizioneChiusuraLong" Γ¨ TRUE, allora NON hai un long ancora aperto
// Se l'ultimo valore della serie "CondizioneChiusuraLong" Γ¨ FALSE, allora restituisce l'ultimo valore della serie "haiUnLongAncoraAperto"
haiUnLongAncoraAperto_float = if(haiUnLongAncoraAperto==true)
10
else
0
plot(haiUnLongAncoraAperto_float,color=color.red) //FInchΓ© la linea rossa si trova a livello "1" allora c'Γ¨ un ordine long in corso
quantita = (sizeordine/100*(capitaleIniziale+strategy.netprofit))/valuewhen(haiUnLongAncoraAperto==false and CondizioneAperturaLong,close,0)
plot(sizeordine,color=color.purple, linewidth=3)
if strategy.position_size<=0 and CondizioneAperturaLong //and sonPassateLeBarreG and haiUnLongAncoraAperto==false strategy.opentrades==0
strategy.entry("Vamonos",strategy.long, alert_message=webhookLong, comment="OPEN LONG", qty=quantita)
if strategy.position_size>0 //and sonPassateLeBarreD // and CondizioneChiusuraLong
if siamoinuptrend == true and sonPassateLeBarreD
strategy.close("Vamonos", alert_message=webhookClose, comment="CLOSE LONG")
else if siamoinuptrend == false and CondizioneChiusuraLong
strategy.close("Vamonos", alert_message=webhookClose, comment="CLOSE LONG")
if strategy.position_size>0 and siamoindata
strategy.exit("Vamonos", stop=stop_level_long, limit=take_level_long, alert_message=webhookClose, comment="CLOSE LONG (LIMIT/STOP)")
short_separator = input(title="------------------------SHORT------------------------", defval = usiShort)
sl_short_inp = input(stopLossPercent_Short, title="Stop Loss SHORT %",type=input.float,step=0.1)
tp_short_inp = input(takeProfitPercent_Short, title="Take Profit SHORT %",type=input.float,step=0.1)
stop_level_short = strategy.position_avg_price * (1 + (sl_short_inp/100))
take_level_short= strategy.position_avg_price * (1 - (tp_short_inp/100))
// BINANCE
JSON_short = '{"pair":"'+pair+'","isBuy":false,"isSell":true,"isMarket":true,"isLimit":false,"isClose":false,"price":"9147.62","units":"'+tostring(sizeordine)+'","unitsPercent":"'+tostring(sizeordine)+'","unitsType":"percentBalance","stopLoss":"10062.41","stopLossPercent":"-'+tostring(sl_short_inp)+'","stopLossType":"percent","marginType":"ISOLATED","targets":[{"idx":1,"price":"7775.50","amount":"'+tostring(100-commissionsPercent)+'","takeProfitPercent":"'+tostring(tp_short_inp)+'"}],"targetType":"percent","leverage":"'+tostring(leverage)+'","closeCurrentPosition":true,"token":"'+tokenTVHUB+'","exchange":"'+exchange+'"}'
webhookShort = JSON_short
trendFilterS = input(title="TREND FILTER SHORT?", defval = true)
siamoindowntrend_ema=EMAfast<EMAslow?true:false //close<=EMAfast and EMAfast<EMAslow
siamoindowntrend=siamoindowntrend_ema
CondizioneAperturaShort = short_separator and siamoinipercomprato and siamoindata
if trendFilterS
CondizioneAperturaShort:=short_separator and siamoinipercomprato and siamoindata and siamoindowntrend
CondizioneChiusuraShort = siamoinipervenduto and siamoindata
sonPassateLeBarreGs = barssince(CondizioneAperturaShort) == BarsDelay?true:false
sonPassateLeBarreDs = barssince(CondizioneChiusuraShort) == BarsDelay?true:false
haiUnoShortAncoraAperto = false
haiUnoShortAncoraAperto := strategy.position_size<0?true:false
haiUnoShortAncoraAperto_float = if(haiUnoShortAncoraAperto==true)
15
else
0
plot(haiUnoShortAncoraAperto_float,color=color.purple) //FInchΓ© la linea viola si trova a livello "2" allora c'Γ¨ un ordine short in corso
if CondizioneAperturaShort and strategy.position_size>=0 //and haiUnoShortAncoraAperto==false
strategy.entry("Andale",strategy.short,alert_message=webhookShort, comment="OPEN SHORT")
if strategy.position_size<0 //and sonPassateLeBarreD // and CondizioneChiusuraLong
if siamoindowntrend == true and sonPassateLeBarreDs
strategy.close("Andale",alert_message=webhookClose, comment="CLOSE SHORT")
else if siamoindowntrend == false and CondizioneChiusuraShort
strategy.close("Andale",alert_message=webhookClose, comment="CLOSE SHORT")
if strategy.position_size<0 and siamoindata
strategy.exit("Andale", stop=stop_level_short, limit=take_level_short, alert_message=webhookClose, comment="CLOSE SHORT (LIMIT/STOP)") |
Phoenix085-Strategies==>MTF - Average True Range + MovAvg | https://www.tradingview.com/script/hXk5s0ec-Phoenix085-Strategies-MTF-Average-True-Range-MovAvg/ | Phoenix085 | https://www.tradingview.com/u/Phoenix085/ | 120 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© Phoenix085
//@version=4
strategy("Phoenix085-Strategy_ATR+MovAvg", shorttitle="Strategy_ATR+MovAvg", overlay=true)
// // ######################>>>>>>>>>>>>Inputs<<<<<<<<<<<#########################
// // ######################>>>>>>>>>>>>Strategy Inputs<<<<<<<<<<<#########################
TakeProfitPercent = input(50, title="Take Profit %", type=input.float, step=.25)
StopLossPercent = input(5, title="Stop Loss %", type=input.float, step=.25)
ProfitTarget = (close * (TakeProfitPercent / 100)) / syminfo.mintick
LossTarget = (close * (StopLossPercent / 100)) / syminfo.mintick
len_S = input(title="Shorter MA Length", defval=8, minval=1)
len_L = input(title="Longer MA Length", defval=38, minval=1)
TF = input(defval="", title="Session TF for calc only", type=input.session,options=[""])
TF_ = "1"
if TF == "3"
TF_ == "1"
else
if TF == "5"
TF_ == "3"
else
if TF == "15"
TF_ == "5"
else
if TF == "30"
TF_ == "15"
else
if TF == "1H"
TF_ == "30"
else
if TF == "2H"
TF_ == "1H"
else
if TF == "4H"
TF_ == "3H"
else
if TF == "1D"
TF_ == "4H"
else
if TF == "1W"
TF_ == "1H"
else
if TF == "1M"
TF_ == "1W"
else
if TF =="3H"
TF_ == "2H"
Src = security(syminfo.tickerid, TF, close[1], barmerge.lookahead_on)
Src_ = security(syminfo.tickerid, TF_, close, barmerge.lookahead_off)
// ######################>>>>>>>>>>>>ATR Inputs<<<<<<<<<<<#########################
length = input(title="ATR Length", defval=4, minval=1)
smoothing = input(title="ATR Smoothing", defval="RMA", options=["RMA", "SMA", "EMA", "WMA"])
// //######################>>>>>>>>>>>>Custom Functions Declarations<<<<<<<<<<<#########################
// ######################>>>>>>>>>>>>ATR<<<<<<<<<<<#########################
ma_function(source, length) =>
if smoothing == "RMA"
rma(Src, length)
else
if smoothing == "SMA"
sma(Src, length)
else
if smoothing == "EMA"
ema(Src, length)
else
wma(Src, length)
ATR=ma_function(tr(true), length)
// //######################>>>>>>>>>>>>Conditions<<<<<<<<<<<#########################
ATR_Rise = ATR>ATR[1] and ATR[1]<ATR[2] and ATR[2]<ATR[3]
longCondition = crossover(sma(Src_, len_S), sma(Src_, len_L)) and sma(Src_, len_L) < sma(Src_, len_S) and (sma(Src_, len_S) < Src_[1])
shortCondition = crossunder(sma(Src_, len_S), sma(Src_, len_L)) and sma(Src_, len_L) > sma(Src_, len_S)
plot(sma(Src_, len_S), color=color.lime, transp=90)
col = longCondition ? color.lime : shortCondition ? color.red : color.gray
plot(sma(Src_, len_L),color=col,linewidth=2)
bool IsABuy = longCondition
bool IsASell = shortCondition
// // ######################>>>>>>>>>>>>Strategy<<<<<<<<<<<#########################
testStartYear = input(2015, "Backtest Start Year", minval=1980)
testStartMonth = input(1, "Backtest Start Month", minval=1, maxval=12)
testStartDay = input(1, "Backtest Start Day", minval=1, maxval=31)
testPeriodStart = timestamp(testStartYear, testStartMonth, testStartDay, 0, 0)
testStopYear = input(9999, "Backtest Stop Year", minval=1980)
testStopMonth = input(12, "Backtest Stop Month", minval=1, maxval=12)
testStopDay = input(31, "Backtest Stop Day", minval=1, maxval=31)
testPeriodStop = timestamp(testStopYear, testStopMonth, testStopDay, 0, 0)
testPeriod() =>
time >= testPeriodStart and time <= testPeriodStop ? true : false
inDateRange = time >= testPeriodStart and time <= testPeriodStop
bgcolor(inDateRange ? color.green : na, 90)
// //<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<//
// // ######################>>>>>>LongEntries<<<<<<<#########################
if inDateRange and ATR_Rise and IsABuy
strategy.entry("longCondition",true,when = longCondition)
strategy.close("shortCondition")
strategy.exit("Take Profit or Stop Loss", "longCondition",trail_points = close * 0.05 / syminfo.mintick ,trail_offset = close * 0.05 / syminfo.mintick, loss = LossTarget)
// strategy.risk.max_drawdown(10, strategy.percent_of_equity)
// // ######################>>>>>>ShortEntries<<<<<<<#########################
if inDateRange and ATR_Rise and IsASell
strategy.entry("shortCondition",false,when = shortCondition)
strategy.exit("Take Profit or Stop Loss", "shortCondition",trail_points = close * 0.05 / syminfo.mintick ,trail_offset = close * 0.05 / syminfo.mintick, loss = LossTarget)
strategy.close("longCondition") |
Ultimate Oscillator [Long] Strategy | https://www.tradingview.com/script/fm62SY8J-Ultimate-Oscillator-Long-Strategy/ | mohanee | https://www.tradingview.com/u/mohanee/ | 189 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© mohanee
//@version=4
strategy(title="Ultimate Oscillator [Long] Strategy", shorttitle="UO" , overlay=false, pyramiding=2, default_qty_type=strategy.percent_of_equity, default_qty_value=20, initial_capital=10000, currency=currency.USD) //default_qty_value=10, default_qty_type=strategy.fixed,
//Ultimate Oscillator logic copied from TradingView builtin indicator
/////////////////////////////////////////////////////////////////////////////////
length1 = input(5, minval=1), length2 = input(10, minval=1), length3 = input(15, minval=1)
//rsiUOLength = input(7, title="RSI UO length", minval=1)
signalLength = input(9, title="Signal length", minval=1)
buyLine = input (45, title="Buy Line (UO crossing up oversold at ) ") //crossover
exitLine = input (70, title="Exit Line (UO crsossing down overbought at) ") //crossunder
riskCapital = input(title="Risk % of capital", defval=10, minval=1)
stopLoss=input(3,title="Stop Loss",minval=1)
takeProfit=input(false, title="Take Profit")
profitExitLine = input (75, title="Take Profit at RSIofUO crossing below this value ") //crossunder
showSignalLine=input(true, "show Signal Line")
//showUO=input(false, "show Ultimate Oscialltor")
average(bp, tr_, length) => sum(bp, length) / sum(tr_, length)
high_ = max(high, close[1])
low_ = min(low, close[1])
bp = close - low_
tr_ = high_ - low_
avg7 = average(bp, tr_, length1)
avg14 = average(bp, tr_, length2)
avg28 = average(bp, tr_, length3)
ultOscVal = 100 * (4*avg7 + 2*avg14 + avg28)/7
//Ultimate Oscillator
/////////////////////////////////////////////////////////////////////////////////
//Willimas Alligator copied from TradingView built in Indicator
/////////////////////////////////////////////////////////////////////////////////
smma(src, length) =>
smma = 0.0
smma := na(smma[1]) ? sma(src, length) : (smma[1] * (length - 1) + src) / length
smma
//moving averages logic copied from Willimas Alligator -- builtin indicator in TradingView
sma1=smma(hl2,5)
sma2=smma(hl2,20)
sma3=smma(hl2,50)
//Willimas Alligator
/////////////////////////////////////////////////////////////////////////////////
myVwap= vwap(hlc3)
//drawings
/////////////////////////////////////////////////////////////////////////////////
hline(profitExitLine, title="Middle Line 60 [Profit Exit Here]", color=color.purple , linestyle=hline.style_dashed)
obLevelPlot = hline(exitLine, title="Overbought", color=color.red , linestyle=hline.style_dashed)
osLevelPlot = hline(buyLine, title="Oversold", color=color.blue, linestyle=hline.style_dashed)
//fill(obLevelPlot, osLevelPlot, title="Background", color=color.blue, transp=90)
//rsiUO = rsi(ultOscVal,rsiUOLength)
rsiUO=ultOscVal
//emaUO = ema(rsiUO, 9)
//signal line
emaUO = ema(ultOscVal , 5) // ema(ultOscVal / rsiUO, 9)
//ultPlot=plot(showUO==true? ultOscVal : na, color=color.green, title="Oscillator")
plot(rsiUO, title = "rsiUO" , color=color.purple)
plot(showSignalLine ? emaUO : na , title = "emaUO [signal line]" , color=color.blue) //emaUO
//drawings
/////////////////////////////////////////////////////////////////////////////////
//Strategy Logic
/////////////////////////////////////////////////////////////////////////////////
longCond= crossover(rsiUO, buyLine) or crossover(rsiUO, 30)
//longCond= ( ema10>ema20 and crossover(rsiUO, buyLine) ) or ( ema10 < ema20 and crossover(rsiUO, 75) )
//Entry--
//Echeck how many units can be purchased based on risk manage ment and stop loss
qty1 = (strategy.equity * riskCapital / 100 ) / (close*stopLoss/100)
//check if cash is sufficient to buy qty1 , if capital not available use the available capital only
qty1:= (qty1 * close >= strategy.equity ) ? (strategy.equity / close) : qty1
//strategy.entry(id="LERSIofUO", long=true, qty=qty1, when = close > open and barssince(longCond)<=3 and strategy.position_size<1 ) //and sma1 > sma3) // and close>open and rsiUO >= 25 ) //and
strategy.entry(id="LEUO", long=true, qty=qty1, when = close > open and barssince(longCond)<=3 and strategy.position_size<1 and sma2 > sma3) // and close>open and rsiUO >= 25 ) //and
//Add
//strategy.entry(id="LEUO", comment="Add" , qty=qty1/2 , long=true, when = strategy.position_size>=1 and close < strategy.position_avg_price and crossover(rsiUO, 60) ) //and sma1 > sma3) // and close>open and rsiUO >= 25 ) //and
//strategy.entry(id="LEUO", long=true, qty=qty1, when = close > open and barssince(longCond)<=10 and valuewhen(longCond , close , 1) > close and rsiUO>=30) // and close>open and rsiUO >= 25 ) //and
//for Later versions
//also check for divergence ... later version
//also check if close above vwap session
//strategy.entry(id="LEUO", long=false, when = sma1< sma2 and crossunder(rsiUO,60) )
//change the bar color to yellow , indicating startegy will trigger BUY
barcolor( close > open and barssince(longCond)<=3 and strategy.position_size<1 and sma2 > sma3 ? color.orange : na)
//barcolor(abs(strategy.position_size)>=1 ? color.blue : na )
bgcolor(abs(strategy.position_size)>=1 ? color.blue : na , transp=70)
//signal for addition to existing position
barcolor( strategy.position_size>=1 and close < strategy.position_avg_price and crossover(rsiUO, 60) ? color.yellow : na)
//bgcolor( strategy.position_size>=1 and close < strategy.position_avg_price and crossover(rsiUO, 60) ? color.yellow : na, transp=30)
//partial exit
strategy.close(id="LEUO", comment="PExit", qty=strategy.position_size/3, when= takeProfit and abs(strategy.position_size)>=1 and close > strategy.position_avg_price and crossunder(rsiUO,profitExitLine) )
//close the Long order
strategy.close(id="LEUO", comment="Profit is "+tostring(close - strategy.position_avg_price, "###.##"), when=abs(strategy.position_size)>=1 and crossunder(rsiUO,exitLine) ) //and close > strategy.position_avg_price )
//strategy.close(id="LEUO", comment="CloseAll", when=abs(strategy.position_size)>=1 and crossunder(rsiUO2,40) ) //and close > strategy.position_avg_price )
// stop loss exit
stopLossVal = strategy.position_size>=1 ? strategy.position_avg_price * ( 1 - (stopLoss/100) ) : 0.00
strategy.close(id="LEUO", comment="SL exit Loss is "+tostring(close - strategy.position_avg_price, "###.##") , when=abs(strategy.position_size)>=1 and close < stopLossVal and rsiUO < exitLine)
//reason to rsiUO <30 is if price is going down , indicator should reflect it ... but indicator is above 30 means it showing divergence... so hold on it until it crossdown 30 ...that way even Stop Loss less than predefined ...
//Strategy Logic
/////////////////////////////////////////////////////////////////////////////////
|
Trading Inside Gap - 15 min chart | https://www.tradingview.com/script/J8TRZZna-Trading-Inside-Gap-15-min-chart/ | achalmeena | https://www.tradingview.com/u/achalmeena/ | 24 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0
// Β© achalmeena
// Reference E-Book - Teach Yourself Coding Indicators PineScript
// Udemy course on Creating trade strategies backtesting using pinescript
// The code is to trade "inside Gap up", inside Gap means open of new candle is above close of previous candle but below high of previous candle.
// In this code "Security function" is used to get high low of previous bar
// time function is also used to identify first bar of the session.
// The code can be refined by using filters to have more better results.
//@version=4
strategy("Trading Inside Gap - 15 min chart",overlay=true)
maxTrades = 2
strategy.risk.max_intraday_filled_orders(count=maxTrades)
t = time("1440", session.regular) // 1440=60*24 is the number of minutes in a whole day. You may use "0930-1600" as second session parameter
is_first = na(t[1]) and not na(t) or t[1] < t
condition_H()=> (high)
condition_L()=>(low)
condition_R()=>(close<open)
RedCandle = security(syminfo.tickerid,'D',condition_R())
DayHigh = security(syminfo.tickerid,'D',condition_H())
DayLow = security(syminfo.tickerid,'D',condition_L())
GapUp = is_first and open > close[1]*1.005 and open < DayHigh
t1 = time("1440", "0930-1600")
t11 = na(t1) ? 0 : 1
if GapUp[1] and t11 == 1
//add code to mark all session bars as GapUp
GapUp := true
plotshape(GapUp,style=shape.triangleup,location=location.abovebar,color=color.green)
///take long when price near low
NearLow = close < DayLow * 1.005
strategy.entry("Gap Up Long",long=1,when = GapUp and NearLow and (RedCandle) and hour(time) < 15,stop=high[1])
strategy.close("Gap Up Long", comment="Session Ends",when=hour(time)==14 and minute(time) > 30 )
|
Bull Call Spread Entry Strategy | https://www.tradingview.com/script/Q8EHOi40-Bull-Call-Spread-Entry-Strategy/ | DeuceDavis | https://www.tradingview.com/u/DeuceDavis/ | 214 | strategy | 4 | MPL-2.0 | // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// Β© DeuceDavis
//@version=4
strategy("Spread Entry Strategy", shorttitle="SE Strategy", max_bars_back=1, overlay=true)
//Remove or Add Narrative Label
narrationYes = input(title="Provide Narrative (Troubleshooting)", type=input.bool, defval=false)
//Overall Market Condition
//This used to filter out noise caused by overall dramatic market moves
//Any comparison ticker can be used, the default is the QQQ ticker
//Defaults are 1% for being to hot and 2.5% for being too cold
mktFilter = input(title="Use Market Filter", type=input.bool, defval=true)
mkt = input(title="Market Ticker to Use", type=input.symbol, defval="QQQ")
mktChange = (security(mkt, "D", close) - security(mkt, "D", close[1])) / security(mkt, "D", close[1]) * 100
mktChangeTooHighLevel = input(title="Market Too Hot Level", type=input.float, defval = 1)
mktChangeTooCoolLevel = input(title="Market Too Cool Level", type=input.float, defval = -2.5)
mktIsHot = not mktFilter ? false: mktChange >= mktChangeTooHighLevel ? true:false
mktIsCold = not mktFilter ? false: mktChange <= mktChangeTooCoolLevel ? true:false
//Sets the level for when an overlay will show using the absolute power on the side of the trade setting up
strengthFilter = input(title="Overlay Signal Strength Level", type=input.integer, defval=6)
//Filters out Bull and Bear overlays when engaged
useSqueezeFilter = input(title="Remove Strength Indicator When Squeezed", type=input.bool, defval=false)
//Shades the background when the stock is undergoing a squeeze
showSqueezes = input(title="Show Squeezes (Will Override Indicator When Concurrent)", type=input.bool, defval=false)
showBear = input(title="Show Bear Side", type=input.bool, defval=true)
showBull = input(title="Show Bull Side", type=input.bool, defval=true)
rsiPeriod = input(title="RSI Period", type=input.integer, defval=14)
dmiPeriod = input(title="DMI Period", type=input.integer, defval=14)
dmiSmoothing = input(title="DMI Smoothing", type=input.integer, defval=14)
bbPeriod = input(title="Bollinger Bands Period", type=input.integer, defval=20)
bbMultiplier = input(title="Bollinger Bands Multiplier", type=input.integer, defval=2)
kcPeriod = input(title="Keltner Channel Period", type=input.integer, defval=20)
kcMultiplier = input(title="Keltner Channel Multiplier", type=input.float, defval=1.5)
shortSMAPeriod = input(title="Short SMA Period", type=input.integer, defval=20)
mediumSMAPeriod = input(title="Medium SMA Period", type=input.integer, defval=50)
longSMAPeriod = input(title="Long SMA Period", type=input.integer, defval=200)
smaShort = sma(close, shortSMAPeriod)
smaMedium = sma(close, mediumSMAPeriod)
smaLong = sma(close, longSMAPeriod)
rsiPlot = rsi(close, rsiPeriod)
[diPlus, diMinus, adx] = dmi(dmiPeriod, dmiSmoothing)
[middleBB, upperBB, lowerBB] = bb(close, 20, 2)
[middleKC, upperKC, lowerKC] = kc(close, 20, 1.5, useTrueRange=true)
//Bull or Bear side is determined whether the price is above or below the Bollinger Band Basis (BB Middle)
bullOrBear = close < middleBB ? "Bull" : "Bear"
//Squeeze Condition
bbOutsideKC = (((lowerBB < lowerKC) and (upperBB > upperKC))) ? 1 : 0
currentlySqueezed = bbOutsideKC == 0 ? true : false
squeezedOut = bbOutsideKC > bbOutsideKC[1] ? 1 : 0
//Penalty for -DI and +DI going in same direction (Currently not used)
diDirDivergency = (diPlus > diPlus[1]) and (diMinus < diMinus[1]) ? "UpDn" :
(diPlus < diPlus[1]) and (diMinus > diMinus[1]) ? "DnUp" :
(diPlus > diPlus[1]) and (diMinus > diMinus[1]) ? "UpUp" : "DnDn"
diPenalty = (diDirDivergency == "UpUp") or (diDirDivergency == "DnDn") ? 2 : 0
adxUpDown = adx > adx[1] ? "Up" : "Down"
diMinusUpDown = diMinus > diMinus[1] ? "Up" : "Down"
diPlusUpDown = diPlus > diPlus[1] ? "Up" : "Down"
rsiUpDown = rsiPlot > rsiPlot[1] ? "Up" : "Down"
//Conditions for Bull Strength
lowerBB_Bounce = lowest(5) <= lowerBB ? 1 : 0
adxUpTrend = adx > adx[1] ? 1 : 0
bullRSIStat = rsiPlot[0] > rsiPlot[1] ? 1 : 0
diMinusStat = diMinus[0] < diMinus[1] ? 1 : 0
lowerBBStat = close < middleBB and close > lowerBB ? 1 : 0
lowerKCStat = close < lowerKC ? 1 : 0
rsiUnder30 = rsiPlot < 30 ? 1: 0
bullCondition = rsiPlot > 70 ? 0 :
bullRSIStat +
diMinusStat +
lowerBBStat +
lowerKCStat +
bbOutsideKC +
lowerBB_Bounce +
adxUpTrend +
rsiUnder30
//Conditions for Bear Strength
upperBB_Bounce = highest(5) >= upperBB ? 1 : 0
adxDownTrend = adx < adx[1] ? 1 : 0
bearRSIStat = rsiPlot[0] < rsiPlot[1] ? 1 : 0
diPlusStat = diPlus[0] > diPlus[1] ? 1 : 0
upperBBStat = close > middleBB and close < upperBB ? 1 : 0
upperKCStat = close > upperKC ? 1 : 0
rsiOver70 = rsiPlot > 70 ? 1: 0
bearCondition = rsiPlot < 30 ? 0 :
(
bearRSIStat +
diPlusStat +
upperBBStat +
upperKCStat +
bbOutsideKC +
upperBB_Bounce +
adxDownTrend +
rsiOver70
)
* -1
//Overall Trade Condition, used to find the right side
//tradeCondition = (bullOrBear == "Bull") ? (bullCondition) : (bearCondition)
tradeCondition = (currentlySqueezed and useSqueezeFilter) ? 0 :
bullOrBear == "Bull" ?
(bullCondition > 1 ? bullCondition : 0) :
(bearCondition < -1 ? bearCondition : 0)
signalYesNo = "Yes" //Not currently used
bullColor = color.blue
bearColor = color.purple
squeezeColor = color.orange
var sessionFills = array.new_color(22)
array.set(sessionFills, 0, color.new(bearColor, 0))
array.set(sessionFills, 1, color.new(bearColor, 10))
array.set(sessionFills, 2, color.new(bearColor, 20))
array.set(sessionFills, 3, color.new(bearColor, 30))
array.set(sessionFills, 4, color.new(bearColor, 40))
array.set(sessionFills, 5, color.new(bearColor, 50))
array.set(sessionFills, 6, color.new(bearColor, 60))
array.set(sessionFills, 7, color.new(bearColor, 70))
array.set(sessionFills, 8, color.new(bearColor, 80))
array.set(sessionFills, 9, color.new(bearColor, 90))
array.set(sessionFills, 10, color.new(bullColor, 100))
array.set(sessionFills, 11, color.new(bullColor, 90))
array.set(sessionFills, 12, color.new(bullColor, 80))
array.set(sessionFills, 13, color.new(bullColor, 70))
array.set(sessionFills, 14, color.new(bullColor, 60))
array.set(sessionFills, 15, color.new(bullColor, 50))
array.set(sessionFills, 16, color.new(bullColor, 40))
array.set(sessionFills, 17, color.new(bullColor, 30))
array.set(sessionFills, 18, color.new(bullColor, 20))
array.set(sessionFills, 19, color.new(bullColor, 10))
array.set(sessionFills, 20, color.new(bullColor, 0))
array.set(sessionFills, 21, color.new(squeezeColor, 90))
//Calculate Overlay Color
fillNumber = (currentlySqueezed and showSqueezes) ? 21 :
(mktIsHot or mktIsCold) ? 10 :
signalYesNo == "No" ? 10 :
abs(tradeCondition) < strengthFilter ? 10 :
(bullOrBear == "Bear") and (not showBear) ? 10 :
(bullOrBear == "Bull") and (not showBull) ? 10 :
tradeCondition + 10
bgcolor(array.get(sessionFills, fillNumber))
//plot(lowerKC, title='lowerKC', color=#00ffaa, linewidth=2, style=plot.style_line)
bullOrBearColor = bullOrBear == "Bull" ? color.green : color.red
plotshape(tradeCondition, title="Entry Strength", offset=0, style=shape.flag,
location=location.top, color=bullOrBearColor, transp=100)
plotshape(bullCondition, title="Bull Strength", offset=0, style=shape.flag,
location=location.top, color=bullColor, transp=100)
plotshape(bearCondition, title="Bear Strength", offset=0, style=shape.flag,
location=location.top, color=bearColor, transp=100)
curHour = hour(time) - 5
rippleDoD = smaShort > smaShort[1] ? "UP" : "DOWN"
waveDoD = smaMedium > smaMedium[1] ? "UP" : "DOWN"
tideDoD = smaLong > smaLong[1] ? "UP" : "DOWN"
rippleWaveUpDn = smaShort > smaMedium ? "ABOVE" : "BELOW"
waveTideUpDn = smaMedium > smaLong ? "ABOVE" : "BELOW"
// STEP 1:
// Make input options that configure backtest date range
startDate = input(title="Start Date", type=input.integer,
defval=1, minval=1, maxval=31)
startMonth = input(title="Start Month", type=input.integer,
defval=1, minval=1, maxval=12)
startYear = input(title="Start Year", type=input.integer,
defval=2018, minval=1800, maxval=2100)
endDate = input(title="End Date", type=input.integer,
defval=1, minval=1, maxval=31)
endMonth = input(title="End Month", type=input.integer,
defval=12, minval=1, maxval=12)
endYear = input(title="End Year", type=input.integer,
defval=2021, minval=1800, maxval=2100)
// STEP 2:
// 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))
entryLimit = close
triggerBar = (bullOrBear=="Bull" and bullCondition >= strengthFilter and (not mktIsHot and not mktIsCold))
if triggerBar and inDateRange
strategy.entry("BCS", strategy.long, 100, limit=entryLimit, when=strategy.position_size <= 0)
// strategy.entry("sell", strategy.short, 10, when=strategy.position_size > 0)
//plot(strategy.equity)
exitWeekDay = dayofweek == 5 ? 1 : 0 //Exiting on Thursday
entryBar = strategy.position_size[0] > strategy.position_size[1]
barsPassedBy = barssince(entryBar)
triggerBars = barssince(triggerBar)
strategy.cancel("BCS", when = (triggerBars>0))
exitStrategy = (barsPassedBy >= 30) and exitWeekDay
strategy.close("BCS", when=exitStrategy)
//Narrative Build
narSqueezed = currentlySqueezed ? "A Squeezed" + "\n" : na
narrativeText = narSqueezed + bullOrBear + " Setup Strength " + tostring(abs(tradeCondition)) + "\n\n"
+ "RSI " + rsiUpDown + " to " + tostring(rsiPlot, "#.##") + "\n\n"
+ "ADX " + adxUpDown + " to " + tostring(adx, "#.##") + "\n\n"
+ "+DI " + diPlusUpDown + " to " + tostring(diPlus, "#.##") + "\n"
+ "-DI " + diMinusUpDown + " to " + tostring(diMinus, "#.##") + "\n"
+ "\n-------------------\n"
+ "Box Score"
+ "\n-------------------\n"
+ "Bulls " + tostring(bullCondition) + " | "
+ "Bears " + tostring(abs(bearCondition)) + "\n\n"
+ tostring(bullRSIStat) + " RSI " + tostring(bearRSIStat) + "\n"
+ tostring(diMinusStat) + " DI " + tostring(diPlusStat) + "\n"
+ tostring(lowerBBStat) + " BB " + tostring(upperBBStat) + "\n"
+ tostring(lowerKCStat) + " KC " + tostring(upperKCStat) + "\n"
+ tostring(bbOutsideKC) + " SQ " + tostring(bbOutsideKC) + "\n"
+ tostring(lowerBB_Bounce) + " BB Bounce " + tostring(upperBB_Bounce) + "\n"
+ tostring(adxUpTrend) + " ADX " + tostring(adxDownTrend) + "\n"
+ tostring(rsiUnder30) + " RSI 30/70 " + tostring(rsiOver70) + "\n"
+"\n-------------------\n"
+ "Additional Narrative"
+ "\n-------------------\n"
+ tostring(shortSMAPeriod, "##") + " SMA is " + rippleWaveUpDn + " " + tostring(mediumSMAPeriod, "##") + " SMA\n"
+ "and is " + rippleDoD + " compared to prior bar\n\n"
+ tostring(mediumSMAPeriod, "##") + " SMA is " + waveTideUpDn + " " + tostring(longSMAPeriod, "##") + " SMA\n"
+ "and is " + waveDoD + " compared to prior bar\n\n"
+ tostring(longSMAPeriod, "##") + " SMA is " + tideDoD + " compared to prior bar\n"
+ "entry Conditions\n"
+ "BullOrBear " + (bullOrBear) + "\n"
+ "BullCondition " + tostring(bullCondition,"##") + "\n"
+ "Entry Limit " + tostring(entryLimit,"##.##") + "\n"
+ "BullCondition " + tostring(bullCondition,"##") + "\n"
+ "Bars Passed " + tostring(barsPassedBy,"##") + "\n"
+ "Tigger Bar " + tostring(triggerBars,"##") + "\n"
narrativeLabel = narrationYes ? label.new(x=time, y=((low+high)/2), xloc=xloc.bar_time,
text=narrativeText,
color=bullOrBear=="Bull" ? bullColor : bearColor,
textcolor=color.white,
style=label.style_label_left) : na
label.set_x(id=narrativeLabel, x=label.get_x(narrativeLabel) + 1)
label.delete(narrativeLabel[1])
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Subsets and Splits