//Strategy Myth-Busting #7 - MACDBB+SSL+VSF - [MYN]
// This source code is subject to the terms of the Mozilla Public License 2.0 at
https://mozilla.org/MPL/2.0/
// © myn
//@version=5
strategy('Strategy Myth-Busting #7 - MACDBB+SSL+VSF - [MYN]', max_bars_back=5000,
overlay=true, pyramiding=0, initial_capital=20000, currency='USD',
default_qty_type=strategy.percent_of_equity, default_qty_value=100.0,
commission_value=0.075, use_bar_magnifier = false)
/////////////////////////////////////
//* Put your strategy logic below *//
/////////////////////////////////////
//nwVqTuPe6yo
//5 min
//ak MACD BB by AlgoKid
//Disable bar colors in style
//SSL hybrid by mihkel00
// Style disable all but bar colors and ma baseline
// Change SSL1 baseline length from 60 to 30
// Change SSL1 baseline type from HMA to EMA
//volume strength Finder by Saravanan
// Get rid of bar colors on style
// Trading Rules
// SSL Hybrid.
// Buy only when price action is closed above the EMA and the line is blue color.
// Sell priace action must be closed below the EMA and the line is red color
// Volume Indicator
// Buy when Buyers strength / volume is higher than sellers volume
// Opposite
// General trading rules
// Short
// Price action must be moving below the EMA and then it has to create a pullback .
The pullback is confirmed when the color changes from red to gray or from red to
blue.
// If the price action is touching the EMA but the line does not change the color,
the pullback is not confirmed.
// Once we have this pullback we're going to be waiting for the MACD to issue a new
continuation short signal. A red circle must appear on the indicator and these
circles should not be touching accross the zero level while they are being greeen
// Sellers strength above 50% at the time the MACD indiactor issues a new short
signal.
// Stop Loss at EMA line 1:1.5 risk ratio.
// Functions universal to strategy
f_priorBarsSatisfied(_objectToEval, _numOfBarsToLookBack) =>
returnVal = false
for i = 0 to _numOfBarsToLookBack
if (_objectToEval[i] == true)
returnVal = true
// AK MACD BB v 1.00 by Algokid
//
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//indicator('AK MACD BB v 1.00')
length = input.int(10, minval=1, title='BB Periods',group="AK MACD BB")
dev = input.float(1, minval=0.0001, title='Deviations')
//MACD
fastLength = input.int(12, minval=1)
slowLength = input.int(26, minval=1)
signalLength = input.int(9, minval=1)
fastMA = ta.ema(close, fastLength)
slowMA = ta.ema(close, slowLength)
macd = fastMA - slowMA
//BollingerBands
Std = ta.stdev(macd, length)
Upper = Std * dev + ta.sma(macd, length)
Lower = ta.sma(macd, length) - Std * dev
//Band1 = plot(Upper, color=color.new(color.gray, 0), style=plot.style_line,
linewidth=2, title='Upper Band')
//Band2 = plot(Lower, color=color.new(color.gray, 0), style=plot.style_line,
linewidth=2, title='lower Band')
//fill(Band1, Band2, color=color.new(color.blue, 75), title='Fill')
mc = macd >= Upper ? color.lime : color.red
// Indicator
//plot(macd, color=mc, style=plot.style_circles, linewidth=3)
zeroline = 0
//plot(zeroline, color=color.new(color.orange, 0), linewidth=2, title='Zeroline')
//buy
//barcolor(macd > Upper ? color.yellow : na)
//short
//barcolor(macd < Lower ? color.aqua : na)
//needs improvments
MACDBBNumBarsBackToLookForMACDToBelowZero = input(1, title="Number Of bars to look
back to ensure MACD isn't above/below Zero Line?")
// Sell when MACD to issue a new continuation short signal. A new red circle must
appear on the indicator and these circles should not be touching accross the zero
level while they were previously green
MACDBBENtryShort = mc == color.red and macd < zeroline and
f_priorBarsSatisfied(macd < zeroline and mc == color.lime,
MACDBBNumBarsBackToLookForMACDToBelowZero)
// Buy when MACD to issue a new continuation long signal. A new green circle must
appear on the indicator and these circles should not be touching accross the zero
level while they were previously red
MACDBBENtryLong = mc == color.lime and macd > zeroline and
f_priorBarsSatisfied(macd > zeroline and mc == color.red,
MACDBBNumBarsBackToLookForMACDToBelowZero)
// SSL Hybrid by Mihkel00
//
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//@version=5
//AK MACD BB
//created by Algokid , February 24,2015
//@version=5
//By Mihkel00
// This script is designed for the NNFX Method, so it is recommended for Daily
charts only.
// Tried to implement a few VP NNFX Rules
// This script has a SSL / Baseline (you can choose between the SSL or MA), a
secondary SSL for continiuation trades and a third SSL for exit trades.
// Alerts added for Baseline entries, SSL2 continuations, Exits.
// Baseline has a Keltner Channel setting for "in zone" Gray Candles
// Added "Candle Size > 1 ATR" Diamonds from my old script with the criteria of
being within Baseline ATR range.
// Credits
// Strategy causecelebre https://www.tradingview.com/u/causecelebre/
// SSL Channel ErwinBeckers https://www.tradingview.com/u/ErwinBeckers/
// Moving Averages jiehonglim https://www.tradingview.com/u/jiehonglim/
// Moving Averages everget https://www.tradingview.com/u/everget/
// "Many Moving Averages" script Fractured
https://www.tradingview.com/u/Fractured/
//indicator('SSL Hybrid', overlay=true)
show_Baseline = input(title='Show Baseline', defval=true, group="SSL Hybrid")
show_SSL1 = input(title='Show SSL1', defval=false)
show_atr = input(title='Show ATR bands', defval=true)
//ATR
atrlen = input(14, 'ATR Period')
mult = input.float(1, 'ATR Multi', step=0.1)
smoothing = input.string(title='ATR Smoothing', defval='WMA', options=['RMA',
'SMA', 'EMA', 'WMA'])
ma_function(source, atrlen) =>
if smoothing == 'RMA'
ta.rma(source, atrlen)
else
if smoothing == 'SMA'
ta.sma(source, atrlen)
else
if smoothing == 'EMA'
ta.ema(source, atrlen)
else
ta.wma(source, atrlen)
atr_slen = ma_function(ta.tr(true), atrlen)
////ATR Up/Low Bands
upper_band = atr_slen * mult + close
lower_band = close - atr_slen * mult
////BASELINE / SSL1 / SSL2 / EXIT MOVING AVERAGE VALUES
maType = input.string(title='SSL1 / Baseline Type', defval='EMA', options=['SMA',
'EMA', 'DEMA', 'TEMA', 'LSMA', 'WMA', 'MF', 'VAMA', 'TMA', 'HMA', 'JMA', 'Kijun
v2', 'EDSMA', 'McGinley'])
len = input(title='SSL1 / Baseline Length', defval=30)
SSL2Type = input.string(title='SSL2 / Continuation Type', defval='JMA',
options=['SMA', 'EMA', 'DEMA', 'TEMA', 'WMA', 'MF', 'VAMA', 'TMA', 'HMA', 'JMA',
'McGinley'])
len2 = input(title='SSL 2 Length', defval=5)
//
SSL3Type = input.string(title='EXIT Type', defval='HMA', options=['DEMA', 'TEMA',
'LSMA', 'VAMA', 'TMA', 'HMA', 'JMA', 'Kijun v2', 'McGinley', 'MF'])
len3 = input(title='EXIT Length', defval=15)
src = input(title='Source', defval=close)
//
tema(src, len) =>
ema1 = ta.ema(src, len)
ema2 = ta.ema(ema1, len)
ema3 = ta.ema(ema2, len)
3 * ema1 - 3 * ema2 + ema3
kidiv = input.int(defval=1, maxval=4, title='Kijun MOD Divider')
jurik_phase = input(title='* Jurik (JMA) Only - Phase', defval=3)
jurik_power = input(title='* Jurik (JMA) Only - Power', defval=1)
volatility_lookback = input(10, title='* Volatility Adjusted (VAMA) Only -
Volatility lookback length')
//MF
beta = input.float(0.8, minval=0, maxval=1, step=0.1, title='Modular Filter,
General Filter Only - Beta')
feedback = input(false, title='Modular Filter Only - Feedback')
z = input.float(0.5, title='Modular Filter Only - Feedback Weighting', step=0.1,
minval=0, maxval=1)
//EDSMA
ssfLength = input.int(title='EDSMA - Super Smoother Filter Length', minval=1,
defval=20)
ssfPoles = input.int(title='EDSMA - Super Smoother Filter Poles', defval=2,
options=[2, 3])
//----
//EDSMA
get2PoleSSF(src, length) =>
PI = 2 * math.asin(1)
arg = math.sqrt(2) * PI / length
a1 = math.exp(-arg)
b1 = 2 * a1 * math.cos(arg)
c2 = b1
c3 = -math.pow(a1, 2)
c1 = 1 - c2 - c3
ssf = 0.0
ssf := c1 * src + c2 * nz(ssf[1]) + c3 * nz(ssf[2])
ssf
get3PoleSSF(src, length) =>
PI = 2 * math.asin(1)
arg = PI / length
a1 = math.exp(-arg)
b1 = 2 * a1 * math.cos(1.738 * arg)
c1 = math.pow(a1, 2)
coef2 = b1 + c1
coef3 = -(c1 + b1 * c1)
coef4 = math.pow(c1, 2)
coef1 = 1 - coef2 - coef3 - coef4
ssf = 0.0
ssf := coef1 * src + coef2 * nz(ssf[1]) + coef3 * nz(ssf[2]) + coef4 *
nz(ssf[3])
ssf
ma(type, src, len) =>
float result = 0
if type == 'TMA'
result := ta.sma(ta.sma(src, math.ceil(len / 2)), math.floor(len / 2) + 1)
result
if type == 'MF'
ts = 0.
b = 0.
c = 0.
os = 0.
//----
alpha = 2 / (len + 1)
a = feedback ? z * src + (1 - z) * nz(ts[1], src) : src
//----
b := a > alpha * a + (1 - alpha) * nz(b[1], a) ? a : alpha * a + (1 -
alpha) * nz(b[1], a)
c := a < alpha * a + (1 - alpha) * nz(c[1], a) ? a : alpha * a + (1 -
alpha) * nz(c[1], a)
os := a == b ? 1 : a == c ? 0 : os[1]
//----
upper = beta * b + (1 - beta) * c
lower = beta * c + (1 - beta) * b
ts := os * upper + (1 - os) * lower
result := ts
result
if type == 'LSMA'
result := ta.linreg(src, len, 0)
result
if type == 'SMA' // Simple
result := ta.sma(src, len)
result
if type == 'EMA' // Exponential
result := ta.ema(src, len)
result
if type == 'DEMA' // Double Exponential
e = ta.ema(src, len)
result := 2 * e - ta.ema(e, len)
result
if type == 'TEMA' // Triple Exponential
e = ta.ema(src, len)
result := 3 * (e - ta.ema(e, len)) + ta.ema(ta.ema(e, len), len)
result
if type == 'WMA' // Weighted
result := ta.wma(src, len)
result
if type == 'VAMA' // Volatility Adjusted
/// Copyright © 2019 to present, Joris Duyck (JD)
mid = ta.ema(src, len)
dev = src - mid
vol_up = ta.highest(dev, volatility_lookback)
vol_down = ta.lowest(dev, volatility_lookback)
result := mid + math.avg(vol_up, vol_down)
result
if type == 'HMA' // Hull
result := ta.wma(2 * ta.wma(src, len / 2) - ta.wma(src, len),
math.round(math.sqrt(len)))
result
if type == 'JMA' // Jurik
/// Copyright © 2018 Alex Orekhov (everget)
/// Copyright © 2017 Jurik Research and Consulting.
phaseRatio = jurik_phase < -100 ? 0.5 : jurik_phase > 100 ? 2.5 :
jurik_phase / 100 + 1.5
beta = 0.45 * (len - 1) / (0.45 * (len - 1) + 2)
alpha = math.pow(beta, jurik_power)
jma = 0.0
e0 = 0.0
e0 := (1 - alpha) * src + alpha * nz(e0[1])
e1 = 0.0
e1 := (src - e0) * (1 - beta) + beta * nz(e1[1])
e2 = 0.0
e2 := (e0 + phaseRatio * e1 - nz(jma[1])) * math.pow(1 - alpha, 2) +
math.pow(alpha, 2) * nz(e2[1])
jma := e2 + nz(jma[1])
result := jma
result
if type == 'Kijun v2'
kijun = math.avg(ta.lowest(len), ta.highest(len)) //, (open + close)/2)
conversionLine = math.avg(ta.lowest(len / kidiv), ta.highest(len / kidiv))
delta = (kijun + conversionLine) / 2
result := delta
result
if type == 'McGinley'
mg = 0.0
mg := na(mg[1]) ? ta.ema(src, len) : mg[1] + (src - mg[1]) / (len *
math.pow(src / mg[1], 4))
result := mg
result
if type == 'EDSMA'
zeros = src - nz(src[2])
avgZeros = (zeros + zeros[1]) / 2
// Ehlers Super Smoother Filter
ssf = ssfPoles == 2 ? get2PoleSSF(avgZeros, ssfLength) :
get3PoleSSF(avgZeros, ssfLength)
// Rescale filter in terms of Standard Deviations
stdev = ta.stdev(ssf, len)
scaledFilter = stdev != 0 ? ssf / stdev : 0
alpha = 5 * math.abs(scaledFilter) / len
edsma = 0.0
edsma := alpha * src + (1 - alpha) * nz(edsma[1])
result := edsma
result
result
///SSL 1 and SSL2
emaHigh = ma(maType, high, len)
emaLow = ma(maType, low, len)
maHigh = ma(SSL2Type, high, len2)
maLow = ma(SSL2Type, low, len2)
///EXIT
ExitHigh = ma(SSL3Type, high, len3)
ExitLow = ma(SSL3Type, low, len3)
///Keltner Baseline Channel
BBMC = ma(maType, close, len)
useTrueRange = input(true)
multy = input.float(0.2, step=0.05, title='Base Channel Multiplier')
Keltma = ma(maType, src, len)
range_1 = useTrueRange ? ta.tr : high - low
rangema = ta.ema(range_1, len)
upperk = Keltma + rangema * multy
lowerk = Keltma - rangema * multy
//Baseline Violation Candle
open_pos = open * 1
close_pos = close * 1
difference = math.abs(close_pos - open_pos)
atr_violation = difference > atr_slen
InRange = upper_band > BBMC and lower_band < BBMC
candlesize_violation = atr_violation and InRange
//plotshape(candlesize_violation, color=color.new(color.white, 0), size=size.tiny,
style=shape.diamond, location=location.top, title='Candle Size > 1xATR')
//SSL1 VALUES
Hlv = int(na)
Hlv := close > emaHigh ? 1 : close < emaLow ? -1 : Hlv[1]
sslDown = Hlv < 0 ? emaHigh : emaLow
//SSL2 VALUES
Hlv2 = int(na)
Hlv2 := close > maHigh ? 1 : close < maLow ? -1 : Hlv2[1]
sslDown2 = Hlv2 < 0 ? maHigh : maLow
//EXIT VALUES
Hlv3 = int(na)
Hlv3 := close > ExitHigh ? 1 : close < ExitLow ? -1 : Hlv3[1]
sslExit = Hlv3 < 0 ? ExitHigh : ExitLow
base_cross_Long = ta.crossover(close, sslExit)
base_cross_Short = ta.crossover(sslExit, close)
codiff = base_cross_Long ? 1 : base_cross_Short ? -1 : na
//COLORS
show_color_bar = input(title='Color Bars', defval=true)
color_bar = close > upperk ? #00c3ff : close < lowerk ? #ff0062 : color.gray
color_ssl1 = close > sslDown ? #00c3ff : close < sslDown ? #ff0062 : na
//PLOTS
//plotarrow(codiff, colorup=color.new(#00c3ff, 20), colordown=color.new(#ff0062,
20), title='Exit Arrows', maxheight=20, offset=0)
p1 = plot(show_Baseline ? BBMC : na, color=color_bar, linewidth=4, title='MA
Baseline', transp=0)
//DownPlot = plot(show_SSL1 ? sslDown : na, title='SSL1', linewidth=3,
color=color_ssl1, transp=10)
barcolor(show_color_bar ? color_bar : na)
//up_channel = plot(show_Baseline ? upperk : na, color=color_bar, title='Baseline
Upper Channel')
//low_channel = plot(show_Baseline ? lowerk : na, color=color_bar, title='Basiline
Lower Channel')
//fill(up_channel, low_channel, color=color_bar, transp=90)
////SSL2 Continiuation from ATR
atr_crit = input.float(0.9, step=0.1, title='Continuation ATR Criteria')
upper_half = atr_slen * atr_crit + close
lower_half = close - atr_slen * atr_crit
buy_inatr = lower_half < sslDown2
sell_inatr = upper_half > sslDown2
sell_cont = close < BBMC and close < sslDown2
buy_cont = close > BBMC and close > sslDown2
sell_atr = sell_inatr and sell_cont
buy_atr = buy_inatr and buy_cont
atr_fill = buy_atr ? color.green : sell_atr ? color.purple : color.white
//LongPlot = plot(sslDown2, title='SSL2', linewidth=2, color=atr_fill,
style=plot.style_circles, transp=0)
//u = plot(show_atr ? upper_band : na, '+ATR', color=color.new(color.white, 80))
//l = plot(show_atr ? lower_band : na, '-ATR', color=color.new(color.white, 80))
//ALERTS
alertcondition(ta.crossover(close, sslDown), title='SSL Cross Alert', message='SSL1
has crossed.')
alertcondition(ta.crossover(close, sslDown2), title='SSL2 Cross Alert',
message='SSL2 has crossed.')
alertcondition(sell_atr, title='Sell Continuation', message='Sell Continuation.')
alertcondition(buy_atr, title='Buy Continuation', message='Buy Continuation.')
alertcondition(ta.crossover(close, sslExit), title='Exit Sell', message='Exit Sell
Alert.')
alertcondition(ta.crossover(sslExit, close), title='Exit Buy', message='Exit Buy
Alert.')
alertcondition(ta.crossover(close, upperk), title='Baseline Buy Entry',
message='Base Buy Alert.')
alertcondition(ta.crossover(lowerk, close), title='Baseline Sell Entry',
message='Base Sell Alert.')
// Buy only when price action is closed above the EMA and the line is blue color.
SSLHybridEntryLong1 = src > BBMC and color_bar == #00c3ff
// Sell only when action must be closed below the EMA and the line is red color
SSLHybridEntryShort1 = src < BBMC and color_bar == #ff0062
sslHybridNumBarsBackToLookForPullBack = input(4, title="Number Of bars back to look
for SSL pullback")
// Buy when Price action must be moving above the EMA and then it has to create a
pullback . The pullback is confirmed when the color changes from blue to gray or
from blue to red.
SSLHybridEntryLong2 = color_bar == #00c3ff and (f_priorBarsSatisfied(color_bar ==
#ff0062,sslHybridNumBarsBackToLookForPullBack) or f_priorBarsSatisfied(color_bar ==
color.gray, sslHybridNumBarsBackToLookForPullBack))
// Sell when Price action must be moving below the EMA and then it has to create a
pullback . The pullback is confirmed when the color changes from red to gray or
from red to blue.
SSLHybridEntryShort2 = color_bar == #ff0062 and (f_priorBarsSatisfied(color_bar ==
#00c3ff,sslHybridNumBarsBackToLookForPullBack) or f_priorBarsSatisfied(color_bar ==
color.gray, sslHybridNumBarsBackToLookForPullBack))
SSLHybridEntryLong = SSLHybridEntryLong1 and SSLHybridEntryLong2
SSLHybridEntryShort = SSLHybridEntryShort1 and SSLHybridEntryShort2
// Price action must be moving below the EMA and then it has to create a pullback .
The pullback is confirmed when the color changes from red to gray or from red to
blue.
// If the price action is touching the EMA but the line does not change the color,
the pullback is not confirmed.
// Volume Strength Finder by Saravanan_Ragavan
//
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// This source code is subject to the terms of the Mozilla Public License 2.0 at
https://mozilla.org/MPL/2.0/
// © Saravanan_Ragavan
//@version=5
//indicator('Volume Strength Finder', 'VSF', overlay=true)
T1 = time(timeframe.period, '0915-0916:23456')
T2 = time(timeframe.period, '0915-1530:23456')
Y = bar_index
Z1 = ta.valuewhen(T1, bar_index, 0)
L = Y - Z1 + 1
SSPV = 0.00
SSNV = 0.00
pdw = 0.00
ndw = 0.00
total_w = 0.00
for i = 1 to L - 1 by 1
total_w := high[i] - low[i]
positive = close[i] - low[i]
negative = high[i] - close[i]
pdw := positive / total_w * 100
ndw := negative / total_w * 100
SSPV := volume[i] * pdw / 100 + SSPV
SSNV := volume[i] * ndw / 100 + SSNV
SSNV
total_v = SSPV + SSNV
Pos = SSPV / total_v * 100
Neg = SSNV / total_v * 100
bgc = SSPV > SSNV ? color.green : SSPV < SSNV ? color.red : color.white
//barcolor(bgc)
var table sDisplay = table.new(position.top_right, 1, 5, bgcolor=color.aqua,
frame_width=2, frame_color=color.black)
if barstate.islast
table.cell(sDisplay, 0, 0, 'Today\'s Volume : ' + str.tostring(total_v),
text_color=color.white, text_size=size.large, bgcolor=color.aqua)
table.cell(sDisplay, 0, 1, 'Buyers Volume: ' + str.tostring(math.round(SSPV)),
text_color=color.white, text_size=size.large, bgcolor=color.green)
table.cell(sDisplay, 0, 2, 'Sellers Volume: ' + str.tostring(math.round(SSNV)),
text_color=color.white, text_size=size.large, bgcolor=color.red)
table.cell(sDisplay, 0, 3, 'Buyers Strength: ' + str.tostring(math.round(Pos))
+ '%', text_color=color.white, text_size=size.large, bgcolor=color.green)
table.cell(sDisplay, 0, 4, 'Sellers Strength: ' + str.tostring(math.round(Neg))
+ '%', text_color=color.white, text_size=size.large, bgcolor=color.red)
// Sellers strength above 50% at the time the MACD indiactor issues a new short
signal.
VSFShortEntry = math.round(Neg) > 50
// Buyers strength above 50% at the time the MACD indiactor issues a new long
signal.
VSFLongEntry = math.round(Pos) > 50
//////////////////////////////////////
//* Put your strategy rules below *//
/////////////////////////////////////
longCondition = SSLHybridEntryLong and VSFLongEntry and MACDBBENtryLong
shortCondition =SSLHybridEntryShort and VSFShortEntry and MACDBBENtryShort
//define as 0 if do not want to use
closeLongCondition = 0
closeShortCondition = 0
// ADX
//
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adxEnabled = input.bool(defval = false , title = "Average Directional Index (ADX)",
tooltip = "", group ="ADX" )
adxlen = input(14, title="ADX Smoothing", group="ADX")
adxdilen = input(14, title="DI Length", group="ADX")
adxabove = input(25, title="ADX Threshold", group="ADX")
adxdirmov(len) =>
adxup = ta.change(high)
adxdown = -ta.change(low)
adxplusDM = na(adxup) ? na : (adxup > adxdown and adxup > 0 ? adxup : 0)
adxminusDM = na(adxdown) ? na : (adxdown > adxup and adxdown > 0 ? adxdown :
0)
adxtruerange = ta.rma(ta.tr, len)
adxplus = fixnan(100 * ta.rma(adxplusDM, len) / adxtruerange)
adxminus = fixnan(100 * ta.rma(adxminusDM, len) / adxtruerange)
[adxplus, adxminus]
adx(adxdilen, adxlen) =>
[adxplus, adxminus] = adxdirmov(adxdilen)
adxsum = adxplus + adxminus
adx = 100 * ta.rma(math.abs(adxplus - adxminus) / (adxsum == 0 ? 1 : adxsum),
adxlen)
adxsig = adxEnabled ? adx(adxdilen, adxlen) : na
isADXEnabledAndAboveThreshold = adxEnabled ? (adxsig > adxabove) : true
//Backtesting Time Period (Input.time not working as expected as of 03/30/2021.
Giving odd start/end dates
//
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useStartPeriodTime = input.bool(true, 'Start', group='Date Range', inline='Start
Period')
startPeriodTime = input.time(timestamp('1 Jan 2019'), '', group='Date Range',
inline='Start Period')
useEndPeriodTime = input.bool(true, 'End', group='Date Range', inline='End Period')
endPeriodTime = input.time(timestamp('31 Dec 2030'), '', group='Date Range',
inline='End Period')
start = useStartPeriodTime ? startPeriodTime >= time : false
end = useEndPeriodTime ? endPeriodTime <= time : false
calcPeriod = not start and not end
// Trade Direction
//
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tradeDirection = input.string('Long and Short', title='Trade Direction',
options=['Long and Short', 'Long Only', 'Short Only'], group='Trade Direction')
// Percent as Points
//
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per(pcnt) =>
strategy.position_size != 0 ? math.round(pcnt / 100 *
strategy.position_avg_price / syminfo.mintick) : float(na)
// Take profit 1
//
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tp1 = input.float(title='Take Profit 1 - Target %', defval=100, minval=0.0,
step=0.5, group='Take Profit', inline='Take Profit 1')
q1 = input.int(title='% Of Position', defval=100, minval=0, group='Take Profit',
inline='Take Profit 1')
// Take profit 2
//
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tp2 = input.float(title='Take Profit 2 - Target %', defval=100, minval=0.0,
step=0.5, group='Take Profit', inline='Take Profit 2')
q2 = input.int(title='% Of Position', defval=100, minval=0, group='Take Profit',
inline='Take Profit 2')
// Take profit 3
//
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tp3 = input.float(title='Take Profit 3 - Target %', defval=100, minval=0.0,
step=0.5, group='Take Profit', inline='Take Profit 3')
q3 = input.int(title='% Of Position', defval=100, minval=0, group='Take Profit',
inline='Take Profit 3')
// Take profit 4
//
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tp4 = input.float(title='Take Profit 4 - Target %', defval=100, minval=0.0,
step=0.5, group='Take Profit')
/// Stop Loss
//
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stoplossPercent = input.float(title='Stop Loss (%)', defval=999, minval=0.01,
group='Stop Loss') * 0.01
slLongClose = close < strategy.position_avg_price * (1 - stoplossPercent)
slShortClose = close > strategy.position_avg_price * (1 + stoplossPercent)
/// Leverage
//
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leverage = input.float(1, 'Leverage', step=.5, group='Leverage')
contracts = math.min(math.max(.000001, strategy.equity / close * leverage),
1000000000)
/// Trade State Management
//
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isInLongPosition = strategy.position_size > 0
isInShortPosition = strategy.position_size < 0
/// ProfitView Alert Syntax String Generation
//
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alertSyntaxPrefix = input.string(defval='CRYPTANEX_99FTX_Strategy-Name-Here',
title='Alert Syntax Prefix', group='ProfitView Alert Syntax')
alertSyntaxBase = alertSyntaxPrefix + '\n#' + str.tostring(open) + ',' +
str.tostring(high) + ',' + str.tostring(low) + ',' + str.tostring(close) + ',' +
str.tostring(volume) + ','
/// Trade Execution
//
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longConditionCalc = (longCondition and isADXEnabledAndAboveThreshold)
shortConditionCalc = (shortCondition and isADXEnabledAndAboveThreshold)
if calcPeriod
if longConditionCalc and tradeDirection != 'Short Only' and isInLongPosition ==
false
strategy.entry('Long', strategy.long, qty=contracts)
alert(message=alertSyntaxBase + 'side:long',
freq=alert.freq_once_per_bar_close)
if shortConditionCalc and tradeDirection != 'Long Only' and isInShortPosition
== false
strategy.entry('Short', strategy.short, qty=contracts)
alert(message=alertSyntaxBase + 'side:short',
freq=alert.freq_once_per_bar_close)
//Inspired from Multiple %% profit exits example by adolgo
https://www.tradingview.com/script/kHhCik9f-Multiple-profit-exits-example/
strategy.exit('TP1', qty_percent=q1, profit=per(tp1))
strategy.exit('TP2', qty_percent=q2, profit=per(tp2))
strategy.exit('TP3', qty_percent=q3, profit=per(tp3))
strategy.exit('TP4', profit=per(tp4))
strategy.close('Long', qty_percent=100, comment='SL Long', when=slLongClose)
strategy.close('Short', qty_percent=100, comment='SL Short', when=slShortClose)
strategy.close_all(when=closeLongCondition or closeShortCondition,
comment='Close Postion')
/// Dashboard
//
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// Inspired by https://www.tradingview.com/script/uWqKX6A2/ - Thanks VertMT
showDashboard = input.bool(group="Dashboard", title="Show Dashboard", defval=true)
f_fillCell(_table, _column, _row, _title, _value, _bgcolor, _txtcolor) =>
_cellText = _title + "\n" + _value
table.cell(_table, _column, _row, _cellText, bgcolor=_bgcolor,
text_color=_txtcolor, text_size=size.auto)
// Draw dashboard table
if showDashboard
var bgcolor = color.new(color.black,0)
// Keep track of Wins/Losses streaks
newWin = (strategy.wintrades > strategy.wintrades[1]) and
(strategy.losstrades == strategy.losstrades[1]) and (strategy.eventrades ==
strategy.eventrades[1])
newLoss = (strategy.wintrades == strategy.wintrades[1]) and
(strategy.losstrades > strategy.losstrades[1]) and (strategy.eventrades ==
strategy.eventrades[1])
varip int winRow = 0
varip int lossRow = 0
varip int maxWinRow = 0
varip int maxLossRow = 0
if newWin
lossRow := 0
winRow := winRow + 1
if winRow > maxWinRow
maxWinRow := winRow
if newLoss
winRow := 0
lossRow := lossRow + 1
if lossRow > maxLossRow
maxLossRow := lossRow
// Prepare stats table
var table dashTable = table.new(position.bottom_right, 1, 15, border_width=1)
if barstate.islastconfirmedhistory
// Update table
dollarReturn = strategy.netprofit
f_fillCell(dashTable, 0, 0, "Start:", str.format("{0,date,long}",
strategy.closedtrades.entry_time(0)) , bgcolor, color.white) // + str.format("
{0,time,HH:mm}", strategy.closedtrades.entry_time(0))
f_fillCell(dashTable, 0, 1, "End:", str.format("{0,date,long}",
strategy.opentrades.entry_time(0)) , bgcolor, color.white) // + str.format("
{0,time,HH:mm}", strategy.opentrades.entry_time(0))
_profit = (strategy.netprofit / strategy.initial_capital) * 100
f_fillCell(dashTable, 0, 2, "Net Profit:", str.tostring(_profit, '##.##') +
"%", _profit > 0 ? color.green : color.red, color.white)
_numOfDaysInStrategy = (strategy.opentrades.entry_time(0) -
strategy.closedtrades.entry_time(0)) / (1000 * 3600 * 24)
f_fillCell(dashTable, 0, 3, "Percent Per Day", str.tostring(_profit /
_numOfDaysInStrategy, '#########################.#####')+"%", _profit > 0 ?
color.green : color.red, color.white)
_winRate = ( strategy.wintrades / strategy.closedtrades ) * 100
f_fillCell(dashTable, 0, 4, "Percent Profitable:", str.tostring(_winRate,
'##.##') + "%", _winRate < 50 ? color.red : _winRate < 75 ? #999900 : color.green,
color.white)
f_fillCell(dashTable, 0, 5, "Profit Factor:",
str.tostring(strategy.grossprofit / strategy.grossloss, '##.###'),
strategy.grossprofit > strategy.grossloss ? color.green : color.red, color.white)
f_fillCell(dashTable, 0, 6, "Total Trades:",
str.tostring(strategy.closedtrades), bgcolor, color.white)
f_fillCell(dashTable, 0, 8, "Max Wins In A Row:", str.tostring(maxWinRow,
'######') , bgcolor, color.white)
f_fillCell(dashTable, 0, 9, "Max Losses In A Row:",
str.tostring(maxLossRow, '######') , bgcolor, color.white)
