এই কৌশলটি একটি স্বয়ংক্রিয় প্রবণতা ট্র্যাকিং ক্রসওভার ট্রেডিং কৌশল বাস্তবায়নের জন্য একটি প্রবণতা সূচকের সাথে মিলিত দ্বি-দিকের মসৃণ চলমান গড় গণনা করে। কৌশলটি দীর্ঘমেয়াদী প্রবণতা ট্র্যাক করতে এবং শক্তিশালী প্রবণতার সময় উচ্চতর রিটার্ন অর্জন করতে লক্ষ্য করে।
প্যারামিটার টিউনিংয়ের মাধ্যমে, এই বহু-মাত্রিক ট্রেন্ড কৌশলটি তুলনামূলকভাবে কম ঝুঁকি নিয়ে দীর্ঘমেয়াদী প্রবণতা ধারাবাহিকভাবে ট্র্যাক করতে পারে। তবে ওভারফিটিং থেকে সতর্ক থাকুন। সামগ্রিকভাবে এটি নিয়ন্ত্রণযোগ্য ঝুঁকিগুলির সাথে দীর্ঘমেয়াদী প্রবণতা ট্র্যাকিং সরবরাহ করে এবং আরও গবেষণা এবং প্রয়োগের মূল্যবান।
/*backtest start: 2022-11-22 00:00:00 end: 2023-11-22 00:00:00 period: 1d basePeriod: 1h exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}] */ //@version=4 //Author Josef Tainsh PhD 6Sept2020 //USE STUDY FOR ALERTS WITH AUTO TRADING BOT //study(title = "Open Close Crossover for BOT Alerts", shorttitle = "OCC for BOT Alerts",overlay = true) //USE STRATEGY TO FIT THE MOVING AVERAGE AND THE TREND FITS BY MINIMISING LOSS (OR MAXIMISING PROFITS) //NOT THAT STRATEGIES RARELY SHOW A PROFIT ALSO THE STRATEGIES USE THE CROSS OVER ON THE MOVING AVERAGE TO ENTER A POSITION strategy(title = "OCC Trend Combo 1 day BTC Moonflag", overlay = true, initial_capital=1000, commission_type=strategy.commission.percent, commission_value=0.2, default_qty_type = strategy.percent_of_equity, default_qty_value=100, pyramiding=0, calc_on_order_fills=false) //CalcOnTick = true //calc_on_every_tick = false // Function for coders who want to offer their users a repainting/no-repainting version of the HTF data. // It has the advantage of using only one `security()` call for both. f_security(_symbol, _res, _src, _repaint) => security(_symbol, _res, _src[_repaint ? 0 : barstate.isrealtime ? 1 : 0])[_repaint ? 0 : barstate.isrealtime ? 0 : 1] ///////////////////////////////////////////////////////////////////////////// // === BASE FUNCTIONS === ///////////////////////////////////////////////////////////////////////////// //This function returns true if execution is at the start of a new bar (so the last bar is previous close where alerts are determined) is_newBar(stratRes) => t = time(stratRes) not na(t) and (na(t[1]) or t > t[1]) /////////////////////////////////////////////////////////////////////////////////////////////////// // Returns MA input selection variant, default to SMA if blank or typo. variant(type, src, len, offSig, offALMA) => 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 = na(v5[1]) ? sma(src, len) : (v5[1] * (len - 1) + src) / len // Smoothed v8 = wma(2 * wma(src, len / 2) - wma(src, len), round(sqrt(len))) // Hull v9 = linreg(src, len, offSig) // Least Squares v10 = alma(src, len, offALMA, offSig) // Arnaud Legoux 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 : v1 ///////////////////////////////////////////////////////////////////////////////////////////////////// ////////////////////////////////////// //SAMPLE SETTINGS FOR THE TREND INDICATOR FUNCTION //1MIN 31, 0.2 (+-12%) //timeResForTrend_1min = 1, [bLongs_1min, oscLongs_1min] = functionTrend(timeResForTrend_1min,31, 0.2) //plot(bLongs1_1min,"Trend Indicator", color=oscLongs_1min == 1 ? color.blue :#e65100,linewidth=3,transp=0) //OTHER 20, 0.2 5min(LONG -5%, SHORT -4%), 10min(LONG -17%, SHORT -6%), 60min(long +16%, SHORT ) //timeResForTrend_Not1min = XXXX, [bLongs_Not1Min, oscLongs_Not1Min] = functionTrend(timeResForTrend_Not1min,20, 0.2) //plot(bLongs5_Not1Min,"Trend Indicator", color=oscLongs_Not1Min == 1 ? color.blue :#e65100,linewidth=3,transp=0) ///////////////////////////////////////////// functionTrend(trendRes_Function,length_Function,sc_Function)=> b_Function =0. ls_Function = 0. src_Function = sc_Function*security(syminfo.tickerid, trendRes_Function, close)+(1-sc_Function)*nz(ls_Function[1],security(syminfo.tickerid, trendRes_Function, close)) if (is_newBar(trendRes_Function)==false) src_Function := src_Function[1] er_Function = 1 - abs(change(src_Function,length_Function))/sum(abs(change(src_Function)),length_Function) n_Function = cum(1)-1 a_Function = cum(abs(src_Function - nz(b_Function[1],src_Function)))/n_Function*(1+er_Function) b_Function := src_Function > nz(b_Function[1],src_Function) + a_Function ? src_Function : src_Function < nz(b_Function[1],src_Function) - a_Function ? src_Function : nz(b_Function[1],src_Function) alpha_Function = fixnan(correlation(src_Function,b_Function,length_Function) * (stdev(src_Function,length_Function)/stdev(b_Function,length_Function))) beta_Function = sma(src_Function,length_Function) - alpha_Function*sma(b_Function,length_Function) ls_Function := alpha_Function*b_Function+beta_Function osc_Function = 0 osc_Function := b_Function > b_Function[1] ? 1 : b_Function < b_Function[1] ? 0 : osc_Function[1] if (is_newBar(trendRes_Function)==false) er_Function := er_Function[1] n_Function := n_Function[1] a_Function := a_Function[1] b_Function := b_Function[1] alpha_Function := alpha_Function[1] beta_Function := beta_Function[1] ls_Function := ls_Function[1] osc_Function := osc_Function[1] [b_Function, osc_Function] ///////////////////////////////////////////////////////////////// pine_atr(length,stratRes_atr) => trueRange = max(max(security(syminfo.tickerid, stratRes_atr, high) - security(syminfo.tickerid, stratRes_atr, low), abs(security(syminfo.tickerid, stratRes_atr, high) - security(syminfo.tickerid, stratRes_atr, close[1]))), abs(security(syminfo.tickerid, stratRes_atr, low) - security(syminfo.tickerid, stratRes_atr, close[1]))) sum = 0.0 sum := (trueRange + (length - 1) * nz(sum[1])) / length sum ////////////////////////////////////////////////////////////////////////////////////////////// //STOP LOSS AND TAKE PROFIT //ALSO NEEDS TO BE ACTIVATED IN THE STRATEGY //long_tp_inp = input(1000, title='Long Take Profit %', step=0.1)/100/// Long Take Profit //long_sl_inp = input(5, title='Long Stop Loss %', step=0.1)/100/// Long Stop Loss //short_tp_inp = input(75, title='Short Take Profit %', step=0.1)/100/// Short Take Profit //short_sl_inp = input(5, title='Short Stop Loss %', step=0.1)/100/// Short Stop Loss //long_take_level = strategy.position_avg_price * (1 + long_tp_inp) //long_stop_level = strategy.position_avg_price * (1 - long_sl_inp) //short_take_level = strategy.position_avg_price * (1 - short_tp_inp) //short_stop_level = strategy.position_avg_price * (1 + short_sl_inp) //plot(long_take_level, color=color.green) //plot(long_stop_level, color=color.red) //plot(short_take_level, color=color.green) //plot(short_stop_level, color=color.red) ////////////////////////////////////////// //oneMinChartTrend = input(title="One Min Chart, TrendRes[ATR(15), Corr(18)]",defval=false) //fourHourChartTrendLongsOnly = input(title="Four Hour Chart, Longs, Choppy TrendRes[ATR(5), Corr{60)]",defval=false) //oneHourChartTrendShortsOnly = input(title="One Hour Chart Trend, Shorts, TrendRes[ATR(15), Corr(10)]",defval=false) //oneMDayChartTrend = input(title="One Day Chart Longs best, Shorts poor, TrendRes[ATR(25), Corr(60)]",defval=false) trendRes_ATR = input(title="ATR Trend Resolution: (mins)", defval="60", options=["1","2","3","5", "7", "9", "10", "11", "12", "15", "20", "25", "30", "45", "60", "90", "120", "180", "240", "1D", "3D"], type = input.resolution) Length = input(title="ATR Trend Length",defval=15, minval=1) Multiplier = input(title="ATR Trend Multiplier",defval=6, minval=1) //avgTR = wma(atr(1), Length) trendRes = input(title="Correlation Trend Resolution: (mins)", defval="120", options=["1","2","3","5", "7", "9", "10", "11", "12", "15", "20", "25", "30", "45", "60", "90", "120", "180", "240", "1D", "3D"], type = input.resolution) lengthTrend = input(24, "Correlation Trend Length (eg 28 for 1 hour)") scTrend = input(.2, "Correlation Trend Tuner (0 to 1)", step=0.1) trendCombination = input(.2, "Trend Combination Tuner (0 to 1): 0=all ATR, 1 = all Corr", step=0.1) //with sl //1day longs only (works also with shorts) //20,10,20,10 ___ 25,15,6,60, 24, 0.2, 0.4 //1min chart, long and short -70% but visible trend //1.5, 1.5, 1.5, 1.5____15,7,2,10,12,0.5,0.4 //if (oneMinChartTrend) // trendRes_ATR := "15" // trendRes := "10" // Length := 7 // Multiplier := 2 // lengthTrend := 12 // scTrend := 0.5 // trendCombination := 0.4 //choppy region with chart on 4hour //with sl long only - shorts at -2% could not get a positive result with shorts, only when ma crosses through after a run up //longs on 4h 8% //2.7, 2, 2,1,___5,15,6,60,21,0.2, 0.4 //if (fourHourChartTrendLongsOnly) // trendRes_ATR := "5" // trendRes := "60" // Length := 15 // Multiplier := 6 // lengthTrend := 21 // scTrend := 0.2 // trendCombination := 0.4 //shorts on 1h -30% but only shorts to catch are when the MA after a long run with lots of green turns red when pops out of back of price action with a long drop //in this case use the trend indicator to stop the run after a long while //not sure about sl and tp but //3.7,2, 3.7,2, _15,11,5,10,17,0.8, 0.3 //if (oneHourChartTrendShortsOnly) // trendRes_ATR := "15" // trendRes := "10" // Length := 11 // Multiplier := 5 // lengthTrend := 17 // scTrend := 0.8 // trendCombination := 0.3 //1day longs only //20,10,20,10 _25,15,6,60, 24, 0.2, 0.4 //if (oneMDayChartTrend) // trendRes_ATR := "25" // trendRes := "60" // Length := 15 // Multiplier := 6 // lengthTrend := 24 // scTrend := 0.2 // trendCombination := 0.4 //This shows 111% since start of 2020, and 323% since the start of 2020 //1day longs only //100,3,?,? _25,15,6,60, 24, 0.2, 0.5 (longs only) (300% back to 2019) //?,?,60,0.3 _25,15,6,60, 24, 0.2, 0.5 (shorts only) (50% back to 2019) //A take profit with the shorts worked, but the long had >100% in some runs //The stop loss on the long did not really have any effect however, with the shorts a stop loss of 0.3% heloed //However, the algo on the chart was the daily close and not sure if this works in the same way when calculating all the time on new ticks //if (oneMDayChartTrend) // trendRes_ATR := "25" // trendRes := "60" // Length := 15 // Multiplier := 6 // lengthTrend := 24 // scTrend := 0.2 // trendCombination := 0.4 //This shows 37% since the start of 2019, a few big wins with lots of small losses, much more trades than just with longs (46 compared to 2) //[retA, posA] = trendATR(trendRes_ATR) //plot(retA, color= color.blue , title="Second Trend Identifier") //plot(retA, color= color.white , title="ATR Trend") //////////////////////////////////////////////////////////////////////////////////////////// //THE TREND TRADER OVERLAY WHICH COLOURS THE BARS avgTR = wma(pine_atr(1, trendRes_ATR), Length) highestC = highest(Length) lowestC = lowest(Length) hiLimit = highestC[1]-(avgTR[1] * Multiplier) loLimit = lowestC[1]+(avgTR[1] * Multiplier) closeA =security(syminfo.tickerid, trendRes_ATR, close) ret=0. ret := iff(closeA > hiLimit and closeA > loLimit, hiLimit, iff(closeA < loLimit and closeA < hiLimit, loLimit, nz(ret[1], 0))) pos=0. pos := iff(closeA > ret, 1, iff(closeA < ret, -1, nz(pos[1], 0))) //barcolor(pos == -1 ? color.red: pos == 1 ? color.green : color.blue ) //plot(ret, color= color.white , title="ATR Trend") //////////////////////////////////////////////////////////////////////////////////////////////////////// ///////////////////////////////////////////////////////////////////////////// // === END BASE FUNCTIONS === ///////////////////////////////////////////////////////////////////////////// ///////////////////////////////////////////////////////////////////////// //SET THE RESOLUTION AND INPUT CHARAGERISTICS FOR THE TREND INDICATOR ///////////////////////////////////////////////////////////////////////// [bTrend, oscTrend] = functionTrend(trendRes,lengthTrend, scTrend) cssTrend = oscTrend == 1 ? color.blue :#e65100 //plot(bTrend,"Trend Indicator", color=cssTrend[1],linewidth=3,transp=0)//bgcolor(oscLongs < 0 ? color.green : color.red, transp=82) //plot(bLongs,"Trend Indicator", color=cssLongs,linewidth=3,transp=0)//bgcolor(oscLongs < 0 ? color.green : color.red, transp=82) //alertcondition(change(oscTrend)>0,title="New Up Trend",message="New Up Trend") //alertcondition(change(oscTrend)<0,title="New Down Trend",message="New Down Trend") //////////////////////////////////////////////////////////////////////////////////////////////// ///////////////////////////////////////////////////////////////////////////////////////////// //TREND COMBINATION /////////////////////////////////////////////////////////////////////////////////////////////// trendCombinationVal = (ret - bTrend) * trendCombination + bTrend//ret := iff(closeA > hiLimit and closeA > loLimit, hiLimit, iff(closeA < loLimit and closeA < hiLimit, loLimit, nz(ret[1], 0))) posTrendCombination=0. posTrendCombination := iff(closeA >= trendCombinationVal, 1, iff(closeA < trendCombinationVal, -1, nz(posTrendCombination[1], 0))) //barcolor(posTrendCombination[1] == -1 ? color.red: posTrendCombination[1] == 1 ? color.green : color.blue ) posTrendCombinationColor = posTrendCombination == 1 ? color.blue :#e65100 plot(trendCombinationVal, color= posTrendCombinationColor[2] ,linewidth=3 , title="Trend Combo") barcolor(posTrendCombinationColor[1]) ////////////////////////////////////////////////////////////////////////////////////////////// // === INPUTS === //DEFAULT SETTINGS BELOW ARE FOR 15MIN CHART TIMEFRAME, FOR THE DAYILY TIMEFRAME ON CHART AND ALGO USE SMA 29PERIOD //MA RESOLUTION IS SET TO PREDEFINED VALUES THERE ARE A LOT MISSING WHICH MIGHT BE VERY IMPORTANT CONSIDER HAVING AN INTEGER FOR THE MINUTES stratRes = input(defval = "1D", title = "Set MA Resolution ( note run alerts on 1min chart )", type = input.resolution) basisType = input(title="MA Type: ", defval="ALMA", options=["SMA", "EMA", "DEMA", "TEMA", "WMA", "VWMA", "SMMA", "HullMA", "LSMA", "ALMA"], type = input.string) basisLen = input(defval = 18, title = "MA Period", minval = 1) offsetSigma = input(defval = 1, title = "Offset for LSMA / Sigma for ALMA (6 is large)", minval = 0) offsetALMA = input(defval = 0.88, title = "Alma Offset (between 0 and 1, 0.99 = resposive, 0.01 = smooth)", minval = 0, step = 0.01) //ignoreSmallCrossOvers = input(defval = 0, title = "Ignore Small Cross Over if $USD Less Than", minval = 0) so = security(syminfo.tickerid, stratRes, open, lookahead=barmerge.lookahead_on) sh = security(syminfo.tickerid, stratRes, high, lookahead=barmerge.lookahead_on) sl1 = security(syminfo.tickerid, stratRes, low, lookahead=barmerge.lookahead_on) sc = security(syminfo.tickerid, stratRes, close, lookahead=barmerge.lookahead_on) br= so != so[1] and sc != sc[1] and sh != sh[1] and sl1 != sl1[1] col= so > sc ? color.red : color.green a1=na(br) ? so : na a2=na(br) ? sh : na a3=na(br) ? sl1 : na a4=na(br) ? sc : na p1=plot(a1,"MTF Open", color.white, style = plot.style_linebr, transp = 100, editable = false) p2=plot(a2,"MTF High", color.black, style=plot.style_linebr, transp = 100, editable = false) p3=plot(a3,"MTF Low", color.black, style=plot.style_linebr, transp = 100, editable = false) p4=plot(a4, "MTF Close", col, style=plot.style_linebr, transp = 100, editable = false) fill(p1,p4,col, transp = 100, editable = false) fill(p2,p3,color.silver, transp = 100, editable = false) reso(exp, res) => security(syminfo.tickerid, res, exp, lookahead=barmerge.lookahead_on) closeSeries = reso(variant(basisType, close, basisLen, offsetSigma, offsetALMA), stratRes) openSeries = reso(variant(basisType, open, basisLen, offsetSigma, offsetALMA), stratRes) //6HOUR CHART 1 DAY TIMEFRAME BACK TO 2019 //SMA (19) , 360% 300%LONGS 60% SHORTS //alma (38,,0.86) 560% (400% LONGS, 28%SHORTS) 20TRADES //If there are any crossovers in a bar, how many are there //Just one crossover might signify a change in trend for the given timeframe //Lots of crossovers might signify a sidewards trend which this algo does not work well with crossOverInBar = crossover(closeSeries, openSeries) crossUnderInBar = crossunder(closeSeries, openSeries) crossedOverOrUnderInBar = crossOverInBar or crossUnderInBar trendState=false trendState := closeSeries > openSeries ? true : closeSeries < openSeries ? false : trendState[1] //closePlot = plot(closeSeries, title = "Close Line", color = #009900, linewidth = 2, style = plot.style_line, transp = 100, editable = false) //openPlot = plot(openSeries, title = "Open Line", color = #CC0000, linewidth = 2, style = plot.style_line, transp = 100, editable = false) closePlot = plot(closeSeries, title = "Close Line", color = #009900, linewidth = 2, style = plot.style_line) openPlot = plot(openSeries, title = "Open Line", color = #CC0000, linewidth = 2, style = plot.style_line) closePlotU = plot(trendState ? closeSeries : na, transp = 100, editable = false) openPlotU = plot(trendState ? openSeries : na, transp = 100, editable = false) closePlotD = plot(trendState ? na : closeSeries, transp = 100, editable = false) openPlotD = plot(trendState ? na : openSeries, transp = 100, editable = false) fill(openPlotU, closePlotU, title = "MA Up Trend", color = #009900, transp = 0) fill(openPlotD, closePlotD, title = "MA Down Trend", color = #CC0000, transp = 0) // === /PLOTTING === coLor = closeSeries > openSeries ? color.green : color.red hclose = plot(closeSeries, title="Close Series", color = coLor, linewidth = 1, transp = 100, editable = false) hopen = plot(openSeries, title="Open Series", color = coLor, linewidth = 1, transp = 100, editable = false) //longCond = crossover(closeSeries, openSeries) //shortCond = crossunder(closeSeries, openSeries) openLongCond = false openShortCond = false closeLongCond = false closeShortCond = false longCondLastBarClose = false longCondLastBarClose := nz(longCondLastBarClose[1], false) longCondThisBarClose = false crossOver = false if (is_newBar(stratRes)) longCondThisBarClose := closeSeries[1] >= openSeries[1] //+ ignoreSmallCrossOvers if (longCondLastBarClose != longCondThisBarClose) crossOver := true longCondLastBarClose := longCondThisBarClose longCondCrossOver = false shortCondCrossOver = false if (crossOver) longCondCrossOver := longCondThisBarClose shortCondCrossOver := not longCondThisBarClose openLongCond := longCondCrossOver openShortCond := shortCondCrossOver closeLongCond := shortCondCrossOver closeShortCond := longCondCrossOver //ACTIVATE THIS TO STRATEGY TEST THE CORRELATION COMBINATION //CORRELATION TREND //longCondTrend=change(oscTrend)>0 //shortCondTrend=change(oscTrend)<0 //openLongCond := longCondTrend //openShortCond := shortCondTrend //closeLongCond := shortCondTrend //closeShortCond := longCondTrend ////ACTIVATE THIS TO STRATEGY TEST THE ATR TREND //longCondATRTrend = pos==1 //shortCondATRTrend = pos==-1 //openLongCond := longCondATRTrend //openShortCond := shortCondATRTrend //closeLongCond := shortCondATRTrend //closeShortCond := longCondATRTrend //ACTIVATE THIS TO STRATEGY TEST THE TREND COMBINATION //TREND COMBINATION //longCondTrendCombination = posTrendCombination==1 //shortCondTrendCombination = posTrendCombination==-1 //openLongCond := longCondTrendCombination //openShortCond := shortCondTrendCombination //closeLongCond := shortCondTrendCombination //closeShortCond := longCondTrendCombination //posTrendCombinationColor = posTrendCombination == 1 ? color.blue :#e65100 //Only get into a trade when both conditions are satisfied //Get out of a trade when either conidition is satisfied ///////////////// LONG ////////////////// isEntry_Long = false isEntry_Long := nz(isEntry_Long[1], false) isExit_Long = false isExit_Long := nz(isExit_Long[1], false) entry_long = not isEntry_Long[1] and openLongCond exit_long = not isExit_Long and closeLongCond if (entry_long) isEntry_Long := true isExit_Long := false if (exit_long) isEntry_Long := false isExit_Long := true entry_long := entry_long exit_long := exit_long ///////////// SHORT /////////////////////////// isEntry_Short = false isEntry_Short := nz(isEntry_Short[1], false) isExit_Short = false isExit_Short := nz(isExit_Short[1], false) entry_short = not isEntry_Short[1] and openShortCond exit_short = not isExit_Short and closeShortCond if (entry_short) isEntry_Short := true isExit_Short := false if (exit_short) isEntry_Short := false isExit_Short := true entry_short := entry_short exit_short := exit_short ////////////////////////////////////////////////// //plotshape(series=entry_long, text="OpenLong", style=shape.triangleup, location=location.belowbar, color=color.white, size=size.small) //plotshape(series=exit_long, text="ExitLong",style=shape.triangledown, location=location.belowbar, color=color.white, size=size.small) //plotshape(series=entry_short, text="OpenShort", style=shape.triangledown, location=location.abovebar, color=color.white, size=size.small) //plotshape(series=exit_short, text="ExitShort",style=shape.triangleup, location=location.abovebar, color=color.white, size=size.small) //Alerts are for the study mode alertcondition(entry_long, title="Enter Long") alertcondition(entry_short, title="Enter Short") alertcondition(exit_long, title="Exit Long") alertcondition(exit_short, title="Exit Short") ///////////////////////////////////////////////////////////// //TO TEST THE STRATEGY /////////////////////////////////////////////////////////// /// PERIOD - This is for the strategy mode/// testStartYear = input(2019, "Backtest Start Year") testStartMonth = input(1, "Backtest Start Month") testStartDay = input(1, "Backtest Start Day") testPeriodStart = timestamp(testStartYear,testStartMonth,testStartDay,0,0) testStopYear = input(2020, "Backtest Stop Year") testStopMonth = input(12, "Backtest Stop Month") testStopDay = input(31, "Backtest Stop Day") testPeriodStop = timestamp(testStopYear,testStopMonth,testStopDay,0,0) testPeriod() => true includeLongTrades=input(title="Include Long Trades", defval = true, type=input.bool) includeShortTrades=input(title="Include Short Trades", defval = false, type=input.bool) entry_long := entry_long and includeLongTrades exit_long := exit_long and includeLongTrades entry_short := entry_short and includeShortTrades exit_short := exit_short and includeShortTrades //if testPeriod() // if (entry_long) // strategy.close("ENTRY_SHORT", comment="close short") // strategy.entry("ENTRY_LONG", strategy.long, oca_name="oca1", comment="open long") // if (exit_long) // strategy.close("ENTRY_LONG", comment="close long") // if (entry_short) // strategy.close("ENTRY_LONG", comment="close long") // strategy.entry("ENTRY_SHORT", strategy.short, oca_name="oca1", comment="open short") // if (exit_short) // strategy.close("ENTRY_SHORT", comment="close short") if testPeriod() if (entry_long) strategy.close("ENTRY_SHORT", comment="close short") strategy.entry("ENTRY_LONG", strategy.long, oca_name="oca1", comment="open long") if (exit_long) strategy.close("ENTRY_LONG", comment="close long") if (entry_short) strategy.close("ENTRY_LONG", comment="close long") strategy.entry("ENTRY_SHORT", strategy.short, oca_name="oca1", comment="open short") if (exit_short) strategy.close("ENTRY_SHORT", comment="close short") //STOP LOSS AND TAKE PROFIT //if (close < long_stop_level or close > long_take_level) // strategy.close("ENTRY_LONG", comment="close long SL/TP") //if (close > short_stop_level or close < short_take_level) // strategy.close("ENTRY_SHORT", comment="close short SL/TP") //closeNowA =0. //closeNow = security(syminfo.tickerid, "1", close) //closeNowA := closeNow //if (is_newBar("1")==false) // closeNowA := closeNowA[1] //plot (closeNowA) ////if (openLongCond) //if (closeNowA < long_stop_level or closeNowA > long_take_level) // strategy.close("ENTRY_LONG", comment="close long SL/TP") ////if (openShortCond) //if (closeNowA > short_stop_level or closeNowA < short_take_level) // strategy.close("ENTRY_SHORT", comment="close short SL/TP") //if (strategy.position_avg_price) //strategy.entry(id="Long", long=true, when=entry_long) //strategy.exit("Take Profit/ Stop Loss","Long", stop=long_stop_level, limit=long_take_level) //strategy.close(id="Long", when=exit_long, comment = "ExitLong TP/SL") //strategy.entry(id="Short", short=true, when=entry_short) //strategy.exit("Take Profit/ Stop Loss","Long", stop=short_stop_level, limit=short_take_level) //strategy.close(id="Short", when=exit_short, comment = "ExitShort TP/SL") //if testPeriod() // if (entry_long) // strategy.close("ENTRY_SHORT", comment="josef.tainsh@gmail.com_EXIT-SHORT_BINANCE-FUTURES_BTC/USDT_josef.tainsh@gmail.com-BOT-NAME_3M") // strategy.entry("ENTRY_LONG", strategy.long, oca_name="oca1", comment="josef.tainsh@gmail.com_ENTER-LONG_BINANCE-FUTURES_BTC/USDT_josef.tainsh@gmail.com-BOT-NAME_3M") // if (exit_long) // strategy.close("ENTRY_LONG", comment="josef.tainsh@gmail.com_EXIT-LONG_BINANCE-FUTURES_BTC/USDT_josef.tainsh@gmail.com-BOT-NAME_3M") // if (entry_short) // strategy.close("ENTRY_LONG", comment="josef.tainsh@gmail.com_EXIT-LONG_BINANCE-FUTURES_BTC/USDT_josef.tainsh@gmail.com-BOT-NAME_3M") // strategy.entry("ENTRY_SHORT", strategy.short, oca_name="oca1", comment="josef.tainsh@gmail.com_ENTER-SHORT_BINANCE-FUTURES_BTC/USDT_josef.tainsh@gmail.com-BOT-NAME_3M") // if (exit_short) // strategy.close("ENTRY_SHORT", comment="josef.tainsh@gmail.com_EXIT-SHORT_BINANCE-FUTURES_BTC/USDT_josef.tainsh@gmail.com-BOT-NAME_3M") // if (close < long_stop_level or close > long_take_level) // strategy.close("ENTRY_LONG", comment="josef.tainsh@gmail.com_EXIT-LONG_BINANCE-FUTURES_BTC/USDT_josef.tainsh@gmail.com-BOT-NAME_3M") // if (close > short_stop_level or close < short_take_level) // strategy.close("ENTRY_SHORT", comment="josef.tainsh@gmail.com_EXIT-SHORT_BINANCE-FUTURES_BTC/USDT_josef.tainsh@gmail.com-BOT-NAME_3M") //strategy.cancel(id="ENTRY_LONG")