দোলন সহ মুনাফা গ্রিড কৌশল একটি প্রবণতা অনুসরণকারী কৌশল যা দামের দোলন হিসাবে অবিচ্ছিন্নভাবে মুনাফা অর্জনের জন্য দামের দোলনের উপর ভিত্তি করে স্বয়ংক্রিয়ভাবে গ্রিড স্থাপন করে।
এই কৌশলটির মূল ধারণাটি হ'ল মূল্যের ব্যাপ্তির একটি গ্রিড তৈরি করা। যখন দাম বিভিন্ন ব্যাপ্তিতে প্রবেশ করে তখন নতুন ট্রেডিং সংকেত উত্পন্ন হয়। উদাহরণস্বরূপ, যদি গ্রিড ফাঁকটি 500 মার্কিন ডলারে সেট করা হয় তবে দাম 500 মার্কিন ডলারের উপরে উঠলে একটি নতুন দীর্ঘ সংকেত ট্রিগার হবে।
বিশেষ করে, কৌশলটি নতুন উচ্চ বা নিম্ন দামগুলি ট্র্যাক করে গ্রিডটি চালিয়ে যায়। কোডে, একটি পরিবর্তনশীলকে বলা হয়re_grid
বর্তমান গ্রিডের দাম সংরক্ষণ করার জন্য সংজ্ঞায়িত করা হয়। যতক্ষণ দাম এই গ্রিডের দামের মাধ্যমে সংজ্ঞায়িত গ্রিড ফাঁক অতিক্রম করে, পরবর্তী গ্রিডের দাম পুনরায় গণনা করা হবে।
এইভাবে, নতুন ট্রেডিং সিগন্যাল তৈরি হয় যখন দাম যথেষ্ট পরিমাণে ওঠানামা করে। সেই অনুযায়ী দীর্ঘ বা সংক্ষিপ্ত হয়ে লাভ করা যায়। যখন মূল্য গ্রিড ফাঁক অতিক্রম করে বিপরীত দিকে চলতে শুরু করে, তখন পূর্ববর্তী অবস্থানটি লাভের সাথে বন্ধ হয়ে যাবে।
এই কৌশলটির সবচেয়ে বড় সুবিধা হল যে এটি স্বয়ংক্রিয়ভাবে মূল্যের প্রবণতা ট্র্যাক করতে পারে এবং ধারাবাহিকভাবে মুনাফা করতে পারে। যতক্ষণ দাম শক্তিশালীভাবে ওঠানামা করে চলেছে, ততক্ষণ আমাদের অবস্থানের আকার এবং মুনাফা ক্রমাগত বৃদ্ধি পাবে।
এছাড়াও, গ্রিডের পরামিতিগুলি যুক্তিসঙ্গতভাবে সেট করে ঝুঁকিগুলি কার্যকরভাবে নিয়ন্ত্রণ করা যায়। ইচিমোকু ক্লাউডের মতো প্রযুক্তিগত সূচকগুলির সাথে সংযুক্ত হয়ে সংকেতগুলি ফিল্টার করা কৌশলটির স্থিতিশীলতাও উন্নত করতে পারে।
এই কৌশলটির মূল ঝুঁকি হল যে দাম হঠাৎ বিপরীত হতে পারে, যা স্টপ লস হতে পারে। জমে থাকা মুনাফা তখন হ্রাস পেতে পারে বা এমনকি ক্ষতিতে পরিণত হতে পারে।
এই ধরনের ঝুঁকি নিয়ন্ত্রণের জন্য, আমরা স্টপ লস লাইন সেট করতে পারি, গ্রিডের পরামিতিগুলি যুক্তিসঙ্গতভাবে সামঞ্জস্য করতে পারি, শক্তিশালী প্রবণতা সহ পণ্যগুলি চয়ন করতে পারি এবং একাধিক প্রযুক্তিগত সূচক সহ সংকেতগুলি ফিল্টার করতে পারি।
আমরা নিম্নলিখিত দিক থেকে কৌশলটি অপ্টিমাইজ করতে পারিঃ
গ্রিড ফাঁক, অবস্থান আকার ইত্যাদির সেরা সমন্বয় খুঁজে পেতে গ্রিড পরামিতিগুলি অনুকূল করুন।
ঝুঁকি নিয়ন্ত্রণের জন্য স্টপ লস ব্যবস্থা উন্নত বা সংশোধন করা।
বিভিন্ন ট্রেডিং পণ্য পরীক্ষা করুন এবং উচ্চতর ওঠানামা এবং স্পষ্ট প্রবণতা সহ সেগুলি নির্বাচন করুন।
সিগন্যালগুলিকে মূল্যায়ন করতে এবং স্থিতিশীলতা উন্নত করতে আরও প্রযুক্তিগত সূচক যুক্ত করুন।
অস্থিরতার সাথে মুনাফা গ্রিড কৌশল স্বয়ংক্রিয়ভাবে মূল্য গ্রিড প্রতিষ্ঠার মাধ্যমে প্রবণতা ট্র্যাকিং দ্বারা কার্যকরভাবে স্থায়ী মুনাফা তৈরি করতে পারে। একই সাথে, নির্দিষ্ট ড্রডাউন ঝুঁকি বিদ্যমান। প্যারামিটার অপ্টিমাইজেশন, স্টপ লস সেটিং, পণ্য নির্বাচন ইত্যাদির মাধ্যমে ঝুঁকি কার্যকরভাবে নিয়ন্ত্রণ করা যেতে পারে এবং কৌশলটি আরও শক্তিশালী করা যায়।
/*backtest start: 2023-01-16 00:00:00 end: 2024-01-22 00:00:00 period: 1d basePeriod: 1h exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}] */ // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © ramsay09 //@version=4 strategy(title="Grid Tool",shorttitle= "Grid", overlay= true ) backtest = input(title= "Backtest (no comment-string, disable for API-trading)", type= input.bool, defval= true) entry_type = input("Long", title= "Long/Short Entry", options= ["Long", "Short"]) X_opt = input("Grid - reentry", title="--- 1st ENTRY SIGNAL ---", options= ["---", "Grid - reentry", "Grid - counter trend", "Fractals", "Reverse fractal"]) X_opt_2 = input("---", title="--- 2nd ENTRY SIGNAL ---", options= ["---", "Grid - reentry", "Grid - counter trend", "Fractals", "Reverse fractal"]) entry_f_1 = input("---", title="Entry filter 1", options= ["---", "Bar breakout 1 filter", "Bar breakout 2 filter", "SMA filter", "MACD filter", "RSI50 filter", "Fractals filter", "Segments filter", "Fractals 1-2-3 filter", "Reverse fractal filter", "EMA21/SMA20 filter", "TRIX filter", "SuperTrend filter", "Parabolic SAR filter", "ADX filter", "Price X Kumo filter", "Price X Kijun filter", "Kumo flip filter", "Price filtered Kumo flip filter", "Chikou X price filter", "Chikou X Kumo filter", "Price X Tenkan filter", "Tenkan X Kumo filter", "Tenkan X Kijun filter"]) entry_f_2 = input("---", title="Entry filter 2", options= ["---", "Bar breakout 1 filter", "Bar breakout 2 filter", "SMA filter", "MACD filter", "RSI50 filter", "Fractals filter", "Segments filter", "Fractals 1-2-3 filter", "Reverse fractal filter", "EMA21/SMA20 filter", "TRIX filter", "SuperTrend filter", "Parabolic SAR filter", "ADX filter", "Price X Kumo filter", "Price X Kijun filter", "Kumo flip filter", "Price filtered Kumo flip filter", "Chikou X price filter", "Chikou X Kumo filter", "Price X Tenkan filter", "Tenkan X Kumo filter", "Tenkan X Kijun filter"]) exit_f_1 = input("---", title="Exit filter 1", options= ["---", "TRIX exit", "Reverse fractal exit", "SMA exit", "MACD exit", "RSI50 exit", "Fractals exit", "SuperTrend exit", "Parabolic SAR exit", "ADX exit", "Cloud exit", "Kijun exit"]) exit_f_2 = input("---", title="Exit filter 2", options= ["---", "TRIX exit", "Reverse fractal exit", "SMA exit", "MACD exit", "RSI50 exit", "Fractals exit", "SuperTrend exit", "Parabolic SAR exit", "ADX exit", "Cloud exit", "Kijun exit"]) //--------------------- Signal inputs ----------------------- grid_gap = input(500, type= input.float, title= "Grid gap - base currency", minval= 0, step= 10) //--------------------- filter inputs -------------------- shared_param = input(false, title= " Shared filter and entry parameters :", type= input.bool) sb = input(title="Segment max bars", defval= 10, minval= 0, step= 1) fr_period = input(2, title= "Fractals period", minval= 1) rsi_period = input(14, title= "RSI period", minval= 1) ma_period = input(50, title= "MA period", minval= 1) mult = input(3, type= input.float, title= "SuperTrend multiplier", minval= 1, step= 0.1) len = input(6, type= input.integer, title= "SuperTrend length", minval= 1) 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) di_length_s = input(10, title= "DI length (signals)", minval= 1) adx_smooth_s = input(10, title= "ADX smooth (signals)", minval= 1) adx_thres_s = input(25, title= "ADX threshold (signals)", minval= 1) trix_len_f = input(14, title= "TRIX Length", type=input.integer, minval=1) smooth_length_f = input(6, title= "Signal Smoothing Length (TRIX)", type=input.integer, minval=1) //--------------------- exit inputs -------------------- exit_param = input(false, title= " Exit Parameters :", type= input.bool) trix_len_x = input(14, title= "TRIX Length", type=input.integer, minval=1) smooth_length_x = input(6, title= "Signal Smoothing Length (TRIX)", type=input.integer, minval=1) fr_period_x = input(2, title= "Exit fractals - period", minval= 1) fr_past_x = input(0, title= "Exit fractals - past fractal", minval= 0) rsi_period_x = input(14, title= "Exit RSI period", minval= 1) ma_period_x = input(50, title= "Exit MA period", minval= 1) mult_x = input(2, type= input.float, title= "Exit SuperTrend multiplier", minval= 1) len_x = input(5, type= input.integer, title= "Exit SuperTrend length", minval= 1) di_length_x = input(10, title= "Exit ADX period", minval= 1) adx_smooth_x = input(10, title= "Exit ADX smooth", minval= 1) adx_thres_x = input(25, title= "Exit ADX threshold", minval= 1) //----------------------- Backtest periode -------------------------------- b_t_per_start = input(false, title= " Set backtest start or/and trend start :", type= input.bool) start_year = input(2020, "Start year") start_month = input(3, "Start month", minval= 1, maxval= 12) start_day = input(13, "Start day", minval= 1, maxval= 31) period_start = timestamp(start_year, start_month, start_day, 0, 0) stop_year = input(2120, "Stop year") stop_month = input(12, "Stop month", minval= 1, maxval= 12) stop_day = input(31, "Stop day", minval= 1, maxval= 31) period_stop = timestamp(stop_year, stop_month, stop_day, 0, 0) backtest_period() => time >= period_start and time <= period_stop ? true : false //-------------------- 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) SAlength = 26 //input(26, "SenkouspanA length", minval= 1) // calculation TK = avg(lowest(TKlength), highest(TKlength)) KJ = avg(lowest(KJlength), highest(KJlength)) CS = close SB = avg(lowest(SBlength), highest(SBlength)) SA = avg(TK,KJ) kumo_high = max(SA[CSHSlength-1], SB[CSHSlength-1]) kumo_low = min(SA[CSHSlength-1], SB[CSHSlength-1]) //------------------------------------- Filters and entry signals -------------------------------------- //---------------------- Ichimoku filter ------------------------ // cross conditions for "Strong" filtered signals var bool sasb_x = true if crossover(SA, SB) and low > kumo_high sasb_x := true if crossunder(SA, SB) and high < kumo_low sasb_x := false var bool tkkj_x = true if crossover(TK, KJ) and TK > kumo_high and KJ > kumo_high tkkj_x := true if crossunder(TK, KJ) and TK < kumo_low and KJ < kumo_low tkkj_x := false // 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 = close > KJ kumo_buy_x = close > kumo_high kijun_sell_x = close < KJ kumo_sell_x = close < kumo_low //------------------------ grid -------------------------- //up_grid = 0. //up_grid := nz(high > up_grid[1] + grid_gap and backtest_period() ? close : up_grid[1]) // forward grid long //dn_grid = 0. //dn_grid := nz(low < dn_grid[1] - grid_gap and backtest_period() ? close : dn_grid[1]) // forward grid short re_grid = 0. re_grid := nz(high > re_grid[1] + grid_gap or low < re_grid[1] - grid_gap ? close : re_grid[1]) //grid_up_buy = up_grid > up_grid[1] //grid_dn_sell = dn_grid < dn_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", 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 = pivothigh(high, 3, 0) and dn_bar and up_bar[1] or pivothigh(high, 4, 1) and dn_bar and up_bar[1] or pivothigh(high, 4, 1) and lh and up_bar and up_bar[1] rev_dn_fr_buy = pivotlow(low, 3, 0) and up_bar and dn_bar[1] or pivotlow(low, 4, 1) and up_bar and dn_bar[1] or pivotlow(low, 4, 1) and hl and dn_bar and dn_bar[1] ema_f(src, ema_len) => ema(src, ema_len) // ma function definition sma_f(src, sma_len) => sma(src, sma_len) ema_21 = ema_f(close, 21) // ema21/sma20 signal sma_20 = sma_f(close, 20) ma_cross_buy = close > ema_21 and close > sma_20 and ema_21 > sma_20 ma_cross_sell = close < ema_21 and close < sma_20 and ema_21 < sma_20 //--------------------- TRIX ------------------------ triple_ema_f = ema(ema(ema(close, trix_len_f), trix_len_f), trix_len_f) trix_f = roc(triple_ema_f, 1) signal_f = sma(trix_f, smooth_length_f) triple_ema_x = ema(ema(ema(close, trix_len_x), trix_len_x), trix_len_x) trix_x = roc(triple_ema_x, 1) signal_x = sma(trix_x, smooth_length_x) //filters trix_buy_f = trix_f > signal_f trix_sell_f = trix_f < signal_f //exits trix_buy_x = trix_x > signal_x trix_sell_x = trix_x < signal_x //----------------------- macd filter ----------------------- [macdLine_f, signalLine_f, histLine_f] = macd(close, 12, 26, 9) //filters macd_buy = macdLine_f > signalLine_f macd_sell = macdLine_f < signalLine_f //exit macd_buy_x = macdLine_f > signalLine_f macd_sell_x = macdLine_f < signalLine_f //---------------------- rsi filter and entry signal------------------------ //entry rsi_f = 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 = rsi(close, rsi_period_x) rsi_f_buy_x = rsi_f_x > 50 rsi_f_sell_x = rsi_f_x < 50 //---------------- Bill Williams Fractals (filter and entry signal) ----------------- up_fr = pivothigh(fr_period, fr_period) dn_fr = pivotlow(fr_period, fr_period) fractal_up_v = valuewhen(up_fr, high[fr_period],0) fractal_dn_v = valuewhen(dn_fr, low[fr_period],0) //entry signal fr_upx = crossover(high, fractal_up_v) fr_dnx = crossunder(low, fractal_dn_v) //filters fr_upx_f = high > fractal_up_v fr_dnx_f = low < fractal_dn_v //exit up_fr_x = pivothigh(fr_period_x, fr_period_x) dn_fr_x = pivotlow(fr_period_x, fr_period_x) fractal_up_v_x = valuewhen(up_fr_x, high[fr_period_x], fr_past_x) fractal_dn_v_x = valuewhen(dn_fr_x, low[fr_period_x], fr_past_x) fr_upx_x = high > fractal_up_v_x fr_dnx_x = low < fractal_dn_v_x //higher low and higher high - lower high and lower low - entry fractal_dn_v_1 = valuewhen(dn_fr, low[fr_period],1) fractal_up_v_1 = 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] = supertrend(mult, len) sup_buy = close > SuperTrend sup_sell = close < SuperTrend //filters sup_buy_f = close > SuperTrend sup_sell_f = close < SuperTrend //exit [SuperTrend_x, Dir_x] = supertrend(mult_x, len_x) sup_buy_x = close > SuperTrend_x sup_sell_x = close < SuperTrend_x //----------------- Parabolic SAR Signal (pb/ps) and filter ------------------- psar_buy = high > sar(start, inc, max)[0] psar_sell = low < sar(start, inc, max)[0] //filters psar_buy_f = high > sar(start, inc, max)[0] psar_sell_f = low < sar(start, inc, max)[0] //-------------------------- ADX entry and filter --------------------------- //exit [diplus_f_x, diminus_f_X, adx_f_x] = dmi(di_length_x, adx_smooth_x) adx_thres_f_x = adx_f_x < adx_thres_x //adx signal 1/2 and filters [diplus_s, diminus_s, adx_s] = 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 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 //-------------------------- 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 = close[1] > sma_f(close, ma_period_x) sma_sell_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 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 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 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 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 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 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 = X_opt == "---" ? na : // X_opt == "Grid - forward sig" ? grid_up_buy : X_opt == "Grid - counter trend" ? grid_ct_buy : X_opt == "Grid - reentry" ? grid_re_buy : X_opt == "Fractals" ? fr_upx : X_opt == "Reverse fractal" ? rev_dn_fr_buy : na // sell signal options 1 opt_sig_sell = X_opt == "---" ? na : // X_opt == "Grid - forward sig" ? grid_dn_sell : X_opt == "Grid - counter trend" ? grid_ct_sell : X_opt == "Grid - reentry" ? grid_re_sell : X_opt == "Fractals" ? fr_dnx : X_opt == "Reverse fractal" ? rev_up_fr_sell : na // buy signal options 2 opt_sig_buy_2 = X_opt_2 == "---" ? na : // X_opt_2 == "Grid - forward sig" ? grid_up_buy : X_opt_2 == "Grid - counter trend" ? grid_ct_buy : X_opt_2 == "Grid - reentry" ? grid_re_buy : X_opt_2 == "Fractals" ? fr_upx : X_opt_2 == "Reverse fractal" ? rev_dn_fr_buy : na // sell signal options 2 opt_sig_sell_2 = X_opt_2 == "---" ? na : // X_opt_2 == "Grid - forward sig" ? grid_dn_sell : X_opt_2 == "Grid - counter trend" ? grid_ct_sell : X_opt_2 == "Grid - reentry" ? grid_re_sell : X_opt_2 == "Fractals" ? fr_dnx : X_opt_2 == "Reverse fractal" ? rev_up_fr_sell : na //-------------------------- entry filter ------------------------------- //entry buy filter 1 options entry_filter_buy_1 = entry_f_1 == "---" ? true : 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_f : entry_f_1 == "SMA filter" ? sma_buy_f : entry_f_1 == "ADX filter" ? adx_above_thres : entry_f_1 == "Segments filter" ? segments_buy : 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 == "TRIX filter" ? trix_buy_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 == "Price filtered Kumo flip filter" ? price_filtered_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 sell filter 1 options entry_filter_sell_1 = entry_f_1 == "---" ? true : 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_f : entry_f_1 == "SMA filter" ? sma_sell_f : entry_f_1 == "ADX filter" ? adx_above_thres : entry_f_1 == "Segments filter" ? segments_sell : 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 == "TRIX filter" ? trix_sell_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 == "Price filtered Kumo flip filter" ?price_filtered_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 buy filter 2 options entry_filter_buy_2 = entry_f_2 == "---" ? true : 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_f : entry_f_2 == "SMA filter" ? sma_buy_f : entry_f_2 == "ADX filter" ? adx_above_thres : entry_f_2 == "Segments filter" ? segments_buy : 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 == "TRIX filter" ? trix_buy_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 == "Price filtered Kumo flip filter" ? price_filtered_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 sell filter 2 options entry_filter_sell_2 = entry_f_2 == "---" ? true : 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_f : entry_f_2 == "SMA filter" ? sma_sell_f : entry_f_2 == "ADX filter" ? adx_above_thres : entry_f_2 == "Segments filter" ? segments_sell : 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 == "TRIX filter" ? trix_sell_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 == "Price filtered Kumo flip filter" ? price_filtered_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 //------------------------- exit filter ----------------------- //short exit buy filter 1 options exit_filter_buy_1 = exit_f_1 == "---" ? false : exit_f_1 == "TRIX exit" ? trix_buy_x : exit_f_1 == "Reverse fractal exit" ? rev_dn_fr_buy : 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 == "ADX exit" ? adx_thres_f_x : exit_f_1 == "Cloud exit" ? kumo_buy_x : exit_f_1 == "Kijun exit" ? kijun_buy_x : false //long exit sell filter 1 options exit_filter_sell_1 = exit_f_1 == "---" ? false : exit_f_1 == "TRIX exit" ? trix_sell_x : exit_f_1 == "Reverse fractal exit" ? rev_up_fr_sell : 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 == "ADX exit" ? adx_thres_f_x : exit_f_1 == "Cloud exit" ? kumo_sell_x : exit_f_1 == "Kijun exit" ? kijun_sell_x : false //short exit buy filter 2 options exit_filter_buy_2 = exit_f_2 == "---" ? false : exit_f_2 == "TRIX exit" ? trix_buy_x : exit_f_2 == "Reverse fractal exit" ? rev_dn_fr_buy : 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 == "ADX exit" ? adx_thres_f_x : exit_f_2 == "Cloud exit" ? kumo_buy_x : exit_f_2 == "Kijun exit" ? kijun_buy_x : false //long exit sell filter 2 options exit_filter_sell_2 = exit_f_2 == "---" ? false : exit_f_2 == "TRIX exit" ? trix_sell_x : exit_f_2 == "Reverse fractal exit" ? rev_up_fr_sell : 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 == "ADX exit" ? adx_thres_f_x : exit_f_2 == "Cloud exit" ? kumo_sell_x : exit_f_2 == "Kijun exit" ? kijun_sell_x : false //--------------------- strategy entry --------------------- long = entry_type != "Short" short = entry_type != "Long" exit_long = exit_filter_sell_1 or exit_filter_sell_2 exit_short = exit_filter_buy_1 or exit_filter_buy_2 if backtest_period() if long strategy.entry("os_b", strategy.long, when = opt_sig_buy and entry_filter_buy_1 and entry_filter_buy_2 and not exit_long, comment= not backtest ? "BybitAPI(BTCUSD) { market(side=buy, amount=100); }" : na) strategy.entry("os_b", strategy.long, when = opt_sig_buy_2 and entry_filter_buy_1 and entry_filter_buy_2 and not exit_long, comment= not backtest ? "BybitAPI(BTCUSD) { market(side=buy, amount=100); }" : na) strategy.close("os_b", when = exit_long) if short strategy.entry("os_s",strategy.short, when = opt_sig_sell and entry_filter_sell_1 and entry_filter_sell_2 and not exit_short, comment= not backtest ? "BybitAPI(BTCUSD) { market(side=sell, amount=100); }" : na) strategy.entry("os_s",strategy.short, when = opt_sig_sell_2 and entry_filter_sell_1 and entry_filter_sell_2 and not exit_short, comment= not backtest ? "BybitAPI(BTCUSD) { market(side=sell, amount=100); }" : na) strategy.close("os_s", when = exit_short) // {{strategy.order.comment}} #bot - altert message