strategy("Goblin Town [60min]", overlay = true, pyramiding=100,initial_capital = 10000, default_qty_type= strategy.percent_of_equity, default_qty_value = 50, calc_on_order_fills=false, slippage=0,commission_type=strategy.commission.percent,commission_value=0.03)
//SOURCE =============================================================================================================================================================================================================================================================================================================
src = input(open)
// POSITION ==========================================================================================================================================================================================================================================================================================================
Position = input("Both", title= "Longs / Shorts", options = ["Both","Longs","Shorts"])
is_Long = Position == "SHORT" ? na : true
is_Short = Position == "LONG" ? na : true
// Indicators Inputs ========================================================================================================================================================================================================================================================================================================
//ADX --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Candles_ADX = input(false, title=" SHOW ADX Bars ", group = "ADX")
ADX_options = input("CLASSIC", title=" ADX Option", options = ["CLASSIC", "MASANAKAMURA"], group = "ADX")
ADX_len = input(22, title=" ADX Lenght", type = input.integer, minval = 1, group = "ADX")
th = input(18, title=" ADX Treshold", type = input.float, minval = 0, step = 0.5, group = "ADX")
// Range Filter ---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
SHOW_RF = input(false, title=" Show Range Filter", group="Range Filter")
per_ = input(30, title=" Sampling Period", minval=1, group = "Range Filter")
mult = input(1.3, title=" Range Mult.", minval=0.1, step = 0.1, group = "Range Filter")
// Volume ------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Volume_candles = input(false, title=" SHOW Volume Bars ", group="Volume (BASIC)")
volume_f = input(1.4, title=" Volume mult.", minval = 0, step = 0.1, group="Volume (BASIC)")
sma_length = input(20, title=" Volume lenght", minval = 1, group="Volume (BASIC)")
volume_f_B = input(1.8, title=" Volume mult. Breakouts", minval = 0, step = 0.1, group="Volume (BREAKOUTS)")
sma_length_B = input(25, title=" Volume lenght Breakouts", minval = 1, group="Volume (BREAKOUTS)")
//MACD----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
fast_length = input(12, title=" Fast Length", type=input.integer, group="MACD")
slow_length = input(19, title=" Slow Length", type=input.integer, group="MACD")
signal_length = input(20, title=" Signal Smoothing", type=input.integer, group="MACD")
//SAR----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
SHOW_SAR = input(true, title=" Show Parabolic SAR", group="SAR")
Sst = input (0.1, title=" Sar Start", step=0.01, minval = 0.01, group="SAR")
Sinc = input (0.1, title=" Sar Int", step=0.01, minval = 0.01, group="SAR")
Smax = input (0.1, title=" Sar Max", step=0.01, minval = 0.01, group="SAR")
//RSI----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
len_3 = input(40, title=" RSI Lenght", group = "Relative Strenght Indeks")
src_3 = input(high, title=" RSI Source", group = "Relative Strenght Indeks")
// General Conditions Inputs ========================================================================================================================================================================================================================================================================================================
// Support and Resistance ---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
SHOW_S_R = input(false, title=" Show Support and Resistance levels", group="Support and Resistance")
left = input(5, title=" Left", group="Support and Resistance")
right = input(5, title=" Right", group="Support and Resistance")
// Indicators Calculations ========================================================================================================================================================================================================================================================================================================
//ADX-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
calcADX(_len) =>
up = ta.change(high)
down = -ta.change(low)
plusDM = na(up) ? na : (up > down and up > 0 ? up : 0)
minusDM = na(down) ? na : (down > up and down > 0 ? down : 0)
truerange = ta.rma(ta.tr, _len)
_plus = fixnan(100 * ta.rma(plusDM, _len) / truerange)
_minus = fixnan(100 * ta.rma(minusDM, _len) / truerange)
sum = _plus + _minus
_adx = 100 * ta.rma(math.abs(_plus - _minus) / (sum == 0 ? 1 : sum), _len)
[_plus,_minus,_adx]
calcADX_Masanakamura(_len) =>
SmoothedTrueRange = 0.0
SmoothedDirectionalMovementPlus = 0.0
SmoothedDirectionalMovementMinus = 0.0
TrueRange = math.max(math.max(high - low, math.abs(high - nz(close[1]))), math.abs(low - nz(close[1])))
DirectionalMovementPlus = high - nz(high[1]) > nz(low[1]) - low ? math.max(high - nz(high[1]), 0) : 0
DirectionalMovementMinus = nz(low[1]) - low > high - nz(high[1]) ? math.max(nz(low[1]) - low, 0) : 0
SmoothedTrueRange := nz(SmoothedTrueRange[1]) - (nz(SmoothedTrueRange[1]) /_len) + TrueRange
SmoothedDirectionalMovementPlus := nz(SmoothedDirectionalMovementPlus[1]) - (nz(SmoothedDirectionalMovementPlus[1]) / _len) + DirectionalMovementPlus
SmoothedDirectionalMovementMinus := nz(SmoothedDirectionalMovementMinus[1]) - (nz(SmoothedDirectionalMovementMinus[1]) / _len) + DirectionalMovementMinus
DIP = SmoothedDirectionalMovementPlus / SmoothedTrueRange * 100
DIM = SmoothedDirectionalMovementMinus / SmoothedTrueRange * 100
DX = math.abs(DIP-DIM) / (DIP+DIM)*100
adx = ta.sma(DX, _len)
[DIP,DIM,adx]
[DIPlusC,DIMinusC,ADXC] = calcADX(ADX_len)
[DIPlusM,DIMinusM,ADXM] = calcADX_Masanakamura(ADX_len)
DIPlus = ADX_options == "CLASSIC" ? DIPlusC : DIPlusM
DIMinus = ADX_options == "CLASSIC" ? DIMinusC : DIMinusM
ADX = ADX_options == "CLASSIC" ? ADXC : ADXM
L_adx = DIPlus > DIMinus and ADX > th
S_adx = DIPlus < DIMinus and ADX > th
// Range Filter ----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
var bool L_RF = na, var bool S_RF = na
Range_filter(_src, _per_, _mult)=>
var float _upward = 0.0
var float _downward = 0.0
wper = (_per_*2) - 1
avrng = ta.ema(math.abs(_src - _src[1]), _per_)
_smoothrng = ta.ema(avrng, wper)*_mult
_filt = _src
_filt := _src > nz(_filt[1]) ? ((_src-_smoothrng) < nz(_filt[1]) ? nz(_filt[1]) : (_src-_smoothrng)) : ((_src+_smoothrng) > nz(_filt[1]) ? nz(_filt[1]) : (_src+_smoothrng))
_upward := _filt > _filt[1] ? nz(_upward[1]) + 1 : _filt < _filt[1] ? 0 : nz(_upward[1])
_downward := _filt < _filt[1] ? nz(_downward[1]) + 1 : _filt > _filt[1] ? 0 : nz(_downward[1])
[_smoothrng,_filt,_upward,_downward]
[smoothrng, filt, upward, downward] = Range_filter(src, per_, mult)
hband = filt + smoothrng
lband = filt - smoothrng
L_RF := high > hband and upward > 0
S_RF := low < lband and downward > 0
// Volume -------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Volume_condt = volume > ta.sma(volume,sma_length)*volume_f
Volume_Breakouts_condt = volume > ta.sma(volume,sma_length_B)*volume_f_B
//--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
fast_ma = ta.ema(src, fast_length)
slow_ma = ta.ema(src, slow_length)
macd = fast_ma - slow_ma
signal_ = ta.sma(macd, signal_length)
L_macd = macd > signal_
S_macd = macd < signal_
//SAR------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
SAR = ta.sar(Sst, Sinc, Smax)
L_sar = (SAR < close)
S_sar = (SAR > close)
//RSI------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
up_3 = ta.rma(math.max(ta.change(src_3), 0), len_3)
down_3 = ta.rma(-math.min(ta.change(src_3), 0), len_3)
rsi_3 = down_3 == 0 ? 100 : up_3 == 0 ? 0 : 100 - (100 / (1 + up_3 / down_3))
L_rsi = (rsi_3 < 70)
S_rsi = (rsi_3 > 30)
// Support and Resistance ---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
hih = ta.pivothigh(high, left, right)
lol = ta.pivotlow (low , left, right)
top = ta.valuewhen(hih, high[right], 0)
bot = ta.valuewhen(lol, low [right], 0)
RS_Long_condt = close > top
RS_Short_condt = close < bot
L_cross = ta.crossover(close, top)
S_cross = ta.crossunder(close,bot)
length_ = input(15),gamma = input(4.),zl = input(false,title="Zero-Lag")
//----
ma = 0.
mad = 0.
ma4h = 0.
mad4h = 0.
//----
src_ = zl ? close + change(close,length_/2) : close
ma := nz(mad[1],src_)
d = ta.cum(math.abs(src[length_] - ma))/ bar_index * gamma
mad := ta.sma(ta.sma(src_ > nz(mad[1],src_) + d ? src_ + d : src_ < nz(mad[1],src_) - d ? src_ - d : nz(mad[1],src_),length_),length_)
//--- 4h version
src4h = request.security(syminfo.tickerid, "1440", zl ? close[1] + change(close[1],length_/2) : close[1], lookahead=barmerge.lookahead_on)
ma4h := nz(mad4h[1],src4h)
d4h = ta.cum(math.abs(src4h[length_] - ma4h))/ bar_index * gamma
mad4h := ta.sma(ta.sma(src4h > nz(mad4h[1],src4h) + d4h ? src4h + d4h : src4h < nz(mad4h[1],src4h) - d4h ? src4h - d4h : nz(mad4h[1],src4h),length_),length_)
mad_f = mad/mad[1] > .999 and mad/mad[1] < 1.001
mad_flat = mad4h/mad4h[1] > .999 and mad4h/mad4h[1] < 1.001
// plot
plot(mad4h, color=color.purple, linewidth=2, transp=0)
RSI_VWAP_length = input(8, title="Rsi vwap lenght")
RSI_VWAP = ta.rsi(ta.vwap(close), RSI_VWAP_length)
RSI_VWAP_overSold = 13
RSI_VWAP_overBought = 68
L_VAP = (ta.crossover(RSI_VWAP, RSI_VWAP_overSold)) and close < mad
S_VAP = (ta.crossunder(RSI_VWAP, RSI_VWAP_overBought)) and close > mad
Length1 = input(14, title=" 1-SMA Lenght", minval=1)
Length2 = input(28, title=" 2-SMA Lenght", minval=1)
Length3 = input(55, title=" 3-SMA Lenght", minval=1)
xPrice = close
SMA1 = ta.sma(xPrice, Length1)
SMA2 = ta.sma(xPrice, Length2)
SMA3 = ta.sma(xPrice, Length3)
Long_MA = (SMA1 < close and SMA2 < close and SMA3 < close )
Short_MA = (SMA1 > close and SMA2 > close and SMA3 > close )
//RMI ----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
RMI_len = input(10, title="Rmi Lenght", type=input.integer, minval = 1, group="Relative Momentum Index")
mom = input(14, title="Rmi Momentum", type=input.integer, minval = 1, group="Relative Momentum Index")
RMI_os = input(28, title="Rmi oversold", type=input.integer, minval = 0, group="Relative Momentum Index")
RMI_ob = input(70, title="Rmi overbought", type=input.integer, minval = 0, group="Relative Momentum Index")
// RMI -----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
RMI(len, m)=>
up = ta.ema(math.max(close - close[m],0), len)
dn = ta.ema(math.max(close[m] - close,0), len)
RMI = dn == 0 ? 0 : 100 - 100 / (1 + up / dn)
RMI
L_rmi = ta.crossover(RMI(RMI_len, mom), RMI_os)
S_rmi = ta.crossunder(RMI(RMI_len, mom), RMI_ob)
//BOLINGER BANDS ----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
//BOLINGER BANDS ----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
bb_length = input(20, title=" Bollinger Bands Length", group="Bolinger Bands")
bb_source = input(high, title=" Bollinger Bands Source", group="Bolinger Bands")
//BOLINGER BANDS ----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
tf3 = input("", title=" Timeframe 3", type = input.resolution, group="Bolinger Bands")
src3 = input(open, title=" Source 3", type = input.source, group="Bolinger Bands")
SHOW_BB = input(false, title=" Show Bollinger Bands", group="Bolinger Bands")
tf2 = input("", title=" Timeframe 2", type = input.resolution, group="Bolinger Bands")
src2 = input(open, title=" Source 2", type = input.source, group="Bolinger Bands")
per2 = input(10)
dev2 = input(3.5)
ma2 = request.security(syminfo.tickerid, tf2, ta.sma(src2, per2))
hb2 = ma2 + request.security(syminfo.tickerid, tf2, ta.stdev(src2, per2)) * dev2
lb2 = ma2 - request.security(syminfo.tickerid, tf2, ta.stdev(src2, per2)) * dev2
per3 = input(21)
dev3 = input(5.0)
ma3 = request.security(syminfo.tickerid, tf2, ta.sma(src2, per2))
hb3 = ma3 + request.security(syminfo.tickerid, tf3, ta.stdev(src3, per3)) * dev3
lb3 = ma3 - request.security(syminfo.tickerid, tf3, ta.stdev(src3, per3)) * dev3
per4 = 15
dev4 = 3.4
ma4 = request.security(syminfo.tickerid, tf2, ta.sma(src2, per2))
hb4 = ma3 + request.security(syminfo.tickerid, tf3, ta.stdev(src3, per4)) * dev4
lb4 = ma3 - request.security(syminfo.tickerid, tf3, ta.stdev(src3, per4)) * dev4
L_BB_CROSS = ta.crossover(low, lb4)
S_BB_CROSS = ta.crossunder(high, hb3)
L_BB_2 = close > hb2
S_BB_2 = close > lb2
//L/S variables----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
var bool longCond = na, var bool shortCond = na, longCond := nz(longCond[1]), shortCond := nz(shortCond[1])
var int CondIni_long = 0, var int CondIni_short = 0, CondIni_long := nz(CondIni_long[1]), CondIni_short := nz(CondIni_short[1])
var bool Final_longCondition = na, var bool Final_shortCondition = na, Final_longCondition := nz(Final_longCondition[1]), Final_shortCondition := nz(Final_shortCondition[1])
var bool BT_Final_longCondition = na, var bool BT_Final_shortCondition = na, BT_Final_longCondition := nz(BT_Final_longCondition[1]), BT_Final_shortCondition := nz(BT_Final_shortCondition[1])
var float last_open_longCondition = na, var float last_open_shortCondition = na
var int last_longCondition = na, var int last_shortCondition = na
var int nLongs = na, var int nShorts = na, nLongs := nz(nLongs[1]), nShorts := nz(nShorts[1])
//STRATEGY ==========================================================================================================================================================================================================================================================================================================
L_1 = not mad_f and RS_Long_condt and Volume_Breakouts_condt and L_RF
S_1 = not mad_f and RS_Short_condt and Volume_Breakouts_condt and S_RF
L_2 = not mad_flat and L_adx and L_macd and L_rsi and not S_1 and Long_MA
S_2 = not mad_flat and S_adx and S_macd and S_rsi and not L_1 and Short_MA
L_3 = mad_flat and L_VAP and L_sar
S_3 = mad_flat and S_VAP and S_sar
L_4 = L_rmi and close < mad and close > ta.sma(close,20) and mad_flat and not (L_1 or L_2 or L_3)
S_4 = S_rmi and close > mad and close < ta.sma(close,20) and mad_flat and not (S_1 or S_2 or S_3)
L_5 = L_BB_2 and L_adx and L_rsi and not mad_flat and not (L_1 or L_2 or L_3 or L_4)
S_5 = S_BB_2 and S_adx and S_rsi and not mad_flat and not (L_1 or L_2 or L_3 or S_4)
Final_Long_Condt = (L_5 or L_1 or L_2)
Final_Short_Condt = ( S_5 or S_1 or S_2)
longCond := (Final_Long_Condt or L_3 or L_4)
shortCond := (Final_Short_Condt or S_3 or S_4)
CondIni_long := longCond[1] ? 1 : shortCond[1] ? -1 : nz(CondIni_long[1])
CondIni_short := longCond[1] ? 1 : shortCond[1] ? -1 : nz(CondIni_short[1])
longCondition = (longCond[1] and nz(CondIni_long[1]) == -1)
shortCondition = (shortCond[1] and nz(CondIni_short[1]) == 1)
// POSITION PRICE ------------------------------------------------------------------------------------------------------------------------------------------------------------------------
var int last_long_sl = na, var int last_short_sl = na
last_open_longCondition := longCondition ? close[1] : nz(last_open_longCondition[1])
last_open_shortCondition := shortCondition ? close[1] : nz(last_open_shortCondition[1])
last_longCondition := longCondition ? time : nz(last_longCondition[1])
last_shortCondition := shortCondition ? time : nz(last_shortCondition[1])
in_longCondition = last_longCondition > last_shortCondition
in_shortCondition = last_shortCondition > last_longCondition
if longCondition
nLongs := nLongs + 1
nShorts := na
if shortCondition
nLongs := na
nShorts := nShorts + 1
//TP_1 -------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
tp = input(0.9, "TP-1 [%]", type = input.float, step = 0.1, group="Backtesting")
var bool long_tp = na, var bool short_tp = na
var int last_long_tp = na, var int last_short_tp = na
var bool Final_Long_tp = na, var bool Final_Short_tp = na, Final_Long_tp := nz(Final_Long_tp[1]), Final_Short_tp := nz(Final_Short_tp[1])
long_tp := (is_Long and high > (last_open_longCondition*(1+(tp/100))) and in_longCondition)
short_tp := (is_Short and low < (last_open_shortCondition*(1-(tp/100))) and in_shortCondition)
last_long_tp := long_tp ? time : nz(last_long_tp[1])
last_short_tp := short_tp ? time : nz(last_short_tp[1])
Final_Long_tp := (long_tp and last_longCondition > nz(last_long_tp[1]) and last_longCondition > nz(last_long_sl[1]))
Final_Short_tp := (short_tp and last_shortCondition > nz(last_short_tp[1]) and last_shortCondition > nz(last_short_sl[1]))
l_1_h = iff(Final_Long_tp, last_open_longCondition*(1+(tp/100)), na),
s_1_h = iff(Final_Short_tp, last_open_shortCondition*(1-(tp/100)), na)
//TP_2 ----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
tp2 = input(1.7, "TP-2 [%]", type = input.float, step = 0.1)
var bool long_tp2 = na, var bool short_tp2 = na
var int last_long_tp2 = na, var int last_short_tp2 = na
var bool Final_Long_tp2 = na, var bool Final_Short_tp2 = na, Final_Long_tp2 := nz(Final_Long_tp2[1]), Final_Short_tp2 := nz(Final_Short_tp2[1])
long_tp2 := ( is_Long and high > (last_open_longCondition*(1+(tp2/100))) and in_longCondition)
short_tp2 := ( is_Short and low < (last_open_shortCondition*(1-(tp2/100))) and in_shortCondition)
last_long_tp2 := long_tp2 ? time : nz(last_long_tp2[1])
last_short_tp2 := short_tp2 ? time : nz(last_short_tp2[1])
Final_Long_tp2 := (long_tp2 and last_longCondition > nz(last_long_tp2[1]) and last_longCondition > nz(last_long_sl[1]))
Final_Short_tp2 := (short_tp2 and last_shortCondition > nz(last_short_tp2[1]) and last_shortCondition > nz(last_short_sl[1]))
l_2_h = iff(Final_Long_tp2, last_open_longCondition*(1+(tp2/100)), na)
s_2_h = iff(Final_Short_tp2, last_open_shortCondition*(1-(tp2/100)), na),
// SL ---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
sl = input(7, "SL [%]", type = input.float, step = 0.1)
var int CondIni_long_sl = 0, var int CondIni_short_sl = 0
var bool Final_Long_sl0 = na, var bool Final_Short_sl0 = na, Final_Long_sl0 := nz(Final_Long_sl0[1]), Final_Short_sl0 := nz(Final_Short_sl0[1])
var bool Final_Long_sl = na, var bool Final_Short_sl = na, Final_Long_sl := nz(Final_Long_sl[1]), Final_Short_sl := nz(Final_Short_sl[1])
long_sl = is_Long and low <= ((1-(sl/100))*last_open_longCondition) and not (open < ((1-(sl/100))*last_open_longCondition))
short_sl = is_Short and high >= ((1+(sl/100))*last_open_shortCondition) and not (open > ((1+(sl/100))*last_open_shortCondition))
Final_Long_sl0 := Position == "BOTH" ? long_sl and nz(CondIni_long_sl[1]) == -1 and not Final_Long_tp and not shortCondition : long_sl and nz(CondIni_long_sl[1]) == -1 and not Final_Long_tp
Final_Short_sl0 := Position == "BOTH" ? short_sl and nz(CondIni_short_sl[1]) == -1 and not Final_Short_tp and not longCondition : short_sl and nz(CondIni_short_sl[1]) == -1 and not Final_Short_tp
last_long_sl := Final_Long_sl ? time : nz(last_long_sl[1])
last_short_sl := Final_Short_sl ? time : nz(last_short_sl[1])
Final_Long_sl := Final_Long_sl0 and last_longCondition > nz(last_long_tp[1]) and last_longCondition > nz(last_long_sl[1])
Final_Short_sl := Final_Short_sl0 and last_shortCondition > nz(last_short_tp[1]) and last_shortCondition > nz(last_short_sl[1])
CondIni_long_sl := Final_Long_tp or Final_Long_sl or Final_shortCondition ? 1 : Final_longCondition ? -1 : nz(CondIni_long_sl[1])
CondIni_short_sl := Final_Short_tp or Final_Short_sl or Final_longCondition ? 1 : Final_shortCondition ? -1 : nz(CondIni_short_sl[1])
// Leverage ---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
var float last_leverage_L = na, var float last_leverage_S = na
Act_Lev = input(true, title="Activate leverage?" )
Max_Lev = input(3, title="Max lev.", type = input.integer, minval = 1, maxval = 5 )
sma_length_lev = input(50, title="Volume lenght lev.", minval = 1 )
long = ((longCond and not in_longCondition) or (longCond and Final_Long_tp) or (longCond and Final_Long_sl)) or (longCond and not longCondition and (last_long_tp > nz(last_longCondition))) or (longCond and not longCondition and (last_long_sl > nz(last_longCondition)))
Long = (longCond and not in_longCondition) or (longCond and Final_Long_tp) or (longCond and Final_Long_sl) or (longCond and not longCondition and (last_long_tp >= nz(last_longCondition))) or (longCond and not longCondition and (last_long_sl >= nz(last_longCondition)))
short = ((shortCond and not in_shortCondition) or (shortCond and Final_Short_tp) or (shortCond and Final_Short_sl)) or (shortCond and not shortCondition and (last_short_tp > nz(last_shortCondition))) or (shortCond and not shortCondition and (last_short_sl > nz(last_shortCondition)))
Short = (shortCond and not in_shortCondition) or (shortCond and Final_Short_tp) or (shortCond and Final_Short_sl) or (shortCond and not shortCondition and (last_short_tp >= nz(last_shortCondition))) or (shortCond and not shortCondition and (last_short_sl >= nz(last_shortCondition)))
Lev_vol = not mad_flat ? math.min(Max_Lev,math.max(1, math.round(volume/ta.sma(volume,sma_length_lev)))) : 1
rsiLen = 14
last_leverage_L := Long ? Lev_vol : nz(last_leverage_L[1] )
last_leverage_S := Short ? Lev_vol : nz(last_leverage_S[1] )
vol_x1 = Lev_vol[1] == 1
vol_x2 = Lev_vol[1] == 2
vol_x3 = Lev_vol[1] == 3
vol_x4 = Lev_vol[1] == 4
Long_x1 = longCondition and vol_x1
Short_x1 = shortCondition and vol_x1
Long_x2 = longCondition and vol_x2
Short_x2 = shortCondition and vol_x2
Long_x3 = longCondition and vol_x3
Short_x3 = shortCondition and vol_x3
Long_x4 = longCondition and vol_x4
Short_x4 = shortCondition and vol_x4
//RE-ENTRY ON TP-HIT-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
var float sum_long = 0.0, var float sum_short = 0.0
var float Position_Price = 0.0
if Final_Long_tp or Final_Long_sl
CondIni_long := -1
sum_long := 0.0
nLongs := na
if Final_Short_tp or Final_Short_sl
CondIni_short := 1
sum_short := 0.0
nShorts := na
// Colors ----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
// Colors ----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
bar_color = L_adx ? #009688 : S_adx ? #f06292 : color.gray
barcolor (color = bar_color)
//PLOTS==============================================================================================================================================================================================================================================================================================================
//PLOTS==============================================================================================================================================================================================================================================================================================================
h_BB = plot(SHOW_BB ? hb3 : na, title = "Upper Bollinger Band", color = #009688, linewidth = 1 )
l_BB = plot(SHOW_BB ? lb3 : na, title = "Lower Bollinger Band", color = #f06292, linewidth = 1 )
fill(h_BB, l_BB, title = "Bollinger Band Background", color = in_longCondition ? #009688 : #f06292, transp = 95 )
plot(SHOW_SAR ? SAR : na, title = "SAR", style=plot.style_circles, color= bar_color )
res = plot(SHOW_S_R ? top : na, style = plot.style_cross, offset=-left, color=top != top[1] ? na : color.green, linewidth = 1 )
sup = plot(SHOW_S_R ? bot : na, style = plot.style_cross, offset=-left, color=bot != bot[1] ? na : color.red, linewidth = 1 )
plot (l_1_h, style = plot.style_cross, linewidth=5, color=color.fuchsia, editable = false )
plot (s_1_h, style = plot.style_cross, linewidth=5, color=color.fuchsia, editable = false )
plot (l_2_h, style = plot.style_cross, linewidth=5, color=color.fuchsia, editable = false )
plot (s_2_h, style = plot.style_cross, linewidth=5, color=color.fuchsia, editable = false )
hbandplot = plot(SHOW_RF ? hband : na, title = "RF HT", color=color.aqua, transp = 50 )
lbandplot = plot(SHOW_RF ? lband : na, title = "RF LT", color=color.aqua, transp = 50 )
fill(hbandplot, lbandplot, title = "RF TR", color=color.aqua )
// PLOTSPAHES ======================================================================================================================================================================================================================================================================================================
plotshape(Final_Long_tp2 and Final_Long_tp , title="Long TP HIT", style=shape.flag, location=location.abovebar, color=color.red, size=size.tiny , textcolor=color.red, transp = 0 )
plotshape(Final_Short_tp2 and Final_Short_tp , title="Short TP HIT", style=shape.flag, location=location.belowbar, color=color.green, size=size.tiny , textcolor=color.green, transp = 0 )
plotshape(Final_Long_tp2 and not Final_Long_tp , title="Long TP HIT", style=shape.triangledown, location=location.abovebar, color=color.red, text="TP", size=size.tiny , textcolor=color.red, transp = 0 )
plotshape(Final_Short_tp2 and not Final_Short_tp , title="Short TP HIT", style=shape.triangleup, location=location.belowbar, color=color.green, text="TP", size=size.tiny , textcolor=color.green, transp = 0 )
plotshape(Final_Long_tp and not Final_Long_tp2 , title="Long TP HIT", style=shape.triangledown, location=location.abovebar, color=color.red, text="TP", size=size.tiny , textcolor=color.red, transp = 0 )
plotshape(Final_Short_tp and not Final_Short_tp2 , title="Short TP HIT", style=shape.triangleup, location=location.belowbar, color=color.green, text="TP", size=size.tiny , textcolor=color.green, transp = 0 )
plotshape(Long_x1, title = "L x1", style=shape.triangleup, location=location.belowbar, color=color.blue, size=size.tiny , text="x1", textcolor=color.blue, transp = 0 )
plotshape(Short_x1, title = "S x1", style=shape.triangledown, location=location.abovebar, color=color.red, size=size.tiny , text="x1", textcolor=color.red, transp = 0 )
plotshape(Long_x2, title = "L x2", style=shape.triangleup, location=location.belowbar, color=color.blue, size=size.tiny , text="x2", textcolor=color.blue, transp = 0 )
plotshape(Short_x2, title = "S x2", style=shape.triangledown, location=location.abovebar, color=color.red, size=size.tiny, text="x2", textcolor=color.red, transp = 0 )
plotshape(Long_x3, title = "L x3", style=shape.triangleup, location=location.belowbar, color=color.blue, size=size.tiny , text="x3", textcolor=color.blue, transp = 0 )
plotshape(Short_x3, title = "S x3", style=shape.triangledown, location=location.abovebar, color=color.red, size=size.tiny, text="x3", textcolor=color.red, transp = 0 )
plotshape(Long_x4, title = "L x4", style=shape.triangleup, location=location.belowbar, color=color.blue, size=size.tiny , text="x4", textcolor=color.blue, transp = 0 )
plotshape(Short_x4, title = "S x4", style=shape.triangledown, location=location.abovebar, color=color.red, size=size.tiny, text="x4", textcolor=color.red, transp = 0 )
//BACKTESTING--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
//BACKTESTING inputs --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
ACT_BT = input(true, title="Backtest", type = input.bool, group= "BACKTEST")
testStartYear = input(1997, title="start year", minval = 1997, maxval = 3000, group= "BACKTEST")
testStartMonth = input(06, title="start month", minval = 1, maxval = 12, group= "BACKTEST")
testStartDay = input(01, title="start day", minval = 1, maxval = 31, group= "BACKTEST")
testPeriodStart = timestamp(testStartYear,testStartMonth,testStartDay,0,0)
testStopYear = input(3333, title="stop year", minval=1980, maxval = 2222, group= "BACKTEST")
testStopMonth = input(12, title="stop month", minval=1, maxval=12, group= "BACKTEST")
testStopDay = input(31, title="stop day", minval=1, maxval=31, group= "BACKTEST")
testPeriodStop = timestamp(testStopYear, testStopMonth, testStopDay, 0, 0)
testPeriod = time >= testPeriodStart and time <= testPeriodStop ? true : false
// Backtest ==================================================================================================================================================================================================================================================================================================================================
//L_STOP = in_longCondition and S_1 and mad_flat
//S_STOP = in_shortCondition and L_1 and mad_flat
if long
strategy.entry("L_1", strategy.long, when=ACT_BT and testPeriod)
strategy.entry("L_2", strategy.long, when=ACT_BT and testPeriod)
if short
strategy.entry("S_1", strategy.short, when=ACT_BT and testPeriod)
strategy.entry("S_2", strategy.short, when=ACT_BT and testPeriod)
strategy.exit("TP-1_L", "L_1", profit = (math.abs((last_open_longCondition * (1+(tp/100)))-last_open_longCondition)/syminfo.mintick), loss = (math.abs((last_open_longCondition * (1-(sl/100)))-last_open_longCondition)/syminfo.mintick ))
strategy.exit("TP-2_S", "S_2", profit = (math.abs((last_open_shortCondition * (1-(tp2/100)))-last_open_shortCondition)/syminfo.mintick), loss = (math.abs((last_open_shortCondition * (1+(sl/100)))-last_open_shortCondition)/syminfo.mintick ))
strategy.exit("TP-1_S", "S_1", profit = (math.abs((last_open_shortCondition * (1-(tp/100)))-last_open_shortCondition)/syminfo.mintick), loss = (math.abs((last_open_shortCondition * (1+(sl/100)))-last_open_shortCondition)/syminfo.mintick ))
strategy.exit("TP-2_L", "L_2", profit = (math.abs((last_open_longCondition * (1+(tp2/100)))-last_open_longCondition)/syminfo.mintick), loss = (math.abs((last_open_longCondition * (1-(sl/100)))-last_open_longCondition)/syminfo.mintick ))
//strategy.close_all(when = L_STOP or S_STOP)
GottlosEs ist eine gute Open-Source-Lösung, und man kann es überall finden, um Geld zu schummeln.
SchlagzeilenDu hast die $5000 für den Spielchen direkt geteilt?
GottlosJemand hat diesen Code benutzt, um neue Leute zu betrügen, um Geld zu verdienen.
a624587332Das ist nicht die neueste Version.
ChaoZhangIch weiß nicht, ob jemand anderes Open Source verwendet hat.