El BOT de Johnny
El autor:¿ Qué pasa?, Fecha: 2022-05-18 09:38:27Las etiquetas:ADXIndicador de riesgoEl MACD
¿ Qué pasa?
Esta es la versión actualizada del bot 60MIN, Decidí hacer este bot para la gente que todavía usa 10BOT, Esta es una versión mucho más rentable y confiable
Esto es muy importante para los usuarios.
Como siempre, este bot es sólo para BINANCE:BTCUSDTPERP es una empresa de servicios de información y comunicación.
Para que este resultado sea lo más cierto posible, decidí utilizar el menor número posible de indicadores que se traduce en más posiciones, lo que significa que el bot es rápido para reaccionar a cualquier cambio en la tendencia Por desgracia, como resultado, la calidad de las posiciones abiertas ha disminuido bastante fuertemente (79% de operaciones rentables) También consiste en un punto objetivo bastante alto y básicamente un stop-loss bajo.
TP: 1,5 SL: 7,2
El bot utiliza los indicadores más eficientes e importantes como:
ADX - Es uno de los indicadores de tendencia más poderosos y precisos. ADX mide cuán fuerte es una tendencia y puede dar información valiosa sobre si hay una oportunidad comercial potencial. CLOUD - Este es uno de los indicadores que estoy usando. Este indicador ayuda a la estrategia, este indicador está diseñado para indicar la tendencia correcta del mercado. Al aplicar la gran longitud de este indicador, puedo notar un cambio en la tendencia un poco más tarde, pero con mayor precisión. Filtro de rango - este indicador es para una mejor visión de las tendencias, definir las tendencias, que es importante para todas las trampas toro/oso que ayuda mucho debido a las tendencias muy variables. FAST MA - como los anteriores esto es para una mejor visión de las tendencias, y definir correctamente las tendencias, también Speed_MA están utilizando para predecir la acción futura del precio. El MACD - Moving average convergence divergence (MACD) es un indicador de impulso de tendencia que muestra la relación entre dos promedios móviles del precio de un valor. El MACD se calcula restando la media móvil exponencial de 26 períodos (EMA) de la EMA de 12 períodos. VOLUME - es el indicador más importante para la estrategia, para evitar operaciones abiertas en gráfico plano, las nuevas operaciones se abren después de una fuerte barras de volumen. RSI - valor ayuda a la estrategia a detener el comercio en el momento adecuado. Cuando el RSI está sobrecomprado, la estrategia no abre nuevos tramos largos, también cuando el RSI está sobrevendido, la estrategia no abre nuevos cortos.
Usando estos indicadores, el bot abre alrededor del 75-80% de las posiciones Además, he creado dos independientes de la condición principal de la posibilidad de abrir una posición como:
REVERSALS (basado en cruces rsi) - esta opción, puede añadir más velocidad para tomar la decisión correcta, mientras que las tendencias cambian muy rápido. BOLLINGER BANDES - esta función también ha aumentado las posibilidades de apertura y cierre de nuevas posiciones, funciona de tal manera que si la vela se cierra fuera de las bandas de Bolinger, se abren más posiciones, me centré en esta función con el fin de mantener un alto nivel porcentual tanto como sea posible
Para mantener la alta calidad de las operaciones, tanto las bandas de Bollinger como las reversiones dependen de los indicadores más importantes.
Creo que los resultados de este bot son los más correctos, pero no olvidemos que backtesting está probando en el pasado, no se sabe cómo se comportará el bot en el futuro, sin embargo, el uso de indicadores que no son muy optimizados, puede traer el resultado muy cerca en el futuro
Buena suerte y disfruta.
Pruebas de retroceso
/*backtest
start: 2022-05-01 00:00:00
end: 2022-05-16 23:59:00
period: 4h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
//@version=4
strategy("Johny's BOT [60MIN]", overlay=true, pyramiding=1,initial_capital = 10000, default_qty_type= strategy.percent_of_equity, default_qty_value = 100, calc_on_order_fills=false, slippage=0,commission_type=strategy.commission.percent,commission_value=0.04)
//SOURCE =============================================================================================================================================================================================================================================================================================================
src = input(high)
// INPUTS ============================================================================================================================================================================================================================================================================================================
// ADX --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
ADX_options = input("MASANAKAMURA", title = "ADX option", options = ["CLASSIC", "MASANAKAMURA"], group = "ADX")
ADX_len = input(13, title = "ADX lenght", type = input.integer, minval = 1, group = "ADX")
th = input(15, title = "ADX treshold", type = input.float, minval = 0, step = 0.5, group = "ADX")
// Cloud --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
len = input(7, title="Cloud Length", group="Cloud")
//SAR----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
start = input(0.015, title="SAR Start", type=input.float, step=0.001 , group="SAR")
increment = input(0.018, title="SAR Increment", type=input.float, step=0.001 , group="SAR")
maximum = input(0.1, title="SAR Maximum", type=input.float, step=0.01 , group="SAR")
// Range Filter ---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
per_ = input(10, title="Period", minval=1, group = "Range Filter")
mult = input(1.5, title="mult.", minval=0.1, step = 0.1, group = "Range Filter")
//MACD----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
fast_length = input(6, title="Fast Length", type=input.integer, group="MACD")
slow_length = input(8, title="Slow Length", type=input.integer, group="MACD")
signal_length = input(17, title="Signal Smoothing", type=input.integer, group="MACD")
// Volume ------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
volume_f = input(0.8, title="Volume mult.", minval = 0, step = 0.1, group="Volume")
sma_length = input(37, title="Volume lenght", minval = 1, group="Volume")
// RSI -------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
RSI_len = input(25, title="Rsi Lenght", minval = 1, group="RSI")
//BOLINGER BANDS ----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
// inputs
bb1 = input(true, title="Show BB ", group="Bollinger Bands")
m1 = input(true, title="Show MA ", group="Bollinger Bands")
tf1 = input("", title = "Timeframe ", type = input.resolution, group="Bollinger Bands")
src1 = input(high, title = "Source ", type = input.source, group="Bollinger Bands")
per1 = input(10, title = "Period ", type = input.integer, minval = 2, group="Bollinger Bands")
dev1 = input(2.1, title = "Deviation ", type = input.float, minval = 1, group="Bollinger Bands")
//MA----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
length = input(66, title="MA Length", minval=1, group="Fast MA" )
matype = input(2, title="AvgType", minval=1, maxval=5, group="Fast MA")
//REVERSAL ---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
ACT_REV = input(true, title = "REVERSAL", type = input.bool, group="REVERSAL")
leftBars = input(15)
rightBars = input(7)
rsi_ob = input(64, title="REV Rsi Overbought", group="REVERSAL")
rsi_os = input(34, title="REV RSI Oversold", group="REVERSAL")
//TP PLOTSHAPE -----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
tp_long0 = input(1.5, title="TP Long", type = input.float, minval = 0, step = 0.1, group="TP PLOTSHAPE")
tp_short0 = input(1.5, title="TP Short", type = input.float, minval = 0, step = 0.1, group="TP PLOTSHAPE")
// SL PLOTSHAPE ---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Act_sl = input(true, title="Stop loss?", type = input.bool, group="SL PLOTSHAPE")
sl0 = input(7.2, title="% Stop loss", type = input.float, minval = 0, step = 0.1, group="SL PLOTSHAPE")
//INDICATORS =============================================================================================================================================================================================================================================================================================================
//ADX-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
calcADX(_len) =>
up = change(high)
down = -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 = rma(tr, _len)
_plus = fixnan(100 * rma(plusDM, _len) / truerange)
_minus = fixnan(100 * rma(minusDM, _len) / truerange)
sum = _plus + _minus
_adx = 100 * rma(abs(_plus - _minus) / (sum == 0 ? 1 : sum), _len)
[_plus,_minus,_adx]
calcADX_Masanakamura(_len) =>
SmoothedTrueRange = 0.0
SmoothedDirectionalMovementPlus = 0.0
SmoothedDirectionalMovementMinus = 0.0
TrueRange = max(max(high - low, abs(high - nz(close[1]))), abs(low - nz(close[1])))
DirectionalMovementPlus = high - nz(high[1]) > nz(low[1]) - low ? max(high - nz(high[1]), 0) : 0
DirectionalMovementMinus = nz(low[1]) - low > high - nz(high[1]) ? 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 = abs(DIP-DIM) / (DIP+DIM)*100
adx = 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
//Cloud --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
PI = 2 * asin(1)
hilbertTransform(src) =>
0.0962 * src + 0.5769 * nz(src[2]) - 0.5769 * nz(src[4]) - 0.0962 * nz(src[6])
computeComponent(src, mesaPeriodMult) =>
hilbertTransform(src) * mesaPeriodMult
computeAlpha(src, fastLimit, slowLimit) =>
mesaPeriod = 0.0
mesaPeriodMult = 0.075 * nz(mesaPeriod[1]) + 0.54
smooth = 0.0
smooth := (4 * src + 3 * nz(src[1]) + 2 * nz(src[2]) + nz(src[3])) / 10
detrender = 0.0
detrender := computeComponent(smooth, mesaPeriodMult)
I1 = nz(detrender[3])
Q1 = computeComponent(detrender, mesaPeriodMult)
jI = computeComponent(I1, mesaPeriodMult)
jQ = computeComponent(Q1, mesaPeriodMult)
I2 = 0.0
Q2 = 0.0
I2 := I1 - jQ
Q2 := Q1 + jI
I2 := 0.2 * I2 + 0.8 * nz(I2[1])
Q2 := 0.2 * Q2 + 0.8 * nz(Q2[1])
Re = I2 * nz(I2[1]) + Q2 * nz(Q2[1])
Im = I2 * nz(Q2[1]) - Q2 * nz(I2[1])
Re := 0.2 * Re + 0.8 * nz(Re[1])
Im := 0.2 * Im + 0.8 * nz(Im[1])
if Re != 0 and Im != 0
mesaPeriod := 2 * PI / atan(Im / Re)
if mesaPeriod > 1.5 * nz(mesaPeriod[1])
mesaPeriod := 1.5 * nz(mesaPeriod[1])
if mesaPeriod < 0.67 * nz(mesaPeriod[1])
mesaPeriod := 0.67 * nz(mesaPeriod[1])
if mesaPeriod < 6
mesaPeriod := 6
if mesaPeriod > 50
mesaPeriod := 50
mesaPeriod := 0.2 * mesaPeriod + 0.8 * nz(mesaPeriod[1])
phase = 0.0
if I1 != 0
phase := (180 / PI) * atan(Q1 / I1)
deltaPhase = nz(phase[1]) - phase
if deltaPhase < 1
deltaPhase := 1
alpha = fastLimit / deltaPhase
if alpha < slowLimit
alpha := slowLimit
[alpha,alpha/2.0]
er = abs(change(src,len)) / sum(abs(change(src)),len)
[a,b] = computeAlpha(src, er, er*0.1)
mama = 0.0
mama := a * src + (1 - a) * nz(mama[1])
fama = 0.0
fama := b * mama + (1 - b) * nz(fama[1])
alpha = pow((er * (b - a)) + a, 2)
kama = 0.0
kama := alpha * src + (1 - alpha) * nz(kama[1])
L_cloud = kama > kama[1]
S_cloud = kama < kama[1]
//SAR------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
psar = sar(start, increment, maximum)
dir = psar < close ? 1 : -1
L_sar = dir ==1
S_sar = dir ==-1
// 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 = ema(abs(_src - _src[1]), _per_)
_smoothrng = 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
//MACD-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
fast_ma = ema(src, fast_length)
slow_ma = ema(src, slow_length)
macd = fast_ma - slow_ma
signal_ = sma(macd, signal_length)
L_macd = macd > signal_
S_macd = macd < signal_
// RSI -------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
WiMA(src, length) =>
var float MA_s=0.0
MA_s := (src + nz(MA_s[1] * (length-1)))/length
MA_s
RSI_Volume(fv, length) =>
up = iff(fv>fv[1],abs(fv-fv[1])*volume,0)
dn = iff(fv<fv[1],abs(fv-fv[1])*volume,0)
upt = WiMA(up,length)
dnt = WiMA(dn,length)
100*(upt/(upt+dnt))
RSI_V = RSI_Volume(src, RSI_len)
RSI_ = 52
L_rsi = (RSI_V > RSI_)
S_rsi = (RSI_V < RSI_)
// Volume -------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Volume_condt = volume > sma(volume,sma_length)*volume_f
// BOLINGER BADNS -------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
ma1 = security(syminfo.tickerid, tf1, sma(src1, per1))
hb1 = ma1 + security(syminfo.tickerid, tf1, stdev(src1, per1)) * dev1
lb1 = ma1 - security(syminfo.tickerid, tf1, stdev(src1, per1)) * dev1
L_BB = open > hb1
S_BB = open < lb1
//MA------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
simplema = sma(src,length)
exponentialma = ema(src,length)
hullma = wma(2*wma(src, length/2)-wma(src, length), round(sqrt(length)))
weightedma = wma(src, length)
volweightedma = vwma(src, length)
avgval = matype==1 ? simplema : matype==2 ? exponentialma : matype==3 ? hullma : matype==4 ? weightedma : matype==5 ? volweightedma : na
MA_speed = (avgval / avgval[1] -1 ) *100
L_s_ma = MA_speed > 0
S_s_ma = MA_speed < 0
//REVERSAL ---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
swh = pivothigh(leftBars,rightBars)
swl = pivotlow(leftBars, rightBars)
pivots = not na(swh)? swh: not na(swl)? swl : na
swh_cond = not na(swh)
hprice = 0.0
hprice := swh_cond ? swh : hprice[1]
le = false
le := swh_cond ? true : (le[1] and high > hprice ? false : le[1]) and (rsi(close, 14)<rsi_ob)
swl_cond = not na(swl)
lprice = 0.0
lprice := swl_cond ? swl : lprice[1]
se = false
se := swl_cond ? true : (se[1] and low < lprice ? false : se[1]) and (rsi(close, 14)>rsi_os)
le_se = 0
le_se := ( crossover(high,hprice+syminfo.mintick) )? +1 : ( crossunder(low,lprice-syminfo.mintick) )? -1 : nz(le_se[1])
_le_se = le_se[1]==-1 and le_se==+1 and rsi(close, 14)<rsi_ob? 1 : le_se[1]==+1 and le_se==-1 and rsi(close, 14)>rsi_os? -1 :0
L_REV = _le_se==+1
S_REV = _le_se==-1
//CONDITIONS =======================================================================================================================================================================================================================================================================================================
L_rev_condt = L_REV and ACT_REV
S_rev_condt = S_REV and ACT_REV
//STRATEGY ==========================================================================================================================================================================================================================================================================================================
L_basic_condt = L_adx and L_cloud and L_sar and L_RF and L_macd and L_rsi and L_s_ma and Volume_condt
S_basic_condt = S_adx and S_cloud and S_sar and S_RF and S_macd and S_rsi and S_s_ma and Volume_condt
L_second_condt = L_basic_condt or L_BB and L_adx and L_sar and L_rsi
S_second_condt = S_basic_condt or S_BB and S_adx and S_sar and S_rsi
L_third_condt = L_second_condt or L_rev_condt and L_adx and L_sar and Volume_condt
S_third_condt = S_second_condt or S_rev_condt and S_adx and S_sar and Volume_condt
// PRICE POSITION ==========================================================================================================================================================================================================================================================================================================
var bool longCond = na, var bool shortCond = na
var int CondIni_long = 0, var int CondIni_short = 0
var bool _Final_longCondition = na, var bool _Final_shortCondition = na
var float last_open_longCondition = na, var float last_open_shortCondition = na
var int last_longCondition = na, var int last_shortCondition = na
var int last_Final_longCondition = na, var int last_Final_shortCondition = na
var int nLongs = na, var int nShorts = na
var float sum_long = 0.0, var float sum_short = 0.0
var float Position_Price = 0.0
var bool Final_long_BB = na, var bool Final_short_BB = na
var int last_long_BB = na, var int last_short_BB = na
longCond := L_third_condt
shortCond := S_third_condt
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 )
last_open_longCondition := longCondition or Final_long_BB[1] ? close[1] : nz(last_open_longCondition[1] )
last_open_shortCondition := shortCondition or Final_short_BB[1] ? close[1] : nz(last_open_shortCondition[1] )
last_longCondition := longCondition or Final_long_BB[1] ? time : nz(last_longCondition[1] )
last_shortCondition := shortCondition or Final_short_BB[1] ? time : nz(last_shortCondition[1] )
in_longCondition = last_longCondition > last_shortCondition
in_shortCondition = last_shortCondition > last_longCondition
last_Final_longCondition := longCondition ? time : nz(last_Final_longCondition[1] )
last_Final_shortCondition := shortCondition ? time : nz(last_Final_shortCondition[1] )
nLongs := nz(nLongs[1] )
nShorts := nz(nShorts[1] )
if longCondition or Final_long_BB
nLongs := nLongs + 1
nShorts := 0
sum_long := nz(last_open_longCondition) + nz(sum_long[1])
sum_short := 0.0
if shortCondition or Final_short_BB
nLongs := 0
nShorts := nShorts + 1
sum_short := nz(last_open_shortCondition)+ nz(sum_short[1])
sum_long := 0.0
Position_Price := nz(Position_Price[1])
Position_Price := longCondition or Final_long_BB ? sum_long/nLongs : shortCondition or Final_short_BB ? sum_short/nShorts : na
//TP---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
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
var bool Final_Long_sl0 = na, var bool Final_Short_sl0 = na
var bool Final_Long_sl = na, var bool Final_Short_sl = na
var int last_long_sl = na, var int last_short_sl = na
tp_long = ((nLongs > 1) ? tp_long0 / nLongs : tp_long0) / 100
tp_short = ((nShorts > 1) ? tp_short0 / nShorts : tp_short0) / 100
long_tp := high > (fixnan(Position_Price) * (1 + tp_long)) and in_longCondition
short_tp := low < (fixnan(Position_Price) * (1 - tp_short)) 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]))
//TP SIGNALS--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
tplLevel = (in_longCondition and
(last_longCondition > nz(last_long_tp[1])) and
(last_longCondition > nz(last_long_sl[1])) and not Final_Long_sl[1]) ?
(nLongs > 1) ?
(fixnan(Position_Price) * (1 + tp_long)) : (last_open_longCondition * (1 + tp_long)) : na
tpsLevel = (in_shortCondition and
(last_shortCondition > nz(last_short_tp[1])) and
(last_shortCondition > nz(last_short_sl[1])) and not Final_Short_sl[1]) ?
(nShorts > 1) ?
(fixnan(Position_Price) * (1 - tp_short)) : (last_open_shortCondition * (1 - tp_short)) : na
//SL ---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Risk =7.2
Percent_Capital =99
sl = in_longCondition ? min(sl0,(((Risk) * 100) / (Percent_Capital * max(1, nLongs)))) :
in_shortCondition ? min(sl0,(((Risk) * 100) / (Percent_Capital * max(1, nShorts)))) : sl0
Normal_long_sl = ((Act_sl and in_longCondition and low <= ((1 - (sl / 100)) * (fixnan(Position_Price)))))
Normal_short_sl = ((Act_sl and in_shortCondition and high >= ((1 + (sl / 100)) * (fixnan(Position_Price)))))
last_long_sl := Normal_long_sl ? time : nz(last_long_sl[1])
last_short_sl := Normal_short_sl ? time : nz(last_short_sl[1])
Final_Long_sl := Normal_long_sl and last_longCondition > nz(last_long_sl[1]) and last_longCondition > nz(last_long_tp[1]) and not Final_Long_tp
Final_Short_sl := Normal_short_sl and last_shortCondition > nz(last_short_sl[1]) and last_shortCondition > nz(last_short_tp[1]) and not Final_Short_tp
//RE-ENTRY ON TP-HIT-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
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 ----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
ADX_COLOR = L_adx ? color.lime : S_adx ? color.red : color.orange
SCALPS_COLOR = L_rev_condt ? color.lime : S_rev_condt ? color.maroon : na
BAR_COLOR = L_adx ? color.lime : S_adx ? color.red : L_rev_condt ? color.blue : S_rev_condt ? color.maroon : color.orange
barcolor (color = BAR_COLOR)
//Indicator plots ---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
psarPlot = plot(psar, title="Psar Plot", style=plot.style_circles, color=ADX_COLOR, linewidth=1, transp=0 )
plot((bb1 and m1) ? ma1 : na, title = "MA1", color = ADX_COLOR, transp = 0, linewidth = 1)
hband1 = plot(bb1 ? hb1 : na, title = "HBand1", color = #006064, style = plot.style_line, linewidth = 2)
lband1 = plot(bb1 ? lb1 : na, title = "LBand1", color = color.maroon, style = plot.style_line, linewidth = 2)
fill(hband1, lband1, title = "BG1", color = ADX_COLOR, transp = 85)
mama_p = plot(mama, title="Cloud A", color=ADX_COLOR )
fama_p = plot(fama, title="Cloud B", color=ADX_COLOR )
fill (mama_p,fama_p, color=ADX_COLOR )
//Price plots ------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
plot((nLongs > 1) or (nShorts > 1) ? Position_Price : na, title = "Price", color = in_longCondition ? color.aqua : color.orange, linewidth = 2, style = plot.style_cross)
plot(tplLevel, title="Long TP ", style = plot.style_cross, color=color.green, linewidth = 1 )
plot(tpsLevel, title="Short TP ", style = plot.style_cross, color=color.red, linewidth = 1 )
//PLOTSHAPES----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
plotshape(Final_Long_tp, title="TP Long Signal", style = shape.flag, location=location.abovebar, color=color.red, size=size.small , text="TP", textcolor=color.red, transp = 0 )
plotshape(Final_Short_tp, title="TP Short Signal", style = shape.flag, location=location.belowbar, color=color.green, size=size.small , text="TP", textcolor=color.green, transp = 0 )
plotshape(Final_Long_sl, title="SL Long", style=shape.xcross, location=location.belowbar, color=color.fuchsia, size=size.small , text ="SL", transp = 0 )
plotshape(Final_Short_sl, title="SL Short", style=shape.xcross, location=location.abovebar, color=color.fuchsia, size=size.small , text ="SL", transp = 0 )
plotshape(longCondition, title="Long", style=shape.triangleup, location=location.belowbar, color=color.blue, size=size.small , text="Long", textcolor=color.white, transp = 0 )
plotshape(shortCondition, title="Short", style=shape.triangledown, location=location.abovebar, color=color.red, size=size.small , text="Short", textcolor=color.white, transp = 0 )
//BACKTESTING inputs --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
long_ = input(true, title="Longs", group= "BACKTEST")
short_ = input(true, title="Shorts", group= "BACKTEST")
// Backtest tp & sl ================================================================================================================================================================================================================================================================================================================================
g(v, p) => round(v * (pow(10, p))) / pow(10, p)
tp_= input(0.015, title=" TP/100", step=0.001, group= "BACKTEST")
sl_= input(0.072, title=" SL/100", step=0.001, group= "BACKTEST")
// Backtest Long ==================================================================================================================================================================================================================================================================================================================================
if long_
strategy.entry("L" ,1, when = L_third_condt )
strategy.exit("S_tp/sl", "L", profit=close * tp_ / syminfo.mintick, loss=close * sl_ / syminfo.mintick)
// Backtest Short ==================================================================================================================================================================================================================================================================================================================================
if short_
strategy.entry("S" ,0, when = S_third_condt )
strategy.exit("S_tp/sl", "S", profit=close * tp_ / syminfo.mintick, loss=close * sl_ / syminfo.mintick)
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