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)
Sin Dios.El código abierto es bueno, y alguien lo saca de todas partes para engañar.
sujeto¿Y tu juego de 5000 dólares fue compartido directamente?
Sin Dios.Alguien usó el código fuente para engañar a los nuevos para ganar dinero.
a624587332Esto no es lo último.
¿ Qué pasa?No lo sé, otros lo han hecho.