La fonction principale de cette stratégie est de suivre en temps réel et d’afficher la performance mensuelle des bénéfices. Elle met à jour en temps réel les bénéfices et les pertes mensuels dans un tableau.
Cette stratégie permet de suivre la performance des revenus mensuels en suivant les étapes suivantes:
Voici les étapes et le fonctionnement de la stratégie.
Cette stratégie de suivi mensuel des profits et pertes présente les avantages suivants:
Cette stratégie comporte aussi des risques:
Le risque peut être réduit par les moyens suivants:
Cette stratégie peut être optimisée dans les domaines suivants:
Ces optimisations permettent de rendre les stratégies plus efficaces et plus puissantes, et d’améliorer l’expérience utilisateur.
Cette stratégie utilise des matrices et des tableaux pour réaliser la fonction centrale de suivre et afficher les gains mensuels en temps réel. Elle est simple, efficace et facile à utiliser. Elle présente également certains avantages, mais il existe également des risques à éviter.
/*backtest
start: 2023-01-01 00:00:00
end: 2024-01-07 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © MAURYA_ALGO_TRADER
//@version=5
strategy("Monthly Performance", overlay=true)
period = input(20, "Length")
longCondition = close > high[20] //ta.crossover(ta.sma(close, 14), ta.sma(close, 28))
if (longCondition)
strategy.entry("My Long Entry Id", strategy.long)
shortCondition = close < low[20] //ta.crossunder(ta.sma(close, 14), ta.sma(close, 28))
if (shortCondition)
strategy.entry("My Short Entry Id", strategy.short)
// Copy below code to end of the desired strategy script
///////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
// monthly pnl performance by Dr. Maurya @MAURYA_ALGO_TRADER //
///////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
show_performance = input.bool(true, 'Show Monthly Monthly Performance ?', group='Monthly Performance')
dash_loc_mp = input("Bottom Right","Location" ,options=["Top Right","Bottom Right","Top Left","Bottom Left", "Middle Right","Bottom Center"] ,group='Monthly Performance', inline = "performance")
text_size_mp = input('Small',"Size" ,options=["Tiny","Small","Normal","Large"] ,group='Monthly Performance', inline = "performance")
var table_position_mp = dash_loc_mp == 'Top Left' ? position.top_left :
dash_loc_mp == 'Bottom Left' ? position.bottom_left :
dash_loc_mp == 'Middle Right' ? position.middle_right :
dash_loc_mp == 'Bottom Center' ? position.bottom_center :
dash_loc_mp == 'Top Right' ? position.top_right : position.bottom_right
var table_text_size_mp = text_size_mp == 'Tiny' ? size.tiny :
text_size_mp == 'Small' ? size.small :
text_size_mp == 'Normal' ? size.normal : size.large
/////////////////
text_c = color.white
/////////////////////////////////////////////
// var bool new_month = na
new_month = ta.change(month) //> 0 ? true : false
newest_month = new_month and strategy.closedtrades >= 1
strategy.initial_capital = 50000
// profit
only_profit = strategy.netprofit
initial_balance = strategy.initial_capital
// month number
var int month_number = na
month_number := (ta.valuewhen(newest_month, month(time), 0)) //and month(time) > 1 ? (ta.valuewhen(newest_month, month(time), 0) - 1) : 12 //1 to 12
//month_year
var int month_time = na
month_time := ta.valuewhen(newest_month, time, 0) - 2419200000
var int m_counter = 0
if newest_month
m_counter += 1
// current month values
var bool new_year = na
new_year := ta.change(year)
curr_m_pnl = only_profit - nz(ta.valuewhen(newest_month, only_profit, 0), 0)
curr_m_number = newest_month ? ta.valuewhen(newest_month, month(time), 0) : month(time)
curr_y_pnl = (only_profit - nz(ta.valuewhen(new_year, only_profit, 0),0))
var float [] net_profit_array = array.new_float()
var int [] month_array = array.new_int()
var int [] month_time_array = array.new_int()
if newest_month
array.push(net_profit_array, only_profit)
array.push(month_array, month_number)
array.push(month_time_array, month_time)
var float [] y_pnl_array = array.new_float()
var int [] y_number_array = array.new_int()
var int [] y_time_array = array.new_int()
newest_year = ta.change(year) and strategy.closedtrades >= 1
get_yearly_pnl = nz(ta.valuewhen(newest_year, strategy.netprofit, 0) - nz(ta.valuewhen(newest_year, strategy.netprofit, 1), 0), 0)
get_m_year = ta.valuewhen(newest_year, year(time), 1)
get_y_time = ta.valuewhen(newest_year, time, 0)
if newest_year
array.push(y_pnl_array, get_yearly_pnl)
array.push(y_number_array, get_m_year)
array.push(y_time_array, get_y_time)
var float monthly_profit = na
var int column_month_number = na
var int row_month_time = na
var testTable = table.new(position = table_position_mp, columns = 14, rows = 40, bgcolor = color.rgb(7, 226, 242, 38), border_color = color.white, border_width = 1)
if barstate.islastconfirmedhistory and show_performance
table.cell(table_id = testTable, column = 0, row = 0, text = "YEAR", text_color = text_c, text_size=table_text_size_mp)
table.cell(table_id = testTable, column = 1, row = 0, text = "JAN", text_color = text_c, text_size=table_text_size_mp)
table.cell(table_id = testTable, column = 2, row = 0, text = "FEB", text_color = text_c, text_size=table_text_size_mp)
table.cell(table_id = testTable, column = 3, row = 0, text = "MAR", text_color = text_c, text_size=table_text_size_mp)
table.cell(table_id = testTable, column = 4, row = 0, text = "APR", text_color = text_c, text_size=table_text_size_mp)
table.cell(table_id = testTable, column = 5, row = 0, text = "MAY", text_color = text_c, text_size=table_text_size_mp)
table.cell(table_id = testTable, column = 6, row = 0, text = "JUN", text_color = text_c, text_size=table_text_size_mp)
table.cell(table_id = testTable, column = 7, row = 0, text = "JUL", text_color = text_c, text_size=table_text_size_mp)
table.cell(table_id = testTable, column = 8, row = 0, text = "AUG", text_color = text_c, text_size=table_text_size_mp)
table.cell(table_id = testTable, column = 9, row = 0, text = "SEP", text_color = text_c, text_size=table_text_size_mp)
table.cell(table_id = testTable, column = 10, row = 0, text = "OCT", text_color = text_c, text_size=table_text_size_mp)
table.cell(table_id = testTable, column = 11, row = 0, text = "NOV", text_color = text_c, text_size=table_text_size_mp)
table.cell(table_id = testTable, column = 12, row = 0, text = "DEC", text_color = text_c, text_size=table_text_size_mp)
table.cell(table_id = testTable, column = 13, row = 0, text = "YEAR P/L", text_color = text_c, text_size=table_text_size_mp)
for i = 0 to (array.size(y_number_array) == 0 ? na : array.size(y_number_array) - 1)
row_y = year(array.get(y_time_array, i)) - year(array.get(y_time_array, 0)) + 1
table.cell(table_id = testTable, column = 13, row = row_y, text = str.tostring(array.get(y_pnl_array , i), "##.##") + '\n' + '(' + str.tostring(array.get(y_pnl_array , i)*100/initial_balance, "##.##") + ' %)', bgcolor = array.get(y_pnl_array , i) > 0 ? color.green : array.get(y_pnl_array , i) < 0 ? color.red : color.gray, text_color = color.rgb(0, 0, 0), text_size=table_text_size_mp)
curr_row_y = array.size(month_time_array) == 0 ? 1 : (year(array.get(month_time_array, array.size(month_time_array) - 1))) - (year(array.get(month_time_array, 0))) + 1
table.cell(table_id = testTable, column = 13, row = curr_row_y, text = str.tostring(curr_y_pnl, "##.##") + '\n' + '(' + str.tostring(curr_y_pnl*100/initial_balance, "##.##") + ' %)', bgcolor = curr_y_pnl > 0 ? color.green : curr_y_pnl < 0 ? color.red : color.gray, text_color = color.rgb(0, 0, 0), text_size=table_text_size_mp)
for i = 0 to (array.size(net_profit_array) == 0 ? na : array.size(net_profit_array) - 1)
monthly_profit := i > 0 ? ( array.get(net_profit_array, i) - array.get(net_profit_array, i - 1) ) : array.get(net_profit_array, i)
column_month_number := month(array.get(month_time_array, i))
row_month_time :=((year(array.get(month_time_array, i))) - year(array.get(month_time_array, 0)) ) + 1
table.cell(table_id = testTable, column = column_month_number, row = row_month_time, text = str.tostring(monthly_profit, "##.##") + '\n' + '(' + str.tostring(monthly_profit*100/initial_balance, "##.##") + ' %)', bgcolor = monthly_profit > 0 ? color.green : monthly_profit < 0 ? color.red : color.gray, text_color = text_c, text_size=table_text_size_mp)
table.cell(table_id = testTable, column = 0, row =row_month_time, text = str.tostring(year(array.get(month_time_array, i)), "##.##"), text_color = text_c, text_size=table_text_size_mp)
curr_row_m = array.size(month_time_array) == 0 ? 1 : (year(array.get(month_time_array, array.size(month_time_array) - 1))) - (year(array.get(month_time_array, 0))) + 1
table.cell(table_id = testTable, column = curr_m_number, row = curr_row_m, text = str.tostring(curr_m_pnl, "##.##") + '\n' + '(' + str.tostring(curr_m_pnl*100/initial_balance, "##.##") + ' %)', bgcolor = curr_m_pnl > 0 ? color.green : curr_m_pnl < 0 ? color.red : color.gray, text_color = text_c, text_size=table_text_size_mp)
table.cell(table_id = testTable, column = 0, row =curr_row_m, text = str.tostring(year(time), "##.##"), text_color = text_c, text_size=table_text_size_mp)
//============================================================================================================================================================================