Les ressources ont été chargées... Je charge...
  1. Carré
  2. Stratégie d'adaptation à la double position de l'indicateur MOST

Stratégie d'adaptation à la double position de l'indicateur MOST

Auteur:ChaoZhang est là., Date: 2024-05-24 17:28:39 Je vous en prie.
Les étiquettes:La plupartSMAIndice de résistanceCCI

img

Résumé

Cette stratégie est une stratégie de trading quantitative adaptative à double position basée sur l'indicateur MOST. En calculant les lignes de période longues et courtes de l'indicateur MOST et en tenant compte de facteurs tels que le prix et le volume de négociation, la stratégie ajuste de manière adaptative la direction d'ouverture, la taille de la position, les points de prise de profit et de stop-loss pour obtenir des rendements stables.

Principe de stratégie

  1. Calculer les lignes de période longues et courtes de l'indicateur MOST et déterminer la direction longue et courte en comparant la relation entre le prix actuel et la position de l'indicateur MOST.
  2. Si la tendance est forte, augmenter la position de manière appropriée; si la tendance est faible, réduire la position de manière appropriée.
  3. Définir plusieurs points de prise de profit et de stop-loss et ajuster dynamiquement les points de prise de profit et de stop-loss en fonction de la volatilité du marché afin de contrôler le risque.
  4. Mettre en place des fenêtres de temps de négociation et des filtres pour éviter de négocier lorsque la volatilité du marché est élevée ou que la tendance n'est pas claire, améliorant ainsi la robustesse de la stratégie.
  5. Considérer de manière exhaustive plusieurs indicateurs tels que le RSI et le CCI pour filtrer les conditions d'ouverture et améliorer la précision des positions d'ouverture.

Les avantages de la stratégie

  1. Ajustement de position adaptatif: ajuster dynamiquement la taille de la position d'ouverture en fonction de la force de la tendance et de la volatilité du marché, obtenir plus de bénéfices lorsque la tendance est forte et contrôler les risques lorsque la tendance est faible.
  2. Prise de profit et stop-loss dynamiques: ajustez dynamiquement les points de prise de profit et de stop-loss en fonction de la volatilité du marché, ce qui peut garantir des bénéfices en temps opportun et contrôler efficacement les retraits.
  3. Filtrage multi-indicateurs: considérer de manière exhaustive plusieurs indicateurs tels que le RSI et le CCI pour filtrer les conditions d'ouverture, améliorer la précision des positions d'ouverture et réduire le risque d'erreur de jugement.
  4. Une grande adaptabilité: en définissant des fenêtres et des filtres de temps de négociation, éviter de négocier lorsque la volatilité du marché est élevée ou que la tendance n'est pas claire, améliorant ainsi l'adaptabilité de la stratégie.
  5. Optimisation des paramètres: la stratégie comporte plusieurs paramètres qui peuvent être optimisés, tels que la période de l'indicateur MOST, les points de prise de profit et de stop-loss, la taille de la position, etc. Les paramètres peuvent être optimisés en fonction des différents environnements du marché et des caractéristiques des actifs pour améliorer les rendements de la stratégie.

Risques stratégiques

  1. Risque d'optimisation des paramètres: la stratégie comporte plusieurs paramètres qui doivent être optimisés, et différents paramètres peuvent entraîner de grandes différences dans les performances de la stratégie, ce qui entraîne un risque d'optimisation des paramètres.
  2. Risque de surajustement: si l'optimisation des paramètres est trop complexe, elle peut entraîner un surajustement de la stratégie et de mauvaises performances sur les données hors échantillon.
  3. Risque d'événement de cygne noir: la stratégie est optimisée sur la base de données historiques et peut ne pas être en mesure de faire face à des conditions de marché extrêmes, telles que les événements de cygne noir.
  4. Risque de marché: la stratégie peut connaître des retombées importantes lorsque la tendance est floue ou que la volatilité du marché est élevée.

Direction de l'optimisation de la stratégie

  1. Introduire des algorithmes d'apprentissage automatique, tels que des machines vectorielles de support et des forêts aléatoires, pour optimiser les conditions d'ouverture et les tailles de position, améliorer les rendements et la robustesse de la stratégie.
  2. Mettre en place des indicateurs de sentiment du marché, tels que l'indice de panique, pour quantifier le sentiment du marché et ajuster en temps opportun les positions afin de contrôler les risques lorsque le sentiment du marché est extrême.
  3. Mettre en place des modèles à facteurs multiples, tels que les facteurs fondamentaux et les facteurs techniques, pour évaluer quantitativement les actifs et sélectionner des actifs de haute qualité afin d'améliorer les rendements de la stratégie.
  4. Mettre en place un module de gestion des capitaux permettant d'ajuster dynamiquement la taille des positions en fonction des résultats des comptes, de contrôler les retraits et d'améliorer la robustesse de la stratégie.
  5. Effectuer une optimisation adaptative des paramètres pour ajuster adaptivement les paramètres de la stratégie en fonction des changements survenus sur le marché, améliorant ainsi l'adaptabilité de la stratégie.

Résumé

Cette stratégie est une stratégie de trading quantitative adaptative à double position basée sur l'indicateur MOST. En ajustant dynamiquement les tailles de position et les points de prise de profit et de stop-loss, elle s'adapte à différents environnements de marché et obtient des rendements stables. En même temps, la stratégie introduit plusieurs conditions de filtrage pour améliorer la précision des positions d'ouverture et contrôler les risques de retrait.

/*backtest
start: 2024-04-01 00:00:00
end: 2024-04-30 23:59:59
period: 4h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=5
//@strategy_alert_message {{strategy.order.alert_message}} 
//bu yukardaki otomatik olarak alarma ekleniyormus, diger turlu her seferinde bunu yapistirman gerekiyordu..
//19.05.2024
///////////////////////////////////////////////////////
// code combiner and developer @ Mustafa Özbakır mozbakir
// thank all other code owners 
strategy('mge-auto okx', pyramiding=3,close_entries_rule ="FIFO" , use_bar_magnifier = false ,process_orders_on_close=false,calc_on_order_fills = false,calc_on_every_tick= false,format=format.price, overlay=true,  default_qty_type=strategy.percent_of_equity , default_qty_value=100, initial_capital=50, currency=currency.USD, commission_value=0.05, commission_type=strategy.commission.percent)
//Fiyat Tick hesabi
RoundToTick( _price) => math.round(_price/syminfo.mintick)*syminfo.mintick
open_fiyat = RoundToTick(open)
close_fiyat = RoundToTick(close)
high_fiyat = RoundToTick(high)
low_fiyat = RoundToTick(low)
hlc3_fiyat = RoundToTick(hlc3)
var float percenval_most_indikator_long = 0.
var float percenval_most_indikator_short = 0.
var float ikinci_giris_long = 0.
var float ikinci_giris_short = 0.
percenval_most_indikator_long := input.float(defval=3.4, minval=0, step=0.1, title='most percent long') / 100 //değeri 0,034 1000 üzerinden
percenval_most_indikator_short := input.float(defval=3.4, minval=0, step=0.1, title='most percent short') / 100
slen_long = input.int(defval=20, title='Long Fiyat MA Period', minval=2)

slen_short = input.int(defval=20, title='Short Fiyat MA Period', minval=2)





sabit_tp_yl = percenval_most_indikator_long / 2 //input.float(defval = 1.9       , title = "_long Sabit Kar-aL Long (%)"   , step=0.1, minval=0.1) / 100
sabit_tp_ys = percenval_most_indikator_short / 2 //input.float(defval = 1.9       , title = "_short Sabit Kar-aL Short (%)" , step=0.1, minval=0.1) / 100



ikinci_giris_long := 0.009//(percenval_most_indikator_long) - 0.009 //input.float(defval=0.8, minval=0, step=0.1, title='2.Long Fiyat % Kac Düştüğünde',tooltip = 'İlk pozisyon girişi botun %50 bütçesi ile açılır. İlk açılış fiyatı % kaç düşerse geri kalan %50bütçe ile 2. giriş yapılsın?') / 100
ikinci_giris_short := 0.009//(percenval_most_indikator_short) - 0.009//input.float(defval=0.8, minval=0, step=0.1, title='2.Short Fiyat % Kac Yükseldiğinde',tooltip = 'İlk pozisyon girişi botun %50 bütçesi ile açılır. İlk açılış fiyatı % kaç yükselirse geri kalan %50bütçe ile 2. giriş yapılsın?') / 100
//risk_trail_stop = input.float(defval=1.8, minval=0, step=0.1, title='Trail StopLoss % Kar Çarpanı') 

//takipli_sloss_yl = sabit_tp_yl * risk_trail_stop
//takipli_sloss_ys = sabit_tp_ys * risk_trail_stop
//takipli_sloss_yl = input.float(defval = 3.8       , title = "_long Takipli Stop-loss Long (%)"   , step=0.1, minval=0.1) / 100
//takipli_sloss_ys = input.float(defval = 3.8       , title = "_short Takipli Stop-loss Short (%)" , step=0.1, minval=0.1) / 100
sabit_loss_yl = percenval_most_indikator_long//input.float(defval = 1.9       , title = "_long zarar (%)"   , step=0.1, minval=0.1) / 100
sabit_loss_ys = percenval_most_indikator_short//input.float(defval = 1.9       , title = "_short zarar (%)" , step=0.1, minval=0.1) / 100
vwap_gosterge_filtre_long_most = input.bool(true,'Vwap MOST Long filtre => Aktif / Değil', inline="rc2")
vwap_gosterge_secimi_long_most = input.bool(true,'Vwap MOST Long => rsi / cci', inline="rc2")
vwap_gosterge_filtre_short_most = input.bool(true,'Vwap MOST Short filtre => Aktif / Değil', inline="rc3")
vwap_gosterge_secimi_short_most = input.bool(true,'Vwap MOST Short => rsi / cci', inline="rc3")

stop_loss_secimi_long = input.bool(true,'Long Zarar => Sabit / Takipli', inline="rc3")
stop_loss_secimi_short = input.bool(true,'Short Zarar => Sabit / Takipli', inline="rc3")


//slen = 20//input.int(defval=20, title='MA Period', minval=1)

//////////////////////___trade_gunleri_long__//////////////////////////////////////////////
InSession_long (sessionTimes_long , sessionTimeZone_long =syminfo.timezone) =>
    not na(time(timeframe.period, sessionTimes_long , sessionTimeZone_long ))
// Create the session and string inputs
sessionInput = "0000-2359"//input.session("0000-2345", title="Session Times")//, group="Trading Session") 
// Create the session string
//weekdays_long = "Long Günleri"
sadece_yer_icin_long = input.bool(defval=false, title="L_Gün :", inline="dL1")
on_mon_long = input.bool(defval=true, title="Psi", inline="dL1")
on_tue_long = input.bool(defval=true, title="S", inline="dL1")
on_wed_long = input.bool(defval=true, title="Ç", inline="dL1")
on_thu_long = input.bool(defval=true, title="P", inline="dL1")
on_fri_long = input.bool(defval=true, title="C", inline="dL1")
on_sat_long = input.bool(defval=true, title="Csi", inline="dL1")
on_sun_long = input.bool(defval=true, title="P", inline="dL1")

session_weekdays_long = ':'
if on_sun_long
    session_weekdays_long := session_weekdays_long + "1"
if on_mon_long
    session_weekdays_long := session_weekdays_long + "2"
if on_tue_long
    session_weekdays_long := session_weekdays_long + "3"
if on_wed_long
    session_weekdays_long := session_weekdays_long + "4"
if on_thu_long
    session_weekdays_long := session_weekdays_long + "5"
if on_fri_long
    session_weekdays_long := session_weekdays_long + "6"
if on_sat_long
    session_weekdays_long := session_weekdays_long + "7"
tradingSession_long  = sessionInput + session_weekdays_long//":" + daysInput_long 
// Highlight background of bars inside the specified session
bgcolor(InSession_long (tradingSession_long ) ? na : color.new(color.teal, 80))
trade_yap_zaman_long  = InSession_long(tradingSession_long ) ? true : false
//////////////////////___trade_gunleri_long__bitti___/////////////////////////////////////////////////
/////////////////___trade_gunleri_short__//////////////////////////////////////////////////////
InSession_short (sessionTimes_short , sessionTimeZone_short =syminfo.timezone) =>
    not na(time(timeframe.period, sessionTimes_short , sessionTimeZone_short ))
//weekdays_short = "Short Günleri"
sadece_yer_icin_short = input.bool(defval=false, title="S_Gün :", inline="ds1")
on_mon_short = input.bool(defval=true, title="Psi", inline="ds1")
on_tue_short = input.bool(defval=true, title="S", inline="ds1")
on_wed_short = input.bool(defval=true, title="Ç", inline="ds1")
on_thu_short = input.bool(defval=true, title="P", inline="ds1")
on_fri_short = input.bool(defval=true, title="C", inline="ds1")
on_sat_short = input.bool(defval=true, title="Csi", inline="ds1")
on_sun_short = input.bool(defval=true, title="P", inline="ds1")

session_weekdays_short = ':'
if on_sun_short
    session_weekdays_short := session_weekdays_short + "1"
if on_mon_short
    session_weekdays_short := session_weekdays_short + "2"
if on_tue_short
    session_weekdays_short := session_weekdays_short + "3"
if on_wed_short
    session_weekdays_short := session_weekdays_short + "4"
if on_thu_short
    session_weekdays_short := session_weekdays_short + "5"
if on_fri_short
    session_weekdays_short := session_weekdays_short + "6"
if on_sat_short
    session_weekdays_short := session_weekdays_short + "7"
tradingSession_short  = sessionInput + session_weekdays_short//":" + daysInput_short 
// Highlight background of bars inside the specified session
bgcolor(InSession_short (tradingSession_short ) ? na :color.new(color.purple, 80) )
trade_yap_zaman_short  = InSession_short(tradingSession_short ) ? true : false
/////////////////___trade_gunleri_short__bitti//////////////////////////////////////////////////////



//////////////////////////////////////////////////////////////
Amount_1a = input.float(51, "1. Giris %Bütce", minval = 0.01, inline = "31")//, group = ALERTGRP_CRED) //pozisyon_1_yuzde
Amount_2a = input.float(49, "2. Giris %Bütce", minval = 0.01, inline = "31")//, group = ALERTGRP_CRED) //pozisyon_2_yuzde
okx_bot_butcesi = input.int(50,'Okx Bot Bütcesi $', inline = "bb1")
okx_bot_kaldirac = input.int(2,'Okx Bot Kaldirac x', inline = "bb1")

/////////////////////////////////////

OpenDirection  = input.string(defval="BIRLIKTE", title="ISLEM SECIMI", options=["BIRLIKTE", "LONG", "SHORT"])

///////////////////////////////////////////////////////////////////////

Zlema_Func(src, length) =>
    zxLag = length / 2 == math.round(length / 2) ? length / 2 : (length - 1) / 2
    zxEMAData = src + src - src[zxLag]
    ZLEMA = ta.ema(zxEMAData, length)
    ZLEMA
fiyat_zlema = Zlema_Func(close_fiyat,20)
fiyat_alma =ta.alma(close_fiyat,96,8,0.6185)//ta.roc(fiyat_alma2,20) //math.sum(ta.roc(fiyat_alma2,1),1) == -3 and math.sum(ta.roc(fiyat_alma3,1),1) == -2
plot(fiyat_alma,'Fiyat Alma ',color.yellow)  
//////////////////////////////////////////

cro_anatrend= ta.crossover(fiyat_zlema,fiyat_alma)//ta.crossover(anatrend_fiyat, mtf_fiyat_alma)
cru_anatrend= ta.crossunder(fiyat_zlema,fiyat_alma)//ta.crossunder(anatrend_fiyat, mtf_fiyat_alma)
direction_anatrend = 0
direction_anatrend := cro_anatrend ? 1 : cru_anatrend ? -1 : direction_anatrend[1]

//////////////////////////////////////////
vwap_cci_Length = 20//input.int(20, minval=1)
vwap_sma_Length = 9//input.int(9, minval=1)
vwap_cci = ta.cci(ta.vwap(close_fiyat[1]),vwap_cci_Length)
vwap_rsi = ta.rsi(ta.vwap(close_fiyat[1]),vwap_cci_Length)
vwap_sma_gosterge_cci = ta.sma(vwap_cci,vwap_sma_Length)  // Most momentum icin
vwap_sma_gosterge_rsi = ta.sma(vwap_rsi,vwap_sma_Length) // Most momentum icin

vwap_gosterge_cci = vwap_sma_gosterge_cci
vwap_gosterge_rsi = vwap_sma_gosterge_rsi
vwap_gosterge_long_most = vwap_gosterge_secimi_long_most ? vwap_gosterge_rsi : vwap_gosterge_cci
vwap_gosterge_short_most = vwap_gosterge_secimi_short_most ? vwap_gosterge_rsi : vwap_gosterge_cci 
vwap_long_most = vwap_gosterge_secimi_long_most ? (vwap_gosterge_long_most > 70) : (vwap_gosterge_long_most > 50) 
vwap_short_most = vwap_gosterge_secimi_short_most ? (vwap_gosterge_short_most < 30) and not(vwap_gosterge_short_most < 10)  : (vwap_gosterge_short_most < -50)

///////////////////////////////////


//calculation of the most trend price
/////////////////////////////////////
averprice_long = Zlema_Func(close_fiyat, slen_long)//averprice//input(close)
averprice_short = Zlema_Func(close_fiyat, slen_short)
//plot(plot_goster_fiyat ? averprice : na ,title = 'fiyat')

////////////////////////////////////
exMov_indikator_long = averprice_long
fark_indikator_long = exMov_indikator_long * percenval_most_indikator_long //* 0.01
longStop_indikator_long = exMov_indikator_long - fark_indikator_long
longStopPrev_indikator_long = nz(longStop_indikator_long[1], longStop_indikator_long)
longStop_indikator_long := exMov_indikator_long > longStopPrev_indikator_long ? math.max(longStop_indikator_long, longStopPrev_indikator_long) : longStop_indikator_long
shortStop_indikator_long = exMov_indikator_long + fark_indikator_long
shortStopPrev_indikator_long = nz(shortStop_indikator_long[1], shortStop_indikator_long)
shortStop_indikator_long := exMov_indikator_long < shortStopPrev_indikator_long ? math.min(shortStop_indikator_long, shortStopPrev_indikator_long) : shortStop_indikator_long
dir_indikator_long = 1
dir_indikator_long := nz(dir_indikator_long[1], dir_indikator_long)
dir_indikator_long := dir_indikator_long == -1 and exMov_indikator_long > shortStopPrev_indikator_long ? 1 : dir_indikator_long == 1 and exMov_indikator_long < longStopPrev_indikator_long ? -1 : dir_indikator_long
MOST_indikator_long = dir_indikator_long == 1 ? longStop_indikator_long : shortStop_indikator_long
cro_indikator_long = ta.crossover(exMov_indikator_long, MOST_indikator_long)
cru_indikator_long = ta.crossunder(exMov_indikator_long, MOST_indikator_long)
direction_indikator_long = 0
direction_indikator_long := cro_indikator_long ? 1 : cru_indikator_long ? -1 : direction_indikator_long[1]
colorM_indikator_long = direction_indikator_long == 1 ? color.rgb(14, 241, 52) : direction_indikator_long == -1  ? color.red : color.rgb(59, 248, 255)
plot( MOST_indikator_long, color = colorM_indikator_long, linewidth=3, title='MOST_indikator_long')
//plot(exMov_indikator_long, color=colorM_indikator_long, linewidth=2, title='exMov_indikator_long')
////////////////////////////
exMov_indikator_short = averprice_short
fark_indikator_short = exMov_indikator_short * percenval_most_indikator_short //* 0.01
longStop_indikator_short = exMov_indikator_short - fark_indikator_short
longStopPrev_indikator_short = nz(longStop_indikator_short[1], longStop_indikator_short)
longStop_indikator_short := exMov_indikator_short > longStopPrev_indikator_short ? math.max(longStop_indikator_short, longStopPrev_indikator_short) : longStop_indikator_short
shortStop_indikator_short = exMov_indikator_short + fark_indikator_short
shortStopPrev_indikator_short = nz(shortStop_indikator_short[1], shortStop_indikator_short)
shortStop_indikator_short := exMov_indikator_short < shortStopPrev_indikator_short ? math.min(shortStop_indikator_short, shortStopPrev_indikator_short) : shortStop_indikator_short
dir_indikator_short = 1
dir_indikator_short := nz(dir_indikator_short[1], dir_indikator_short)
dir_indikator_short := dir_indikator_short == -1 and exMov_indikator_short > shortStopPrev_indikator_short ? 1 : dir_indikator_short == 1 and exMov_indikator_short < longStopPrev_indikator_short ? -1 : dir_indikator_short
MOST_indikator_short = dir_indikator_short == 1 ? longStop_indikator_short : shortStop_indikator_short
cro_indikator_short= ta.crossover(exMov_indikator_short, MOST_indikator_short)
cru_indikator_short= ta.crossunder(exMov_indikator_short, MOST_indikator_short)
direction_indikator_short = 0
direction_indikator_short := cro_indikator_short ? 1 : cru_indikator_short ? -1 : direction_indikator_short[1]
colorM_indikator_short = direction_indikator_short == 1 ? color.rgb(14, 241, 52) : direction_indikator_short == -1  ? color.red : color.rgb(59, 248, 255)
plot( MOST_indikator_short, color=colorM_indikator_short, linewidth=3, title='MOST_indikator_short')
//plot(exMov_indikator_short, color=colorM_indikator_short, linewidth=2, title='exMov_indikator_short')

/////////////////////////////////

trend_yonu_oto = input.bool(true,'Ana Trend Indikator Pozisyon Sekli (Yonu Devam Eden - Tersi Tekli) => Auto / Manuel', inline="rb")
indikator_long_sekli = input.bool(true,'Indikator Long Manuel => Devam Eden / Tekli', inline="rc")
indikator_short_sekli = input.bool(true,'Indikator Short Manuel => Devam Eden / Tekli', inline="rc") 
longCondition_most_indikator = (indikator_long_sekli == true and not(trend_yonu_oto == true)) or (trend_yonu_oto == true and direction_anatrend == 1) ? direction_indikator_long == 1 and not(low <= MOST_indikator_long): cro_indikator_long and not(low <= MOST_indikator_long)//ta.crossover(averprice, trendprice) //and (averprice[1] < trendprice[1]) //and ( close[1] < averprice[1])
shortCondition_most_indikator = (indikator_short_sekli == true and not(trend_yonu_oto == true)) or (trend_yonu_oto == true and direction_anatrend == -1) ? direction_indikator_short == -1 and not(high >= MOST_indikator_short): cru_indikator_short and not(high >= MOST_indikator_short)//ta.crossunder(averprice , trendprice_short) //and (averprice[1] > trendprice_short[1]) //and ( close[1] > averprice[1])
//////////////////////////////
////////////////////////////
//longCondition_most_indikator = cro_indikator_long//(indikator_long_sekli == true and not(trend_yonu_oto == true)) or (trend_yonu_oto == true and direction_anatrend == 1) ? direction_indikator_long == 1 : cro_indikator_long//ta.crossover(averprice, trendprice) //and (averprice[1] < trendprice[1]) //and ( close[1] < averprice[1])
//shortCondition_most_indikator = cru_indikator_short// or (direction_indikator_short == -1 and ta.crossunder(open,MOST_indikator_short))//(indikator_short_sekli == true and not(trend_yonu_oto == true)) or (trend_yonu_oto == true and direction_anatrend == -1) ? direction_indikator_short == -1 : cru_indikator_short//ta.crossunder(averprice , trendprice_short) //and (averprice[1] > trendprice_short[1]) //and ( close[1] > averprice[1])
//////////////////////////////

//////////////////////////////
tahmin_uzunlugu_1 = 20//input.int(5,title =' 1=' , minval=1,inline='tu')
tahmin_uzunlugu_2 = 40//input.int(8,title =' 2=' , minval=1,inline='tu')
tahmin_uzunlugu_3 = 96//input.int(20,title =' 3=' , minval=1,inline='tu')
//tahmin_kaynak_secimi = ' close '// input.string(' close ',title="TOlası Tepe/Dip Fiyat Kaynak", options=[' close ', ' Zlema '])
tahmin_kaynak_fiyat = close_fiyat// tahmin_kaynak_secimi == ' close ' ? close : Zlema_Func(close,8)
fonk_tepe_dip_tahmin(string gozuksunmu,float tahmin_kaynak_fiyat,string tepe_dip,int tahmin_uzunluk,int gosterge_yeri) =>
    sitil_shape = tepe_dip == "tepe" ? shape.triangledown : tepe_dip == "dip" ? shape.triangleup : na
    sitil_label = tepe_dip == "tepe" ? label.style_triangledown : tepe_dip == "dip" ? label.style_triangleup : na
    //philo = input.string("Lows", "Highs or Lows?", options=["Highs", "Lows"])
    linecolor = color.gray//input.color(color.new(color.gray,0), "Label/Line Color")
    ptransp = 33//input.int(33, "Radar Transparency", minval=0, maxval=100)
    ltransp = 100//input.int(100, "Line Transparency", minval=0, maxval=100)
    n = bar_index

    // Input/2 (Default 5) Length Pivot Cycle
    hcol =  tepe_dip == "tepe" ?color.purple : color.green//input.color(color.purple, "Half Cycle Color", inline="hc")
    cych = tahmin_uzunluk//input.int(5, "Length", inline="hc")
    labh = true//input.bool(true, "Label?", inline="hc")
    labhf = true//input.bool(true, "Forecast?", inline="hc")
    plh = tepe_dip == "tepe" ? ta.pivothigh(tahmin_kaynak_fiyat,cych, cych) : ta.pivotlow(tahmin_kaynak_fiyat,cych, cych) // Define a PL or PH based on L/H Switch in settings
    plhy = tepe_dip == "tepe" ? gosterge_yeri : -(math.abs(gosterge_yeri)) // Position the pivot on the Y axis of the oscillator
    plhi = ta.barssince(plh) // Bars since pivot occured?
    plhp = plhi>cych // Bars since pivot occured greater than cycle length?
    lowhin = tepe_dip == "tepe" ? ta.highest(tahmin_kaynak_fiyat, cych*2) : ta.lowest(tahmin_kaynak_fiyat, cych*2) // Highest/Lowest for the cycle
    lowh = ta.barssince(plh)>cych ? lowhin : na // If the barssince pivot are greater than cycle length, show the uncomnfirmed "pivot tracker"
    //plot(plhy, "Half Cycle Radar Line", color=plhp?hcol:color.new(linecolor,ltransp), offset=(cych*-1), display=display.none) // Cycle detection lines v1
    //plotshape(plh ? plhy : na, "Half Cycle Confirmed", style=sitil_shape, location=location.absolute, color=hcol, size = size.tiny, offset=(cych*-1)) // Past Pivots
    //plotshape(lowh ? plhy : na, "Half Cycle Radar", style=shape.circle, location=location.absolute, color=color.new(hcol, ptransp), size = size.tiny, offset=(cych*-1), show_last=1, display=display.none) // AKA the "Tracker/Radar" v1
    // LuxAlgo pivot average calculation used for the forecast
    barssince_ph = 0
    ph_x2 = ta.valuewhen(plh, n - cych, 1) // x values for pivot
    if plh
        barssince_ph := (n - cych) - ph_x2 // if there is a pivot, then BarsSincePivot = (BarIndex - Cycle Length) - x values for pivot
    avg_barssince_ph = ta.cum(barssince_ph) / ta.cum(math.sign(barssince_ph)) // AvgBarsSincePivot = Sum of the BarsSincePivot divided by (Sum of the number of signs of BarsSincePivot, AKA the number of BarsSincePivots)
    // Draw a diamond forecast label and forecast range line
    tooltiph = "🔄 Pivot Cycle: " + str.tostring(cych) + " bars" +
     "\n⏱ Last Pivot: " + str.tostring(plhi + cych) + " bars ago" + 
     "\n🧮 Average Pivot: " + str.tostring(math.round(avg_barssince_ph)) + " bars" + 
     "\n🔮 Next Pivot: " + str.tostring(math.round(avg_barssince_ph)-(plhi + cych)) + " bars" + 
     "\n📏 Range: +/- " + str.tostring(math.round(avg_barssince_ph/2)) + " bars"
    var label fh = na
    var line lh = na
    if  labhf and gozuksunmu == "gozuksun"
        fh := label.new(n + math.min((math.round(avg_barssince_ph) - (plhi+cych)), 500), y=plhy, size=size.tiny, style=sitil_label, color=color.new(hcol,ptransp),tooltip =tooltiph) 
        label.delete(fh[1])
        lh := line.new(x1=n + math.min(math.round((avg_barssince_ph - (plhi+cych))-(avg_barssince_ph/2)), 500), x2=n + math.min(math.round((avg_barssince_ph - (plhi+cych))+(avg_barssince_ph/2)), 500), y1=plhy, y2=plhy, color=color.new(hcol,ptransp))
        line.delete(lh[1]) 
    var label ch = na // Create a label
    if  labh and gozuksunmu == "gozuksun"// Define the label
        ch := label.new(bar_index, y=plhy, text=str.tostring(cych), size=size.small, style=label.style_label_left, color=color.new(color.white,100), textcolor=color.new(plhp?hcol:linecolor,0), tooltip=tooltiph) 
        label.delete(ch[1])
    int sonraki_pivot = math.round(avg_barssince_ph)-(plhi + cych)
    [sonraki_pivot]
[tepe_1_uzaklik] = fonk_tepe_dip_tahmin('',tahmin_kaynak_fiyat,'tepe',tahmin_uzunlugu_1,50)
[tepe_2_uzaklik] = fonk_tepe_dip_tahmin('',tahmin_kaynak_fiyat,'tepe',tahmin_uzunlugu_2,100)
[tepe_3_uzaklik] = fonk_tepe_dip_tahmin('',tahmin_kaynak_fiyat,'tepe',tahmin_uzunlugu_3,150)
[dip_1_uzaklik] = fonk_tepe_dip_tahmin('',tahmin_kaynak_fiyat,'dip',tahmin_uzunlugu_1,50)
[dip_2_uzaklik] = fonk_tepe_dip_tahmin('',tahmin_kaynak_fiyat,'dip',tahmin_uzunlugu_2,100)
[dip_3_uzaklik] = fonk_tepe_dip_tahmin('',tahmin_kaynak_fiyat,'dip',tahmin_uzunlugu_3,150)
gelecek_tepe_adet = 0
gelecek_tepe_adet := tepe_1_uzaklik > 0 ? gelecek_tepe_adet + 1 : gelecek_tepe_adet
gelecek_tepe_adet := tepe_2_uzaklik > 0 ? gelecek_tepe_adet + 1 : gelecek_tepe_adet
gelecek_tepe_adet := tepe_3_uzaklik > 0 ? gelecek_tepe_adet + 1 : gelecek_tepe_adet
gelecek_tepe_uzaklik_toplami = 0
gelecek_tepe_uzaklik_toplami := tepe_1_uzaklik > 0 ? gelecek_tepe_uzaklik_toplami + tepe_1_uzaklik : gelecek_tepe_uzaklik_toplami
gelecek_tepe_uzaklik_toplami := tepe_2_uzaklik > 0 ? gelecek_tepe_uzaklik_toplami + tepe_2_uzaklik : gelecek_tepe_uzaklik_toplami
gelecek_tepe_uzaklik_toplami := tepe_3_uzaklik > 0 ? gelecek_tepe_uzaklik_toplami + tepe_3_uzaklik : gelecek_tepe_uzaklik_toplami

//tepe_xo_text_sayac = str.tostring(gelecek_tepe_adet)//"1. kosul sayısı : " + str.tostring(kss7) + "\n\2. Kosul Sayisi : "  + str.tostring(kss14) + "\n\3. Kosul sayisi : " + str.tostring(kss21) + "\n\En yuksek Dongu sayısına sahip kosul -kontrol amacli- : " +str.tostring(istedigim_rsi) + "\n\En yuksek Dongu sayısına sahip kosul degeri -kontrol amacli- : " +str.tostring(istedigim_rsi_deger)
//tepe_l_sayac = label.new(x = bar_index-10, y = high, style = label.style_label_left, text = tepe_xo_text_sayac,color=color.green,textcolor = color.white)
//label.delete(tepe_l_sayac[1])
//tepe_u_xo_text_sayac = str.tostring(gelecek_tepe_uzaklik_toplami)//"1. kosul sayısı : " + str.tostring(kss7) + "\n\2. Kosul Sayisi : "  + str.tostring(kss14) + "\n\3. Kosul sayisi : " + str.tostring(kss21) + "\n\En yuksek Dongu sayısına sahip kosul -kontrol amacli- : " +str.tostring(istedigim_rsi) + "\n\En yuksek Dongu sayısına sahip kosul degeri -kontrol amacli- : " +str.tostring(istedigim_rsi_deger)
//tepe_u_l_sayac = label.new(x = bar_index, y = low, style = label.style_label_left, text = tepe_u_xo_text_sayac,color=color.red,textcolor = color.white)
//label.delete(tepe_u_l_sayac[1])
gelecek_dip_adet = 0
gelecek_dip_adet := dip_1_uzaklik > 0 ? gelecek_dip_adet + 1 : gelecek_dip_adet
gelecek_dip_adet := dip_2_uzaklik > 0 ? gelecek_dip_adet + 1 : gelecek_dip_adet
gelecek_dip_adet := dip_3_uzaklik > 0 ? gelecek_dip_adet + 1 : gelecek_dip_adet
gelecek_dip_uzaklik_toplami = 0
gelecek_dip_uzaklik_toplami := dip_1_uzaklik > 0 ? gelecek_dip_uzaklik_toplami + dip_1_uzaklik : gelecek_dip_uzaklik_toplami
gelecek_dip_uzaklik_toplami := dip_2_uzaklik > 0 ? gelecek_dip_uzaklik_toplami + dip_2_uzaklik : gelecek_dip_uzaklik_toplami
gelecek_dip_uzaklik_toplami := dip_3_uzaklik > 0 ? gelecek_dip_uzaklik_toplami + dip_3_uzaklik : gelecek_dip_uzaklik_toplami
//dip_xo_text_sayac = str.tostring(gelecek_dip_adet)//"1. kosul sayısı : " + str.tostring(kss7) + "\n\2. Kosul Sayisi : "  + str.tostring(kss14) + "\n\3. Kosul sayisi : " + str.tostring(kss21) + "\n\En yuksek Dongu sayısına sahip kosul -kontrol amacli- : " +str.tostring(istedigim_rsi) + "\n\En yuksek Dongu sayısına sahip kosul degeri -kontrol amacli- : " +str.tostring(istedigim_rsi_deger)
//dip_l_sayac = label.new(x = bar_index-5, y = high, style = label.style_label_left, text = dip_xo_text_sayac,color=color.aqua,textcolor = color.white)
//label.delete(dip_l_sayac[1])
//dip_u_xo_text_sayac = str.tostring(gelecek_dip_uzaklik_toplami)//"1. kosul sayısı : " + str.tostring(kss7) + "\n\2. Kosul Sayisi : "  + str.tostring(kss14) + "\n\3. Kosul sayisi : " + str.tostring(kss21) + "\n\En yuksek Dongu sayısına sahip kosul -kontrol amacli- : " +str.tostring(istedigim_rsi) + "\n\En yuksek Dongu sayısına sahip kosul degeri -kontrol amacli- : " +str.tostring(istedigim_rsi_deger)
//dip_u_l_sayac = label.new(x = bar_index+5, y = low, style = label.style_label_left, text = dip_u_xo_text_sayac,color=color.gray,textcolor = color.white)
//label.delete(dip_u_l_sayac[1])
olasi_long_ihtimali = ((gelecek_tepe_adet > 0) and (gelecek_tepe_uzaklik_toplami > 0)) and ((gelecek_tepe_adet > gelecek_dip_adet) and (gelecek_tepe_uzaklik_toplami > gelecek_dip_uzaklik_toplami)) ? true : false
olasi_short_ihtimali = ((gelecek_dip_adet > 0) and (gelecek_dip_uzaklik_toplami > 0)) and ((gelecek_tepe_adet < gelecek_dip_adet) and (gelecek_tepe_uzaklik_toplami < gelecek_dip_uzaklik_toplami)) ? true : false
gelecek_long_tahmini_aktif = input.bool(false,'gelecek long tahmini aktif')
gelecek_short_tahmini_aktif = input.bool(false,'gelecek short tahmini aktif')
////////////////////////////////////////
//pozisyon seçimi
//OpenDirection  = input.string(defval="BIRLIKTE", title="ISLEM SECIMI", options=["BIRLIKTE", "LONG", "SHORT"])
open_all        = OpenDirection == "BIRLIKTE" 
open_all_longs  = OpenDirection != "SHORT"
open_all_shorts = OpenDirection != "LONG"

longaktif       = bool(na)
shortaktif      = bool(na)

longaktif       := open_all ? true : open_all_longs ? true  : open_all_shorts ? false : na
shortaktif      := open_all ? true : open_all_longs ? false : open_all_shorts ? true  : na

//Long-Short entry conditions....
/////////////////////////////////////////////////////////////////


////////////____backtest__zaman__baslangic__//////////////////
group_backtest = "Backtest Tarih Aralığı"
stday = input.int(defval=4, title='start Day', minval=1, maxval=31,group = group_backtest)
stmon = input.int(defval=1, title='start Month', minval=1, maxval=12,group = group_backtest)
styear = input.int(defval=2024, title='start Year', minval=2000,group = group_backtest)
fnday = input.int(defval=1, title='Finish Day', minval=1, maxval=31,group = group_backtest)
fnmon = input.int(defval=1, title='finish Month', minval=1, maxval=12,group = group_backtest)
fnyear = input.int(defval=2030, title='finish Year', minval=2000,group = group_backtest)
starttime = timestamp(styear, stmon, stday, 00, 00)
finishtime = timestamp(fnyear, fnmon, fnday, 23, 59)
backtest() =>
    time >= starttime and time <= finishtime ? true : false
////////////____backtest__zaman__bitti__///////////////////

indikator_long = longCondition_most_indikator

if vwap_gosterge_filtre_long_most
    indikator_long := (vwap_long_most) and indikator_long

if gelecek_long_tahmini_aktif
    indikator_long := (olasi_long_ihtimali == true) and indikator_long

indikator_short = shortCondition_most_indikator

if vwap_gosterge_filtre_short_most
    indikator_short := (vwap_short_most) and indikator_short

if gelecek_short_tahmini_aktif
    indikator_short := (olasi_short_ihtimali == true) and indikator_short

long_giris_baslangic = indikator_long and longaktif == true and (trade_yap_zaman_long ==true) and not(strategy.position_size > 0) //(strategy.position_size == 0) //and
short_giris_baslangic = indikator_short and shortaktif == true and (trade_yap_zaman_short ==true) and not(strategy.position_size < 0) //and //(strategy.position_size == 0)


long_pozisyon_giris = long_giris_baslangic[1]
short_pozisyon_giris = short_giris_baslangic[1]

var float long_pozisyon_giris_fiyati = 0.
var float short_pozisyon_giris_fiyati = 0.
long_pozisyon_giris_fiyati := ta.valuewhen(long_pozisyon_giris and not(str.contains(strategy.opentrades.entry_id(0), "L1") or str.contains(strategy.opentrades.entry_id(0), "L2") or str.contains(strategy.opentrades.entry_id(0), "L3") or str.contains(strategy.opentrades.entry_id(0), "S1") or str.contains(strategy.opentrades.entry_id(0), "S2") or str.contains(strategy.opentrades.entry_id(0), "S3")),close_fiyat,0)
short_pozisyon_giris_fiyati := ta.valuewhen(short_pozisyon_giris and not(str.contains(strategy.opentrades.entry_id(0), "L1") or str.contains(strategy.opentrades.entry_id(0), "L2") or str.contains(strategy.opentrades.entry_id(0), "L3") or str.contains(strategy.opentrades.entry_id(0), "S1") or str.contains(strategy.opentrades.entry_id(0), "S2") or str.contains(strategy.opentrades.entry_id(0), "S3")),close_fiyat,0)

var float sabit_tp_long_fiyat = 0.
var float sabit_tp_short_fiyat = 0.
sabit_tp_long_fiyat   := long_pozisyon_giris_fiyati * (1 + sabit_tp_yl)
sabit_tp_short_fiyat  := short_pozisyon_giris_fiyati * (1 - sabit_tp_ys)
var float sabit_loss_long_fiyat = 0.
var float sabit_loss_short_fiyat = 0.
sabit_loss_long_fiyat   := long_pozisyon_giris_fiyati * (1 - sabit_loss_yl)
sabit_loss_short_fiyat  := short_pozisyon_giris_fiyati * (1 + sabit_loss_ys)


////////////////////////////////////////
//Takip stop kodu (TRAILING STOP CODE)

traillongStopPrice  = 0., trailshortStopPrice = 0.

traillongStopPrice := if (strategy.position_size > 0)
    long_stopValue  = low_fiyat * (1 - sabit_loss_yl )
    math.max(long_stopValue , traillongStopPrice[1])
else
    0

trailshortStopPrice := if (strategy.position_size < 0)
    short_stopValue = high_fiyat * (1 + sabit_loss_ys)
    math.min(short_stopValue, trailshortStopPrice[1])
else
    999999
//Takip stop kodu BITTI (TRAILING STOP CODE)

stop_loss_long_fiyat = stop_loss_secimi_long ?  sabit_loss_long_fiyat : traillongStopPrice
stop_loss_short_fiyat = stop_loss_secimi_short ?  sabit_loss_short_fiyat : trailshortStopPrice

var float Long_2_giris_fiyati = 0.
Long_2_giris_fiyati := stop_loss_long_fiyat * (1 + ikinci_giris_long)//strategy.position_size > 0 and (str.contains(strategy.opentrades.entry_id(0), "L1")) ? strategy.opentrades.entry_price(strategy.opentrades - 1) * (1 - ikinci_giris_long) : na//sonra bir değişken olarak bakabiliriz.
//var float Long_3_giris_fiyati = 0.
//Long_3_giris_fiyati := most_long_oldugunda_fiyat * (1 - 0.015)
var float Short_2_giris_fiyati = 0.
Short_2_giris_fiyati := stop_loss_short_fiyat * (1 - ikinci_giris_short)//strategy.position_size < 0 and (str.contains(strategy.opentrades.entry_id(0), "S1")) ? strategy.opentrades.entry_price(strategy.opentrades - 1) * (1 + ikinci_giris_short) : na // * (1 + ikinci_girisler)
//var float Short_3_giris_fiyati = 0.
//Short_3_giris_fiyati :=  most_short_oldugunda_fiyat * (1 + 0.015)
/////___qty__miktari_____/////
//Amount_1 = input.float(51, "Amount İlk Pozisyon", minval = 0.01, inline = "31")//, group = ALERTGRP_CRED) //pozisyon_1_yuzde
//Amount_2 = input.float(49, "Amount 2. Giris", minval = 0.01, inline = "31")//, group = ALERTGRP_CRED) //pozisyon_2_yuzde
//RoundToTick( _price) => math.round(_price/syminfo.mintick)*syminfo.mintick
Amount_1_long = (indikator_long_sekli == true and not(trend_yonu_oto == true)) or (trend_yonu_oto == true and direction_anatrend == 1) ? Amount_1a / 2 : Amount_1a
Amount_1_short = (indikator_short_sekli == true and not(trend_yonu_oto == true)) or (trend_yonu_oto == true and direction_anatrend == -1) ? Amount_1a / 2 : Amount_1a
kontrakt_buyuklugu_long_1 = (indikator_long_sekli == true and not(trend_yonu_oto == true)) or (trend_yonu_oto == true and direction_anatrend == 1) ? (((okx_bot_butcesi*(Amount_1a/100))  * okx_bot_kaldirac) / RoundToTick(long_pozisyon_giris_fiyati)) / 2 : ((okx_bot_butcesi*(Amount_1a/100))  * okx_bot_kaldirac) / RoundToTick(long_pozisyon_giris_fiyati)
//math.round(((okx_bot_butcesi*(Amount_1/100))  * okx_bot_kaldirac) / long_pozisyon_giris_fiyati)
kontrakt_buyuklugu_short_1 = (indikator_short_sekli == true and not(trend_yonu_oto == true)) or (trend_yonu_oto == true and direction_anatrend == -1) ? (((okx_bot_butcesi*(Amount_1a/100))  * okx_bot_kaldirac) / RoundToTick(short_pozisyon_giris_fiyati)) / 2 : ((okx_bot_butcesi*(Amount_1a/100))  * okx_bot_kaldirac) / RoundToTick(short_pozisyon_giris_fiyati)
//math.round(((okx_bot_butcesi*(Amount_1/100))  * okx_bot_kaldirac) / short_pozisyon_giris_fiyati)

Amount_2_long = (indikator_long_sekli == true and not(trend_yonu_oto == true)) or (trend_yonu_oto == true and direction_anatrend == 1) ? Amount_2a : Amount_2a / 2 
Amount_2_short = (indikator_short_sekli == true and not(trend_yonu_oto == true)) or (trend_yonu_oto == true and direction_anatrend == -1) ? Amount_2a : Amount_2a / 2 
kontrakt_buyuklugu_long_2 = (indikator_long_sekli == true and not(trend_yonu_oto == true)) or (trend_yonu_oto == true and direction_anatrend == 1) ? (((okx_bot_butcesi*(Amount_2a/100))  * okx_bot_kaldirac) / RoundToTick(long_pozisyon_giris_fiyati)) : (((okx_bot_butcesi*(Amount_2a/100))  * okx_bot_kaldirac) / RoundToTick(long_pozisyon_giris_fiyati)) / 2
//math.round(((okx_bot_butcesi*(Amount_2/100))  * okx_bot_kaldirac) / long_pozisyon_giris_fiyati)
kontrakt_buyuklugu_short_2 = (indikator_short_sekli == true and not(trend_yonu_oto == true)) or (trend_yonu_oto == true and direction_anatrend == -1) ? (((okx_bot_butcesi*(Amount_2a/100))  * okx_bot_kaldirac) / RoundToTick(short_pozisyon_giris_fiyati)) : (((okx_bot_butcesi*(Amount_2a/100))  * okx_bot_kaldirac) / RoundToTick(short_pozisyon_giris_fiyati)) / 2
//math.round(((okx_bot_butcesi*(Amount_2/100))  * okx_bot_kaldirac) / short_pozisyon_giris_fiyati)


////////////_____okx_borsa_ayar__///////////////////
var ALERTGRP_CRED = "OKX Perpetual-Futures Ayar"
signalToken = "C3sPzbAmZnMpCDnePJziYTF1QNh/Q/VCHcdHIkPc4LU/0HrMGIv1In3dk3O9yLrbDMjqMHkZClQxSZqIUJpdgg=="//input("", "Signal Token", inline = "11", group = ALERTGRP_CRED)
OrderType = "market"//input.string("market", "Order Type", options = ["market", "limit"], inline = "21", group = ALERTGRP_CRED)
OrderPriceOffset = 0//input.float(0, "Order Price Offset", minval = 0, maxval = 100, step = 0.01, inline = "21", group = ALERTGRP_CRED)
InvestmentType = "percentage_investment"//input.string("margin", "Investment Type", options = ["margin", "contract", "percentage_balance", "percentage_investment"], inline = "31", group = ALERTGRP_CRED)
//Amount_1 = input.float(51, "Amount İlk Pozisyon", minval = 0.01, inline = "31", group = ALERTGRP_CRED) //pozisyon_1_yuzde
//Amount_2 = input.float(49, "Amount 2. Giris", minval = 0.01, inline = "31", group = ALERTGRP_CRED) //pozisyon_2_yuzde

getOrderAlertMsgEntry(action, instrument, signalToken, orderType, orderPriceOffset, investmentType, amount) =>
    str = '{'
    str := str + '"action": "' + action + '", '
    str := str + '"instrument": "' + instrument + '", '
    str := str + '"signalToken": "' + signalToken + '", '
    //str := str + '"timestamp": "' + str.format_time(timenow, "yyyy-MM-dd'T'HH:mm:ssZ", "UTC+0") + '", '
    str := str + '"timestamp": "' + '{{timenow}}' + '", '
    str := str + '"orderType": "' + orderType + '", '
    str := str + '"orderPriceOffset": "' + str.tostring(orderPriceOffset) + '", '
    str := str + '"investmentType": "' + investmentType + '", '
    str := str + '"amount": "' + str.tostring(amount) + '"'
    str := str + '}'
    str

getOrderAlertMsgExit(action, instrument, signalToken) =>
    str = '{'
    str := str + '"action": "' + action + '", '
    str := str + '"instrument": "' + instrument + '", '
    str := str + '"signalToken": "' + signalToken + '", '
    str := str + '"timestamp": "' + '{{timenow}}' + '", '
    str := str + '}'
    str
buyAlertMsgExit = getOrderAlertMsgExit(action = 'EXIT_LONG', instrument = syminfo.ticker, signalToken = signalToken)
buyAlertMsgEntry_1 = getOrderAlertMsgEntry(action = 'ENTER_LONG', instrument = syminfo.ticker, signalToken = signalToken, orderType =  OrderType, orderPriceOffset =  OrderPriceOffset, investmentType =  InvestmentType, amount = Amount_1_long)
buyAlertMsgEntry_2 = getOrderAlertMsgEntry(action = 'ENTER_LONG', instrument = syminfo.ticker, signalToken = signalToken, orderType =  OrderType, orderPriceOffset =  OrderPriceOffset, investmentType =  InvestmentType, amount = Amount_2_long)
sellAlertMsgExit = getOrderAlertMsgExit(action = 'EXIT_SHORT', instrument = syminfo.ticker, signalToken = signalToken)
sellAlertMsgEntry_1 = getOrderAlertMsgEntry(action = 'ENTER_SHORT', instrument = syminfo.ticker, signalToken = signalToken, orderType =  OrderType, orderPriceOffset =  OrderPriceOffset, investmentType =  InvestmentType, amount = Amount_1_short)
sellAlertMsgEntry_2 = getOrderAlertMsgEntry(action = 'ENTER_SHORT', instrument = syminfo.ticker, signalToken = signalToken, orderType =  OrderType, orderPriceOffset =  OrderPriceOffset, investmentType =  InvestmentType, amount = Amount_2_short)
////////////_____okx_borsa_ayar_bitti_____///////////////////


if backtest()
////________________________pozisyon__________girislersi______________________///////
    if long_giris_baslangic and str.contains(strategy.opentrades.entry_id(0), "S1") or str.contains(strategy.opentrades.entry_id(0), "S2") //and (zarar_sonrasi_yeni_gun == true)
        strategy.close('S1',comment = "L-B S-Ex_O",immediately = true,alert_message = sellAlertMsgExit)
        strategy.close('S2',comment = "L-B S-Ex_O",immediately = true)//alarm mesaji tek yeter mi? canlı test
        
    if (long_pozisyon_giris)
        strategy.entry('L1', strategy.long,comment='Gir Long_1',alert_message =buyAlertMsgEntry_1,qty=kontrakt_buyuklugu_long_1)//,comment = '{"symbol":"{{ticker}}","side":"{{strategy.order.action}}","qty":"{{strategy.order.contracts}}","price":"{{close}}","signalId":"f4e95251-7896-4f","uid":"6e6d9668de5c60acecd733524ff66c5edac3c1fe65933ef0abf358b369a2f666"}')
    
    if short_giris_baslangic and str.contains(strategy.opentrades.entry_id(0), "L1") or str.contains(strategy.opentrades.entry_id(0), "L2") //and (zarar_sonrasi_yeni_gun == true)
        strategy.close('L1',comment = "S-B L-Ex_O",immediately = true,alert_message = buyAlertMsgExit)
        strategy.close('L2',comment = "S-B L-Ex_O",immediately = true)//alarm mesaji tek yeter mi? canlı test

    if (short_pozisyon_giris) //and (zarar_sonrasi_yeni_gun == true)
        strategy.entry('S1', strategy.short,comment='Gir Short_1',alert_message =sellAlertMsgEntry_1,qty=kontrakt_buyuklugu_short_1)//qty=kontrakt_buyuklugu_short)//,comment = '{"symbol":"{{ticker}}","side":"{{strategy.order.action}}","qty":"{{strategy.order.contracts}}","price":"{{close}}","signalId":"f4e95251-7896-4f","uid":"6e6d9668de5c60acecd733524ff66c5edac3c1fe65933ef0abf358b369a2f666"}')
    ////________________________pozisyon____cikislari______________________//////////

    if (strategy.position_size > 0) and str.contains(strategy.opentrades.entry_id(0), "L1") and ta.crossunder(low_fiyat, Long_2_giris_fiyati) //and not(ta.crossunder(low, Long_3_giris_fiyati)) and not( ta.crossunder(low, Long_4_giris_fiyati))
        strategy.entry('L2', strategy.long,comment='Gir Long_2',alert_message =buyAlertMsgEntry_2,qty=kontrakt_buyuklugu_long_2)
    if (strategy.position_size > 0) and (short_giris_baslangic)
        strategy.close('L1',comment = "S-B L-Ex_O",immediately = true,alert_message = buyAlertMsgExit)
        strategy.close('L2',comment = "S-B L-Ex_O",immediately = true)
    if (strategy.position_size > 0) and not(short_giris_baslangic)//and (low <= traillongStopPrice) or (high >= sabit_tp_long_fiyat) or (pozisyon_short)
        strategy.exit('xL1', from_entry = 'L1',comment='EXIT Long_1-Li/St',alert_message = buyAlertMsgExit, limit = sabit_tp_long_fiyat, stop = stop_loss_long_fiyat)//,qty=21)
        strategy.exit('xL2', from_entry = 'L2',comment='EXIT Long_2-Li/St',alert_message = buyAlertMsgExit, limit = sabit_tp_long_fiyat, stop = stop_loss_long_fiyat)//,qty=22)
        //strategy.exit('xL3', from_entry = 'L3',comment='EXIT Long_3-Li/St',alert_message = buyAlertMsgExit, limit = sabit_tp_long_fiyat, stop = traillongStopPrice)//,qty=22)
    
    if (strategy.position_size < 0) and str.contains(strategy.opentrades.entry_id(0), "S1") and ta.crossover(high_fiyat, Short_2_giris_fiyati) //and not(ta.crossunder(low, Long_3_giris_fiyati)) and not( ta.crossunder(low, Long_4_giris_fiyati))
        strategy.entry('S2', strategy.short,comment='Gir Short_2',alert_message =sellAlertMsgEntry_2,qty=kontrakt_buyuklugu_short_2)
    if (strategy.position_size < 0) and (long_giris_baslangic)
        strategy.close('S1',comment = "L-B S-Ex_O",immediately = true,alert_message = sellAlertMsgExit)
        strategy.close('S2',comment = "L-B S-Ex_O",immediately = true)
    if (strategy.position_size < 0) and not(long_giris_baslangic)//and (low <= traillongStopPrice) or (high >= sabit_tp_long_fiyat) or (pozisyon_short)
        strategy.exit('xS1', from_entry = 'S1',comment='EXIT Short_1-Li/St',alert_message = sellAlertMsgExit, limit = sabit_tp_short_fiyat, stop = stop_loss_short_fiyat)//,qty=21)
        strategy.exit('xS2', from_entry = 'S2',comment='EXIT Short_2-Li/St',alert_message = sellAlertMsgExit, limit = sabit_tp_short_fiyat, stop = stop_loss_short_fiyat)//,qty=22)
        //strategy.exit('xS3', from_entry = 'S3',comment='EXIT Short_3-Li/St',alert_message = sellAlertMsgExit, limit = sabit_tp_short_fiyat, stop = trailshortStopPrice)//,qty=22)



sabit_tp_long_plot =  plot((strategy.position_size > 0) ? sabit_tp_long_fiyat : na, color=color.lime, style=plot.style_linebr, title="S-KA ½ Long")
takipli_stop_long_plot =  plot( (strategy.position_size > 0) ? stop_loss_long_fiyat : na, color=color.red, style=plot.style_linebr, title="T-SL ½ Long")
sabit_tp_short_plot =  plot((strategy.position_size < 0) ? sabit_tp_short_fiyat : na, color=color.lime, style=plot.style_linebr, title="S-KA ½ Short")
takipli_stop_short_plot =  plot( (strategy.position_size < 0) ? stop_loss_short_fiyat : na, color=color.red, style=plot.style_linebr, title="T-SL ½ Short")
//
Relationnée
Plus de

2019 FMZ - Tous les droits réservés