मूल बातें:
अपने सबसे सरल रूप में, यह रणनीति एक स्थितिगत प्रवृत्ति के बाद की रणनीति है जो लंबी होती है जब कीमत
विचार यह है कि मोमबत्ती बंद होने के आधार पर विशिष्ट ईएमए के बजाय उच्च ईएमए और निम्न ईएमए के ब्रेकआउट पर ट्रेडों में प्रवेश करने से प्रवृत्ति की ताकत की थोड़ी अधिक पुष्टि होती है और काटने को कम किया जाता है। काटने को और कम करने के लिए, रणनीति डिफ़ॉल्ट रूप से विपरीत ईएमए बैंड को पार करने पर बंद होती है (यानी उच्च ईएमए मध्य बैंड के ऊपर ब्रेक पर लंबी और कम ईएमए मध्य बैंड के नीचे बंद होती है) ।
यह रणनीति सभी समय सीमाओं पर सभी बाजारों पर काम करती है, लेकिन एक प्रवृत्ति के बाद की रणनीति के रूप में यह क्रिप्टो और टेक स्टॉक जैसे प्रवृत्ति के लिए इच्छुक बाजारों पर सबसे अच्छा काम करती है। कम समय सीमाओं पर, लंबे ईएमए सबसे अच्छा काम करते हैं (मुझे ईएमए लंबाई पर अच्छे परिणाम मिले हैं यहां तक कि 1000 तक उच्च है), जबकि 4 एच चार्ट और ऊपर ईएमए लंबाई 21 और नीचे के साथ बेहतर काम करते हैं।
प्रवृत्ति की पुष्टि करने के लिए एक अतिरिक्त फ़िल्टर के रूप में, एक दूसरे ईएमए का उपयोग किया जा सकता है। एक धीमी ईएमए फ़िल्टर इनपुट करने से यह सुनिश्चित हो सकता है कि ट्रेडों को लंबी अवधि के रुझानों के अनुसार दर्ज किया जाए, एक तेज़ ईएमए फ़िल्टर इनपुट करने से ब्रेकआउट की ताकत की पुष्टि के रूप में कार्य किया जा सकता है।
पट्टी रंग को सक्षम किया जा सकता है ताकि अन्य संकेतकों या रणनीतियों के साथ संगम के लिए प्रवृत्ति की दिशा को जल्दी से विजुअल रूप से पहचाना जा सके।
माल: ट्रेड बंद करने से पहले ट्रेंड के फ्लिप होने का इंतजार करना (विशेषकर जब एक लंबे बेस ईएमए का उपयोग किया जाता है) अक्सर मेज पर पैसा छोड़ देता है। यह स्क्रिप्ट बेस्ट अर्ली एग्जिट्स के बैकटेस्टिंग के लिए जब एक ट्रेंड समाप्त हो जाता है तो पहचानने के कई तरीकों को जोड़ती है।
यदि कोई प्रारंभिक बंद शर्तें चुनी जाती हैं, तो यह अक्सर
किसी भी और सभी प्रारंभिक बंद शर्तों को जोड़ा जा सकता है। इन के साथ प्रयोग करते हुए, मैंने पाया है कि कम शुद्ध लाभ का परिणाम हो सकता है, लेकिन कम समय में व्यापार में खर्च होने के कारण अधिक जीत दर और तेज अनुपात हो सकते हैं।
घातक:
ट्रेंड आपका दोस्त है. लेकिन क्या यह अच्छा नहीं होगा कि आप ट्रेंड को जल्दी पकड़ें? रेंजिंग मार्केट में (या इस रणनीति में धीमे बेस ईएमए का उपयोग करते समय), ईएमए बैंड के ब्रेकआउट की पुष्टि की प्रतीक्षा करने से आपको सबसे अच्छा आधा कदम याद आएगा, सबसे खराब स्थिति में लगातार काटने का परिणाम होगा। इस रणनीति पर
दो तरीके हैं जो मैंने पाया है कि काउंटर ट्रेंड ट्रेडों का सबसे अच्छा उपयोग करना है।
यह विशेषता मूल्य के हर कदम से लाभान्वित होने में घातक प्रभावी हो सकती है, या यदि सही ढंग से सेट नहीं किया गया है तो रणनीति के पीएनएल के लिए घातक हो सकती है। चूंकि काउंटर-ट्रेंड ट्रेड मध्य बैंड के विपरीत खुलते हैं, जोखिम को कम करने के लिए स्टॉप-लॉस की सिफारिश की जाती है। यदि काउंटर-ट्रेंड ट्रेड के लिए स्टॉप-लॉस अक्षम कर दिए जाते हैं, तो रणनीति अक्सर एक ट्रेंडिंग बाजार में परिसमापन तक एक स्थिति को खुली रखती है यदि व्यापार ऑफसाइड है। ध्यान दें कि धीमी आधार ईएमए का उपयोग करने से काउंटर-ट्रेंड स्टॉप-लॉस और भी अधिक आवश्यक हो जाते हैं क्योंकि यह ट्रेड खोलने के लिए खरीद / बिक्री क्षेत्र फ़िल्टर की प्रभावशीलता को कम कर सकता है क्योंकि कीमत ट्रेडों के बाहर तेजी से ट्रेंडिंग में लंबा समय बिता सकती है। यदि चयनित ईएमए (34 और नीचे) का उपयोग
आलाः मैंने लॉन्ग या शॉर्ट्स में डिफ़ॉल्ट करने के लिए एक सुविधा जोड़ी है। इन्हें अन्य सुविधाओं के साथ सक्षम करना (ईएमए मध्य बैंड ब्रेकआउट पर बुनियादी लंबे / छोटे के अलावा) रणनीति को एक या दूसरे तरीके से तोड़ने की प्रवृत्ति रखता है। डिफ़ॉल्ट लॉन्ग को सक्षम करना बेस मुद्रा के बजाय संपत्ति का अधिक अधिग्रहण करने की कोशिश का अनुकरण करने के लिए काम करता है। डिफ़ॉल्ट शॉर्ट को सक्षम करने से उन उच्च एफडीवी, उच्च मुद्रास्फीति वाले सिक्कों के लिए सकारात्मक परिणाम हो सकते हैं जो एक समय में महीनों के लिए ही नीचे जाते हैं। अन्यथा मैं डिफ़ॉल्ट शॉर्ट का उपयोग उन सिक्कों के लिए हेज के रूप में करता हूं जिन्हें मैं रखता हूं और स्टॉक स्पॉट करता हूं। मैं एक शुद्ध तटस्थ स्थिति बनाए रखकर अंतर्निहित संपत्ति को रखने के जोखिम को कम करते हुए स्टॉक करने की उपयोगिता और एपीआर प्राप्त करता हूं।अधिकतरसमय का।
अस्वीकरणः यह स्क्रिप्ट ईएमए बैंड के आसपास विभिन्न रणनीतियों के प्रयोग और बैकटेस्टिंग के लिए है। अपने जोखिम पर अपने लाइव ट्रेडिंग के लिए इस स्क्रिप्ट का उपयोग करें। मैं एक नौसिखिया कोडर हूं, इस प्रकार कोड में त्रुटियां हो सकती हैं जो रणनीति को अपेक्षित रूप से व्यवहार नहीं करती हैं। जहां तक मैं बता सकता हूं कि यह रीपेंट नहीं करता है, लेकिन मैं गारंटी नहीं दे सकता कि यह नहीं करता है। यह कहा जा रहा है कि यदि कोई प्रश्न, सुधार या त्रुटियां हैं जो आपने पाई हैं, तो नीचे एक टिप्पणी छोड़ दें!
बैकटेस्ट
/*backtest start: 2022-04-08 00:00:00 end: 2022-05-07 23:59:00 period: 1h basePeriod: 15m 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/ // © danielx888 // Credits to Joy_Bangla for the Leledc exhaustion bar code // Credits to VishvaP for the 34 EMA bands code // Credits to SlumdogTrader for the BB exhaustion code (edited for functionality) //@version=5 //strategy(title='EMA bands + leledc + bollinger bands trend catching strategy w/ countertrend scalp', shorttitle='Trend Pooristics', overlay=true, initial_capital = 1000, commission_value= 0.036, pyramiding= 0, default_qty_type= strategy.percent_of_equity, default_qty_value= 100, margin_long=0, margin_short=0, max_bars_back=200) EMAlength = input.int(title='EMA Length', defval=34, minval=1, step=1) //get user inputs needLong = input.bool(true, title = "Enable middle EMA band breakout: Long", group="Open Conditions") needShort = input.bool(true, title = "Enable middle EMA band breakdown: Short", group="Open Conditions") midClose = input.string('Opposite band', title='Close on crosses through middle EMA bands', tooltip='Selecting -Delayed bars inside- will delay closing positions by the specified amount of bars if candles close inside the middle EMA bands but do not breakout the opposite side.', options=['Nearest band', 'Opposite band', 'Delayed bars inside'], group='Close Conditions') needCTlong = input.bool(false, title = "Enable counter-trend trades: Long", tooltip='Does not work with -default positioning: short- enabled', group="Counter Trade Settings") CTlongType = input.string('Leledc', title = 'Trigger', options=['Leledc', 'BB Exhaustion'], group='Counter Trade Settings') needCTshort = input.bool(false, title = "Enable counter-trend trades: Short", tooltip='Does not work with -default positioning: long- enabled', group="Counter Trade Settings") CTshortType = input.string('Leledc', title = 'Trigger', options=['Leledc', 'BB Exhaustion'], group='Counter Trade Settings') alwaysLong = input.bool(false, title = "Enable default positioning: Long", tooltip='Does not work with -Default to short- also selected. Works best when early close conditions are used', group = 'Open Conditions') alwaysShort = input.bool(false, title = "Enable default positioning: Short", tooltip='Does not work with -Default to long- also selected. Works best when early close conditions are used', group = 'Open Conditions') s_longBounce = input.bool(false, 'Enable middle EMA band bounce re-entry: Long', tooltip='Works best when early close conditions are used', group= 'Open Conditions') s_shortBounce = input.bool(false, 'Enable middle EMA band bounce re-entry: Short', tooltip='Works best when early close conditions are used', group= 'Open Conditions') numBars = input.int(4, title='Delayed close no. of bars', minval=1, maxval=10, step=1, group='Close Conditions') useSlowEMA = input.bool(false, title='Use slow EMA filter',tooltip='Has no effect on counter-trend trades', group='Open Conditions') useLele = input.bool(false, title='Close on Leledc bars', group='Close Conditions') string whichLele = input.string('First', title='Which Leledc bar?', options=['First', 'Second', 'Third', 'Fourth', 'Fifth'], group='Close Conditions') useBBExtend = input.bool(false, title='Close on Bollinger Band exhaustion bars', tooltip='Bollinger Band Exhaustion bars are candles that close back inside the Bollinger Bands when RSI is overbought or oversold. Settings for both can be changed under the -Bollinger Bands Exhaustion Bar Settings- header.', group='Close Conditions') string whichBBext = input.string('First', title='Which BB exhaustion bar?', options=['First', 'Second', 'Third'], group='Close Conditions') reverBandClose = input.bool(false, title='Close on loss of Buy/Sell zone', group='Close Conditions') whichCTband = input.string(defval = 'Inner', title = 'Leledc/BB must be outside which Buy/Sell zone to open', options=['Inner', 'Outer'], group="Counter Trade Settings") i_CTlongCloseCond = input.string(title='Closing conditions for counter-trend longs', defval='Cross Top Middle Band', tooltip='-Cross- type close conditions market close position on candle closes above selected region \n\n-Touch- type enable trailing limit orders that follow the selected region', options=['Cross Outer Buy Zone', 'Cross Inner Buy Zone', 'Touch Inner Buy Zone', 'Cross Bottom Middle Band', 'Touch Bottom Middle Band', 'Cross Top Middle Band', 'Touch Top Middle Band', 'Cross Inner Sell Zone', 'Touch Inner Sell Zone', 'Cross Outer Sell Zone', 'Touch Outer Sell Zone', 'First Leledc', 'First BB Exhaustion'], group='Counter Trade Settings') i_CTshortCloseCond = input.string(title='Closing conditions for counter-trend shorts', defval='First Leledc', tooltip='-Cross- type close conditions market close position on candle closes below selected region \n\n-Touch- type enable trailing limit orders that follow the selected region',options=['Cross Outer Sell Zone', 'Cross Inner Sell Zone', 'Touch Inner Sell Zone', 'Cross Top Middle Band', 'Touch Top Middle Band', 'Cross Bottom Middle Band', 'Touch Bottom Middle Band', 'Cross Inner Buy Zone', 'Touch Inner Buy Zone', 'Cross Outer Buy Zone', 'Touch Outer Buy Zone', 'First Leledc', 'First BB Exhaustion'], group='Counter Trade Settings') i_CTlongSL = input.float(10, 'Flat stop-loss % for counter-trend longs', 0, 100, 0.1, 'Input 0 to disable stop-loss for counter-trend trades. Enabling stop-loss will not apply to middle band breakout, bounce, or default positional trades',group='Counter Trade Settings') i_CTshortSL = input.float(10, 'Flat stop-loss % for counter-trend shorts', 0, 100, 0.1, 'Input 0 to disable stop-loss for counter-trend trades. Enabling stop-loss will not apply to middle band breakout, bounce, or default positional trades',group='Counter Trade Settings') // calculate and plot slow EMA showSlowEMA = input.bool(false, title='Show Slow EMA', group='Visual Elements') slowEMAlen = input.int(200, title='Slow EMA Length', step=1, minval=1, group='Open Conditions') slowEMA = ta.ema(close, slowEMAlen) plot(showSlowEMA ? slowEMA : na) maj = input(true, 'Show Leledc Exhausion Bars', group='Visual Elements') //***************************** // SlumdogTrader's Bollinger Bands + RSI Double Strategy - Profit Trailer //====================================================================================================// ///////////// Bollinger Bands Settings BBlength = input.int(20, minval=1, title='Bollinger Bands SMA Period Length', group='Bollinger Bands Exhaustion Bar Settings') BBmult = input.float(1.8, minval=0.001, maxval=50, title='Bollinger Bands Standard Deviation', group='Bollinger Bands Exhaustion Bar Settings') price = input(close, title='Source') BBbasis = ta.sma(price, BBlength) BBdev = BBmult * ta.stdev(price, BBlength) BBupper = BBbasis + BBdev BBlower = BBbasis - BBdev source = close buyEntry = ta.crossover(source, BBlower) sellEntry = ta.crossunder(source, BBupper) plot(BBbasis, color=color.new(color.aqua, 0), title='BBs SMA Basis Line', display=display.none) p1 = plot(BBupper, color=color.new(color.silver, 0), title='BBs Upper Line', display=display.none) p2 = plot(BBlower, color=color.new(color.silver, 0), title='BBs Lower Line', display=display.none) //fill(p1, p2, display=display.none) ///////////// RSI Settings RSIlength = input.int(8, minval=1, step=1, title='RSI Period Length', group='Bollinger Bands Exhaustion Bar Settings') RSIos = input.int(30, minval=0, maxval=50, step=1,title='RSI Oversold Value', group='Bollinger Bands Exhaustion Bar Settings') RSIob = input.int(70, minval=50, maxval=100, step=1, title='RSI Overbought value', group='Bollinger Bands Exhaustion Bar Settings') vrsi = ta.rsi(price, RSIlength) RSIoverSold = vrsi < RSIos RSIoverBought = vrsi > RSIob ///////////// Colour Settings switch1 = input(true, title='Enable Bollinger Bands exhaustion bar coloring', group='Visual Elements') switch2 = input(false, title='Enable Bollinger bands exhaustion bar background coloring', tooltip='Enabling this can help visualize when dialing in Bollinger Bands and RSI settings', group='Visual Elements') OSOBcolor = RSIoverBought and price[1] > BBupper and price < BBupper ? color.yellow : RSIoverSold and price[1] < BBlower and price > BBlower ? color.blue : na bgcolor(switch2 ? color.new(OSOBcolor,70) : na) ///////////// RSI + Bollinger Bands Strategy //if not na(vrsi) // // if ta.crossover(vrsi, RSIoverSold) and ta.crossover(source, BBlower) // strategy.entry('RSI_BB_L', strategy.long, stop=BBlower, oca_type=strategy.oca.cancel, comment='RSI_BB_L') // else // strategy.cancel(id='RSI_BB_L') // // if ta.crossunder(vrsi, RSIoverBought) and ta.crossunder(source, BBupper) // strategy.entry('RSI_BB_S', strategy.short, stop=BBupper, oca_type=strategy.oca.cancel, comment='RSI_BB_S') // else // strategy.cancel(id='RSI_BB_S') // //plot(strategy.equity, title="equity", color=red, linewidth=2, style=areabr) //====================================================================================================// //***************************** //***************************** // © Joy_Bangla Leledc Exhaustion V4 //====================================================================================================// //min = input(false, 'Minor Leledc Exhaustion Bar :: Show') i_leleVol = input.bool(false, 'Require Volume breakout for Leledc bars', group='Leledc Exhaustion Bar Settings') i_volMult = input.float(1.5,'Volume Multiplier', 0.1,20,0.1, group='Leledc Exhaustion Bar Settings') leleVol = volume > ta.sma(volume,100)*i_volMult leledcSrc = input(close, 'Source', group='Leledc Exhaustion Bar Settings') maj_qual = input(6, 'Bar count no', group='Leledc Exhaustion Bar Settings') maj_len = input(30, 'Highest / Lowest', group='Leledc Exhaustion Bar Settings') //min_qual = input(5, 'Minor Leledc Exhausion Bar :: Bar count no') //min_len = input(5, 'Minor Leledc Exhausion Bar :: Bar count no') bindexSindex = input(1, 'bindexSindex', group='Leledc Exhaustion Bar Settings') closeVal = input(4, 'Close', group='Leledc Exhaustion Bar Settings') lele(qual, len) => bindex = 0 sindex = 0 bindex := nz(bindex[bindexSindex], 0) sindex := nz(sindex[bindexSindex], 0) ret = 0 if close > close[closeVal] bindex += 1 bindex if close < close[closeVal] sindex += 1 sindex if i_leleVol and not leleVol ret := 0 ret else if bindex > qual and close < open and high >= ta.highest(high, len) bindex := 0 ret := -1 ret if sindex > qual and close > open and low <= ta.lowest(low, len) sindex := 0 ret := 1 ret return_1 = ret return_1 major = lele(maj_qual, maj_len) //minor = lele(min_qual, min_len) plotchar(maj ? major == -1 ? high : na : na, char='•', location=location.absolute, color=color.new(color.red, 0), size=size.small) plotchar(maj ? major == 1 ? low : na : na, char='•', location=location.absolute, color=color.new(color.lime, 0), size=size.small) //plotchar(min ? minor == 1 ? high : na : na, char='x', location=location.absolute, color=color.new(color.red, 0), size=size.small) //plotchar(min ? minor == -1 ? low : na : na, char='x', location=location.absolute, color=color.new(color.lime, 0), size=size.small) //leledcMajorBullish = major == 1 ? low : na //leledcMajorBearish = major == -1 ? high : na //leledcMinorBullish = minor == 1 ? low : na //leledcMinorBearish = minor == -1 ? high : na //==============================================// //alertcondition(leledcMajorBullish, title='Major Bullish Leledc', message='Major Bullish Leledc') //alertcondition(leledcMajorBearish, title='Major Bearish Leledc', message='Major Bearish Leledc') //alertcondition(leledcMinorBullish, title='Minor Bullish Leledc', message='Minor Bullish Leledc') //alertcondition(leledcMinorBearish, title='Minor Bearish Leledc', message='Minor Bearish Leledc') //====================================================================================================// //***************************** //***************************** // © VishvaP 34 EMA Bands v2 //====================================================================================================// //Constants //price = close highShortEMA = ta.ema(high, EMAlength) lowShortEMA = ta.ema(low, EMAlength) EMA = ta.ema(close, EMAlength) //==============================================// //1D Bands [Not Used] //bandsHigh = highShortEMA * math.phi //bandsLow = lowShortEMA * math.rphi //==============================================// //Lower reversion zone bands (buy zone) shortbandsHigh = ((highShortEMA - EMA) * math.phi) * math.pi + EMA shortbandsLow = (-(EMA - lowShortEMA) * math.phi) * math.pi + EMA //Lower reversion zone bands smoothed shortbandsHighEMA = ta.wma(shortbandsHigh, 8) shortbandsLowEMA = ta.wma(shortbandsLow, 8) //==============================================// //Higher reversion zone bands (sell zone) phiExtensionHigh = ((highShortEMA - EMA) * math.phi) * (math.phi + 4) + EMA phiExtensionLow = (-(EMA - lowShortEMA) * math.phi) * (math.phi + 4) + EMA //Higher reversion zone bands smoothed phiExtensionHighEMA = ta.wma(phiExtensionHigh, 8) phiExtensionLowEMA = ta.wma(phiExtensionLow, 8) //==============================================// //Median zone bands [plot] highP1 = plot(highShortEMA, color = color.new(color.blue, 100), title = "Top median zone") lowP1 = plot(lowShortEMA, color = color.new(color.blue, 100), title = "Bottom median zone") plot(EMA, color = color.new(color.gray, 100), title = "EMA") //1D bands [not used] //highP2 = plot(bandsHigh) //lowP2 = plot(bandsLow) //Lower reversion zone bands [plot] highP3 = plot(shortbandsHighEMA, color = color.new(color.yellow, 100), title = "Lower sell zone") lowP3 = plot(shortbandsLowEMA, color = color.new(color.teal, 100), title = "Higher buy zone") //Higher reversion zone bands [plot] phiPlotHigh = plot(phiExtensionHighEMA, color = color.new(color.red, 100), title = "Top sell zone") phiPlotLow = plot(phiExtensionLowEMA, color = color.new(color.green, 100), title = "Bottom buy zone") //==============================================// //Sell zone region [fill] //fill(phiPlotHigh, highP3, color.new(color.red, 85), title = "Sell zone") //Buy zone region [fill] //fill(lowP3, phiPlotLow, color.new(color.green, 85), title = "Buy zone") //Median zone region [fill] //fill(highP1, lowP1, color.new(color.gray, 70), title = "Median zone") //====================================================================================================// //***************************** //assign bands for counter trend entry float CTbandTop = na float CTbandBottom = na if whichCTband == 'Inner' CTbandTop := shortbandsHighEMA CTbandBottom := shortbandsLowEMA else CTbandTop := phiExtensionHighEMA CTbandBottom := phiExtensionLowEMA //build variables for open/closing conditions on crosses of middle EMA bands crossUpTopMB = open < highShortEMA and close > highShortEMA wiggleUpTopMB = open > highShortEMA and close > highShortEMA and close[1] <= highShortEMA[1] crossDownTopMB = open > highShortEMA and close < highShortEMA wiggleDownTopMB = open < highShortEMA and close < highShortEMA and close[1] >= highShortEMA[1] crossUpBotMB = open < lowShortEMA and close > lowShortEMA wiggleUpBotMB = open > lowShortEMA and close > lowShortEMA and close[1] <= lowShortEMA[1] crossDownBotMB = open > lowShortEMA and close < lowShortEMA wiggleDownBotMB = open < lowShortEMA and close < lowShortEMA and close[1] >= lowShortEMA[1] crossUpBotInnerRB = open < shortbandsLowEMA and close > shortbandsLowEMA wiggleUpBotInnerRB = open > shortbandsLowEMA and close > shortbandsLowEMA and close[1] <= shortbandsLowEMA[1] crossUpBotOuterRB = open < phiExtensionLowEMA and close > phiExtensionLowEMA wiggleUpBotOuterRB = open > phiExtensionLowEMA and close > phiExtensionLowEMA and close[1] <= phiExtensionLowEMA[1] crossUpTopInnerRB = open < shortbandsHighEMA and close > shortbandsHighEMA wiggleUpTopInnerRB = open > shortbandsHighEMA and close > shortbandsHighEMA and close[1] <= shortbandsHighEMA[1] crossUpTopOuterRB = open < phiExtensionHighEMA and close > phiExtensionHighEMA wiggleUpTopOuterRB = open > phiExtensionHighEMA and close > phiExtensionHighEMA and close[1] <= phiExtensionHighEMA[1] crossDownBotInnerRB = open > shortbandsLowEMA and close < shortbandsLowEMA wiggleDownBotInnerRB = open < shortbandsLowEMA and close < shortbandsLowEMA and close[1] >= shortbandsLowEMA[1] crossDownBotOuterRB = open > phiExtensionLowEMA and close < phiExtensionLowEMA wiggleDownBotOuterRB = open < phiExtensionLowEMA and close < phiExtensionLowEMA and close[1] >= phiExtensionLowEMA[1] crossDownTopInnerRB = open > shortbandsHighEMA and close < shortbandsHighEMA wiggleDownTopInnerRB = open < shortbandsHighEMA and close < shortbandsHighEMA and close[1] >= shortbandsHighEMA[1] crossDownTopOuterRB = open > phiExtensionHighEMA and close < phiExtensionHighEMA wiggleDownTopOuterRB = open < phiExtensionHighEMA and close < phiExtensionHighEMA and close[1] >= phiExtensionHighEMA[1] longBounce = open > highShortEMA and close > highShortEMA and low < highShortEMA shortBounce = open < lowShortEMA and close < lowShortEMA and high > lowShortEMA //build variables for counter trend trades closing conditions CTlongCloseCond = (i_CTlongCloseCond == 'Cross Inner Sell Zone' ? (crossUpTopInnerRB or wiggleUpTopInnerRB) : (i_CTlongCloseCond == 'Cross Outer Sell Zone' ? (crossUpTopOuterRB or wiggleUpTopOuterRB) : (i_CTlongCloseCond == 'Cross Top Middle Band' ? (crossUpTopMB or wiggleUpTopMB) : (i_CTlongCloseCond == 'Cross Bottom Middle Band' ? (crossUpBotMB or wiggleUpBotMB) : (i_CTlongCloseCond == 'Cross Inner Buy Zone' ? (crossUpBotInnerRB or wiggleUpBotInnerRB) : (i_CTlongCloseCond == 'Cross Outer Buy Zone' ? (crossUpBotOuterRB or crossUpBotOuterRB) : (i_CTlongCloseCond == 'First Leledc' ? major == -1 : (i_CTlongCloseCond == 'First BB Exhaustion' ? OSOBcolor == color.yellow : na)))))))) CTlongTP = (i_CTlongCloseCond == 'Touch Inner Buy Zone' ? shortbandsLowEMA : (i_CTlongCloseCond == 'Touch Top Middle Band' ? highShortEMA : (i_CTlongCloseCond == 'Touch Bottom Middle Band' ? lowShortEMA : (i_CTlongCloseCond == 'Touch Inner Sell Zone' ? shortbandsHighEMA : (i_CTlongCloseCond == 'Touch Outer Sell Zone' ? phiExtensionHighEMA : na))))) CTshortCloseCond = (i_CTshortCloseCond == 'Cross Inner Buy Zone' ? (crossDownBotInnerRB or wiggleDownBotInnerRB) : (i_CTshortCloseCond == 'Cross Outer Buy Zone' ? (crossDownBotOuterRB or wiggleDownBotOuterRB) : (i_CTshortCloseCond == 'Cross Bottom Middle Band' ? (crossDownBotMB or wiggleDownBotMB) : (i_CTshortCloseCond == 'Cross Top Middle Band' ? (crossDownTopMB or wiggleDownTopMB) : (i_CTshortCloseCond == 'Cross Inner Sell Zone' ? (crossDownTopInnerRB or wiggleDownTopInnerRB) : (i_CTshortCloseCond == 'Cross Outer Sell Zone' ? (crossDownTopOuterRB or crossDownTopOuterRB) : (i_CTshortCloseCond == 'First Leledc' ? major == 1 : (i_CTshortCloseCond == 'First BB Exhaustion' ? OSOBcolor == color.blue : na)))))))) CTshortTP = (i_CTshortCloseCond == 'Touch Inner Sell Zone' ? shortbandsHighEMA : (i_CTshortCloseCond == 'Touch Bottom Middle Band' ? lowShortEMA : (i_CTshortCloseCond == 'Touch Top Middle Band' ? highShortEMA : (i_CTshortCloseCond == 'Touch Inner Buy Zone' ? shortbandsLowEMA : (i_CTshortCloseCond == 'Touch Outer Buy Zone' ? phiExtensionLowEMA : na))))) shortMidBreak = crossDownBotMB or wiggleDownBotMB longMidBreak = crossUpTopMB or wiggleUpTopMB //==============================================// //longs open if needLong if useSlowEMA if longMidBreak and close > slowEMA and open < highShortEMA strategy.entry('Long', strategy.long) else if longMidBreak strategy.entry('Long', strategy.long) if strategy.position_size == 0 and s_longBounce if useSlowEMA if close > slowEMA and longBounce strategy.entry('Long', strategy.long) else if longBounce strategy.entry('Long', strategy.long) //shorts open if needShort if useSlowEMA if shortMidBreak and close < slowEMA and open > lowShortEMA strategy.entry('Short', strategy.short) else if shortMidBreak strategy.entry('Short', strategy.short) if strategy.position_size == 0 and s_shortBounce if useSlowEMA if close < slowEMA and shortBounce strategy.entry('Short', strategy.short) else if shortBounce strategy.entry('Short', strategy.short) //==============================================// //calculate how many leledc bars between current bar and current position entry int countLongLele = 0 int countShortLele = 0 int numLele = switch whichLele 'First' => 1 'Second' => 2 'Third' => 3 'Fourth' => 4 'Fifth' => 5 int i = 0 //count leles for longs if strategy.position_size > 0 if useLele and numLele > 1 while i <= 200 if strategy.position_size[i] <= 0 break if bar_index[i] == 0 break if major[i] == -1 countLongLele += 1 if countLongLele == numLele break i += 1 //count leles for shorts if strategy.position_size < 0 if useLele and numLele > 1 while i <= 200 if strategy.position_size[i] >= 0 break if bar_index[i] == 0 break if major[i] == 1 countShortLele += 1 if countShortLele == numLele break i += 1 //countBullLeles() => // count = 0 // int n = 0 // while n <= 200 and strategy.position_size[n] > 0 // if major[n] == -1 // count += 1 // return_1 = count // return_1 //countBearLeles() => // count = 0 // int n = 0 // while n <= 200 and strategy.position_size[n] < 0 // if major[n] == 1 // count += 1 // return_1 = count // return_1 //calculate how many BB extension bars between current bar and current position entry int countLongBBs = 0 int countShortBBs = 0 int numBBs = switch whichBBext 'First' => 1 'Second' => 2 'Third' => 3 int n = 0 //count BB Extension bars for longs if strategy.position_size > 0 if useBBExtend and numBBs > 1 while n <= 200 if strategy.position_size[n] <= 0 break if bar_index[n] == 0 break if OSOBcolor[n] == color.yellow countLongBBs += 1 if countLongBBs == numBBs break n+= 1 //count BB Extension bars for shorts if strategy.position_size < 0 if useBBExtend and numBBs > 1 while n <= 200 if strategy.position_size[n] >= 0 break if bar_index[n] == 0 break if OSOBcolor[n] == color.blue countShortBBs += 1 if countShortBBs == numBBs break n+= 1 //identify bars crossing under extreme overbought/oversold reversion bands for strategy exits and color showReverBars = input.bool(title='Enable Buy/Sell zone failure bar coloring', defval=false, group='Visual Elements') whichReverBand = input.string(title='Which Buy/Sell zone?', defval='Inner', options=['Inner', 'Outer'], group='Close Conditions') float reverBandTop = na float reverBandBottom = na if whichReverBand == 'Inner' reverBandTop := shortbandsHighEMA reverBandBottom := shortbandsLowEMA else reverBandTop := phiExtensionHighEMA reverBandBottom := phiExtensionLowEMA crossUpRB = open < reverBandBottom and close > reverBandBottom wiggleUpRB = open > reverBandBottom and close > reverBandBottom and close[1] <= reverBandBottom[1] crossDownRB = open > reverBandTop and close < reverBandTop wiggleDownRB = open < reverBandTop and close < reverBandTop and close[1] >= reverBandTop[1] reverBarColor = crossDownRB or (wiggleDownRB and not crossDownRB[1]) ? color.orange : crossUpRB or (wiggleUpRB and not crossUpRB[1]) ? color.purple : na //return true after specified number of bars (numBars) closes inside the mid bands but no breakout inMid = close > lowShortEMA and close < highShortEMA and open > lowShortEMA and open < highShortEMA isAllMid() => AllMid = true for t = 0 to numBars by 1 if longMidBreak[t] or shortMidBreak[t] AllMid := false AllMid //==============================================// //longs close if strategy.position_size > 0 if reverBandClose if reverBarColor == color.orange strategy.close('Long', comment = 'Close Long') if useBBExtend and numBBs == 1 if OSOBcolor == color.yellow strategy.close('Long', comment = 'Close Long') if needCTshort and CTshortType == 'BB Exhaustion' if open > CTbandTop strategy.entry(id='Counter Trend Short', comment = 'CT Short', direction=strategy.short) if useBBExtend and numBBs > 1 if countLongBBs == numBBs strategy.close('Long', comment = 'Close Long') if needCTshort and CTshortType == 'BB Exhaustion' if open > CTbandTop strategy.entry(id='Counter Trend Short', comment = 'CT Short', direction=strategy.short) if useLele and numLele == 1 if major == -1 strategy.close('Long', comment = 'Close Long') if needCTshort and CTshortType == 'Leledc' if high > CTbandTop strategy.entry(id='Counter Trend Short', comment = 'CT Short', direction=strategy.short) if useLele and numLele > 1 if countLongLele == numLele strategy.close('Long', comment = 'Close Long') if needCTshort and CTshortType == 'Leledc' if high > CTbandTop strategy.entry(id='Counter Trend Short', comment = 'CT Short', direction=strategy.short) if midClose == 'Nearest band' if crossDownTopMB or wiggleDownTopMB strategy.close('Long', comment = 'Close Long') if midClose == 'Opposite band' if crossDownBotMB or wiggleDownBotMB strategy.close('Long', comment = 'Close Long') if midClose == 'Delayed bars inside' if crossDownBotMB or wiggleDownBotMB strategy.close('Long', comment = 'Close Long') if isAllMid() if open[numBars] > highShortEMA and close[numBars] < highShortEMA and inMid strategy.close('Long', comment = 'Close Long') //shorts close if strategy.position_size < 0 if reverBandClose if reverBarColor == color.purple strategy.close('Short', comment = 'Close Short') if useBBExtend and numBBs == 1 if OSOBcolor == color.blue strategy.close('Short', comment = 'Close Short') if needCTlong and CTlongType == 'BB Exhaustion' if open < CTbandBottom strategy.entry(id='Counter Trend Long', comment = 'CT Long', direction=strategy.long) if useBBExtend and numBBs > 1 if countShortBBs == numBBs strategy.close('Short', comment = 'Close Short') if needCTlong and CTlongType == 'BB Exhaustion' if open < CTbandBottom strategy.entry(id='Counter Trend Long', comment = 'CT Long', direction=strategy.long) if useLele and numLele == 1 if major == 1 strategy.close('Short', comment = 'Close Short') if needCTlong and CTlongType == 'Leledc' if low < CTbandBottom strategy.entry(id='Counter Trend Long', comment= 'CT Long', direction=strategy.long) if useLele and numLele > 1 if countShortLele == numLele strategy.close('Short', comment = 'Close Short') if needCTlong and CTlongType == 'Leledc' if low < CTbandBottom strategy.entry(id='Counter Trend Long', comment= 'CT Long', direction=strategy.long) if midClose == 'Nearest band' if crossUpBotMB or wiggleUpBotMB strategy.close('Short', comment = 'Close Short') if midClose == 'Opposite band' if crossUpTopMB or wiggleUpTopMB strategy.close('Short', comment = 'Close Short') if midClose == 'Delayed bars inside' if crossUpTopMB or wiggleUpTopMB strategy.close('Short', comment = 'Close Short') if isAllMid() if open[numBars] < lowShortEMA and close[numBars] > lowShortEMA and inMid strategy.close('Short', comment = 'Close Short') //==============================================// //counter trend opens and closes CTlongSL = strategy.position_avg_price * (1 - i_CTlongSL / 100) CTshortSL = strategy.position_avg_price * (1 + i_CTshortSL / 100) //CT longs open if needCTlong and strategy.position_size == 0 if CTlongType == 'Leledc' if major == 1 if low < CTbandBottom strategy.entry(id='Counter Trend Long', comment = 'CT Long', direction = strategy.long) else if OSOBcolor == color.blue strategy.entry(id='Counter Trend Long', comment = 'CT Long', direction = strategy.long) //CT longs closed if strategy.position_size > 0 and strategy.opentrades.entry_id(strategy.opentrades - 1) == 'Counter Trend Long' if i_CTlongSL > 0 if na(CTlongTP) strategy.exit(id='Counter Trend Long', stop=CTlongSL, comment = 'CT Long SL') else strategy.exit(id='Counter Trend Long', stop=CTlongSL, limit=CTlongTP, comment = 'CT Long TP/SL') else if i_CTlongSL == 0 strategy.exit(id='Counter Trend Long', limit=CTlongTP, comment = 'CT Long TP') if CTlongCloseCond strategy.close(id='Counter Trend Long', comment = 'Close CT Long') //CT shorts open if needCTshort and strategy.position_size == 0 if CTshortType == 'Leledc' if major == -1 if high > CTbandTop strategy.entry(id='Counter Trend Short', comment = 'CT Short', direction=strategy.short) else if OSOBcolor == color.yellow strategy.entry(id='Counter Trend Short', comment= 'CT Short', direction=strategy.short) //CT shorts closed if strategy.position_size < 0 and strategy.opentrades.entry_id(strategy.opentrades - 1) == 'Counter Trend Short' if i_CTshortSL > 0 if na(CTshortTP) strategy.exit(id='Counter Trend Short', stop=CTshortSL, comment = 'CT Short SL') else strategy.exit(id='Counter Trend Short', stop=CTshortSL, limit=CTshortTP, comment = 'CT Short TP/SL') else if i_CTshortSL == 0 strategy.exit(id='Counter Trend Short', limit=CTshortTP, comment = 'CT Short TP') if CTshortCloseCond strategy.close(id='Counter Trend Short', comment = "Close CT Short") //default position if alwaysLong and not alwaysShort and strategy.position_size == 0 if useSlowEMA if close > slowEMA strategy.entry(id='Default Long', comment = 'Default Long', direction=strategy.long) else strategy.entry(id='Default Long', comment='Default Long', direction=strategy.long) if alwaysShort and not alwaysLong and strategy.position_size == 0 if useSlowEMA if close < slowEMA strategy.entry(id='Default Short', comment = 'Default Short', direction=strategy.short) else strategy.entry(id='Default Short', comment='Default Short', direction=strategy.short) //set bar colors trendColor = input.bool(title='Enable Trend Bar Color', tooltip='Color bars green when above mid bands, red when below, and gray when inside. Dark green and dark red bars signal a position is kept open from the delayed close settings.', defval=false, group='Visual Elements') var colorBar = color.new(color.white, 50) if trendColor if switch1 if showReverBars if reverBarColor == color.purple or reverBarColor == color.orange colorBar := reverBarColor else if OSOBcolor == color.yellow or OSOBcolor == color.blue colorBar := OSOBcolor else if close > highShortEMA if (alwaysShort or needCTshort) and strategy.position_size < 0 colorBar := color.new(color.red, 0) else colorBar := color.new(color.green, 0) else if close < lowShortEMA if (alwaysLong or needCTlong) and strategy.position_size > 0 colorBar := color.new(color.green, 0) else colorBar := color.new(color.red, 0) else if strategy.position_size > 0 and (midClose == 'Delayed bars inside' or midClose == 'Opposite band') colorBar := color.new(#0a6136, 20) else if strategy.position_size < 0 and (midClose == 'Delayed bars inside' or midClose == 'Opposite band') colorBar := color.new(#600008, 20) else colorBar := color.new(color.gray, 0) else if OSOBcolor == color.yellow or OSOBcolor == color.blue colorBar := OSOBcolor else if close > highShortEMA if (alwaysShort or needCTshort) and strategy.position_size < 0 colorBar := color.new(color.red, 0) else colorBar := color.new(color.green, 0) else if close < lowShortEMA if (alwaysLong or needCTlong) and strategy.position_size > 0 colorBar := color.new(color.green, 0) else colorBar := color.new(color.red, 0) else if strategy.position_size > 0 and (midClose == 'Delayed bars inside' or midClose == 'Opposite band') colorBar := color.new(#0a6136, 20) else if strategy.position_size < 0 and (midClose == 'Delayed bars inside' or midClose == 'Opposite band') colorBar := color.new(#600008, 20) else colorBar := color.new(color.gray, 0) else if showReverBars if reverBarColor == color.purple or reverBarColor == color.orange colorBar := reverBarColor else if close > highShortEMA if (alwaysShort or needCTshort) and strategy.position_size < 0 colorBar := color.new(color.red, 0) else colorBar := color.new(color.green, 0) else if close < lowShortEMA if (alwaysLong or needCTlong) and strategy.position_size > 0 colorBar := color.new(color.green, 0) else colorBar := color.new(color.red, 0) else if strategy.position_size > 0 and (midClose == 'Delayed bars inside' or midClose == 'Opposite band') colorBar := color.new(#0a6136, 20) else if strategy.position_size < 0 and (midClose == 'Delayed bars inside' or midClose == 'Opposite band') colorBar := color.new(#600008, 20) else colorBar := color.new(color.gray, 0) else if close > highShortEMA if (alwaysShort or needCTshort) and strategy.position_size < 0 colorBar := color.new(color.red, 0) else colorBar := color.new(color.green, 0) else if close < lowShortEMA if (alwaysLong or needCTlong) and strategy.position_size > 0 colorBar := color.new(color.green, 0) else colorBar := color.new(color.red, 0) else if strategy.position_size > 0 and (midClose == 'Delayed bars inside' or midClose == 'Opposite band') colorBar := color.new(#0a6136, 20) else if strategy.position_size < 0 and (midClose == 'Delayed bars inside' or midClose == 'Opposite band') colorBar := color.new(#600008, 20) else colorBar := color.new(color.gray, 0) else if switch1 if showReverBars if reverBarColor == color.purple or reverBarColor == color.orange colorBar := reverBarColor else if OSOBcolor == color.yellow or OSOBcolor == color.blue colorBar := OSOBcolor else colorBar := na else if OSOBcolor == color.yellow or OSOBcolor == color.blue colorBar := OSOBcolor else colorBar := na else if showReverBars if reverBarColor == color.purple or reverBarColor == color.orange colorBar := reverBarColor else colorBar := na else colorBar := na //barcolor(colorBar)