Dasar-dasar:
Dalam bentuk yang paling sederhana, strategi ini adalah tren posisional mengikuti strategi yang masuk panjang ketika harga pecah di atas
Ide adalah bahwa memasuki perdagangan pada breakout dari EMA tinggi dan EMA rendah daripada EMA khas berdasarkan penutupan lilin memberikan sedikit konfirmasi kekuatan tren dan meminimalkan terpotong. Untuk lebih mengurangi terpotong, strategi default untuk menutup pada melintasi pita EMA berlawanan (yaitu. panjang pada istirahat di atas pita tengah EMA tinggi dan menutup di bawah pita tengah EMA rendah).
Strategi ini bekerja pada semua pasar pada semua kerangka waktu, tetapi sebagai strategi mengikuti tren, ini bekerja paling baik pada pasar yang rentan terhadap tren seperti saham crypto dan teknologi. Pada kerangka waktu yang lebih rendah, EMA yang lebih panjang cenderung bekerja paling baik (saya telah menemukan hasil yang baik pada panjang EMA bahkan memiliki tinggi hingga 1000), sementara grafik 4H dan di atas cenderung bekerja lebih baik dengan panjang EMA 21 dan di bawah.
Sebagai filter tambahan untuk mengkonfirmasi tren, EMA kedua dapat digunakan. Masukkan filter EMA yang lebih lambat dapat memastikan perdagangan dimasukkan sesuai dengan tren jangka panjang, memasukkan filter EMA yang lebih cepat dapat bertindak sebagai konfirmasi kekuatan breakout.
Warna bar dapat diaktifkan untuk dengan cepat secara visual mengidentifikasi arah tren untuk pertemuan dengan indikator atau strategi lain.
Barang-barang: Menunggu tren untuk membalik sebelum menutup perdagangan (terutama ketika EMA dasar yang lebih panjang digunakan) sering meninggalkan uang di atas meja.
Jika ada kondisi penutupan awal yang dipilih, seringkali layak untuk memungkinkan masuk kembali perdagangan pada bounce band EMA tengah.
Setiap dan semua kondisi close awal dapat dikombinasikan. Bereksperimen dengan ini, saya telah menemukan dapat menghasilkan keuntungan bersih yang lebih rendah tetapi tingkat kemenangan yang lebih tinggi dan rasio tajam karena lebih sedikit waktu yang dihabiskan dalam perdagangan.
Yang mematikan:
Tren adalah teman Anda. Tapi bukankah akan lebih baik untuk menangkap tren lebih awal? Di pasar yang berkisar (atau ketika menggunakan EMA dasar yang lebih lambat dalam strategi ini), menunggu konfirmasi pecahnya band EMA pada yang terbaik akan menyebabkan Anda melewatkan setengah langkah, pada yang terburuk akan mengakibatkan Anda secara konsisten terpotong. Mengaktifkan perdagangan
Ada dua cara yang saya temukan terbaik untuk menggunakan perdagangan kontra-trend
Fitur ini dapat sangat efektif dalam mendapatkan keuntungan dari setiap pergerakan harga yang dibuat, atau mematikan untuk PnL strategi jika tidak diatur dengan benar. Karena perdagangan kontra-tren terbuka di seberang pita tengah, stop-loss dianjurkan untuk mengurangi risiko. Jika stop-loss untuk perdagangan kontra-tren dinonaktifkan, strategi akan menahan posisi terbuka sering sampai likuidasi di pasar tren jika perdagangan itu offsides. Perhatikan bahwa menggunakan EMA dasar yang lebih lambat membuat stop-loss kontra-tren bahkan lebih diperlukan karena dapat mengurangi efektivitas filter zona Beli/Jual untuk membuka perdagangan karena harga dapat menghabiskan waktu yang lama bergerak di luar zona yang dipilih. Jika EMA (34 dan di bawah) digunakan dengan filter
Niche: Saya telah menambahkan fitur untuk default ke longs atau shorts. Mengaktifkan ini dengan fitur lain (selain long / short dasar pada EMA middle band breakout) cenderung untuk memecahkan strategi satu cara atau lainnya. Mengaktifkan default long bekerja untuk mensimulasikan mencoba untuk memperoleh lebih banyak aset daripada mata uang dasar. Mengaktifkan default pendek dapat memiliki hasil positif untuk mereka tinggi FDV, koin inflasi tinggi yang turun-hanya selama berbulan-bulan pada suatu waktu. Jika tidak, saya menggunakan default pendek sebagai lindung nilai untuk koin yang saya pegang dan saham spot. Saya mendapatkan utilitas dan APR dari saham sambil mengurangi risiko memegang aset dasar dengan menjaga posisi net net net netral.sebagian besardari waktu.
Disclaimer: Skrip ini dimaksudkan untuk bereksperimen dan backtesting strategi yang berbeda di sekitar EMA band. Gunakan skrip ini untuk perdagangan langsung Anda dengan risiko Anda sendiri. Saya seorang programmer pemula, karena itu mungkin ada kesalahan dalam kode yang menyebabkan strategi tidak berperilaku seperti yang dimaksudkan. Sejauh yang saya tahu itu tidak mengecat ulang, tetapi saya tidak dapat menjamin bahwa tidak.
backtest
/*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)