- Persegi
- Bitcoin Scalper [30 MIN]
Bitcoin Scalper [30 MIN]
Penulis:
a624587332, Tanggal: 2022-08-02 23:58:55
Tag:
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © wielkieef
//@version=4
strategy("Bitcoin Scalper [30MIN]", overlay=true, pyramiding=1,initial_capital = 10000, default_qty_type= strategy.percent_of_equity, default_qty_value = 100, calc_on_order_fills=false, slippage=0,commission_type=strategy.commission.percent,commission_value=0.04)
//SOURCE =============================================================================================================================================================================================================================================================================================================
src = input(high)
//RMI ----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
RMI_len = input(30, title="Rmi Lenght", type=input.integer, minval = 1, group="Relative Momentum Index")
mom = input(12, title="Rmi Momentum", type=input.integer, minval = 1, group="Relative Momentum Index")
RMI_os = input(33, title="Rmi oversold", type=input.integer, minval = 0, group="Relative Momentum Index")
RMI_ob = input(70, title="Rmi overbought", type=input.integer, minval = 0, group="Relative Momentum Index")
//ADX-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
ADX_len = input(22, title="Adx Lenght", type=input.integer, minval = 1, group="Average Directional Index")
th = input(15, title="Adx Treshold", type=input.integer, minval = 0, group="Average Directional Index")
//RSI ----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
RSI_len = input(67, title="Rsi Lenght", minval = 1, group="Relative strenght Indeks")
// Support and Resistance ---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
left = input(3, title="Left", group="Support and Resistance")
right = input(1, title="Right", group="Support and Resistance")
// Cloud --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
len = input(23, title="Cloud Length", group="Cloud")
// Volume ------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
volume_f = input(2.6, title="Volume mult.", minval = 0, step = 0.1, group="Volume")
sma_length = input(21, title="Volume lenght", minval = 1, group="Volume")
//Scalpng ----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
ACT_SCLP = input(true, title="SCALPING", type = input.bool, group="Scalping")
HiLoLen = input(4, title="Scalping Lenght", minval=2, group="Scalping")
fastEMAlength = input(10, title="Fast EMA lenght", minval=2, group="Scalping")
mediumEMAlength = input(120, title="Medium EMA lenght", minval=2, group="Scalping")
slowEMAlength = input(500, title="Slow EMA lenght", minval=2, group="Scalping")
filterBW = input(false, title="Filter")
Lookback = input(3, title="Pullback Lookback")
UseHAcandles = input(true, title="Use H.A Calculations")
//TP PLOTSHAPE -----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
tp_long0 = input(2, title="TP Long", type = input.float, minval = 0, step = 0.1, group="TP PLOTSHAPE")
tp_short0 = input(2, title="TP Short", type = input.float, minval = 0, step = 0.1, group="TP PLOTSHAPE")
// SL PLOTSHAPE ---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Act_sl = input(true, title="Stop loss?", type = input.bool, group="SL PLOTSHAPE")
sl0 = input(8, title="% Stop loss", type = input.float, minval = 0, step = 0.1, group="SL PLOTSHAPE")
//INDICATORS =======================================================================================================================================================================================================================================================================================================
//ADX-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
calcADX(_len)=>
up = change(high)
down = -change(low)
plusDM = na(up) ? na : (up > down and up > 0 ? up : 0)
minusDM = na(down) ? na : (down > up and down > 0 ? down : 0)
truerange = rma(tr, _len)
_plus = fixnan(100 * rma(plusDM, _len) / truerange)
_minus = fixnan(100 * rma(minusDM, _len) / truerange)
sum = _plus + _minus
_adx = 100 * rma(abs(_plus - _minus) / (sum == 0 ? 1 : sum), _len)
[_plus,_minus,_adx]
calcADX_Masanakamura(_len) =>
SmoothedTrueRange = 0.0
SmoothedDirectionalMovementPlus = 0.0
SmoothedDirectionalMovementMinus = 0.0
TrueRange = max(max(high - low, abs(high - nz(close[1]))), abs(low - nz(close[1])))
DirectionalMovementPlus = high - nz(high[1]) > nz(low[1]) - low ? max(high - nz(high[1]), 0) : 0
DirectionalMovementMinus = nz(low[1]) - low > high - nz(high[1]) ? max(nz(low[1]) - low, 0) : 0
SmoothedTrueRange := nz(SmoothedTrueRange[1]) - (nz(SmoothedTrueRange[1]) /_len) + TrueRange
SmoothedDirectionalMovementPlus := nz(SmoothedDirectionalMovementPlus[1]) - (nz(SmoothedDirectionalMovementPlus[1]) / _len) + DirectionalMovementPlus
SmoothedDirectionalMovementMinus := nz(SmoothedDirectionalMovementMinus[1]) - (nz(SmoothedDirectionalMovementMinus[1]) / _len) + DirectionalMovementMinus
DIP = SmoothedDirectionalMovementPlus / SmoothedTrueRange * 100
DIM = SmoothedDirectionalMovementMinus / SmoothedTrueRange * 100
DX = abs(DIP-DIM) / (DIP+DIM)*100
adx = sma(DX, _len)
[DIP,DIM,adx]
[DIPlus,DIMinus,ADX] = calcADX(ADX_len)
[DIPlusM,DIMinusM,ADXM] = calcADX_Masanakamura(ADX_len)
L_adx_m = DIPlusM > DIMinusM and ADXM > th
S_adx_m = DIPlusM < DIMinusM and ADXM> th
L_adx = (DIPlus < DIMinus and ADX > th)
S_adx = (DIPlus < DIMinus and ADX < th)
//RSI ----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
RSI_os = 48
RSI(len)=>
up_rsi = rma(max(change(close), 0), len)
down_rsi = rma(-min(change(close), 0), len)
rsi = down_rsi == 0 ? 100 : up_rsi == 0 ? 0 : 100 - (100 / (1 + up_rsi / down_rsi))
rsi
L_rsi = (RSI(RSI_len) < RSI_os)
S_rsi = (RSI(RSI_len) > RSI_os)
// RMI -----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
RMI(len, m)=>
up = ema(max(close - close[m],0), len)
dn = ema(max(close[m] - close,0), len)
RMI = dn == 0 ? 0 : 100 - 100 / (1 + up / dn)
RMI
L_rmi = crossover(RMI(RMI_len, mom), RMI_os)
S_rmi = crossunder(RMI(RMI_len, mom), RMI_ob)
//TREND STRENGHT-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
//TREND STRENGHT---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
n1 = 10
n2 = 21
ap = hlc3
esa = ema(ap, n1)
d = ema(abs(ap - esa), n1)
ci = (ap - esa) / (0.015 * d)
tci = ema(ci, n2)
wt1 = tci
wt2 = sma(wt1,4)
mfi_upper = sum(volume * (change(hlc3) <= 0 ? 0 : hlc3), 58)
mfi_lower = sum(volume * (change(hlc3) >= 0 ? 0 : hlc3), 58)
_mfi_rsi(mfi_upper, mfi_lower) =>
if mfi_lower == 0
100
if mfi_upper == 0
0
100.0 - (100.0 / (1.0 + mfi_upper / mfi_lower))
mf = _mfi_rsi(mfi_upper, mfi_lower)
mfi = (mf - 50) * 3
L_mfi = mfi > 2
S_mfi = mfi < -2
// Support and Resistance ---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
hih = pivothigh(high, left, right)
lol = pivotlow (low , left, right)
top = valuewhen(hih, high[right], 0)
bot = valuewhen(lol, low [right], 0)
RS_Long_condt = close > top
RS_Short_condt = close < bot
L_cross = crossover(close, top)
S_cross = crossunder(close,bot)
//Cloud --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
PI = 2 * asin(1)
hilbertTransform(src) =>
0.0962 * src + 0.5769 * nz(src[2]) - 0.5769 * nz(src[4]) - 0.0962 * nz(src[6])
computeComponent(src, mesaPeriodMult) =>
hilbertTransform(src) * mesaPeriodMult
computeAlpha(src, fastLimit, slowLimit) =>
mesaPeriod = 0.0
mesaPeriodMult = 0.075 * nz(mesaPeriod[1]) + 0.54
smooth = 0.0
smooth := (4 * src + 3 * nz(src[1]) + 2 * nz(src[2]) + nz(src[3])) / 10
detrender = 0.0
detrender := computeComponent(smooth, mesaPeriodMult)
I1 = nz(detrender[3])
Q1 = computeComponent(detrender, mesaPeriodMult)
jI = computeComponent(I1, mesaPeriodMult)
jQ = computeComponent(Q1, mesaPeriodMult)
I2 = 0.0
Q2 = 0.0
I2 := I1 - jQ
Q2 := Q1 + jI
I2 := 0.2 * I2 + 0.8 * nz(I2[1])
Q2 := 0.2 * Q2 + 0.8 * nz(Q2[1])
Re = I2 * nz(I2[1]) + Q2 * nz(Q2[1])
Im = I2 * nz(Q2[1]) - Q2 * nz(I2[1])
Re := 0.2 * Re + 0.8 * nz(Re[1])
Im := 0.2 * Im + 0.8 * nz(Im[1])
if Re != 0 and Im != 0
mesaPeriod := 2 * PI / atan(Im / Re)
if mesaPeriod > 1.5 * nz(mesaPeriod[1])
mesaPeriod := 1.5 * nz(mesaPeriod[1])
if mesaPeriod < 0.67 * nz(mesaPeriod[1])
mesaPeriod := 0.67 * nz(mesaPeriod[1])
if mesaPeriod < 6
mesaPeriod := 6
if mesaPeriod > 50
mesaPeriod := 50
mesaPeriod := 0.2 * mesaPeriod + 0.8 * nz(mesaPeriod[1])
phase = 0.0
if I1 != 0
phase := (180 / PI) * atan(Q1 / I1)
deltaPhase = nz(phase[1]) - phase
if deltaPhase < 1
deltaPhase := 1
alpha = fastLimit / deltaPhase
if alpha < slowLimit
alpha := slowLimit
[alpha,alpha/2.0]
er = abs(change(src,len)) / sum(abs(change(src)),len)
[a,b] = computeAlpha(src, er, er*0.1)
mama = 0.0
mama := a * src + (1 - a) * nz(mama[1])
fama = 0.0
fama := b * mama + (1 - b) * nz(fama[1])
alpha = pow((er * (b - a)) + a, 2)
kama = 0.0
kama := alpha * src + (1 - alpha) * nz(kama[1])
L_cloud = kama > kama[1]
S_cloud = kama < kama[1]
// Volume -------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Volume_condt = volume > sma(volume,sma_length)*volume_f
//Scalpng ----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
haClose = UseHAcandles ? security(heikinashi(syminfo.tickerid), timeframe.period, close) : close
haOpen = UseHAcandles ? security(heikinashi(syminfo.tickerid), timeframe.period, open) : open
haHigh = UseHAcandles ? security(heikinashi(syminfo.tickerid), timeframe.period, high) : high
haLow = UseHAcandles ? security(heikinashi(syminfo.tickerid), timeframe.period, low) : low
isRegularFractal(mode) =>
ret = mode == 1 ? high[4] < high[3] and high[3] < high[2] and high[2] > high[1] and
high[1] > high[0] : mode == -1 ?
low[4] > low[3] and low[3] > low[2] and low[2] < low[1] and low[1] < low[0] :
false
ret
isBWFractal(mode) =>
ret = mode == 1 ? high[4] < high[2] and high[3] <= high[2] and high[2] >= high[1] and
high[2] > high[0] : mode == -1 ?
low[4] > low[2] and low[3] >= low[2] and low[2] <= low[1] and low[2] < low[0] :
false
ret
fastEMA = ema(haClose, fastEMAlength)
mediumEMA = ema(haClose, mediumEMAlength)
slowEMA = ema(haClose, slowEMAlength)
pacC = ema(haClose, HiLoLen)
pacL = ema(haLow, HiLoLen)
pacU = ema(haHigh, HiLoLen)
TrendDirection = fastEMA > mediumEMA and pacL > mediumEMA ? 1 :
fastEMA < mediumEMA and pacU < mediumEMA ? -1 : 0
filteredtopf = filterBW ? isRegularFractal(1) : isBWFractal(1)
filteredbotf = filterBW ? isRegularFractal(-1) : isBWFractal(-1)
valuewhen_H0 = valuewhen(filteredtopf == true, high[2], 0)
valuewhen_H1 = valuewhen(filteredtopf == true, high[2], 1)
valuewhen_H2 = valuewhen(filteredtopf == true, high[2], 2)
higherhigh = filteredtopf == false ? false :
valuewhen_H1 < valuewhen_H0 and valuewhen_H2 < valuewhen_H0
lowerhigh = filteredtopf == false ? false :
valuewhen_H1 > valuewhen_H0 and valuewhen_H2 > valuewhen_H0
valuewhen_L0 = valuewhen(filteredbotf == true, low[2], 0)
valuewhen_L1 = valuewhen(filteredbotf == true, low[2], 1)
valuewhen_L2 = valuewhen(filteredbotf == true, low[2], 2)
higherlow = filteredbotf == false ? false :
valuewhen_L1 < valuewhen_L0 and valuewhen_L2 < valuewhen_L0
lowerlow = filteredbotf == false ? false :
valuewhen_L1 > valuewhen_L0 and valuewhen_L2 > valuewhen_L0
TradeDirection = 0
TradeDirection := nz(TradeDirection[1])
pacExitU = haOpen < pacU and haClose > pacU and barssince(haClose<pacC)<=Lookback
pacExitL = haOpen > pacL and haClose < pacL and barssince(haClose>pacC)<=Lookback
Buy = TrendDirection == 1 and pacExitU
Sell = TrendDirection == -1 and pacExitL
TradeDirection := TradeDirection == 1 and haClose<pacC ? 0 :
TradeDirection == -1 and haClose>pacC ? 0 :
TradeDirection == 0 and Buy ? 1 :
TradeDirection == 0 and Sell ? -1 : TradeDirection
L_scalp = nz(TradeDirection[1]) == 0 and TradeDirection == 1
S_scalp = nz(TradeDirection[1]) == 0 and TradeDirection == -1
//CONDITIONS =======================================================================================================================================================================================================================================================================================================
L_scalp_condt = L_scalp and ACT_SCLP
S_scalp_condt = S_scalp and ACT_SCLP
//STRATEGY ==========================================================================================================================================================================================================================================================================================================
//L/S variables----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
var bool longCond = na, var bool shortCond = na
var int CondIni_long = 0, var int CondIni_short = 0
var bool _Final_longCondition = na, var bool _Final_shortCondition = na
var float last_open_longCondition = na, var float last_open_shortCondition = na
var int last_longCondition = na, var int last_shortCondition = na
var int last_Final_longCondition = na, var int last_Final_shortCondition = na
var int nLongs = na, var int nShorts = na
L_ = L_adx and L_rsi and L_rmi or L_mfi and L_adx_m and RS_Long_condt and L_cloud and Volume_condt or L_scalp_condt and L_adx
S_ = S_adx and S_rsi and S_rmi or S_mfi and S_adx_m and RS_Short_condt and S_cloud and Volume_condt or S_scalp_condt and S_adx
longCond := L_
shortCond := S_
CondIni_long := longCond[1] ? 1 : shortCond[1] ? -1 : nz(CondIni_long[1] )
CondIni_short := longCond[1] ? 1 : shortCond[1] ? -1 : nz(CondIni_short[1] )
longCondition = (longCond[1] and nz(CondIni_long[1]) == -1 )
shortCondition = (shortCond[1] and nz(CondIni_short[1]) == 1 )
//POSITION PRICE-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
var float sum_long = 0.0, var float sum_short = 0.0
var float Position_Price = 0.0
var bool Final_long_BB = na, var bool Final_short_BB = na
var int last_long_BB = na, var int last_short_BB = na
last_open_longCondition := longCondition or Final_long_BB[1] ? close[1] : nz(last_open_longCondition[1] )
last_open_shortCondition := shortCondition or Final_short_BB[1] ? close[1] : nz(last_open_shortCondition[1] )
last_longCondition := longCondition or Final_long_BB[1] ? time : nz(last_longCondition[1] )
last_shortCondition := shortCondition or Final_short_BB[1] ? time : nz(last_shortCondition[1] )
in_longCondition = last_longCondition > last_shortCondition
in_shortCondition = last_shortCondition > last_longCondition
last_Final_longCondition := longCondition ? time : nz(last_Final_longCondition[1] )
last_Final_shortCondition := shortCondition ? time : nz(last_Final_shortCondition[1] )
nLongs := nz(nLongs[1] )
nShorts := nz(nShorts[1] )
if longCondition or Final_long_BB
nLongs := nLongs + 1
nShorts := 0
sum_long := nz(last_open_longCondition) + nz(sum_long[1])
sum_short := 0.0
if shortCondition or Final_short_BB
nLongs := 0
nShorts := nShorts + 1
sum_short := nz(last_open_shortCondition)+ nz(sum_short[1])
sum_long := 0.0
Position_Price := nz(Position_Price[1])
Position_Price := longCondition or Final_long_BB ? sum_long/nLongs : shortCondition or Final_short_BB ? sum_short/nShorts : na
//TP---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
var bool long_tp = na, var bool short_tp = na
var int last_long_tp = na, var int last_short_tp = na
var bool Final_Long_tp = na, var bool Final_Short_tp = na
var bool Final_Long_sl0 = na, var bool Final_Short_sl0 = na
var bool Final_Long_sl = na, var bool Final_Short_sl = na
var int last_long_sl = na, var int last_short_sl = na
tp_long = ((nLongs > 1) ? tp_long0 / nLongs : tp_long0) / 100
tp_short = ((nShorts > 1) ? tp_short0 / nShorts : tp_short0) / 100
long_tp := high > (fixnan(Position_Price) * (1 + tp_long)) and in_longCondition
short_tp := low < (fixnan(Position_Price) * (1 - tp_short)) and in_shortCondition
last_long_tp := long_tp ? time : nz(last_long_tp[1])
last_short_tp := short_tp ? time : nz(last_short_tp[1])
Final_Long_tp := (long_tp and last_longCondition > nz(last_long_tp[1]) and last_longCondition > nz(last_long_sl[1]))
Final_Short_tp := (short_tp and last_shortCondition > nz(last_short_tp[1]) and last_shortCondition > nz(last_short_sl[1]))
//TP SIGNALS--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
tplLevel = (in_longCondition and
(last_longCondition > nz(last_long_tp[1])) and
(last_longCondition > nz(last_long_sl[1])) and not Final_Long_sl[1]) ?
(nLongs > 1) ?
(fixnan(Position_Price) * (1 + tp_long)) : (last_open_longCondition * (1 + tp_long)) : na
tpsLevel = (in_shortCondition and
(last_shortCondition > nz(last_short_tp[1])) and
(last_shortCondition > nz(last_short_sl[1])) and not Final_Short_sl[1]) ?
(nShorts > 1) ?
(fixnan(Position_Price) * (1 - tp_short)) : (last_open_shortCondition * (1 - tp_short)) : na
ltp = iff(Final_Long_tp, fixnan(Position_Price) * (1 + tp_long), na)
stp = iff(Final_Short_tp, fixnan(Position_Price) * (1 - tp_short), na)
plot(ltp, title = "TP Long Crosses", style = plot.style_circles, color = color.fuchsia, linewidth = 7)
plot(stp, title = "TP Short Crosses", style = plot.style_circles, color = color.fuchsia, linewidth = 7)
//SL ---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Risk =8
Percent_Capital =99
sl = in_longCondition ? min(sl0,(((Risk) * 100) / (Percent_Capital * max(1, nLongs)))) :
in_shortCondition ? min(sl0,(((Risk) * 100) / (Percent_Capital * max(1, nShorts)))) : sl0
Normal_long_sl = ((Act_sl and in_longCondition and low <= ((1 - (sl / 100)) * (fixnan(Position_Price)))))
Normal_short_sl = ((Act_sl and in_shortCondition and high >= ((1 + (sl / 100)) * (fixnan(Position_Price)))))
last_long_sl := Normal_long_sl ? time : nz(last_long_sl[1])
last_short_sl := Normal_short_sl ? time : nz(last_short_sl[1])
Final_Long_sl := Normal_long_sl and last_longCondition > nz(last_long_sl[1]) and last_longCondition > nz(last_long_tp[1]) and not Final_Long_tp
Final_Short_sl := Normal_short_sl and last_shortCondition > nz(last_short_sl[1]) and last_shortCondition > nz(last_short_tp[1]) and not Final_Short_tp
//RE-ENTRY ON TP-HIT-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
if Final_Long_tp or Final_Long_sl
CondIni_long := -1
sum_long := 0.0
nLongs := na
if Final_Short_tp or Final_Short_sl
CondIni_short := 1
sum_short := 0.0
nShorts := na
// Leverage ---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
var float last_leverage_L = na, var float last_leverage_S = na
Act_Lev = input(true, title="Activate leverage?" )
Max_Lev = input(2, title="Max lev.", type = input.integer, minval = 1, maxval = 2 )
sma_length_lev = input(70, title="Volume lenght lev.", minval = 1 )
Long = (longCond and not in_longCondition) or (longCond and Final_Long_tp) or (longCond and Final_Long_sl) or (longCond and not longCondition and (last_long_tp >= nz(last_longCondition))) or (longCond and not longCondition and (last_long_sl >= nz(last_longCondition)))
Short = (shortCond and not in_shortCondition) or (shortCond and Final_Short_tp) or (shortCond and Final_Short_sl) or (shortCond and not shortCondition and (last_short_tp >= nz(last_shortCondition))) or (shortCond and not shortCondition and (last_short_sl >= nz(last_shortCondition)))
Lev_vol = Act_Lev ? min(Max_Lev,max(1, round(volume/sma(volume,sma_length_lev)))) : 1
rsiLen = 14
last_leverage_L := Long ? Lev_vol : nz(last_leverage_L[1] )
last_leverage_S := Short ? Lev_vol : nz(last_leverage_S[1] )
vol_x1 = Lev_vol[1] == 1
vol_x2 = Lev_vol[1] == 2
Long_x1 = longCondition and vol_x1
Short_x1 = shortCondition and vol_x1
Long_x2 = longCondition and vol_x2
Short_x2 = shortCondition and vol_x2
// Colors ----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
ADX_COLOR = L_mfi ? color.lime : S_mfi ? color.red : color.orange
BAR_COLOR = L_cross ? #1b5e20 : L_mfi ? color.lime : S_cross ? color.maroon : S_mfi ? color.red : color.orange
barcolor (color = BAR_COLOR)
//PLOTS==============================================================================================================================================================================================================================================================================================================
mama_p = plot(mama, title="Cloud A", color=ADX_COLOR )
fama_p = plot(fama, title="Cloud B", color=ADX_COLOR )
fill (mama_p,fama_p, color=ADX_COLOR )
res = plot(top, style = plot.style_cross, offset=-left, color=top != top[1] ? na : color.green, linewidth = 1 )
sup = plot(bot, style = plot.style_cross, offset=-left, color=bot != bot[1] ? na : color.red, linewidth = 1 )
//PLOTSHAPES----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
plotshape(Final_Long_tp, title="TP Long Signal", style = shape.flag, location=location.abovebar, color=color.red, size=size.small , text="TP", textcolor=color.red, transp = 0 )
plotshape(Final_Short_tp, title="TP Short Signal", style = shape.flag, location=location.belowbar, color=color.green, size=size.small , text="TP", textcolor=color.green, transp = 0 )
plotshape(Long_x1, title = "L x1", style=shape.triangleup, location=location.belowbar, color = color.blue, size=size.tiny , text="x1", textcolor=color.blue, transp = 0)
plotshape(Short_x1, title = "S x1", style=shape.triangledown, location=location.abovebar, color = color.red, size=size.tiny , text="x1", textcolor=color.red, transp = 0)
plotshape(Long_x2, title = "L x2", style=shape.triangleup, location=location.belowbar, color = color.blue, size=size.tiny , text="x2", textcolor=color.blue, transp = 0)
plotshape(Short_x2, title = "S x2", style=shape.triangledown, location=location.abovebar, color = color.red, size=size.tiny, text="x2", textcolor=color.red, transp = 0)
//BACKTESTING inputs --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
ACT_BT = input(true, title="Backtest", type = input.bool, group= "BACKTEST")
long_ = input(true, title="Longs", group= "BACKTEST")
short_ = input(true, title="Shorts", group= "BACKTEST")
risk = input(100, group= "BACKTEST")
testStartYear = input(1997, title="start year", minval = 1997, maxval = 3000, group= "BACKTEST")
testStartMonth = input(06, title="start month", minval = 1, maxval = 12, group= "BACKTEST")
testStartDay = input(01, title="start day", minval = 1, maxval = 31, group= "BACKTEST")
testPeriodStart = timestamp(testStartYear,testStartMonth,testStartDay,0,0)
testStopYear = input(3333, title="stop year", minval=1980, maxval = 2222, group= "BACKTEST")
testStopMonth = input(12, title="stop month", minval=1, maxval=12, group= "BACKTEST")
testStopDay = input(31, title="stop day", minval=1, maxval=31, group= "BACKTEST")
testPeriodStop = timestamp(testStopYear, testStopMonth, testStopDay, 0, 0)
testPeriod = time >= testPeriodStart and time <= testPeriodStop ? true : false
// Backtest tp & sl ================================================================================================================================================================================================================================================================================================================================
g(v, p) => round(v * (pow(10, p))) / pow(10, p)
tp_= input(0.02, title=" TP/100", step=0.001, group= "BACKTEST")
sl_= input(0.08, title=" SL/100", step=0.001, group= "BACKTEST")
// Backtest Long ==================================================================================================================================================================================================================================================================================================================================
if long_ and ACT_BT
strategy.entry("L" ,1, when = L_ and testPeriod , qty = Lev_vol )
strategy.exit("S_tp/sl", "L", profit=close * tp_ / syminfo.mintick, loss=close * sl_ / syminfo.mintick)
// Backtest Short ==================================================================================================================================================================================================================================================================================================================================
if short_ and ACT_BT
strategy.entry("S" ,0, when = S_ and testPeriod , qty = Lev_vol )
strategy.exit("S_tp/sl", "S", profit=close * tp_ / syminfo.mintick, loss=close * sl_ / syminfo.mintick)
//By Wielkieef
Lebih banyak