Strategi perdagangan osilasi pola tiga
Penulis:ChaoZhang, Tanggal: 2023-10-23 17:36:55Tag:
Gambaran umum
Triple Pattern Oscillation Trading Strategy adalah strategi perdagangan jangka pendek yang didasarkan pada kombinasi dari beberapa indikator teknis. Strategi ini menggabungkan Super Trend, SSL Hybrid Moving Average dan Improved QQE untuk menghasilkan sinyal perdagangan yang stabil. Strategi ini bekerja dengan baik dengan instrumen perdagangan volatil seperti cryptocurrency dan saham, terutama selama periode pasca-break-out.
Prinsip-prinsip
Sinyal Masuk
Entri panjang:
- Super Trend membalik dari bawah ke atas
- Dekat di atas pita atas SSL Hybrid
- QQE yang ditingkatkan berwarna biru (bullish)
Pendahuluan singkat:
- Super Trend membalik dari atas ke bawah
- Tutup di bawah pita bawah SSL Hybrid
- QQE yang ditingkatkan berwarna merah (bearish)
Sinyal Keluar
Long Exit: Super Trend membalik dari atas ke bawah
Short Exit: Super Trend membalik dari bawah ke atas
Hentikan Kerugian
Opsi persentase, ATR atau harga tertinggi/terendah terbaru
Dapatkan Keuntungan
Dapat menetapkan rasio risiko-manfaat untuk mengambil tingkat keuntungan
Manajemen Risiko
Opsi untuk mengaktifkan ukuran posisi berdasarkan risiko akun
Merangkai
- Garis Super Trend, pita hibrida SSL
- Opsi untuk garis EMA
- Masuk plot, stop loss dan ambil profit line
- Label panah entri
Keuntungan
- Sinyal stabil dari beberapa indikator
Menggabungkan Super Trend, SSL Hybrid MA dan Improved QQE memverifikasi sinyal di seluruh indikator, menyaring breakout palsu.
- Cocok untuk perdagangan osilasi instrumen volatile
Pendekatan perdagangan jangka pendek berfokus pada penangkapan perubahan harga jangka menengah. Super Trend melacak tren dengan lancar sementara SSL Hybrid mengidentifikasi level support/resistance dengan jelas. menguntungkan di berbagai pasar.
- Stop loss dan take profit yang fleksibel
Pilihan persentase, ATR atau ekstrim baru-baru ini untuk stop loss. Rasio risiko-imbalan set mengambil keuntungan. Opsi sesuai dengan instrumen perdagangan yang berbeda dan preferensi risiko.
- Plot yang jelas
Grafik yang bersih secara visual menampilkan stop loss, mengambil tingkat keuntungan.
Risiko dan Peningkatan
- Kecelakaan kecil
Perdagangan jangka pendek tidak dapat sepenuhnya menghindari kerugian pasar normal.
- Risiko kebocoran palsu
Penembusan palsu dapat menghasilkan sinyal yang salah. Uji periode EMA untuk menyaring. Optimalkan parameter identifikasi tren.
- Kegagalan indikator monitor
Indikator yang tidak valid menyebabkan beberapa sinyal palsu.
- Mengoptimalkan periode backtest
Periode backtest tetap saat ini tidak sesuai dengan instrumen
- Meningkatkan kemampuan adaptasi instrumen
Parameter yang disesuaikan dengan karakteristik data masing-masing instrumen, meningkatkan tingkat kemenangan.
Kesimpulan
Strategi ini menggabungkan beberapa indikator untuk sinyal yang kuat, menyaring breakout palsu. Ini unggul dalam perdagangan cryptocurrency dan ekuitas yang tidak stabil dalam jangka pendek. Banyak pilihan stop loss dan take profit memberikan fleksibilitas. Secara keseluruhan, sinyal yang stabil dihasilkan untuk perdagangan jangka menengah. Optimasi lebih lanjut dapat meningkatkan faktor keuntungan di seluruh instrumen.
/*backtest
start: 2023-09-22 00:00:00
end: 2023-10-22 00:00:00
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/
// © fpemehd
// Thanks to myncrypto, jason5480, kevinmck100
// @version=5
strategy(title = '[D] SuperTrend + SSL Hybrid + QQE MOD',
shorttitle = '[D] SSQ Strategy',
overlay = true,
pyramiding = 0,
currency = currency.USD,
default_qty_type = strategy.percent_of_equity,
default_qty_value = 100,
commission_value = 0.1,
initial_capital = 100000,
max_bars_back = 500,
max_lines_count = 150,
max_labels_count = 300)
// ░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░
// Time, Direction, Etc - Basic Settings Inputs
// ░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░
// 1. Time: Based on UTC +09:00
i_start = input (defval = timestamp("20 Jan 1990 00:00 +0900"), title = "Start Date", tooltip = "Choose Backtest Start Date", inline = "Start Date", group = "Time" )
i_end = input (defval = timestamp("20 Dec 2030 00:00 +0900"), title = "End Date", tooltip = "Choose Backtest End Date", inline = "End Date", group = "Time" )
inTime = true
// 2. Inputs for direction: Long? Short? Both?
i_longEnabled = input.bool (defval = true , title = "Long?", tooltip = "Enable Long Position Trade?", inline = "Long / Short", group = "Long / Short" )
i_shortEnabled = input.bool (defval = true , title = "Short?", tooltip = "Enable Short Position Trade?", inline = "Long / Short", group = "Long / Short" )
// ░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░
// Filter - Inputs, Indicaotrs
// ░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░
// 3. Use Filters? What Filters?
//// 3-1. ATR Filter
i_ATRFilterOn = input.bool (defval = false , title = "ATR Filter On?", tooltip = "ATR Filter On? Order will not be made unless filter condition is fulfilled", inline = "1", group = "Filters")
i_ATRFilterLen = input.int (defval = 14, title = "Length for ATR Filter", minval = 1 , maxval = 100 , step = 1 , tooltip = "", inline = "2", group = "Filters")
i_ATRSMALen = input.int (defval = 40, title = "SMA Length for ATR SMA", minval = 1 , maxval = 100000 , step = 1 , tooltip = "ATR should be bigger than this", inline = "2", group = "Filters")
bool ATRFilter = ta.atr(i_ATRFilterLen) >= ta.sma(ta.atr(length = i_ATRFilterLen), i_ATRSMALen) ? true : false
//// 3-2. EMA Filter
i_EMAFilterOn = input.bool (defval = false , title = "EMA Filter On?", tooltip = "EMA Filter On? Order will not be made unless filter condition is fulfilled", inline = "3", group = "Filters")
i_EMALen = input.int (defval = 200, title = "EMA Length", minval = 1 , maxval = 100000 , step = 1 , tooltip = "EMA Length", inline = "4", group = "Filters")
bool longEMAFilter = close >= ta.ema(source = close, length = i_EMALen) ? true : false
bool shortEMAFilter = close <= ta.ema(source = close, length = i_EMALen) ? true : false
plot(i_EMAFilterOn ? ta.ema(source = close, length = i_EMALen) : na, title = "EMA Filter", color = color.new(color = color.orange , transp = 0), linewidth = 1)
//// 3-3. ADX Filter
////3-4. DMI Filter (Uses same ADX Length)
i_ADXFilterOn = input.bool (defval = false , title = "ADX Filter On?", tooltip = "ADX Filter On? Order will not be made unless filter condition is fulfilled", inline = "5", group = "Filters")
i_DMIFilterOn = input.bool (defval = false , title = "DMI Filter On?", tooltip = "DMI (Directional Moving Index) Filter On? Order will not be made unless filter condition is fulfilled", inline = "6", group = "Filters")
i_ADXLength = input.int (defval = 20, title = "ADX Length", minval = 1 , maxval = 100000 , step = 1 , tooltip = "ADX Length", inline = "7", group = "Filters")
i_ADXThreshold = input.int (defval = 25, title = "ADX Threshold", minval = 1 , maxval = 100000 , step = 1 , tooltip = "ADX should be bigger than threshold", inline = "8", group = "Filters")
//// 3-4. SuperTrend Filter
// i_superTrendFilterOn = input.bool (defval = false , title = "Super Trend Filter On?", tooltip = "Super Trend Filter On? Order will not be made unless filter condition is fulfilled", inline = "9", group = "Filters")
// i_superTrendATRLen = input.int (defval = 10, title = "ATR Length", minval = 1 , maxval = 100000 , step = 1 , tooltip = "Super Trend ATR Length", inline = "10", group = "Filters")
// i_superTrendATRFactor = input.float (defval = 3, title = "Factor", minval = 1 , maxval = 100000 , step = 0.1 , tooltip = "Super Trend ATR Factor", inline = "11", group = "Filters")
// ADX and DI Thanks to @BeikabuOyaji
int len = i_ADXLength
float th = i_ADXThreshold
TR = math.max(math.max(high - low, math.abs(high - nz(close[1]))), math.abs(low - nz(close[1])))
DMPlus = high - nz(high[1]) > nz(low[1]) - low ? math.max(high - nz(high[1]), 0) : 0
DMMinus = nz(low[1]) - low > high - nz(high[1]) ? math.max(nz(low[1]) - low, 0) : 0
SmoothedTR = 0.0
SmoothedTR := nz(SmoothedTR[1]) - nz(SmoothedTR[1]) / len + TR
SmoothedDMPlus = 0.0
SmoothedDMPlus := nz(SmoothedDMPlus[1]) - nz(SmoothedDMPlus[1]) / len + DMPlus
SmoothedDMMinus = 0.0
SmoothedDMMinus := nz(SmoothedDMMinus[1]) - nz(SmoothedDMMinus[1]) / len + DMMinus
DIPlus = SmoothedDMPlus / SmoothedTR * 100
DIMinus = SmoothedDMMinus / SmoothedTR * 100
DX = math.abs(DIPlus - DIMinus) / (DIPlus + DIMinus) * 100
ADX = ta.sma(source = DX, length = len)
// plot(DIPlus, color=color.new(color.green, 0), title='DI+')
// plot(DIMinus, color=color.new(color.red, 0), title='DI-')
// plot(ADX, color=color.new(color.navy, 0), title='ADX')
// hline(th, color=color.white)
bool ADXFilter = ADX > th ? true : false
bool longDMIFilter = DIPlus >= DIMinus ? true : false
bool shortDMIFilter = DIPlus <= DIMinus ? true : false
// Calculate Super Trend for Filter
// i_superTrendFilterOn = input.bool (defval = false , title = "Super Trend Filter On?", tooltip = "Super Trend Filter On? Order will not be made unless filter condition is fulfilled", inline = "9", group = "Filters")
// i_superTrendATRLen = input.int (defval = 10, title = "ATR Length", minval = 1 , maxval = 100000 , step = 1 , tooltip = "Super Trend ATR Length", inline = "10", group = "Filters")
// i_superTrendATRFactor = input.float (defval = 3, title = "Factor", minval = 1 , maxval = 100000 , step = 0.1 , tooltip = "Super Trend ATR Factor", inline = "11", group = "Filters")
// [supertrend, direction] = ta.supertrend(factor = i_superTrendATRFactor, atrPeriod = i_superTrendATRLen)
// bodyMiddle = plot((open + close) / 2, display=display.none)
// upTrend = plot(i_superTrendFilterOn ? direction < 0 ? supertrend : na : na, "Up Trend", color = color.green, style=plot.style_linebr)
// downTrend = plot(i_superTrendFilterOn ? direction < 0 ? na : supertrend : na, "Down Trend", color = color.red, style=plot.style_linebr)
// fill(bodyMiddle, upTrend, color.new(color.green, 90), fillgaps=false)
// fill(bodyMiddle, downTrend, color.new(color.red, 90), fillgaps=false)
// bool longSTFilter = direction <= 0
// bool shortSTFilter = direction >= 0
// Filter
bool longFilterFilled = (not i_ATRFilterOn or ATRFilter) and (not i_EMAFilterOn or longEMAFilter) and (not i_ADXFilterOn or ADXFilter) and (not i_DMIFilterOn or longDMIFilter) // and (not i_superTrendFilterOn or longSTFilter)
bool shortFilterFilled = (not i_ATRFilterOn or ATRFilter) and (not i_EMAFilterOn or shortEMAFilter) and (not i_ADXFilterOn or ADXFilter) and (not i_DMIFilterOn or shortDMIFilter) // and (not i_superTrendFilterOn or shortSTFilter)
// ░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░
// Strategy Logic (Entry & Exit Condition) - Inputs, Indicators for Strategy
// ░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░
//// Indicators
// Inputs for Strategy Indicators
//// 1. Super Trend
i_superTrendATRLen = input.int (defval = 10, title = "ATR Length", minval = 1 , maxval = 100000 , step = 1 , tooltip = "Super Trend ATR Length", inline = "1", group = "1: SuperTrend")
i_superTrendATRFactor = input.float (defval = 3, title = "Factor", minval = 1 , maxval = 100000 , step = 0.1 , tooltip = "Super Trend ATR Factor", inline = "2", group = "1: SuperTrend")
[supertrend, direction] = ta.supertrend(factor = i_superTrendATRFactor, atrPeriod = i_superTrendATRLen)
//// 2. SSL Hybrid Baseline
i_useTrueRange = input.bool (defval = true, title = "use true range for Keltner Channel?", tooltip = "", inline = "1", group = "2: SSL Hybrid")
i_maType = input.string (defval ='EMA', title='Baseline Type', options=['SMA', 'EMA', 'DEMA', 'TEMA', 'LSMA', 'WMA', 'VAMA', 'TMA', 'HMA', 'McGinley'], inline="2", group = "2: SSL Hybrid")
i_len = input.int (defval =30, title='Baseline Length', inline="2", group = "2: SSL Hybrid")
i_multy = input.float (defval = 0.2, title='Base Channel Multiplier', minval = 0, maxval = 100, step=0.05, inline="3", group = "2: SSL Hybrid")
i_volatility_lookback = input.int (defval =10, title='Volatility lookback length(for VAMA)', inline='4',group="2: SSL Hybrid")
tema(src, len) =>
ema1 = ta.ema(src, len)
ema2 = ta.ema(ema1, len)
ema3 = ta.ema(ema2, len)
3 * ema1 - 3 * ema2 + ema3
f_ma(type, src, len) =>
float result = 0
if type == 'TMA'
result := ta.sma(ta.sma(src, math.ceil(len / 2)), math.floor(len / 2) + 1)
result
if type == 'LSMA'
result := ta.linreg(src, len, 0)
result
if type == 'SMA' // Simple
result := ta.sma(src, len)
result
if type == 'EMA' // Exponential
result := ta.ema(src, len)
result
if type == 'DEMA' // Double Exponential
e = ta.ema(src, len)
result := 2 * e - ta.ema(e, len)
result
if type == 'TEMA' // Triple Exponential
e = ta.ema(src, len)
result := 3 * (e - ta.ema(e, len)) + ta.ema(ta.ema(e, len), len)
result
if type == 'WMA' // Weighted
result := ta.wma(src, len)
result
if type == 'VAMA' // Volatility Adjusted
/// Copyright © 2019 to present, Joris Duyck (JD)
mid = ta.ema(src, len)
dev = src - mid
vol_up = ta.highest(dev, i_volatility_lookback)
vol_down = ta.lowest(dev, i_volatility_lookback)
result := mid + math.avg(vol_up, vol_down)
result
if type == 'HMA' // Hull
result := ta.wma(2 * ta.wma(src, len / 2) - ta.wma(src, len), math.round(math.sqrt(len)))
result
if type == 'McGinley'
mg = 0.0
mg := na(mg[1]) ? ta.ema(src, len) : mg[1] + (src - mg[1]) / (len * math.pow(src / mg[1], 4))
result := mg
result
result
//// 2-1. SSL Hybrid Keltner Baseline Channel
BBMC = f_ma (i_maType, close, i_len) // BaseLone
Keltma = f_ma (i_maType, close, i_len)
range_1 = i_useTrueRange ? ta.tr : high - low
rangema = ta.ema(range_1, i_len)
upperk = Keltma + rangema * i_multy
lowerk = Keltma - rangema * i_multy
//// 3. QQE MOD, thanks to Mihkel100
RSI_Period = input.int (defval = 6, title = 'RSI Length', inline = "1", group = "3: QQE MOD")
SF = input.int (defval = 5, title = 'RSI Smoothing', inline = "2", group = "3: QQE MOD")
QQE = input.float (defval = 3, title = 'Fast QQE Factor', inline = "3", group = "3: QQE MOD")
ThreshHold = input.int (defval = 3, title = 'Thresh-hold', inline = "4", group = "3: QQE MOD")
src = input (defval = close, title='RSI Source')
Wilders_Period = RSI_Period * 2 - 1
Rsi = ta.rsi(src, RSI_Period)
RsiMa = ta.ema(Rsi, SF)
AtrRsi = math.abs(RsiMa[1] - RsiMa)
MaAtrRsi = ta.ema(AtrRsi, Wilders_Period)
dar = ta.ema(MaAtrRsi, Wilders_Period) * QQE
longband = 0.0
shortband = 0.0
trend = 0
DeltaFastAtrRsi = dar
RSIndex = RsiMa
newshortband = RSIndex + DeltaFastAtrRsi
newlongband = RSIndex - DeltaFastAtrRsi
longband := RSIndex[1] > longband[1] and RSIndex > longband[1] ? math.max(longband[1], newlongband) : newlongband
shortband := RSIndex[1] < shortband[1] and RSIndex < shortband[1] ? math.min(shortband[1], newshortband) : newshortband
cross_1 = ta.cross(longband[1], RSIndex)
trend := ta.cross(RSIndex, shortband[1]) ? 1 : cross_1 ? -1 : nz(trend[1], 1)
FastAtrRsiTL = trend == 1 ? longband : shortband
////////////////////
length = input.int (defval = 50, minval = 1, title = 'Bollinger Length', group = "3: QQE MOD")
mult = input.float (defval = 0.35, minval = 0.01, maxval = 5, step = 0.1, title = 'BB Multiplier', group = "3: QQE MOD")
basis = ta.sma(FastAtrRsiTL - 50, length)
dev = mult * ta.stdev(FastAtrRsiTL - 50, length)
upper = basis + dev
lower = basis - dev
color_bar = RsiMa - 50 > upper ? #00c3ff : RsiMa - 50 < lower ? #ff0062 : color.gray
//
// Zero cross
QQEzlong = 0
QQEzlong := nz(QQEzlong[1])
QQEzshort = 0
QQEzshort := nz(QQEzshort[1])
QQEzlong := RSIndex >= 50 ? QQEzlong + 1 : 0
QQEzshort := RSIndex < 50 ? QQEzshort + 1 : 0
//
// Zero = hline(0, color=color.white, linestyle=hline.style_dotted, linewidth=1)
////////////////////////////////////////////////////////////////
RSI_Period2 = input.int (defval = 6, title = 'RSI 2 Length', group = "3: QQE MOD")
SF2 = input.int (defval = 5, title = 'RSI Smoothing', group = "3: QQE MOD")
QQE2 = input.float (defval = 1.61, title = 'Fast QQE2 Factor', group = "3: QQE MOD")
ThreshHold2 = input.int (defval = 3, title = 'Thresh-hold', group = "3: QQE MOD")
src2 = input (defval = close, title = 'RSI Source', group = "3: QQE MOD")
//
//
Wilders_Period2 = RSI_Period2 * 2 - 1
Rsi2 = ta.rsi(src2, RSI_Period2)
RsiMa2 = ta.ema(Rsi2, SF2)
AtrRsi2 = math.abs(RsiMa2[1] - RsiMa2)
MaAtrRsi2 = ta.ema(AtrRsi2, Wilders_Period2)
dar2 = ta.ema(MaAtrRsi2, Wilders_Period2) * QQE2
longband2 = 0.0
shortband2 = 0.0
trend2 = 0
DeltaFastAtrRsi2 = dar2
RSIndex2 = RsiMa2
newshortband2 = RSIndex2 + DeltaFastAtrRsi2
newlongband2 = RSIndex2 - DeltaFastAtrRsi2
longband2 := RSIndex2[1] > longband2[1] and RSIndex2 > longband2[1] ? math.max(longband2[1], newlongband2) : newlongband2
shortband2 := RSIndex2[1] < shortband2[1] and RSIndex2 < shortband2[1] ? math.min(shortband2[1], newshortband2) : newshortband2
cross_2 = ta.cross(longband2[1], RSIndex2)
trend2 := ta.cross(RSIndex2, shortband2[1]) ? 1 : cross_2 ? -1 : nz(trend2[1], 1)
FastAtrRsi2TL = trend2 == 1 ? longband2 : shortband2
//
// Zero cross
QQE2zlong = 0
QQE2zlong := nz(QQE2zlong[1])
QQE2zshort = 0
QQE2zshort := nz(QQE2zshort[1])
QQE2zlong := RSIndex2 >= 50 ? QQE2zlong + 1 : 0
QQE2zshort := RSIndex2 < 50 ? QQE2zshort + 1 : 0
//
hcolor2 = RsiMa2 - 50 > ThreshHold2 ? color.silver : RsiMa2 - 50 < 0 - ThreshHold2 ? color.silver : na
Greenbar1 = RsiMa2 - 50 > ThreshHold2
Greenbar2 = RsiMa - 50 > upper
Redbar1 = RsiMa2 - 50 < 0 - ThreshHold2
Redbar2 = RsiMa - 50 < lower
// Plot: Indicators
//// 1. Super Trend
bodyMiddle = plot((open + close) / 2, display=display.none)
upTrend = plot(direction < 0 ? supertrend : na, "Up Trend", color = color.green, style=plot.style_linebr)
downTrend = plot(direction < 0 ? na : supertrend, "Down Trend", color = color.red, style=plot.style_linebr)
fill(bodyMiddle, upTrend, color.new(color.green, 90), fillgaps=false)
fill(bodyMiddle, downTrend, color.new(color.red, 90), fillgaps=false)
//// 2. SSL Hybrid
var bullSSLColor = #00c3ff
var bearSSLColor = #ff0062
// color_bar = color.new(color = close > upperk ? bullSSLColor : close < lowerk ? bearSSLColor : color.gray, transp = 0)
// i_show_color_bar = input.bool(defval = true , title = "Color Bars")
// barcolor(i_show_color_bar ? color_bar : na)
plot(series = BBMC, title = 'MA Baseline', color = color_bar, linewidth = 1, style = plot.style_line)
up_channel = plot(upperk, color=color_bar, title='Baseline Upper Channel')
low_channel = plot(lowerk, color=color_bar, title='Basiline Lower Channel')
fill(up_channel, low_channel, color.new(color=color_bar, transp=90))
//// 3. QQE MOD: No Plotting because of overlay option
// plot(FastAtrRsi2TL - 50, title='QQE Line', color=color.new(color.white, 0), linewidth=2)
// plot(RsiMa2 - 50, color=hcolor2, title='Histo2', style=plot.style_columns, transp=50)
// plot(Greenbar1 and Greenbar2 == 1 ? RsiMa2 - 50 : na, title='QQE Up', style=plot.style_columns, color=color.new(#00c3ff, 0))
// plot(Redbar1 and Redbar2 == 1 ? RsiMa2 - 50 : na, title='QQE Down', style=plot.style_columns, color=color.new(#ff0062, 0))
////// Entry, Exit
// Long, Short Logic with Indicator
bool longSTCond = direction[1] >= 0 and direction <= 0
bool shortSTCond = direction[1] <= 0 and direction >= 0
bool longSSLCond = close > upperk
bool shortSSLCond = close < lowerk
bool longQQECond = Greenbar1 and Greenbar2 == 1
bool shortQQECond = Redbar1 and Redbar2 == 1
// Basic Cond + Long, Short Entry Condition
bool longCond = (i_longEnabled and inTime) and (longSTCond and longSSLCond and longQQECond)
bool shortCond = (i_shortEnabled and inTime) and (shortSTCond and shortSSLCond and shortQQECond)
// Basic Cond + Long, Short Exit Condition
bool closeLong = (i_longEnabled) and (shortSTCond)
bool closeShort = (i_shortEnabled) and (longSTCond)
// ░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░
// Position Control
// ░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░
// Long, Short Entry Condition + Not entered Position Yet
bool openLong = longCond and not (strategy.opentrades.size(strategy.opentrades - 1) > 0) and longFilterFilled
bool openShort = shortCond and not (strategy.opentrades.size(strategy.opentrades - 1) < 0) and shortFilterFilled
bool enteringTrade = openLong or openShort
float entryBarIndex = bar_index
// Long, Short Entry Fulfilled or Already Entered
bool inLong = openLong or strategy.opentrades.size(strategy.opentrades - 1) > 0 and not closeLong
bool inShort = openShort or strategy.opentrades.size(strategy.opentrades - 1) < 0 and not closeShort
// ░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░
// Stop Loss - Inputs, Indicaotrs
// ░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░
//// Use SL? TSL?
i_useSLTP = input.bool (defval = true, title = "Enable SL & TP?", tooltip = "", inline = "1", group = "Stop Loss")
i_tslEnabled = input.bool (defval = false , title = "Enable Trailing SL?", tooltip = "Enable Stop Loss & Take Profit? \n\Enable Trailing SL?", inline = "1", group = "Stop Loss")
// i_breakEvenAfterTP = input.bool (defval = false, title = 'Enable Break Even After TP?', tooltip = 'When Take Profit price target is hit, move the Stop Loss to the entry price (or to a more strict price defined by the Stop Loss %/ATR Multiplier).', inline = '2', group = 'Stop Loss / Take Profit')
//// Sl Options
i_slType = input.string (defval = "ATR", title = "Stop Loss Type", options = ["Percent", "ATR", "Previous LL / HH"], tooltip = "Stop Loss based on %? ATR?", inline = "3", group = "Stop Loss")
i_slATRLen = input.int (defval = 14, title = "ATR Length", minval = 1 , maxval = 200 , step = 1, inline = "4", group = "Stop Loss")
i_slATRMult = input.float (defval = 3, title = "ATR Multiplier", minval = 1 , maxval = 200 , step = 0.1, tooltip = "", inline = "4", group = "Stop Loss")
i_slPercent = input.float (defval = 3, title = "Percent", tooltip = "", inline = "5", group = "Stop Loss")
i_slLookBack = input.int (defval = 30, title = "Lowest Price Before Entry", group = "Stop Loss", inline = "6", minval = 30, step = 1, tooltip = "Lookback to find the Lowest Price. \nStopLoss is determined by the Lowest price of the look back period. Take Profit is derived from this also by multiplying the StopLoss value by the Risk:Reward multiplier.")
// Functions for Stop Loss
float openAtr = ta.valuewhen(condition = enteringTrade, source = ta.atr(i_slATRLen), occurrence = 0)
float openLowest = ta.valuewhen(condition = openLong, source = ta.lowest(low, i_slLookBack), occurrence = 0)
float openHighest = ta.valuewhen(condition = openShort, source = ta.highest(high, i_slLookBack), occurrence = 0)
f_getLongSLPrice(source) =>
switch i_slType
"Percent" => source * (1 - (i_slPercent/100))
"ATR" => source - (i_slATRMult * openAtr)
"Previous LL / HH" => openLowest
=> na
f_getShortSLPrice(source) =>
switch i_slType
"Percent" => source * (1 + (i_slPercent/100))
"ATR" => source + (i_slATRMult * openAtr)
"Previous LL / HH" => openHighest
=> na
// Calculate Stop Loss
var float longSLPrice = na
var float shortSLPrice = na
bool longTPExecuted = false
bool shortTPExecuted = false
longSLPrice := if (inLong and i_useSLTP)
if (openLong)
f_getLongSLPrice (close)
else
// 1. Trailing Stop Loss
if i_tslEnabled
stopLossPrice = f_getLongSLPrice (high)
math.max(stopLossPrice, nz(longSLPrice[1]))
// 2. Normal StopLoss
else
nz(source = longSLPrice[1], replacement = 0)
else
na
shortSLPrice := if (inShort and i_useSLTP)
if (openShort)
f_getShortSLPrice (close)
else
// 1. Trailing Stop Loss
if i_tslEnabled
stopLossPrice = f_getShortSLPrice (low)
math.min(stopLossPrice, nz(shortSLPrice[1]))
// 2. Normal StopLoss
else
nz(source = shortSLPrice[1], replacement = 999999.9)
else
na
// Plot: Stop Loss of Long, Short Entry
var longSLPriceColor = color.new(color.maroon, 0)
plot(series = longSLPrice, title = 'Long Stop Loss', color = longSLPriceColor, linewidth = 1, style = plot.style_linebr, offset = 1)
var shortSLPriceColor = color.new(color.maroon, 0)
plot(series = shortSLPrice, title = 'Short Stop Loss', color = shortSLPriceColor, linewidth = 1, style = plot.style_linebr, offset = 1)
// ░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░
// Take Profit - Inputs, Indicaotrs
// ░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░
i_useTPExit = input.bool (defval = true, title = "Use Take Profit?", tooltip = "", inline = "1", group = "Take Profit")
i_RRratio = input.float (defval = 1.8, title = "R:R Ratio", minval = 0.1 , maxval = 200 , step = 0.1, tooltip = "R:R Ratio > Risk Reward Ratio? It will automatically set Take Profit % based on Stop Loss", inline = "2", group = "Take Profit")
i_tpQuantityPerc = input.float (defval = 50, title = 'Take Profit Quantity %', minval = 0.0, maxval = 100, step = 1.0, tooltip = '% of position closed when tp target is met.', inline="34", group = 'Take Profit')
var float longTPPrice = na
var float shortTPPrice = na
f_getLongTPPrice() =>
close + i_RRratio * math.abs (close - f_getLongSLPrice (close))
f_getShortTPPrice() =>
close - i_RRratio * math.abs(close - f_getShortSLPrice (close))
longTPPrice := if (inLong and i_useSLTP)
if (openLong)
f_getLongTPPrice ()
else
nz(source = longTPPrice[1], replacement = f_getLongTPPrice ())
else
na
shortTPPrice := if (inShort and i_useSLTP)
if (openShort)
f_getShortTPPrice ()
else
nz(source = shortTPPrice[1], replacement = f_getShortTPPrice ())
else
na
// Plot: Take Profit of Long, Short Entry
var longTPPriceColor = color.new(color.teal, 0)
plot(series = longTPPrice, title = 'Long Take Profit', color = longTPPriceColor, linewidth = 1, style = plot.style_linebr, offset = 1)
var shortTPPriceColor = color.new(color.teal, 0)
plot(series = shortTPPrice, title = 'Short Take Profit', color = shortTPPriceColor, linewidth = 1, style = plot.style_linebr, offset = 1)
// Plot: Entry Price
var posColor = color.new(color.white, 0)
plot(series = strategy.opentrades.entry_price(strategy.opentrades - 1), title = 'Position Entry Price', color = posColor, linewidth = 1, style = plot.style_linebr)
// ░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░
// Quantity - Inputs
// ░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░
i_useRiskManangement = input.bool (defval = true, title = "Use Risk Manangement?", tooltip = "", inline = "1", group = "Quantity")
i_riskPerTrade = input.float (defval = 3, title = "Risk Per Trade (%)", minval = 0, maxval = 100, step = 0.1, tooltip = "Use Risk Manangement by Quantity Control?", inline = "2", group = "Quantity")
// i_leverage = input.float (defval = 2, title = "Leverage", minval = 0, maxval = 100, step = 0.1, tooltip = "Leverage", inline = "3", group = "Quantity")
float qtyPercent = na
float entryQuantity = na
f_calQtyPerc() =>
if (i_useRiskManangement)
riskPerTrade = (i_riskPerTrade) / 100 // 1번 거래시 3% 손실
stopLossPrice = openLong ? f_getLongSLPrice (close) : openShort ? f_getShortSLPrice (close) : na
riskExpected = math.abs((close-stopLossPrice)/close) // 손절가랑 6% 차이
riskPerTrade / riskExpected // 0 ~ 1
else
1
f_calQty(qtyPerc) =>
math.min (math.max (0.000001, strategy.equity / close * qtyPerc), 1000000000)
// TP Execution
longTPExecuted := strategy.opentrades.size(strategy.opentrades - 1) > 0 and (longTPExecuted[1] or strategy.opentrades.size(strategy.opentrades - 1) < strategy.opentrades.size(strategy.opentrades - 1)[1] or strategy.opentrades.size(strategy.opentrades - 1)[1] == 0 and high >= longTPPrice)
shortTPExecuted := strategy.opentrades.size(strategy.opentrades - 1) < 0 and (shortTPExecuted[1] or strategy.opentrades.size(strategy.opentrades - 1) > strategy.opentrades.size(strategy.opentrades - 1)[1] or strategy.opentrades.size(strategy.opentrades - 1)[1] == 0 and low <= shortTPPrice)
// ░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░
// Plot Label, Boxes, Results, Etc
// ░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░
i_showSimpleLabel = input.bool(false, "Show Simple Label for Entry?", group = "Strategy: Drawings", inline = "1", tooltip ="")
i_showLabels = input.bool(true, "Show Trade Exit Labels", group = "Strategy: Drawings", inline = "1", tooltip = "Useful labels to identify Profit/Loss and cumulative portfolio capital after each trade closes.\n\nAlso note that TradingView limits the max number of 'boxes' that can be displayed on a chart (max 500). This means when you lookback far enough on the chart you will not see the TP/SL boxes. However you can check this option to identify where trades exited.")
i_showDashboard = input.bool(true, "Show Dashboard", group = "Strategy: Drawings", inline = "2", tooltip = "Show Backtest Results. Backtest Dates, Win/Lose Rates, Etc.")
// Plot: Label for Long, Short Entry
var openLongColor = color.new(#2962FF, 0)
var openShortColor = color.new(#FF1744, 0)
var entryTextColor = color.new(color.white, 0)
if (openLong and i_showSimpleLabel)
label.new (x = bar_index, y = na, text = 'Open', yloc = yloc.belowbar, color = openLongColor, style = label.style_label_up, textcolor = entryTextColor)
entryBarIndex := bar_index
if (openShort and i_showSimpleLabel)
label.new (x = bar_index, y = na, text = 'Close', yloc = yloc.abovebar, color = openShortColor, style = label.style_label_down, textcolor = entryTextColor)
entryBarIndex := bar_index
float prevEntryPrice = strategy.closedtrades.entry_price (strategy.closedtrades - 1)
float pnl = strategy.closedtrades.profit (strategy.closedtrades - 1)
float prevExitPrice = strategy.closedtrades.exit_price (strategy.closedtrades - 1)
f_enteringTradeLabel(x, y, qty, entryPrice, slPrice, tpPrice, rrRatio, direction) =>
if i_showLabels
labelStr = ("Trade Start"
+ "\nDirection: " + direction
+ "\nRisk Per Trade: " + str.tostring (i_useRiskManangement ? i_riskPerTrade : 100, "#.##") + "%"
+ "\nExpected Risk: " + str.tostring (math.abs((close-slPrice)/close) * 100, "#.##") + "%"
+ "\nEntry Position Qty: " + str.tostring(math.abs(qty * 100), "#.##") + "%"
+ "\nEntry Price: " + str.tostring(entryPrice, "#.##"))
+ "\nStop Loss Price: " + str.tostring(slPrice, "#.##")
+ "\nTake Profit Price: " + str.tostring(tpPrice, "#.##")
+ "\nRisk - Reward Ratio: " + str.tostring(rrRatio, "#.##")
label.new(x = x, y = y, text = labelStr, color = color.new(color.blue, 60) , textcolor = color.white, style = label.style_label_up)
f_exitingTradeLabel(x, y, entryPrice, exitPrice, direction) =>
if i_showLabels
labelStr = ("Trade Result"
+ "\nDirection: " + direction
+ "\nEntry Price: " + str.tostring(entryPrice, "#.##")
+ "\nExit Price: " + str.tostring(exitPrice,"#.##")
+ "\nGain %: " + str.tostring(direction == 'Long' ? -(entryPrice-exitPrice) / entryPrice * 100 : (entryPrice-exitPrice) / entryPrice * 100 ,"#.##") + "%")
label.new(x = x, y = y, text = labelStr, color = pnl > 0 ? color.new(color.green, 60) : color.new(color.red, 60), textcolor = color.white, style = label.style_label_down)
f_fillCell(_table, _column, _row, _title, _value, _bgcolor, _txtcolor) =>
_cellText = _title + " " + _value
table.cell(_table, _column, _row, _cellText, bgcolor=_bgcolor, text_color=_txtcolor, text_size=size.auto)
// ░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░
// Orders
// ░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░
if (inTime)
if (openLong)
qtyPercent := f_calQtyPerc()
entryQuantity := f_calQty(qtyPercent)
strategy.entry(id = "Long", direction = strategy.long, qty = entryQuantity, comment = 'Long(' + syminfo.ticker + '): Started', alert_message = 'Long(' + syminfo.ticker + '): Started')
f_enteringTradeLabel(x = bar_index + 1, y = close-3*ta.tr, entryPrice = close, qty = qtyPercent, slPrice = longSLPrice, tpPrice = longTPPrice, rrRatio = i_RRratio, direction = "Long")
if (openShort)
qtyPercent := f_calQtyPerc()
entryQuantity := f_calQty(qtyPercent)
strategy.entry(id = "Short", direction = strategy.short, qty = entryQuantity, comment = 'Short(' + syminfo.ticker + '): Started', alert_message = 'Short(' + syminfo.ticker + '): Started')
f_enteringTradeLabel(x = bar_index + 1, y = close-3*ta.tr, entryPrice = close, qty = qtyPercent, slPrice = shortSLPrice, tpPrice = shortTPPrice, rrRatio = i_RRratio, direction = "Short")
if (closeLong)
strategy.close(id = 'Long', comment = 'Close Long', alert_message = 'Long: Closed at market price')
strategy.position_size > 0 ? f_exitingTradeLabel(x = bar_index, y = close+3*ta.tr, entryPrice = prevEntryPrice, exitPrice = prevExitPrice, direction = 'Long') : na
if (closeShort)
strategy.close(id = 'Short', comment = 'Close Short', alert_message = 'Short: Closed at market price')
strategy.position_size < 0 ? f_exitingTradeLabel(x = bar_index, y = close+3*ta.tr, entryPrice = prevEntryPrice, exitPrice = prevExitPrice, direction = 'Short') : na
if (inLong)
strategy.exit(id = 'Long TP / SL', from_entry = 'Long', qty_percent = i_tpQuantityPerc, limit = longTPPrice, stop = longSLPrice, alert_message = 'Long(' + syminfo.ticker + '): Take Profit or Stop Loss executed')
strategy.exit(id = 'Long SL', from_entry = 'Long', stop = longSLPrice, alert_message = 'Long(' + syminfo.ticker + '): Stop Loss executed')
if (inShort)
strategy.exit(id = 'Short TP / SL', from_entry = 'Short', qty_percent = i_tpQuantityPerc, limit = shortTPPrice, stop = shortSLPrice, alert_message = 'Short(' + syminfo.ticker + '): Take Profit or Stop Loss executed')
strategy.exit(id = 'Short SL', from_entry = 'Short', stop = shortSLPrice, alert_message = 'Short(' + syminfo.ticker + '): Stop Loss executed')
if strategy.position_size[1] > 0 and strategy.position_size == 0
f_exitingTradeLabel(x = bar_index, y = close+3*ta.tr, entryPrice = prevEntryPrice, exitPrice = prevExitPrice, direction = 'Long')
if strategy.position_size[1] < 0 and strategy.position_size == 0
f_exitingTradeLabel(x = bar_index, y = close+3*ta.tr, entryPrice = prevEntryPrice, exitPrice = prevExitPrice, direction = 'Short')
// ░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░
// Backtest Result Dashboard
// ░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░
// if i_showDashboard
// var bgcolor = color.new(color = color.black, transp = 100)
// var greenColor = color.new(color = #02732A, transp = 0)
// var redColor = color.new(color = #D92332, transp = 0)
// var yellowColor = color.new(color = #F2E313, transp = 0)
// // Keep track of Wins/Losses streaks
// newWin = (strategy.wintrades > strategy.wintrades[1]) and (strategy.losstrades == strategy.losstrades[1]) and (strategy.eventrades == strategy.eventrades[1])
// newLoss = (strategy.wintrades == strategy.wintrades[1]) and (strategy.losstrades > strategy.losstrades[1]) and (strategy.eventrades == strategy.eventrades[1])
// varip int winRow = 0
// varip int lossRow = 0
// varip int maxWinRow = 0
// varip int maxLossRow = 0
// if newWin
// lossRow := 0
// winRow := winRow + 1
// if winRow > maxWinRow
// maxWinRow := winRow
// if newLoss
// winRow := 0
// lossRow := lossRow + 1
// if lossRow > maxLossRow
// maxLossRow := lossRow
// // Prepare stats table
// var table dashTable = table.new(position.top_right, 1, 15, border_width=1)
// if barstate.islastconfirmedhistory
// dollarReturn = strategy.netprofit
// f_fillCell(dashTable, 0, 0, "Start:", str.format("{0,date,long}", strategy.closedtrades.entry_time(0)) , bgcolor, color.white) // + str.format(" {0,time,HH:mm}", strategy.closedtrades.entry_time(0))
// f_fillCell(dashTable, 0, 1, "End:", str.format("{0,date,long}", strategy.opentrades.entry_time(0)) , bgcolor, color.white) // + str.format(" {0,time,HH:mm}", strategy.opentrades.entry_time(0))
// _profit = (strategy.netprofit / strategy.initial_capital) * 100
// f_fillCell(dashTable, 0, 2, "Net Profit:", str.tostring(_profit, '##.##') + "%", _profit > 0 ? greenColor : redColor, color.white)
// _numOfDaysInStrategy = (strategy.opentrades.entry_time(0) - strategy.closedtrades.entry_time(0)) / (1000 * 3600 * 24)
// f_fillCell(dashTable, 0, 3, "Percent Per Day", str.tostring(_profit / _numOfDaysInStrategy, '#########################.#####')+"%", _profit > 0 ? greenColor : redColor, color.white)
// _winRate = ( strategy.wintrades / strategy.closedtrades ) * 100
// f_fillCell(dashTable, 0, 4, "Percent Profitable:", str.tostring(_winRate, '##.##') + "%", _winRate < 50 ? redColor : _winRate < 75 ? greenColor : yellowColor, color.white)
// f_fillCell(dashTable, 0, 5, "Profit Factor:", str.tostring(strategy.grossprofit / strategy.grossloss, '##.###'), strategy.grossprofit > strategy.grossloss ? greenColor : redColor, color.white)
// f_fillCell(dashTable, 0, 6, "Total Trades:", str.tostring(strategy.closedtrades), bgcolor, color.white)
// f_fillCell(dashTable, 0, 8, "Max Wins In A Row:", str.tostring(maxWinRow, '######') , bgcolor, color.white)
// f_fillCell(dashTable, 0, 9, "Max Losses In A Row:", str.tostring(maxLossRow, '######') , bgcolor, color.white)
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