コラル・トレンド・プルバック・戦略
作者: リン・ハーンチャオチャン,日付: 2024-02-04 12:18:03タグ:
概要
この戦略は,潜在的エントリーポイントを検出するために,Coral Trend インディケーターの逆転を特定することによって価格トレンド方向を決定するために,LazyBear
エクシートメカニズムは,最も最近のNキャンドルの最も高い/最も低い価格を設定可能なリスク・リターン比に掛け合わせ,ストップ・ロスを設定し,利益を取ります.
戦略の論理
コーラルトレンド指標に基づいて主要なトレンド方向を決定した後,インジケーターの色が変わらず,価格が反対方向に小さな引き下げを示している場合.この時点で,引き下げが終了し,価格がコーラルトレンドによって示された主なトレンド方向に戻ると,それは良いエントリーポイントと見なされることがあります.
入国条件は以下のとおりです.
-
コラル・トレンド指標の方向は,取引の方向と一致している (ロング=グリーン,ショート=レッド)
-
コールトレンドインジケーターを完全に破った (最後のバーの高点はコラルトレンドラインを超えている) 前回以来,少なくとも1つのバーがあり, コラルトレンドインジケーターの上 (長) の低点または下 (短) の高点があります.
-
反対方向に小さな引き下げが起こります. その間に閉じる価格は,サンゴのトレンドの反対側にとどまります.
-
引き下げが終わると,閉店価格がコーラルトレンドが示す主要なトレンド方向に戻ります
上記は主要な条件である.同時に,戦略はADX指標または絶対強度ヒストグラムとHawkeye Volume指標をエントリー確認条件として採用している.
ADXインジケーターは,その値が> 20で,最後の1バー以上上昇することを要求します.そしてDIの緑色と赤い線の順序は,取引の方向に一致します.
絶対強度ヒストグラムは,その色がトレード方向 (long=青, short=赤) に一致することを要求する.ホークアイボリュムは,その色がトレード方向 (long=緑, short=赤) に一致することを要求する.
退出メカニズムは,最も最近のNキャンドルの最高/最低価格をリスク・リターン比で掛け算して,ストップ・ロストとテイク・プロフィートを設定します.Nとリスク・リターン比の値はパラメータを通じて設定できます.
利点分析
この戦略の最大の利点は,Coral Trend インディケーターを使用して主要なトレンド方向性を決定した後,逆転を特定してエントリー機会を検出し,トレンドではない市場で漂流するのを避けることです.同時に,Confirm インディケーターを使用することで,多くの偽のブレイクをフィルタリングすることができ,それによってエントリー成功率が向上します.
さらに,この戦略は,ストップロスの大きさを設定し,リスクリスクの割合を制御するを含む完全なリスク管理メカニズムを提供します.
リスク分析
この戦略の最大のリスクは,エントリー判断のための指標の使用は,パラメータ構成に頼ることで自動的にお金を稼ぐことができるという幻想を容易に生み出すことにある.実際には,パラメータ最適化とルール構成の両方が,基本価格変化の法則と組み合わせられ,インジューティブに指標と価格の影響を判断し,自分の取引スタイルと製品に最も適した構成を設定する必要があります.
さらに,ストップ・ロストとテイク・プロフィートの設定も適切である必要があります.過剰に大きいテイク・プロフィートの倍数は,利益を取ることができない結果になり,過剰に小さなストップ・ロスは過度のリスクをもたらす可能性があります.これは,異なる製品の変動性と個人のリスク容量に応じて設定する必要があります.
オプティマイゼーションの方向性
この戦略の最適化可能な方向性には,以下が含まれます.
-
異なる製品の価格変化により敏感になるようにサンゴのトレンド指標のパラメータを調整する
-
異なる確認指標やKDJ,MACDなどインディケーターの組み合わせを試し,エントリー信号をより正確にする
-
異なる商品の変動に応じて,ストップ・ロスの計算方法と利益を取ることを調整し,よりよいリスク管理を達成する.
-
保有するポジションの数に基づいて単一のオーダー量を調整するための資金管理モジュールを追加し,全体的な損失を効果的に制御します
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取引時間制御モジュールを追加して,戦略を特定の期間にのみ実行し,極端な変動期間の損失を回避する
結論
この戦略は,まず,価格の中長期トレンドを決定するためにCoral Trendを使用し,その逆転を判断し,偽のブレイクアウトをフィルタリングするためのConfirmシグナルと組み合わせて,比較的信頼性の高いトレンドフォロー戦略を構築する.同時に,改善されたリスクコントロール設定により,この戦略は安定した資本で長い間実行できるようになります.パラメータとモジュールのさらなる最適化により,この戦略はより多くの製品に適応し,より安定性と収益性を有すると予想されます.
/*backtest
start: 2024-01-27 00:00:00
end: 2024-02-03 00:00:00
period: 3m
basePeriod: 1m
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/
// © kevinmck100
// @description
//
// Strategy is taken from the TradeIQ YouTube video called "I Finally Found 80% Win Rate Trading Strategy For Crypto"
// Check out the full video for further details/clarification on strategy entry/exit conditions.
//
// It incorporates the following features:
//
// - Risk management: Configurable X% loss per stop loss
// Configurable R:R ratio
//
// - Trade entry: Conditions outlines below
//
// - Trade exit: Conditions outlined below
//
// - Backtesting: Configurable backtesting range by date
//
// - Trade drawings: TP/SL boxes drawn for all trades (can be turned on and off)
// Trade exit information labels (can be turned on and off)
// NOTE: Trade drawings will only be applicable when using overlay strategies
//
// - Debugging: Includes section with useful debugging techniques
//
// Strategy conditions:
//
// - Trade entry: LONG: C1: Coral Trend is bullish
// C2: At least 1 candle where low is above Coral Trend since last cross above Coral Trend
// C3: Pullback happens and price closes below Coral Trend
// C4: Coral Trend colour remains bullish for duration of pullback
// C5: After valid pullback, price then closes above Coral Trend
// C6: Optional confirmation indicators (choose either C6.1 or C6.2 or NONE):
// C6.1: ADX and DI (Single indicator)
// C6.1.1: Green line is above red line
// C6.1.2: Blue line > 20
// C6.1.3: Blue trending up over last 1 candle
// C6.2: Absolute Strengeh Histogram + HawkEye Volume Indicator (Two indicators combined)
// C6.2.1: Absolute Strengeh Histogram colour is blue
// C6.2.2: HawkEye Volume Indicator colour is green
// SHORT: C1: Coral Trend is bearish
// C2: At least 1 candle where high is below Coral Trend since last cross below Coral Trend
// C3: Pullback happens and price closes above Coral Trend
// C4: Coral Trend colour remains bearish for duration of pullback
// C5: After valid pullback, price then closes below Coral Trend
// C6: Optional confirmation indicators (choose either C6.1 or C6.2 or NONE):
// C6.1: ADX and DI (Single indicator)
// C6.1.1: Red line is above green line
// C6.1.2: Blue line > 20
// C6.1.3: Blue trending up over last 1 candle
// C6.2: Absolute Strengeh Histogram + HawkEye Volume Indicator (Two indicators combined)
// C6.2.1: Absolute Strengeh Histogram colour is red
// C6.2.2: HawkEye Volume Indicator colour is red
// NOTE: All the optional confirmation indicators cannot be overlayed with Coral Trend so feel free to add each separately to the chart for visual purposes
//
//
// - Trade exit: Stop Loss: Calculated by recent swing low over previous X candles (configurable with "Local High/Low Lookback")
// Take Profit: Calculated from R:R multiplier * Stop Loss size
//
// @credits
//
// Coral Trend Indicator [LazyBear] by @LazyBear
// Absolute Strength Histogram | jh by @jiehonglim
// Indicator: HawkEye Volume Indicator by @LazyBear
// ADX and DI by @BeikabuOyaji
//@version=5
INITIAL_CAPITAL = 1000
DEFAULT_COMMISSION = 0.02
MAX_DRAWINGS = 500
IS_OVERLAY = true
strategy("Coral Trend Pullback Strategy (TradeIQ)", "Coral Trend Pullback", overlay = IS_OVERLAY, initial_capital = INITIAL_CAPITAL, currency = currency.NONE, max_labels_count = MAX_DRAWINGS, max_boxes_count = MAX_DRAWINGS, max_lines_count = MAX_DRAWINGS, default_qty_type = strategy.cash, commission_type = strategy.commission.percent, commission_value = DEFAULT_COMMISSION)
// =============================================================================
// INPUTS
// =============================================================================
// ---------------
// Risk Management
// ---------------
riskReward = input.float(1.5, "Risk : Reward 1 :", group = "Strategy: Risk Management", inline = "RM1", minval = 0, step = 0.1, tooltip = "Previous high or low (long/short dependant) is used to determine TP level. 'Risk : Reward' ratio is then used to calculate SL based of previous high/low level.\n\nIn short, the higher the R:R ratio, the smaller the SL since TP target is fixed by previous high/low price data.")
accountRiskPercent = input.float(1, "Portfolio Risk % ", group = "Strategy: Risk Management", inline = "RM2", minval = 0, step = 0.1, tooltip = "Percentage of portfolio you lose if trade hits SL.\n\nYou then stand to gain\n Portfolio Risk % * Risk : Reward\nif trade hits TP.")
localHlLookback = input.int (5, "Local High/Low Lookback ", group = "Strategy: Stop Loss Settings", inline = "SL1", minval = 1, tooltip = "This strategy calculates the Stop Loss value from the recent local high/low. This lookback period determines the number of candles to include for the local high/low.")
// ----------
// Date Range
// ----------
startYear = input.int (2010, "Start Date ", group = "Strategy: Date Range", inline = "DR1", minval = 1900, maxval = 2100)
startMonth = input.int (1, "", group = "Strategy: Date Range", inline = "DR1", options = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12])
startDate = input.int (1, "", group = "Strategy: Date Range", inline = "DR1", options = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31])
endYear = input.int (2100, "End Date ", group = "Strategy: Date Range", inline = "DR2", minval = 1900, maxval = 2100)
endMonth = input.int (1, "", group = "Strategy: Date Range", inline = "DR2", options = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12])
endDate = input.int (1, "", group = "Strategy: Date Range", inline = "DR2", options = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31])
// ----------------
// Drawing Settings
// ----------------
showTpSlBoxes = input.bool(true, "Show TP / SL Boxes", group = "Strategy: Drawings", inline = "D1", tooltip = "Show or hide TP and SL position boxes.\n\nNote: TradingView limits the maximum number of boxes that can be displayed to 500 so they may not appear for all price data under test.")
showLabels = input.bool(false, "Show Trade Exit Labels", group = "Strategy: Drawings", inline = "D2", 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.")
// ------------------
// Indicator Settings
// ------------------
// Coral Trend
ctSm = input.int (25, "Smoothing Period ", group = "Leading Indicator: Coral Trand Settings", inline = "CT1")
ctCd = input.float(0.4, "Constant D ", group = "Leading Indicator: Coral Trand Settings", inline = "CT2", step = 0.1)
// Confirmation indicator inputs
confirmationInd = input.string("ADX and DI", "Entry Confirmation Method ", group = "Confirmation Indicator: Indicator Selection", inline = "IS1", options=["None", "ADX and DI", "Absolute Strength Histogram + HawkEye Volume"], tooltip = "Select one of the possible confirmation indicator(s) which can be used to confirm entry signals from the main Coral Trend indicator conditions. See strategy conditions to understand the logic behind each confirmation indicator")
// ADX and DI
adxLen = input.int(14, "ADX Length ", group = "Confirmation Indicator: ADX and DI Settings", inline = "AD1")
midLine = input.int(20, "Mid Line ", group = "Confirmation Indicator: ADX and DI Settings", inline = "AD2", tooltip = "Mid line on standard ADX and DI indicator. In this strategy the DI must be above this line for entry confirmation.")
// Absolute Strength Histogram
ashLength = input.int(9, "Period of Evaluation ", group = "Confirmation Indicator: Absolute Strength Histogram Settings", inline = "ASH1")
ashSmooth = input.int(6, "Period of Smoothing ", group = "Confirmation Indicator: Absolute Strength Histogram Settings", inline = "ASH2")
ashSrc = input.source(close, "Source ", group = "Confirmation Indicator: Absolute Strength Histogram Settings", inline = "ASH3")
ashMode = input.string("RSI", "Indicator Method ", group = "Confirmation Indicator: Absolute Strength Histogram Settings", inline = "ASH4", options=["RSI", "STOCHASTIC", "ADX"])
sahMaType = input.string("SMA", "MA ", group = "Confirmation Indicator: Absolute Strength Histogram Settings", inline = "ASH5", options=["ALMA", "EMA", "WMA", "SMA", "SMMA", "HMA"])
ashAlmaOffset = input.float(0.85, "* Arnaud Legoux (ALMA) Offset", group = "Confirmation Indicator: Absolute Strength Histogram Settings", inline = "ASH6", minval=0, step=0.01)
ashAlmaSigma = input.int(6, "* Arnaud Legoux (ALMA) Sigma", group = "Confirmation Indicator: Absolute Strength Histogram Settings", inline = "ASH7", minval=0)
// HawkEye Volume Indicator
hevLength = input.int(200, "Length ", group = "Confirmation Indicator: HawkEye Volume Settings", inline = "HV1")
hevDivisor = input.float(1.6, "Divisor ", group = "Confirmation Indicator: HawkEye Volume Settings", inline = "HV2", step=0.1)
// =============================================================================
// INDICATORS
// =============================================================================
// -----------
// Coral Trend
// -----------
src = close
di = (ctSm - 1.0) / 2.0 + 1.0
c1 = 2 / (di + 1.0)
c2 = 1 - c1
c3 = 3.0 * (ctCd * ctCd + ctCd * ctCd * ctCd)
c4 = -3.0 * (2.0 * ctCd * ctCd + ctCd + ctCd * ctCd * ctCd)
c5 = 3.0 * ctCd + 1.0 + ctCd * ctCd * ctCd + 3.0 * ctCd * ctCd
var float i1 = na
var float i2 = na
var float i3 = na
var float i4 = na
var float i5 = na
var float i6 = na
i1 := c1 * src + c2 * nz(i1[1])
i2 := c1 * i1 + c2 * nz(i2[1])
i3 := c1 * i2 + c2 * nz(i3[1])
i4 := c1 * i3 + c2 * nz(i4[1])
i5 := c1 * i4 + c2 * nz(i5[1])
i6 := c1 * i5 + c2 * nz(i6[1])
bfr = -ctCd * ctCd * ctCd * i6 + c3 * i5 + c4 * i4 + c5 * i3
bfrC = bfr > nz(bfr[1]) ? color.new(color.green, 50) : bfr < nz(bfr[1]) ? color.new(color.red, 50) : color.new(color.blue, 50)
plot(bfr, "Trend", linewidth = 3, style = plot.style_stepline, color = bfrC)
// ----------
// ADX and DI
// ----------
TrueRange = math.max(math.max(high - low, math.abs(high - nz(close[1]))), math.abs(low - nz(close[1])))
DirectionalMovementPlus = high - nz(high[1]) > nz(low[1]) - low ? math.max(high - nz(high[1]), 0) : 0
DirectionalMovementMinus = nz(low[1]) - low > high - nz(high[1]) ? math.max(nz(low[1]) - low, 0) : 0
SmoothedTrueRange = 0.0
SmoothedTrueRange := nz(SmoothedTrueRange[1]) - nz(SmoothedTrueRange[1]) / adxLen + TrueRange
SmoothedDirectionalMovementPlus = 0.0
SmoothedDirectionalMovementPlus := nz(SmoothedDirectionalMovementPlus[1]) - nz(SmoothedDirectionalMovementPlus[1]) / adxLen + DirectionalMovementPlus
SmoothedDirectionalMovementMinus = 0.0
SmoothedDirectionalMovementMinus := nz(SmoothedDirectionalMovementMinus[1]) - nz(SmoothedDirectionalMovementMinus[1]) / adxLen + DirectionalMovementMinus
DIPlus = SmoothedDirectionalMovementPlus / SmoothedTrueRange * 100
DIMinus = SmoothedDirectionalMovementMinus / SmoothedTrueRange * 100
DX = math.abs(DIPlus - DIMinus) / (DIPlus + DIMinus) * 100
ADX = ta.sma(DX, adxLen)
// ---------------------------
// Absolute Strength Histogram
// ---------------------------
ashMa(ashType, ashSrc, ashLen) =>
float result = 0
if ashType == 'SMA' // Simple
result := ta.sma(ashSrc, ashLen)
result
if ashType == 'EMA' // Exponential
result := ta.ema(ashSrc, ashLen)
result
if ashType == 'WMA' // Weighted
result := ta.wma(ashSrc, ashLen)
result
if ashType == 'SMMA' // Smoothed
ashWma = ta.wma(ashSrc, ashLen)
ashSma = ta.sma(ashSrc, ashLen)
result := na(ashWma[1]) ? ashSma : (ashWma[1] * (ashLen - 1) + ashSrc) / ashLen
result
if ashType == 'HMA' // Hull
result := ta.wma(2 * ta.wma(ashSrc, ashLen / 2) - ta.wma(ashSrc, ashLen), math.round(math.sqrt(ashLen)))
result
if ashType == 'ALMA' // Arnaud Legoux
result := ta.alma(ashSrc, ashLen, ashAlmaOffset, ashAlmaSigma)
result
result
Price = ashSrc
Price1 = ashMa('SMA', Price, 1)
Price2 = ashMa('SMA', Price[1], 1)
//RSI
Bulls0 = 0.5 * (math.abs(Price1 - Price2) + Price1 - Price2)
Bears0 = 0.5 * (math.abs(Price1 - Price2) - (Price1 - Price2))
//STOCHASTIC
Bulls1 = Price1 - ta.lowest(Price1, ashLength)
Bears1 = ta.highest(Price1, ashLength) - Price1
//ADX
Bulls2 = 0.5 * (math.abs(high - high[1]) + high - high[1])
Bears2 = 0.5 * (math.abs(low[1] - low) + low[1] - low)
Bulls = ashMode == 'RSI' ? Bulls0 : ashMode == 'STOCHASTIC' ? Bulls1 : Bulls2
Bears = ashMode == 'RSI' ? Bears0 : ashMode == 'STOCHASTIC' ? Bears1 : Bears2
AvgBulls = ashMa(sahMaType, Bulls, ashLength)
AvgBears = ashMa(sahMaType, Bears, ashLength)
SmthBulls = ashMa(sahMaType, AvgBulls, ashSmooth)
SmthBears = ashMa(sahMaType, AvgBears, ashSmooth)
isTrendBullish = SmthBulls > SmthBears ? true : false
// ------------------------
// HawkEye Volume Indicator
// ------------------------
hevRange1 = high - low
hevRangeAvg = ta.sma(hevRange1, hevLength)
hevVolumeA = ta.sma(volume, hevLength)
hevHigh1 = high[1]
hevLow1 = low[1]
hevMid1 = hl2[1]
hevU1 = hevMid1 + (hevHigh1 - hevLow1) / hevDivisor
hevD1 = hevMid1 - (hevHigh1 - hevLow1) / hevDivisor
rEnabled1 = hevRange1 > hevRangeAvg and close < hevD1 and volume > hevVolumeA
rEnabled2 = close < hevMid1
rEnabled = rEnabled1 or rEnabled2
gEnabled1 = close > hevMid1
gEnabled2 = hevRange1 > hevRangeAvg and close > hevU1 and volume > hevVolumeA
gEnabled3 = high > hevHigh1 and hevRange1 < hevRangeAvg / 1.5 and volume < hevVolumeA
gEnabled4 = low < hevLow1 and hevRange1 < hevRangeAvg / 1.5 and volume > hevVolumeA
gEnabled = gEnabled1 or gEnabled2 or gEnabled3 or gEnabled4
grEnabled1 = hevRange1 > hevRangeAvg and close > hevD1 and close < hevU1 and volume > hevVolumeA and volume < hevVolumeA * 1.5 and volume > volume[1]
grEnabled2 = hevRange1 < hevRangeAvg / 1.5 and volume < hevVolumeA / 1.5
grEnabled3 = close > hevD1 and close < hevU1
grEnabled = grEnabled1 or grEnabled2 or grEnabled3
// =============================================================================
// STRATEGY LOGIC
// =============================================================================
// ---------
// FUNCTIONS
// ---------
percentAsPoints(pcnt) =>
math.round(pcnt / 100 * close / syminfo.mintick)
calcStopLossPrice(pointsOffset, isLong) =>
priceOffset = pointsOffset * syminfo.mintick
if isLong
close - priceOffset
else
close + priceOffset
calcProfitTrgtPrice(pointsOffset, isLong) =>
calcStopLossPrice(-pointsOffset, isLong)
printLabel(barIndex, msg) => label.new(barIndex, close, msg)
printTpSlHitBox(left, right, slHit, tpHit, entryPrice, slPrice, tpPrice) =>
if showTpSlBoxes
box.new (left = left, top = entryPrice, right = right, bottom = slPrice, bgcolor = slHit ? color.new(color.red, 60) : color.new(color.gray, 90), border_width = 0)
box.new (left = left, top = entryPrice, right = right, bottom = tpPrice, bgcolor = tpHit ? color.new(color.green, 60) : color.new(color.gray, 90), border_width = 0)
line.new(x1 = left, y1 = entryPrice, x2 = right, y2 = entryPrice, color = color.new(color.yellow, 20))
line.new(x1 = left, y1 = slPrice, x2 = right, y2 = slPrice, color = color.new(color.red, 20))
line.new(x1 = left, y1 = tpPrice, x2 = right, y2 = tpPrice, color = color.new(color.green, 20))
printTpSlNotHitBox(left, right, entryPrice, slPrice, tpPrice) =>
if showTpSlBoxes
box.new (left = left, top = entryPrice, right = right, bottom = slPrice, bgcolor = color.new(color.gray, 90), border_width = 0)
box.new (left = left, top = entryPrice, right = right, bottom = tpPrice, bgcolor = color.new(color.gray, 90), border_width = 0)
line.new(x1 = left, y1 = entryPrice, x2 = right, y2 = entryPrice, color = color.new(color.yellow, 20))
line.new(x1 = left, y1 = slPrice, x2 = right, y2 = slPrice, color = color.new(color.red, 20))
line.new(x1 = left, y1 = tpPrice, x2 = right, y2 = tpPrice, color = color.new(color.green, 20))
printTradeExitLabel(x, y, posSize, entryPrice, pnl) =>
if showLabels
labelStr = "Position Size: " + str.tostring(math.abs(posSize), "#.##") + "\nPNL: " + str.tostring(pnl, "#.##") + "\nCapital: " + str.tostring(strategy.equity, "#.##") + "\nEntry Price: " + str.tostring(entryPrice, "#.##")
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)
printVerticalLine(col) => line.new(bar_index, close, bar_index, close * 1.01, extend = extend.both, color = col)
// ----------
// CONDITIONS
// ----------
inDateRange = true
// Condition 1: Coral Trend color matches trend direction (long=green, short=red)
isCoralBullish = bfr > nz(bfr[1])
isCoralBearish = bfr < nz(bfr[1])
// Condition 2: At least 1 candle completely above/below (long/short) Coral Trend since last cross above/below (long/short) Coral Trend (could potentially try also with only close above)
sincePrePullbackBullBreakout= ta.barssince(ta.crossover(close, bfr))
sincePrePullbackBearBreakout= ta.barssince(ta.crossunder(close, bfr))
prePullbackBullBreakout = ta.barssince(low > bfr and high > bfr) < sincePrePullbackBullBreakout[1]
prePullbackBearBreakout = ta.barssince(low < bfr and high < bfr) < sincePrePullbackBearBreakout[1]
// Condition 3: Pullback closes below/above (long/short) Coral Trend
barssinceBullPullbackStart = ta.barssince(ta.crossunder(close, bfr))
barssinceBearPullbackStart = ta.barssince(ta.crossover(close, bfr))
barssincePullbackStart = isCoralBullish ? barssinceBullPullbackStart : isCoralBearish ? barssinceBearPullbackStart : na
// Condition 4: Coral Trend colour matched trend direction for duration of pullback
sinceBullish = ta.barssince(ta.crossover(bfr, nz(bfr[1])))
sinceBearish = ta.barssince(ta.crossunder(bfr, nz(bfr[1])))
barssinceCoralflip = isCoralBullish ? sinceBullish : isCoralBearish ? sinceBearish : na
isPullbackValid = barssincePullbackStart < barssinceCoralflip
// Condition 5: After valid pullback, price then closes above/below (long/short) Coral Trend
entryBreakout = (isCoralBullish and ta.crossover(close, bfr)) or (isCoralBearish and ta.crossunder(close, bfr))
// Condition 6: Confirmation indicators (6.1 or 6.2, optional depending on settings) confirms trade entry
// 6.1: ADX and DI
// 6.1.1: Green and red match trend (long=(green > red), short=(red > green))
// 6.1.2: Blue > 20
// 6.1.3: Blue trending up over last 1 candle
// 6.2: Absolute Strengeh Histogram + HawkEye Volume Indicator
// 6.2.1: Absolute Strengeh Histogram colour matches trend (long=blue, short=red)
// 6.2.2: HawkEye Volume Indicator colour matches trend (long=green, short=red)
var longTradeConfirmed = false
var shortTradeConfirmed = false
if confirmationInd == "ADX and DI"
isAdxUp = ADX > ADX [1]
isAdxValid = ADX > midLine and isAdxUp
longTradeConfirmed := DIPlus > DIMinus and isAdxValid
shortTradeConfirmed:= DIMinus > DIPlus and isAdxValid
else if confirmationInd == "Absolute Strength Histogram + HawkEye Volume"
isAshBullish = SmthBulls > SmthBears ? true : false
isHevBullish = not grEnabled and gEnabled ? true : false
isHevBearish = not grEnabled and rEnabled ? true : false
longTradeConfirmed := isAshBullish and isHevBullish
shortTradeConfirmed:= not isAshBullish and isHevBearish
else if confirmationInd == "None"
longTradeConfirmed := true
shortTradeConfirmed:= true
// Combine all entry conditions
goLong = inDateRange and isCoralBullish and prePullbackBullBreakout and isPullbackValid and entryBreakout and longTradeConfirmed
goShort = inDateRange and isCoralBearish and prePullbackBearBreakout and isPullbackValid and entryBreakout and shortTradeConfirmed
// Trade entry and exit variables
var tradeEntryBar = bar_index
var profitPoints = 0.
var lossPoints = 0.
var slPrice = 0.
var tpPrice = 0.
var inLong = false
var inShort = false
var entryPrice = 0.
// Entry decisions
openLong = (goLong and not inLong)
openShort = (goShort and not inShort)
flippingSides = (goLong and inShort) or (goShort and inLong)
enteringTrade = openLong or openShort
inTrade = inLong or inShort
// Exit calculations
entryPrice := close
longSlPrice = ta.lowest(localHlLookback)
shortSlPrice = ta.highest(localHlLookback)
slAmount = isCoralBullish ? entryPrice - longSlPrice : shortSlPrice - entryPrice
slPercent = math.abs((1 - (entryPrice - slAmount) / entryPrice) * 100)
tpPercent = slPercent * riskReward
// Risk calculations
riskAmt = strategy.equity * accountRiskPercent / 100
entryQty = math.abs(riskAmt / slPercent * 100) / close
if openLong
if strategy.position_size < 0
printTpSlNotHitBox(tradeEntryBar + 1, bar_index + 1, strategy.position_avg_price, slPrice, tpPrice)
printTradeExitLabel(bar_index + 1, math.max(tpPrice, slPrice), strategy.position_size, strategy.position_avg_price, strategy.openprofit)
strategy.entry("Long", strategy.long, qty = entryQty, alert_message = "Long Entry")
enteringTrade := true
inLong := true
inShort := false
if openShort
if strategy.position_size > 0
printTpSlNotHitBox(tradeEntryBar + 1, bar_index + 1, strategy.position_avg_price, slPrice, tpPrice)
printTradeExitLabel(bar_index + 1, math.max(tpPrice, slPrice), strategy.position_size, strategy.position_avg_price, strategy.openprofit)
strategy.entry("Short", strategy.short, qty = entryQty, alert_message = "Short Entry")
enteringTrade := true
inShort := true
inLong := false
if enteringTrade
profitPoints := percentAsPoints(tpPercent)
lossPoints := percentAsPoints(slPercent)
slPrice := calcStopLossPrice(lossPoints, openLong)
tpPrice := calcProfitTrgtPrice(profitPoints, openLong)
tradeEntryBar := bar_index
strategy.exit("TP/SL", profit = profitPoints, loss = lossPoints, comment_profit = "TP Hit", comment_loss = "SL Hit", alert_profit = "TP Hit Alert", alert_loss = "SL Hit Alert")
// =============================================================================
// DRAWINGS
// =============================================================================
// -----------
// TP/SL Boxes
// -----------
slHit = (inShort and high >= slPrice) or (inLong and low <= slPrice)
tpHit = (inLong and high >= tpPrice) or (inShort and low <= tpPrice)
exitTriggered = slHit or tpHit
ctEntryPrice = strategy.closedtrades.entry_price (strategy.closedtrades - 1)
pnl = strategy.closedtrades.profit (strategy.closedtrades - 1)
posSize = strategy.closedtrades.size (strategy.closedtrades - 1)
// Print boxes for trades closed at profit or loss
if (inTrade and exitTriggered)
inShort := false
inLong := false
// printTpSlHitBox(tradeEntryBar, bar_index, slHit, tpHit, ctEntryPrice, slPrice, tpPrice)
// printTradeExitLabel(bar_index, math.max(tpPrice, slPrice), posSize, ctEntryPrice, pnl)
// Print TP/SL box for current open trade
// if barstate.islastconfirmedhistory and strategy.position_size != 0
// printTpSlNotHitBox(tradeEntryBar + 1, bar_index + 1, strategy.position_avg_price, slPrice, tpPrice)
// // =============================================================================
// // DEBUGGING
// // =============================================================================
// Data window plots
plotchar(prePullbackBullBreakout, "prePullbackBullBreakout", "")
plotchar(prePullbackBearBreakout, "prePullbackBearBreakout", "")
plotchar(barssincePullbackStart, "barssincePullbackStart", "")
plotchar(isCoralBullish, "isCoralBullish", "")
plotchar(isCoralBearish, "isCoralBearish", "")
plotchar(barssinceCoralflip, "barssinceCoralflip", "")
plotchar(isPullbackValid, "isPullbackValid", "")
plotchar(entryBreakout, "entryBreakout", "")
plotchar(slHit, "slHit", "")
plotchar(tpHit, "tpHit", "")
plotchar(slPrice, "slPrice", "")
// Label plots
// plotDebugLabels = false
// if plotDebugLabels
// if bar_index == tradeEntryBar
// printLabel(bar_index, "Position size: " + str.tostring(entryQty * close, "#.##"))
もっと
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