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2. Hulk Pullback Strategi Pembalikan

Hulk Pullback Strategi Pembalikan

Penulis:ChaoZhang, Tarikh: 2023-10-17 15:23:49
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/*backtest
start: 2023-09-16 00:00:00
end: 2023-10-16 00:00:00
period: 3h
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/
// © npietronuto1

//@version=5
strategy("Hulk Scalper x35 Leverage", shorttitle = "Smash Pullback Strat", overlay=true, initial_capital=100, default_qty_type=strategy.percent_of_equity, default_qty_value=100)


//------------------------------------------------------------------------------------------------------------------------------------------------------------------------
//RSI
rsiLength = input.int(20)
RsiTopInput = input.int(2)
RsiBotInput = input.int(-2)

// toprsiLine = hline(RsiTopInput, title = "Rsi Top Line", linestyle = hline.style_solid)
// botrsiLine = hline(RsiBotInput, title = "Rsi Bottom Line", linestyle = hline.style_solid)

rsi = ta.rsi(close, rsiLength)
rsiWeighted = rsi - 50 //Zeros Rsi to look nicer


//------------------------------------------------------------------------------------------------------------------------------------------------------------------------

//------------------------------------------------------------------------------------------------------------------------------------------------------------------------
adxlen = input(14, title="ADX Smoothing")
dilen = input(14, title="DI Length")
dirmov(len) =>
	up = ta.change(high)
	down = -ta.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 = ta.rma(ta.tr, len)
	plus = fixnan(100 * ta.rma(plusDM, len) / truerange)
	minus = fixnan(100 * ta.rma(minusDM, len) / truerange)
	[plus, minus]
adx(dilen, adxlen) =>
	[plus, minus] = dirmov(dilen)
	sum = plus + minus
	adx = 100 * ta.rma(math.abs(plus - minus) / (sum == 0 ? 1 : sum), adxlen)
sig = adx(dilen, adxlen)

ADXfilterlevel = input.int(33, title = "ADX filter amount")

// plot(sig, color=color.red, title="ADX")
//------------------------------------------------------------------------------------------------------------------------------------------------------------------------

//------------------------------------------------------------------------------------------------------------------------------------------------------------------------
//MACD
FastMacdLength = input.int(12, group = "MACD") 
SlowMacdLength = input.int(26, group = "MACD")
SignalLength = input.int(11, group = "MACD")
MacdTickAmountNeeded = input.float(5.45, title = "Tick Amount for entry", group = "MACD")

res = input.timeframe("1", group = "MACD")


// bullishgrow_col = input.color(defval = #3179f5)
// bullishweaken_col = input.color(defval = #00e1ff)
// bearishweaken_col = input.color(defval = #ff01f1)
// bearishgrow_col = input.color(defval = #9d00e5)


[FastMacd, SlowMacd, Macdhist] = ta.macd(close, FastMacdLength, SlowMacdLength, SignalLength)

//Pull MACD from Lower timeframe
MACD = request.security(syminfo.tickerid, res, Macdhist, gaps = barmerge.gaps_on)


//Grow and Fall Color
// getgrow_fall_col(Value) =>
//     if Value >= 0
    
//         if Value >= Value[1]
//             color.new(bullishgrow_col, transp = 10)
            
//         else if Value <= Value[1]
//             color.new(bullishweaken_col, transp = 10)
            
//     else if Value <= 0
    
//         if Value <= Value[1]
//             color.new(bearishgrow_col, transp = 10)
            
//         else if Value >= Value[1]
//             color.new(bearishweaken_col, transp = 10)
            
    
    
//CONDITIONS that check if MACD is overbought or oversold
MACDisAboveBand = MACD > MacdTickAmountNeeded
MACDisBelowBand = MACD < MacdTickAmountNeeded*-1
    
    
    
//Plot
// plot(MACD, style = plot.style_columns, color = getgrow_fall_col(MACD))
//------------------------------------------------------------------------------------------------------------------------------------------------------------------------






//------------------------------------------------------------------------------------------------------------------------------------------------------------------------
//EMAs
//Inputs
EmaFastLength = input.int(50, title = "Ema Fast Length")
EmaSlowLength = input.int(200, title = "Ema Slow Length")

StrongUpTrendCol = input.color(color.rgb(74, 255, 163))
//WeakUptrend = input.color(color.rgb(74, 255, 163, 50))
StrongDownTrendCol = input.color(color.rgb(255, 71, 84))
//WeakDownTrend = input.color(color.rgb(255, 71, 84, 50))

//Calculations


emaFast= ta.ema(close, EmaFastLength)

emaSlow= ta.ema(close, EmaSlowLength)

emaDist=emaFast-emaSlow
EmaLengthFraction = emaDist/4

emafrac5 = emaSlow + EmaLengthFraction
emafrac4 = emaSlow + EmaLengthFraction*2
emafrac3 = emaSlow + EmaLengthFraction*3
emafrac2 = emaSlow + EmaLengthFraction*4


UptrendCol_DowntrendCol= emaFast>=emaSlow ? StrongUpTrendCol:StrongDownTrendCol
//Plot
ema1p = plot(emaFast, color = color.new(#000000, transp = 100))
ema2p = plot(emafrac2, color = color.new(#000000, transp = 100))
ema3p = plot(emafrac3, color = color.new(#000000, transp = 100))
ema4p = plot(emafrac4, color = color.new(#000000, transp = 100))
ema5p = plot(emafrac5, color = color.new(#000000, transp = 100))
ema6p = plot(emaSlow, color = color.new(#000000, transp = 100))


fill(ema2p,ema3p, color = color.new(UptrendCol_DowntrendCol, 70))
fill(ema3p,ema4p, color = color.new(UptrendCol_DowntrendCol, 60))
fill(ema4p,ema5p, color = color.new(UptrendCol_DowntrendCol, 50))
fill(ema5p,ema6p, color = color.new(UptrendCol_DowntrendCol, 40))


//Conditons
FastEma_above_SlowEma = emaFast > emaSlow  
FastEma_below_SlowEma = emaFast < emaSlow

emaCrossEvent = ta.crossover(emaFast, emaSlow) or ta.crossover(emaSlow, emaFast)





//------------------------------------------------------------------------------------------------------------------------------------------------------------------------





//------------------------------------------------------------------------------------------------------------------------------------------------------------------------
//Trade Cap per EMA X
//Inputs
MaxTrades_PerCross_Checkbox = input.bool(true, "Limit Trades Per Cross", group = "Filters")



TrdCount = 0//Variable that keeps current trade count

if(TrdCount[1] > 0)//Passes variable on to current candle
    TrdCount := TrdCount[1]
    
    
//Reset trade count if EMAs X    
emaXevent = ta.crossover(emaFast, emaSlow) or ta.crossover(emaSlow, emaFast) // Check for EMA cross
if(emaXevent)
    TrdCount := 0
    

//Conditions
MaxTrades = input.int(6)

IsMaxTrades_BelowCap = TrdCount[1] < MaxTrades //Condition that applies max trade count

if(not MaxTrades_PerCross_Checkbox)
    IsMaxTrades_BelowCap := true
//------------------------------------------------------------------------------------------------------------------------------------------------------------------------




//------------------------------------------------------------------------------------------------------------------------------------------------------------------------
//STRATEGY LOGIC

//Parameters
TakeProfitInput = input.float(0.0135, title = "Take Profit %", group = "TP/SL")
StopLossInput = input.float(0.011, title = "Stop Loss %", group = "TP/SL")


//TP/SL calculations
Long_takeProfit = close * (1 + TakeProfitInput)
Long_stopLoss = close * (1 - StopLossInput)

Short_takeProfit = close * (1 - TakeProfitInput)
Short_stopLoss = close * (1 + StopLossInput)


//LONG and Short
LongConditionPt1 = close > emaSlow and MACDisBelowBand and  sig > ADXfilterlevel
LongConditionPt2 = FastEma_above_SlowEma and IsMaxTrades_BelowCap and strategy.position_size == 0
//Checks if Rsi Inbetween Lines
LongConditionPt3 = rsiWeighted < RsiTopInput and rsiWeighted > RsiBotInput



ShortConditionPt1 = close < emaSlow and MACDisAboveBand and sig > ADXfilterlevel
ShortConditionPt2 = FastEma_below_SlowEma and IsMaxTrades_BelowCap and strategy.position_size == 0
//Checks if Rsi Inbetween Lines
ShortConditionPt3 = rsiWeighted < RsiTopInput and rsiWeighted > RsiBotInput





// longCondition = FastEma_above_SlowEma and MACDisBelowBand and IsMaxTrades_BelowCap and rsiWeighted < RsiTopInput and strategy.position_size == 0
longCondition = LongConditionPt1 and LongConditionPt2 and LongConditionPt3
if(longCondition)

    strategy.entry("long", strategy.long)
    strategy.exit("exit", "long", limit = Long_takeProfit, stop = Long_stopLoss)
    
    TrdCount := TrdCount + 1//ADD to Max Trades Count
    
    alert("Go Long with TP at" + str.tostring(Long_takeProfit) + "and SL at" + str.tostring(Long_stopLoss), alert.freq_once_per_bar_close)





shortCondition = ShortConditionPt1 and ShortConditionPt2 and ShortConditionPt3
if(shortCondition )
    
    strategy.entry("short", strategy.short)
    strategy.exit("exit", "short", limit = Short_takeProfit, stop = Short_stopLoss)

    TrdCount := TrdCount + 1 //ADD to Max Trades Count
    
    alert("Go Short with TP at" + str.tostring(Short_takeProfit) + "and SL at" + str.tostring(Short_stopLoss), alert.freq_once_per_bar_close)


    
    
    
    
    
    
    
    
    
    
    
    
    
    
    
    
    
    
    
    
    

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