Strategi Trend Purata Bergerak Stop Trailing Dua Arah
Penulis:ChaoZhang, Tarikh: 2024-03-01 12:07:45Tag:
Ringkasan
Strategi ini menggabungkan indikator Super Trend, SSL Hybrid Baseline Channel dan QQE untuk melaksanakan penjejakan kedudukan stop loss dua arah dan menangkap trend jangka menengah hingga panjang.
Logika Strategi
Strategi ini terutamanya berdasarkan perkara utama berikut:
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Gunakan penunjuk Super Trend untuk menentukan arah trend keseluruhan dan membantu menilai masa kemasukan.
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Gunakan Saluran Dasar SSL Hibrid untuk menentukan titik masuk tertentu.
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Menggunakan salib penunjuk QQE untuk memberikan pengesahan untuk isyarat kemasukan.
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Menggunakan penunjuk ATR untuk membantu dalam pengiraan stop loss dan mengambil keuntungan.
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Menggunakan pengurusan risiko berasaskan peratusan dan pelarasan berhenti dinamik untuk mengawal risiko setiap perdagangan.
Logik kemasukan memerlukan pembalikan Super Trend bersama dengan penembusan harga saluran asas dan persilangan penunjuk QQE sebelum memasuki kedudukan.
Sistem penunjuk gabungan ini dapat mengawal masa kemasukan dengan berkesan dan mengelakkan kemasukan yang tidak perlu semasa pergerakan pasaran.
Logik keluarannya mudah - pembalikan Super Trend berfungsi sebagai isyarat untuk menutup kedudukan, selain mencetuskan stop loss dan mengambil keuntungan.
Analisis Kelebihan
Kelebihan terbesar strategi ini adalah menggunakan gabungan penunjuk untuk menapis pecah palsu dan mengurangkan perdagangan yang tidak sah.
Satu lagi kemuncak utama adalah penggunaan berhenti berasaskan peratusan untuk mengawal risiko per perdagangan.
Dengan menggunakan ATR untuk mengira jarak berhenti dan menggabungkannya dengan pengganda yang boleh dikonfigurasikan, kita dapat melihat dengan jelas risiko yang diambil setiap perdagangan.
Kita juga boleh menetapkan peratusan kerugian maksimum yang boleh diterima untuk mengehadkan jumlah kerugian.
Penggunaan hentian untuk mengunci keuntungan juga merupakan bahagian utama meningkatkan pulangan.
Analisis Risiko
Risiko terbesar strategi ini adalah kebarangkalian kesilapan isyarat gabungan.
Apabila Super Trend menunjukkan penembusan palsu, atau QQE memberikan persilangan yang salah, menjadi mudah bagi strategi ini untuk salah masukkan kedudukan dan menghadapi peningkatan kebarangkalian perdagangan berhenti.
Terdapat juga beberapa risiko terlalu optimum dengan strategi ini. berhati-hati harus diambil untuk mengelakkan terlalu bergantung pada corak sejarah ketika menetapkan parameter.
Kita perlu memberi perhatian kepada tetapan utama seperti tempoh ATR, pengganda berhenti, peratusan risiko dan lain-lain. Ini memerlukan penyesuaian individu untuk instrumen yang berbeza.
Peluang Pengoptimuman
Masih ada ruang untuk penambahbaikan lanjut:
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Uji kombinasi dengan lebih banyak penunjuk seperti menambah dalam pengayun KD.
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Memeriksa kestabilan parameter di bawah konfigurasi yang berbeza.
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Cuba teknik optimum automatik seperti pembelajaran mesin.
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Memperkenalkan logik hentian adaptif untuk menyesuaikan jarak hentian berdasarkan turun naik pasaran.
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Membina logik kemasukan semula untuk mengurangkan peluang yang hilang selepas berhenti dicetuskan.
/*backtest
start: 2024-02-22 00:00:00
end: 2024-02-27 00:00:00
period: 1m
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/
// © fpemehd
// Thanks to W3MCT - @simonFUTURE2 w3mct.com -
// @version=5
strategy(title = '[D] SLH W3MCT combo Indicator',
shorttitle = '[D] SLH[swing-low-high] W3MCT',
overlay = true,
pyramiding = 0,
currency = currency.USD,
default_qty_type = strategy.percent_of_equity,
default_qty_value = 100,
commission_value = 0.1,
initial_capital = 10000,
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 2009 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 = 9, title = "Length for ATR Filter", minval = 1 , maxval = 100 , step = 1 , tooltip = "", inline = "2", group = "Filters")
i_ATRSMALen = input.int (defval = 27, 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 = 122, 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 = 18, title = "ADX Length", minval = 1 , maxval = 100000 , step = 1 , tooltip = "ADX Length", inline = "7", group = "Filters")
i_ADXThreshold = input.int (defval = 36, 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 = 21, title = "ATR Length", minval = 1 , maxval = 100000 , step = 1 , tooltip = "Super Trend ATR Length", inline = "1", group = "1: SuperTrend")
i_superTrendATRFactor = input.float (defval = 8, 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 =42, 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 = 11, title = 'RSI Length', inline = "1", group = "3: QQE MOD")
SF = input.int (defval = 9, title = 'RSI Smoothing', inline = "2", group = "3: QQE MOD")
QQE = input.float (defval = 4, title = 'Fast QQE Factor', inline = "3", group = "3: QQE MOD")
ThreshHold = input.int (defval = 4, title = 'Thresh-hold', inline = "4", group = "3: QQE MOD")
src = input (defval = low, 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 = 42, minval = 1, title = 'Bollinger Length', group = "3: QQE MOD")
mult = input.float (defval = 0.27, 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 ? #00ff33 : color.rgb(19, 67, 239, 13)
//
// 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(false, "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(false, "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)
// You made it to the end of my script. At W3MCT, we take our expertise and combine it with the TradingView community. We must give acknowledgement to the TradingView community for helping me get version 1.0 completed. Enjoy!!!
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