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X48 - Optimização e adaptação da estratégia DayLight Hunter

Autora:ChaoZhang, Data: 2023-12-18 12:19:41
Tags:

Resumo

Esta estratégia combina o indicador estocástico clássico e o indicador SMA para alcançar uma forte capacidade de rastreamento de tendências. A idéia central da estratégia é identificar sinais de direção de tendência com o indicador estocástico e filtrar com o indicador SMA para melhorar a qualidade do sinal.

Estratégia lógica

A estratégia adota uma versão melhorada do indicador estocástico. Os parâmetros incluem período %K, suavização %K e suavização %D para controlar a sensibilidade.
Os parâmetros do indicador SMA incluem o SMA superior e o SMA inferior para filtrar os sinais para uma maior qualidade.
São fornecidos três modos de risco para seleção com base na preferência de risco, incluindo baixo risco, risco médio e alto risco.
O sinal longo é identificado quando o Stoch cruza o limiar e o preço de fechamento está abaixo da SMA inferior. O sinal curto é identificado quando o Stoch cruza o limiar e o preço de fechamento está acima da SMA superior.
O módulo de julgamento multi-tempo verifica os sinais em diferentes intervalos de tempo para otimizar o tempo de entrada e controlar o risco comercial.

Vantagens

O indicador estocástico reforçado melhora a sensibilidade para captar rapidamente as alterações do mercado.
O mecanismo duplo de filtragem do carril SMA evita efetivamente sinais falsos e melhora a qualidade do sinal.
Os modos de risco múltiplos permitem aos utilizadores ajustar de forma flexível os parâmetros com base no seu apetite por riscos.
O julgamento de vários prazos otimiza a seleção do momento de entrada para reduzir o risco de negociação.
O quadro global da estratégia é científico, estável e adaptável.

Riscos

A estratégia não possui um mecanismo de stop loss em si, sendo necessário um stop loss manual para controlar o risco de queda.
A alta frequência do sinal pode conduzir ao excesso de negociação e ao aumento dos custos de transação.
A estratégia é sensível aos parâmetros e configurações do modo de risco que necessitam de otimização para obter melhores resultados.
O valor de uma posição é o valor de uma transação em que o valor da posição é o valor de uma transação em que o valor da posição é o valor da posição.

Soluções:

Defina a razão de stop loss adequada com base na volatilidade do mercado para maximizar o controlo do risco.
Ajuste os parâmetros do Stoch para reduzir a frequência do sinal, ou defina o lucro mínimo para evitar negociações desnecessárias.
Recomenda-se o modo de baixo risco como referência. Ajustar outros parâmetros com base nos resultados do backtest.
O valor da posição de controlo e a média da exposição para reduzir o risco por transacção.

Oportunidades de melhoria

Optimização paramétrica abrangente em Stoch e SMA para encontrar a combinação ideal de parâmetros.
Aumentar o número de acórdãos com vários prazos para um maior número de referências e melhores decisões de entrada.
Introduzir mecanismos dinâmicos de stop loss, como o ATR Trailing Stop, para limitar melhor o risco de queda.
Construir mecanismos de filtragem e confirmação de sinal como o volume para evitar armadilhas.
Adicionar um módulo de dimensionamento de posição para ajustar ativamente o tamanho da posição com base nas condições de mercado para reduzir a exposição ao risco por transação.

Resumo

Esta estratégia combina os pontos fortes dos indicadores estocásticos e SMA para alcançar uma forte capacidade de rastreamento de tendências. A estrutura é sólida e a aplicação do indicador é fluida. Ao controlar os parâmetros e os modos de risco, a natureza dos indicadores é restaurada para uma melhor estabilidade. O julgamento de vários prazos também aumenta a adaptabilidade entre produtos e prazos.

/*backtest
start: 2023-11-17 00:00:00
end: 2023-12-17 00:00:00
period: 1h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//►►►► Description ►►►►
//1. The Original Pine Script
//- Stochastic
//- SMA
//1.1 Concepts
//- Stochastic crossover and crossunder with range 80/20 or 70/30 or 50/50 from your risk you can adjust it from config
//- Confirm Signal by SMA High and Low Original Range is 50 or you can adjust by your self in config Setting
//1.2 Condition
//- Buy Condition = Stochastic crossover Sto Signal Line and SMA Filter <= 20 or 30 or 50 from your risk
//- Sell Condition = Stochastic crossunder Sto Signal Line and SMA Filter >= 80 or 70 or 50 from your risk
//1.3 Idea For Trading
//- Trend Runing If you use "Trend" Mode is Martingale Your Position Until You Have a Profit
//- Scalping You Can Adjust TP for Little Profit and Increase Your Winrate

//►►►► Strategy results ►►►►
// ►► Use an account size ►►
// - For Newbie i recommend try to use 50$ you can test in MT4 Or MT5 Start With 50$ Leverage : 1000
// - For Some User Have a Exp. Trading : 500$ you can use martingale for help your trading
// - For Expert User : 5000$ or 5000$ (Cent) you can use martingale for help your trading
// ►► realistic commission AND slippage ►►
// - Some Broker Not Have a commission for Gold and Forex.
// - slippage : default i'm Setting is 350 point, (it's mean 35 pip) it's average or your account is ECN or Zero Spread You can Set = 0
// ►► Size For Trading ►►
// - This strategy is Start From 0.01 lot and use martingale for next position
// - This not perfect strategy. it's have equity drawdown. just try and test your config you like.
// ►► Sample size Dataset Trading ►►
// - This Strategy Recommend For Long-Term Trading Becuase It's Have Martingale Help Your Next Position

//►►►► strategy's default Properties ►►►►
// - From Default Setting : Slippage or Spread Set = 0 (Becuase I don't know your account spread) you can set in Properties
// ** Some Broeker Are 2 Digits or 3 Digit You Must Set By Your Self (like 35 point or 350 point from your account spread)
// - From Default Setting : commission = 0 (Becuase I don't know your account commission) you can set in Properties
// ** Some Broeker Are not commission for forex and gold

//@version=5
var int slippage = 0
strategy("X48 - DayLight Hunter | Strategy | V.01.03", overlay=true)

var int hedge_mode = 0
var int sto_buy = 0
var int sto_sell = 0

Trade_Mode = input.string(defval = "Trend", title = "⚖️ Mode For Trade [Oneway / Hedge / ⭐Trend]", options = ["Oneway", "Hedge", "Trend"], group = "=== Mode Trade [Recommend Mode is ⭐Trend and ⭐Low Risk] ===", tooltip = "Oneway = Switching Position Type With Signal\nHedge Mode = Not Switching Position Type Unitl TP or SL")
Risk_Mode = input.string(defval = "Low Risk", title = "⚖️ Risk Signal Mode [⭐Low / Medium / High]", options = ["Low Risk", "Medium Risk", "High Risk"], group = "=== Mode Trade [Recommend Mode is ⭐Trend and ⭐Low Risk] ===", tooltip = "[[Signal Form Stochastic]]\nLow Risk is >= 80 and <= 20\nMedium Risk is >= 70 and <= 30\nHigh Risk is >= 50 and <=50")

if Trade_Mode == "Oneway"
    hedge_mode := 0
else if Trade_Mode == "Hedge"
    hedge_mode := 1
else if Trade_Mode == "Trend"
    hedge_mode := 2

if Risk_Mode == "Low Risk"
    sto_buy := 20
    sto_sell := 80
else if Risk_Mode == "Medium Risk"
    sto_buy := 30
    sto_sell := 70
else if Risk_Mode == "High Risk"
    sto_buy := 50
    sto_sell := 50

periodK = input.int(15, title="%K Length", minval=1, group = "Stochastic Setting", inline = "Sto0")
smoothK = input.int(3, title="%K Smoothing", minval=1, group = "Stochastic Setting", inline = "Sto0")
periodD = input.int(3, title="%D Smoothing", minval=1, group = "Stochastic Setting", inline = "Sto0")

GRSMA = "=== 🧮 SMA Filter Mode ==="
SMA_Mode = input.bool(defval = true, title = "🧮 SMA High and Low Filter Mode", group = GRSMA, tooltip = "Sell Signal With Open >= SMA High\nBuy Signal With Close <= SMA Low")
SMA_High = input.int(defval = 50, title = "SMA High", group = GRSMA, inline = "SMA1")
SMA_Low = input.int(defval = 50, title = "SMA Low", group = GRSMA, inline = "SMA1")

k = ta.sma(ta.stoch(close, high, low, periodK), smoothK)
d = ta.sma(k, periodD)
high_line = ta.sma(high, SMA_High)
low_line = ta.sma(low, SMA_Low)
plot(SMA_Mode ? high_line : na, "H-Line", color = color.yellow, linewidth = 2)
plot(SMA_Mode ? low_line : na, "L-Line", color = color.blue, linewidth = 2)

entrybuyprice = strategy.position_avg_price

var bool longcondition = na
var bool shortcondition = na

if SMA_Mode == true
    longcondition := ta.crossover(k,d) and d <= sto_buy and close < low_line and open < low_line// or ta.crossover(k, 20)// and close <= low_line
    shortcondition := ta.crossunder(k,d) and d >= sto_sell and close > high_line and open > high_line// or ta.crossunder(k, 80)// and close >= high_line
else
    longcondition := ta.crossover(k,d) and d <= sto_buy
    shortcondition := ta.crossunder(k,d) and d >= sto_sell
//longcondition_double = ta.crossover(d,20) and close < low_line// and strategy.position_size > 0
//shortcondition_double = ta.crossunder(d,80) and close > high_line// and strategy.position_size < 0

//=============== TAKE PROFIT and STOP LOSS by % =================

tpsl(percent) =>
    strategy.position_avg_price * percent / 100 / syminfo.mintick
GR4 = "=====🆘🆘🆘 TAKE PROFIT & STOP LOSS BY [%] 🆘🆘🆘====="
mode= input.bool(title="🆘 Take Profit & Stop Loss By Percent (%)", defval=true, group=GR4, tooltip = "Take Profit & Stop Loss by % Change\n0 = Disable")
tp_l = tpsl(input.float(0, title='🆘 TP [LONG] % >> [OneWay Only]', group=GR4, tooltip = "0 = Disable"))
tp_s = tpsl(input.float(0, title='🆘 TP [SHORT] % >> [OneWay Only]', group=GR4, tooltip = "0 = Disable"))
sl = tpsl(input.float(0, title='🆘 Stop Loss % [All Mode / 1st Position]', group=GR4, tooltip = "0 = Disable"))
tp_pnl = input.float(defval = 1, title = "🆘 TakeProfit by PNL ($) eg. (0.1 = 0.1$)", group = GR4, tooltip = "All Mode TP by PNL")
spread_size = input.float(defval = 0.350, title = "🆘 Spread Point Size(Eg. 35 Point or 350 Point From Your Broker Digits)", tooltip = "Spread Point Form Your Broker \nEg. 1920.124 - 1920.135 or 1920.12 - 1920.13\nPlease Check From Your Broker", group = GR4)

GR5 = "===💮💮💮 Hedge / Martingale Mode 💮💮💮==="
//hedge_mode = input.bool(defval = true, title = "⚖️ Hedge / Martingale Mode", group = GR5)
hedge_point = input.int(defval = 500, title = "💯 Hedge Point Range / Martingale Range", group = GR5, tooltip = "After Entry Last Position And Current Price More Than Point Range Are Open New Hedge Position")
hedge_gale = input.float(defval = 2.0, title = "✳️ Martingale For Hedge Multiply [default = 2]", tooltip = "Martingale For Multiply Hedge Order", group = GR5)
hedge_point_size = hedge_point/100

calcStopLossPrice(OffsetPts) =>
    if strategy.position_size > 0
        strategy.position_avg_price - OffsetPts * syminfo.mintick
    else if strategy.position_size < 0
        strategy.position_avg_price + OffsetPts * syminfo.mintick
    else
        na

calcStopLossL_AlertPrice(OffsetPts) =>
    strategy.position_avg_price - OffsetPts * syminfo.mintick
calcStopLossS_AlertPrice(OffsetPts) =>
    strategy.position_avg_price + OffsetPts * syminfo.mintick

calcTakeProfitPrice(OffsetPts) =>
    if strategy.position_size > 0
        strategy.position_avg_price + OffsetPts * syminfo.mintick
    else if strategy.position_size < 0
        strategy.position_avg_price - OffsetPts * syminfo.mintick
    else
        na

calcTakeProfitL_AlertPrice(OffsetPts) =>
    strategy.position_avg_price + OffsetPts * syminfo.mintick
calcTakeProfitS_AlertPrice(OffsetPts) =>
    strategy.position_avg_price - OffsetPts * syminfo.mintick

var stoploss = 0.
var stoploss_l = 0.
var stoploss_s = 0.
var takeprofit = 0.
var takeprofit_l = 0.
var takeprofit_s = 0.
var takeprofit_ll = 0.
var takeprofit_ss = 0.

if mode == true
    if (strategy.position_size > 0)
        if sl > 0
            stoploss := calcStopLossPrice(sl)
            stoploss_l := stoploss
        else if sl <= 0
            stoploss := na
        if tp_l > 0
            takeprofit := tp_l
            takeprofit_ll := close + ((close/100)*tp_l)
            //takeprofit_s := na
        else if tp_l <= 0
            takeprofit := na
    if (strategy.position_size < 0)
        if sl > 0
            stoploss := calcStopLossPrice(sl)
            stoploss_s := stoploss
        else if sl <= 0
            stoploss := na
        if tp_s > 0
            takeprofit := tp_s
            takeprofit_ss := close - ((close/100)*tp_s)
            //takeprofit_l := na
        else if tp_s <= 0
            takeprofit := na
    else if strategy.position_size == 0
        stoploss := na
        takeprofit := na
        //takeprofit_l := calcTakeProfitL_AlertPrice(tp_l)
        //takeprofit_s := calcTakeProfitS_AlertPrice(tp_s)
        //stoploss_l := calcStopLossL_AlertPrice(sl)
        //stoploss_s := calcStopLossS_AlertPrice(sl)

//////////// INPUT BACKTEST RANGE ////////////////////////////////////////////////////
var string BTR1         = '════════⌚⌚ INPUT BACKTEST TIME RANGE ⌚⌚════════'
i_startTime             = input(defval = timestamp("01 Jan 1945 00:00 +0000"), title = "Start", inline="timestart", group=BTR1, tooltip = 'Start Backtest YYYY/MM/DD')
i_endTime               = input(defval = timestamp("01 Jan 2074 23:59 +0000"), title = "End", inline="timeend", group=BTR1, tooltip = 'End Backtest YYYY/MM/DD')
//////////////// Strategy Alert For X4815162342 BOT //////////////////////
Text_Alert_Future = '{{strategy.order.alert_message}}'
copy_Fu = input( defval= Text_Alert_Future ,    title="Alert Message for BOT", inline = '00'  ,group = '═ Bot Setting ═ \n >> If You Dont Use Bot Just Pass It' ,tooltip = 'Alert For X48-BOT > Copy and Paste To Alert Function')
TimeFrame_input = input(defval= 'Input Your TimeFrame [1m, 15m, 1h, 4h, 1d ,1w]' ,    title="TimeFrame Text Alert", inline = '01'  ,group = '═ Bot Setting ═ \n >> If You Dont Use Bot Just Pass It', tooltip = "[1m, 15m, 1h, 4h, 1d ,1w]")
string Alert_EntryL = '🪙 Asset : {{ticker}} \n💱 Status : {{strategy.market_position}}\n🕛 TimeFrame : '+str.tostring(TimeFrame_input)+'\n💸 Price : {{strategy.order.price}} $\n✅ TP : '+str.tostring(takeprofit_ll)+' $\n❌ SL : '+str.tostring(stoploss_l)+' $\n⏰ Time : {{timenow}}'
string Alert_EntryS = '🪙 Asset : {{ticker}} \n💱 Status : {{strategy.market_position}}\n🕛 TimeFrame : '+str.tostring(TimeFrame_input)+'\n💸 Price : {{strategy.order.price}} $\n✅ TP : '+str.tostring(takeprofit_ss)+' $\n❌ SL : '+str.tostring(stoploss_s)+' $\n⏰ Time : {{timenow}}'
string Alert_TPSL = '🪙 Asset : {{ticker}}\n🕛 TimeFrame : '+str.tostring(TimeFrame_input)+'\n💹 {{strategy.order.comment}}\n💸 Price : {{strategy.order.price}} $\n⏰ Time : {{timenow}}'

if true
    if (longcondition and strategy.position_size == 0) or (longcondition and strategy.position_size < 0 and hedge_mode == 0)
        strategy.entry("Long", strategy.long, comment = "🌙", alert_message = Alert_EntryL)
    //if longcondition_double
    //    //strategy.cancel_all()
    //    strategy.entry("Long2", strategy.long, comment = "🌙🌙")
    //    //strategy.exit("Exit",'Long', qty_percent = 100 , profit = takeprofit, stop = stoploss, comment_profit = "TP💚L", comment_loss = "SL💚L")
    if (shortcondition and strategy.position_size == 0) or (shortcondition and strategy.position_size > 0 and hedge_mode == 0)
        strategy.entry("Short", strategy.short, comment = "👻", alert_message = Alert_EntryS)
        //strategy.exit("Exit",'Short', qty_percent = 100, profit = takeprofit, stop = stoploss, comment_profit = "TP❤️️S", comment_loss = "SL❤️️S")
    //if shortcondition_double
    //    //strategy.cancel_all()
    //    strategy.entry("Short2", strategy.short, comment = "👻👻")

if strategy.position_size > 0 and strategy.opentrades >= 1 and hedge_mode == 1
    entrypricel = strategy.opentrades.entry_price(strategy.opentrades - 1)
    callpointsize =  entrypricel - close
    lastsize = strategy.position_size
    if callpointsize >= hedge_point_size and longcondition
        strategy.order("Long2", strategy.long, qty = lastsize * hedge_gale, comment = "🌙⌛", alert_message = Alert_EntryL)
    if shortcondition
        strategy.order("Short2", strategy.short, qty = lastsize * hedge_gale, comment = "👻⌛", alert_message = Alert_EntryS)

else if strategy.position_size < 0 and strategy.opentrades >= 1 and hedge_mode == 1
    entryprices = strategy.opentrades.entry_price(strategy.opentrades - 1)
    callpointsize = (entryprices - close)* -1
    lastsize = (strategy.position_size) * -1
    if callpointsize >= hedge_point_size and shortcondition
        strategy.order("Short2", strategy.short, qty = lastsize * hedge_gale, comment = "👻⌛", alert_message = Alert_EntryS)
    if longcondition
        strategy.order("Long2", strategy.long, qty = lastsize * hedge_gale, comment = "🌙⌛", alert_message = Alert_EntryL)

if strategy.position_size > 0 and strategy.opentrades >= 1 and hedge_mode == 2
    entrypricel = strategy.opentrades.entry_price(strategy.opentrades - 1)
    callpointsize =  entrypricel - close
    lastsize = strategy.position_size
    if callpointsize >= hedge_point_size and longcondition
        strategy.order("Long2", strategy.long, qty = lastsize * hedge_gale, comment = "🌙⌛", alert_message = Alert_EntryL)

else if strategy.position_size < 0 and strategy.opentrades >= 1 and hedge_mode == 2
    entryprices = strategy.opentrades.entry_price(strategy.opentrades - 1)
    callpointsize = (entryprices - close)* -1
    lastsize = (strategy.position_size) * -1
    if callpointsize >= hedge_point_size and shortcondition
        strategy.order("Short2", strategy.short, qty = lastsize * hedge_gale, comment = "👻⌛", alert_message = Alert_EntryS)

last_price_l = (strategy.opentrades.entry_price(strategy.opentrades - 1) + (strategy.opentrades.entry_price(strategy.opentrades - 1)/100) * takeprofit) + spread_size
last_price_s = (strategy.opentrades.entry_price(strategy.opentrades - 1) - (strategy.opentrades.entry_price(strategy.opentrades - 1)/100) * takeprofit) - spread_size 
current_price = request.security(syminfo.tickerid, "1", close)
current_pricel = request.security(syminfo.tickerid, "1", close) + spread_size
current_prices = request.security(syminfo.tickerid, "1", close) - spread_size
//if mode == true
if strategy.position_size > 0 and strategy.openprofit >= tp_pnl and mode == true and hedge_mode == 1
    lastsize = strategy.position_size
    lastprofitorder = strategy.openprofit
    //if lastprofitorder >= 0.07
    //strategy.close('Long', qty = lastsize, comment = "TP💚L", alert_message = Alert_TPSL, immediately = true)
    strategy.cancel_all()
    strategy.close_all(comment = "TP💚PNL", alert_message = Alert_TPSL, immediately = true)
    //strategy.close_all(comment = "TP💚LH", alert_message = Alert_TPSL)
    //strategy.exit("Exit",'Long2', qty_percent = 100, profit = last_price_l, stop = stoploss, comment_profit = "TP💚LH", comment_loss = "SL💚LH", alert_message = Alert_TPSL)
    //strategy.exit("Exit",'Long', qty_percent = 100, profit = last_price_l, stop = stoploss, comment_profit = "TP💚L", comment_loss = "SL💚L", alert_message = Alert_TPSL)
else if strategy.position_size > 0 and strategy.openprofit < tp_pnl and mode == true and hedge_mode == 1
    strategy.exit("Exit",'Long', qty_percent = 100, stop = stoploss, comment_loss = "SL💚%L", alert_message = Alert_TPSL)

if strategy.position_size > 0 and strategy.openprofit >= tp_pnl and mode == true and hedge_mode == 2
    lastsize = strategy.position_size
    lastprofitorder = strategy.openprofit
    //if lastprofitorder >= 0.07
    //strategy.close('Long', qty = lastsize, comment = "TP💚L", alert_message = Alert_TPSL, immediately = true)
    strategy.cancel_all()
    strategy.close_all(comment = "TP💚PNL", alert_message = Alert_TPSL, immediately = true)
    //strategy.close_all(comment = "TP💚LH", alert_message = Alert_TPSL)
    //strategy.exit("Exit",'Long2', qty_percent = 100, profit = last_price_l, stop = stoploss, comment_profit = "TP💚LH", comment_loss = "SL💚LH", alert_message = Alert_TPSL)
    //strategy.exit("Exit",'Long', qty_percent = 100, profit = last_price_l, stop = stoploss, comment_profit = "TP💚L", comment_loss = "SL💚L", alert_message = Alert_TPSL)
else if strategy.position_size > 0 and strategy.openprofit < tp_pnl and mode == true and hedge_mode == 2
    strategy.exit("Exit",'Long', qty_percent = 100, stop = stoploss, comment_loss = "SL💚%L", alert_message = Alert_TPSL)

if strategy.position_size > 0 and mode == true and hedge_mode == 0
    //strategy.close_all(comment = "TP💚LH", alert_message = Alert_TPSL, immediately = true)
    strategy.exit("Exit",'Long', qty_percent = 100, profit = takeprofit, stop = stoploss, comment_profit = "TP💚%L", comment_loss = "SL💚%L", alert_message = Alert_TPSL)
    //strategy.exit("Exit",'Long', qty_percent = 100, profit = takeprofit, stop = stoploss, comment_profit = "TP💚LL", comment_loss = "SL💚L", alert_message = Alert_TPSL)

if strategy.position_size < 0 and strategy.openprofit >= tp_pnl and mode == true and hedge_mode == 1
    lastsize = (strategy.position_size) * -1
    lastprofitorder = strategy.openprofit
    //if lastprofitorder >= 0.07
    //strategy.close('Short', qty = lastsize, comment = "TP❤️️S", alert_message = Alert_TPSL, immediately = true)
    strategy.cancel_all()
    strategy.close_all(comment = "TP❤️️PNL", alert_message = Alert_TPSL, immediately = true)
    //strategy.close_all(comment = "TP❤️️SH", alert_message = Alert_TPSL)
    //strategy.exit("Exit",'Short2', qty_percent = 100, profit = last_price_s, stop = stoploss, comment_profit = "TP❤️️SH", comment_loss = "SL❤️️SH", alert_message = Alert_TPSL)
    //strategy.exit("Exit",'Short', qty_percent = 100, profit = last_price_s, stop = stoploss, comment_profit = "TP❤️️S", comment_loss = "SL❤️️S", alert_message = Alert_TPSL)
else if strategy.position_size < 0 and strategy.openprofit < tp_pnl and mode == true and hedge_mode == 1
    strategy.exit("Exit",'Short', qty_percent = 100, stop = stoploss, comment_loss = "SL❤️️%S", alert_message = Alert_TPSL)
if strategy.position_size < 0 and mode == true and hedge_mode == 0
    //strategy.close_all(comment = "TP❤️️SH", alert_message = Alert_TPSL, immediately = true)
    strategy.exit("Exit",'Short', qty_percent = 100, profit = takeprofit, stop = stoploss, comment_profit = "TP❤️️%S", comment_loss = "SL❤️️%S", alert_message = Alert_TPSL)
    //strategy.exit("Exit",'Short', qty_percent = 100, profit = takeprofit, stop = stoploss, comment_profit = "TP❤️️S", comment_loss = "SL❤️️S", alert_message = Alert_TPSL)

if strategy.position_size < 0 and strategy.openprofit >= tp_pnl and mode == true and hedge_mode == 2
    lastsize = (strategy.position_size) * -1
    lastprofitorder = strategy.openprofit
    //if lastprofitorder >= 0.07
    //strategy.close('Short', qty = lastsize, comment = "TP❤️️S", alert_message = Alert_TPSL, immediately = true)
    strategy.cancel_all()
    strategy.close_all(comment = "TP❤️️PNL", alert_message = Alert_TPSL, immediately = true)
    //strategy.close_all(comment = "TP❤️️SH", alert_message = Alert_TPSL)
    //strategy.exit("Exit",'Short2', qty_percent = 100, profit = last_price_s, stop = stoploss, comment_profit = "TP❤️️SH", comment_loss = "SL❤️️SH", alert_message = Alert_TPSL)
    //strategy.exit("Exit",'Short', qty_percent = 100, profit = last_price_s, stop = stoploss, comment_profit = "TP❤️️S", comment_loss = "SL❤️️S", alert_message = Alert_TPSL)
else if strategy.position_size < 0 and strategy.openprofit < tp_pnl and mode == true and hedge_mode == 2
    strategy.exit("Exit",'Short', qty_percent = 100, stop = stoploss, comment_loss = "SL❤️️%S", alert_message = Alert_TPSL)


//else if strategy.position_size < 0 and strategy.opentrades > 1
//    lastsize = (strategy.position_size) * -1
//    lastprofitorder = strategy.openprofit
//    if lastprofitorder >= 0.07
//        strategy.close_all(comment = "TP❤️️SS", alert_message = Alert_TPSL)

//===================== เรียกใช้  library =========================
import X4815162342/X48_LibaryStrategyStatus/2 as fuLi 
//แสดงผล Backtest

show_Net = input.bool(true,'Monitor Profit&Loss', inline = 'Lnet', group = '= PNL MONITOR SETTING =')
position_ = input.string('bottom_center','Position', options = ['top_right','middle_right','bottom_right','top_center','middle_center','bottom_center','middle_left','bottom_left'] , inline = 'Lnet')
size_i = input.string('auto','size', options = ['auto','tiny','small','normal'] , inline = 'Lnet') 
color_Net = input.color(color.blue,"" , inline = 'Lnet')
// fuLi.NetProfit_Show(show_Net , position_ , size_i,  color_Net )

Mais.