1. مربع
2. لچکدار سٹاپ نقصان کے ساتھ پی بی ایس اے آر بیک ٹیسٹ کی حکمت عملی

لچکدار سٹاپ نقصان کے ساتھ پی بی ایس اے آر بیک ٹیسٹ کی حکمت عملی

مصنف:چاؤ ژانگ، تاریخ: 2023-10-11 15:22:26
ٹیگز:

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/*backtest
start: 2023-09-10 00:00:00
end: 2023-10-10 00:00:00
period: 2h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=4
strategy("PB SAR BackTest - Colorbar", overlay=false)

// Full credit to Sawcruhteez, Lucid Investment Strategies LLC, Casey Bowman and Peter Brandt.
// This is a strategy version of the Peterbolic SAR indicator created by the above-mentioned parties.
// Original version of the indicator: https://www.tradingview.com/script/6nYrH3Vm-Peterbolic-SAR/

// SAR #1
// Lucid Sar
// Branded under the name "Lucid SAR"
// as agreed to with Lucid Investment Strategies LLC on July 9, 2019
// https://lucidinvestmentstrategies.com/
// see branch "lucid"

// SAR #2
// Peterbolic Sar
// Using the name "Peterbolic SAR"
// as agreed to by Peter Brandt on October 2, 2019
// - https://twitter.com/PeterLBrandt/status/1179365590668075008
// in response to request from Sawcruhteez
// - https://twitter.com/Sawcruhteez/status/1179213105705836544
// Sawcruhteez gives credit to @CrazyGabey for coming up with the name
// - https://twitter.com/Sawcruhteez/status/1179213196583940097
// see branch "peterbolic"

// SAR #3
// Sawcruhteez Sar
// Branded under the name "Sawcruhteez SAR"
// as agreed to with Sawcruhteez on September 11, 2019
// see branch "sawcruhteez"

// Open Source on github
// https://github.com/casey-bowman/sar/blob/peterbolic/peterbolic.pine

// Created by Casey Bowman on July 4, 2019

// MIT License

// Copyright (c) 2019 Casey Bowman

// Permission is hereby granted, free of charge, to any person obtaining a copy
// of this software and associated documentation files (the "Software"), to deal
// in the Software without restriction, including without limitation the rights
// to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
// copies of the Software, and to permit persons to whom the Software is
// furnished to do so, subject to the following conditions:

// The above copyright notice and this permission notice shall be included in all
// copies or substantial portions of the Software.

// THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
// IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
// FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
// AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
// LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
// OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
// SOFTWARE.



TSR() =>

    // start with uptrend
    var uptrend = true
    var EP = high       // extreme price - high or low depending on trend
    var SP = low        // setup price
    var TP = float(na)  // trigger price


    var setup   = low
    var trigger = float(na)

    if barstate.isnew
        setup := low
        trigger = float(na)

    extreme_candle = false
    first_extreme_candle = false
    setup_candle = false
    trigger_candle = false

    waiting_for_setup = false
    waiting_for_trigger = false

    var since_extreme = 0
    var since_setup = 0

    waiting_for_setup   := not extreme_candle and not na(SP)
    waiting_for_trigger := not na(TP)

    if not barstate.isfirst
        if barstate.isnew and extreme_candle[1]
            trigger := float(na)
        if barstate.isnew and setup_candle[1]
            setup := float(na)
        if barstate.isnew and waiting_for_trigger
            since_setup := since_setup + 1
            trigger := TP
        if barstate.isnew and waiting_for_setup
            since_extreme := since_extreme + 1
            setup := SP
        if uptrend

            if extreme_candle
                EP := high
                SP := low
            else
                if high > EP
                    extreme_candle := true
                    EP := high
                    SP := low
                    since_extreme := 0
                    since_setup   := 0
                else
                    if waiting_for_setup
                        if barstate.isconfirmed
                            if close < SP
                                setup_candle := true
                                SP := float(na)
                                TP := low
            if waiting_for_trigger
                if low < TP
                    trigger_candle := true
                    extreme_candle := true
                    EP := low
                    SP := high
                    TP := float(na)
                    uptrend := false
                    since_extreme := 0
                    since_setup := 0
                else
                    if barstate.isconfirmed and extreme_candle
                        TP := float(na)
                        trigger := float(na)

        else
            if extreme_candle
                EP := low
                SP := high
            else
                if low <  EP
                    extreme_candle := true
                    EP := low
                    SP := high
                    since_extreme := 0
                    since_setup   := 0
                else
                    if waiting_for_setup
                        if barstate.isconfirmed
                            if close > SP
                                setup_candle := true
                                SP := float(na)
                                TP := high
            if waiting_for_trigger
                if high > TP
                    trigger_candle := true
                    extreme_candle := true
                    EP := high
                    SP := low
                    TP := float(na)
                    uptrend := true
                    since_extreme := 0
                    since_setup := 0
                else
                    if barstate.isconfirmed and extreme_candle
                        TP := float(na)
                        trigger := float(na)


    [trigger_candle, trigger, since_setup, setup_candle, setup, since_extreme, extreme_candle, uptrend]


[TC, T, SS, SC, S, SE, EC, up] = TSR()

// Make input options that configure backtest date range
StartMonth = input(title="Start Month", type=input.integer,
     defval=1, minval=1, maxval=12)
StartDate = input(title="Start Date", type=input.integer,
     defval=1, minval=1, maxval=31)
StartYear = input(title="Start Year", type=input.integer,
     defval=(2019), minval=1800, maxval=2100)

EndMonth = input(title="End Month", type=input.integer,
     defval=1, minval=1, maxval=12)
EndDate = input(title="End Date", type=input.integer,
     defval=1, minval=1, maxval=31)
EndYear = input(title="End Year", type=input.integer,
     defval=(2020), minval=1800, maxval=2100)
     
// Look if the close time of the current bar falls inside the date range
inDateRange = true

buytrigger = (TC and up)
selltrigger = (TC and not up)
buysetup = (SC and not up)
sellsetup = (SC and up)

IntBuy = buytrigger ? 1 : 0
IntSB = buysetup ? 0.5 : 0

IntSell= selltrigger ? -1 : 0
IntSS = sellsetup ? -0.5 : 0

bgcolor = buytrigger ? color.green : selltrigger ? color.red : buysetup ? color.yellow : sellsetup ? color.orange : color.black
trans = buytrigger ? 20 : selltrigger ? 20 : 100

bgcolor(bgcolor, 30)

NUM = IntBuy + IntSB + IntSell + IntSS
linecolor = color.orange
plot(NUM, color=linecolor, linewidth=2)

alertcondition(NUM > 0.5, title="Buy Signal", message="Buy Alert")
alertcondition(NUM < -0.5, title="Sell Signal", message="Sell Alert")

alertcondition(NUM == 0.5, title="Buy Setup", message="Buy Setup")
alertcondition(NUM == -0.5, title="Sell Setup", message="Sell Setup")

//Switch on for strategy moves

if(inDateRange and buytrigger)
    strategy.exit("SHORT", "SHORT_SL", comment="Short_Exit")
    strategy.entry("LONG", strategy.long, comment="")
if(inDateRange and selltrigger)
    strategy.exit("LONG", "LONG_SL", comment="Long_Exit")
    strategy.entry("SHORT", strategy.short, comment="")
if (not inDateRange)
    strategy.close_all()

// plotshape(SC and not up, color = color.yellow, style = shape.triangleup, location = location.belowbar, size = size.auto, transp = 0, title = "Setup to Buy")
// plotshape(TC and up, color = color.green, style = shape.triangleup, location = location.belowbar, size = size.auto, title = "Trigger to Buy")
// plotshape(SC and up, color = color.yellow, style = shape.triangledown, location = location.abovebar, size = size.auto, transp = 0, title = "Setup to Sell")
// plotshape(TC and not up, color = color.red, style = shape.triangledown, location = location.abovebar, size = size.auto, title = "Trigger to Sell")

---

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