آسسیلیشن کے ساتھ منافع گرڈ کی حکمت عملی ایک رجحان کی پیروی کرنے والی حکمت عملی ہے جو قیمتوں میں اتار چڑھاؤ کی بنیاد پر خود بخود گرڈ قائم کرتی ہے تاکہ قیمتوں میں اتار چڑھاؤ کے ساتھ مسلسل منافع حاصل کیا جاسکے۔
اس حکمت عملی کا بنیادی خیال قیمتوں کی حدوں کا ایک گرڈ بنانا ہے۔ جب قیمت مختلف حدود میں داخل ہوتی ہے تو نئے تجارتی سگنل تیار کیے جاتے ہیں۔ مثال کے طور پر ، اگر گرڈ گیپ کو 500 امریکی ڈالر پر مقرر کیا جاتا ہے تو ، جب قیمت 500 امریکی ڈالر سے زیادہ بڑھ جاتی ہے تو ایک نیا طویل سگنل متحرک ہوجائے گا۔
خاص طور پر ، حکمت عملی نئی اعلی یا کم قیمتوں کو ٹریک کرکے گرڈ کو آگے بڑھاتی رہتی ہے۔ کوڈ میں ، ایک متغیر جسے کہا جاتا ہےre_grid
موجودہ گرڈ کی قیمت کو ذخیرہ کرنے کے لئے مقرر کیا گیا ہے۔ جب تک کہ قیمت اس گرڈ کی قیمت کو مقرر کردہ گرڈ گیپ سے باہر توڑ دے گی ، اگلے گرڈ کی قیمت کا دوبارہ حساب لگایا جائے گا۔
اس طرح ، جب قیمت کافی حد تک اتار چڑھاؤ کرتی ہے تو نئے تجارتی سگنل پیدا ہوتے ہیں۔ اس کے مطابق طویل یا مختصر جا کر منافع حاصل کیا جاسکتا ہے۔ جب قیمت گرڈ گیپ سے تجاوز کرتے ہوئے مخالف سمت میں حرکت کرنا شروع کرتی ہے تو ، پچھلی پوزیشن کو منافع میں روکا جائے گا۔
اس حکمت عملی کا سب سے بڑا فائدہ یہ ہے کہ یہ خود بخود قیمت کے رجحان کو ٹریک کرسکتا ہے اور مستقل طور پر منافع حاصل کرسکتا ہے۔ جب تک قیمت مضبوطی سے اتار چڑھاؤ کرتی رہے گی ، ہماری پوزیشن کا سائز اور منافع مستقل طور پر بڑھتا رہے گا۔
اس کے علاوہ ، نیٹ ورک پیرامیٹرز کو معقول حد تک ترتیب دے کر خطرات کو مؤثر طریقے سے کنٹرول کیا جاسکتا ہے۔ سگنل کو فلٹر کرنے کے لئے Ichimoku Cloud جیسے تکنیکی اشارے کے ساتھ مل کر حکمت عملی کے استحکام کو بھی بہتر بنایا جاسکتا ہے۔
اس حکمت عملی کا بنیادی خطرہ یہ ہے کہ قیمت اچانک الٹ سکتی ہے ، جس کی وجہ سے اسٹاپ نقصان ہوسکتا ہے۔ اس کے بعد جمع ہونے والے منافع میں کمی واقع ہوسکتی ہے یا نقصان میں بھی تبدیل ہوسکتی ہے۔
اس طرح کے خطرے کو کنٹرول کرنے کے لیے، ہم سٹاپ نقصان کی لائن مقرر کر سکتے ہیں، گرڈ پیرامیٹرز کو معقول حد تک ایڈجسٹ کر سکتے ہیں، مضبوط رجحان کے ساتھ مصنوعات کا انتخاب کر سکتے ہیں، اور متعدد تکنیکی اشارے کے ساتھ سگنل فلٹر کر سکتے ہیں۔
ہم حکمت عملی کو مندرجہ ذیل پہلوؤں سے بہتر بنا سکتے ہیں:
گرڈ خلا، پوزیشن سائزنگ وغیرہ کا بہترین مجموعہ تلاش کرنے کے لئے گرڈ پیرامیٹرز کو بہتر بنائیں.
خطرات کو بہتر طریقے سے کنٹرول کرنے کے لیے سٹاپ نقصان کے طریقہ کار کو بہتر بنائیں یا ایڈجسٹ کریں۔
مختلف تجارتی مصنوعات کی جانچ کریں اور ان کو منتخب کریں جن میں زیادہ اتار چڑھاؤ اور واضح رجحانات ہوں۔
سگنلوں کا جائزہ لینے اور مضبوطی کو بہتر بنانے کے لئے مزید تکنیکی اشارے شامل کریں.
آسکیلیشن کے ساتھ منافع گرڈ کی حکمت عملی قیمتوں کے گرڈز کے قیام کے ذریعے خود بخود رجحانات کو ٹریک کرکے مستقل منافع کو موثر انداز میں پیدا کرسکتی ہے۔ ایک ہی وقت میں ، کچھ ڈراؤونگ رسک موجود ہیں۔ پیرامیٹر کی اصلاح ، اسٹاپ نقصان کی ترتیب ، مصنوع کا انتخاب وغیرہ کے ذریعہ ، خطرات کو مؤثر طریقے سے کنٹرول کیا جاسکتا ہے اور حکمت عملی کو زیادہ مضبوط بنایا جاسکتا ہے۔
/*backtest start: 2023-01-16 00:00:00 end: 2024-01-22 00:00:00 period: 1d basePeriod: 1h 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/ // © ramsay09 //@version=4 strategy(title="Grid Tool",shorttitle= "Grid", overlay= true ) backtest = input(title= "Backtest (no comment-string, disable for API-trading)", type= input.bool, defval= true) entry_type = input("Long", title= "Long/Short Entry", options= ["Long", "Short"]) X_opt = input("Grid - reentry", title="--- 1st ENTRY SIGNAL ---", options= ["---", "Grid - reentry", "Grid - counter trend", "Fractals", "Reverse fractal"]) X_opt_2 = input("---", title="--- 2nd ENTRY SIGNAL ---", options= ["---", "Grid - reentry", "Grid - counter trend", "Fractals", "Reverse fractal"]) entry_f_1 = input("---", title="Entry filter 1", options= ["---", "Bar breakout 1 filter", "Bar breakout 2 filter", "SMA filter", "MACD filter", "RSI50 filter", "Fractals filter", "Segments filter", "Fractals 1-2-3 filter", "Reverse fractal filter", "EMA21/SMA20 filter", "TRIX filter", "SuperTrend filter", "Parabolic SAR filter", "ADX filter", "Price X Kumo filter", "Price X Kijun filter", "Kumo flip filter", "Price filtered Kumo flip filter", "Chikou X price filter", "Chikou X Kumo filter", "Price X Tenkan filter", "Tenkan X Kumo filter", "Tenkan X Kijun filter"]) entry_f_2 = input("---", title="Entry filter 2", options= ["---", "Bar breakout 1 filter", "Bar breakout 2 filter", "SMA filter", "MACD filter", "RSI50 filter", "Fractals filter", "Segments filter", "Fractals 1-2-3 filter", "Reverse fractal filter", "EMA21/SMA20 filter", "TRIX filter", "SuperTrend filter", "Parabolic SAR filter", "ADX filter", "Price X Kumo filter", "Price X Kijun filter", "Kumo flip filter", "Price filtered Kumo flip filter", "Chikou X price filter", "Chikou X Kumo filter", "Price X Tenkan filter", "Tenkan X Kumo filter", "Tenkan X Kijun filter"]) exit_f_1 = input("---", title="Exit filter 1", options= ["---", "TRIX exit", "Reverse fractal exit", "SMA exit", "MACD exit", "RSI50 exit", "Fractals exit", "SuperTrend exit", "Parabolic SAR exit", "ADX exit", "Cloud exit", "Kijun exit"]) exit_f_2 = input("---", title="Exit filter 2", options= ["---", "TRIX exit", "Reverse fractal exit", "SMA exit", "MACD exit", "RSI50 exit", "Fractals exit", "SuperTrend exit", "Parabolic SAR exit", "ADX exit", "Cloud exit", "Kijun exit"]) //--------------------- Signal inputs ----------------------- grid_gap = input(500, type= input.float, title= "Grid gap - base currency", minval= 0, step= 10) //--------------------- filter inputs -------------------- shared_param = input(false, title= " Shared filter and entry parameters :", type= input.bool) sb = input(title="Segment max bars", defval= 10, minval= 0, step= 1) fr_period = input(2, title= "Fractals period", minval= 1) rsi_period = input(14, title= "RSI period", minval= 1) ma_period = input(50, title= "MA period", minval= 1) mult = input(3, type= input.float, title= "SuperTrend multiplier", minval= 1, step= 0.1) len = input(6, type= input.integer, title= "SuperTrend length", minval= 1) start = 0.02//input(0.02, title= "PSAR Start (Filter/Entry)", minval= 0) inc = 0.02//input(0.02, title= "PSAR Increment (Filter/Entry)", minval= 0) max = 0.2//input(.2, title= "PSAR Maximum (Filter/Entry)", minval= 0) di_length_s = input(10, title= "DI length (signals)", minval= 1) adx_smooth_s = input(10, title= "ADX smooth (signals)", minval= 1) adx_thres_s = input(25, title= "ADX threshold (signals)", minval= 1) trix_len_f = input(14, title= "TRIX Length", type=input.integer, minval=1) smooth_length_f = input(6, title= "Signal Smoothing Length (TRIX)", type=input.integer, minval=1) //--------------------- exit inputs -------------------- exit_param = input(false, title= " Exit Parameters :", type= input.bool) trix_len_x = input(14, title= "TRIX Length", type=input.integer, minval=1) smooth_length_x = input(6, title= "Signal Smoothing Length (TRIX)", type=input.integer, minval=1) fr_period_x = input(2, title= "Exit fractals - period", minval= 1) fr_past_x = input(0, title= "Exit fractals - past fractal", minval= 0) rsi_period_x = input(14, title= "Exit RSI period", minval= 1) ma_period_x = input(50, title= "Exit MA period", minval= 1) mult_x = input(2, type= input.float, title= "Exit SuperTrend multiplier", minval= 1) len_x = input(5, type= input.integer, title= "Exit SuperTrend length", minval= 1) di_length_x = input(10, title= "Exit ADX period", minval= 1) adx_smooth_x = input(10, title= "Exit ADX smooth", minval= 1) adx_thres_x = input(25, title= "Exit ADX threshold", minval= 1) //----------------------- Backtest periode -------------------------------- b_t_per_start = input(false, title= " Set backtest start or/and trend start :", type= input.bool) start_year = input(2020, "Start year") start_month = input(3, "Start month", minval= 1, maxval= 12) start_day = input(13, "Start day", minval= 1, maxval= 31) period_start = timestamp(start_year, start_month, start_day, 0, 0) stop_year = input(2120, "Stop year") stop_month = input(12, "Stop month", minval= 1, maxval= 12) stop_day = input(31, "Stop day", minval= 1, maxval= 31) period_stop = timestamp(stop_year, stop_month, stop_day, 0, 0) backtest_period() => time >= period_start and time <= period_stop ? true : false //-------------------- Ichimoku -------------------- TKlength = 9 //input(9, "Tenkan-sen length", minval= 1) KJlength = 26 //input(26, "Kijun-sen length", minval= 1) CSHSlength = 26 //input(26, "Chikouspan length/horizontal shift", minval= 1) SBlength = 52 //input(52, "SenkouspanB length", minval= 1) SAlength = 26 //input(26, "SenkouspanA length", minval= 1) // calculation TK = avg(lowest(TKlength), highest(TKlength)) KJ = avg(lowest(KJlength), highest(KJlength)) CS = close SB = avg(lowest(SBlength), highest(SBlength)) SA = avg(TK,KJ) kumo_high = max(SA[CSHSlength-1], SB[CSHSlength-1]) kumo_low = min(SA[CSHSlength-1], SB[CSHSlength-1]) //------------------------------------- Filters and entry signals -------------------------------------- //---------------------- Ichimoku filter ------------------------ // cross conditions for "Strong" filtered signals var bool sasb_x = true if crossover(SA, SB) and low > kumo_high sasb_x := true if crossunder(SA, SB) and high < kumo_low sasb_x := false var bool tkkj_x = true if crossover(TK, KJ) and TK > kumo_high and KJ > kumo_high tkkj_x := true if crossunder(TK, KJ) and TK < kumo_low and KJ < kumo_low tkkj_x := false // Ichimoku filters kijun_buy_f = close > KJ kumo_buy_f = close > kumo_high kumo_flip_buy_f = SA > SB price_filtered_kumo_flip_buy_f = sasb_x and low > kumo_high chikou_X_price_buy_f = CS > high[(26-1)] chikou_X_kumo_buy_f = CS > kumo_high[26-1] price_X_tenkan_buy_f = close > TK tenkan_X_kumo_buy_f = TK > kumo_high tenkan_X_kijun_buy_f = TK > KJ kumo_filtered_tenkan_X_kijun_buy_f = tkkj_x and TK > kumo_high and KJ > kumo_high and TK > KJ kijun_sell_f = close < KJ kumo_sell_f = close < kumo_low kumo_flip_sell_f = SA < SB price_filtered_kumo_flip_sell_f = not sasb_x and high < kumo_low chikou_X_price_sell_f = CS < low[(26-1)] chikou_X_kumo_sell_f = CS < kumo_low[26-1] price_X_tenkan_sell_f = close < TK tenkan_X_kumo_sell_f = TK < kumo_low tenkan_X_kijun_sell_f = TK < KJ kumo_filtered_tenkan_X_kijun_sell_f = not tkkj_x and TK < kumo_low and KJ < kumo_low and TK < KJ // Ichimoku exits kijun_buy_x = close > KJ kumo_buy_x = close > kumo_high kijun_sell_x = close < KJ kumo_sell_x = close < kumo_low //------------------------ grid -------------------------- //up_grid = 0. //up_grid := nz(high > up_grid[1] + grid_gap and backtest_period() ? close : up_grid[1]) // forward grid long //dn_grid = 0. //dn_grid := nz(low < dn_grid[1] - grid_gap and backtest_period() ? close : dn_grid[1]) // forward grid short re_grid = 0. re_grid := nz(high > re_grid[1] + grid_gap or low < re_grid[1] - grid_gap ? close : re_grid[1]) //grid_up_buy = up_grid > up_grid[1] //grid_dn_sell = dn_grid < dn_grid[1] grid_ct_buy = re_grid < re_grid[1] grid_ct_sell = re_grid > re_grid[1] grid_re_buy = re_grid > re_grid[1] grid_re_sell = re_grid < re_grid[1] //plot(re_grid,"Plot", color= color.yellow, linewidth= 2) //---------------------- reverse fractal signal and filter -------------------------- up_bar = close[0] > open[0] dn_bar = close[0] < open[0] hl = low[0] > low[1] lh = high[0] < high[1] rev_up_fr_sell = pivothigh(high, 3, 0) and dn_bar and up_bar[1] or pivothigh(high, 4, 1) and dn_bar and up_bar[1] or pivothigh(high, 4, 1) and lh and up_bar and up_bar[1] rev_dn_fr_buy = pivotlow(low, 3, 0) and up_bar and dn_bar[1] or pivotlow(low, 4, 1) and up_bar and dn_bar[1] or pivotlow(low, 4, 1) and hl and dn_bar and dn_bar[1] ema_f(src, ema_len) => ema(src, ema_len) // ma function definition sma_f(src, sma_len) => sma(src, sma_len) ema_21 = ema_f(close, 21) // ema21/sma20 signal sma_20 = sma_f(close, 20) ma_cross_buy = close > ema_21 and close > sma_20 and ema_21 > sma_20 ma_cross_sell = close < ema_21 and close < sma_20 and ema_21 < sma_20 //--------------------- TRIX ------------------------ triple_ema_f = ema(ema(ema(close, trix_len_f), trix_len_f), trix_len_f) trix_f = roc(triple_ema_f, 1) signal_f = sma(trix_f, smooth_length_f) triple_ema_x = ema(ema(ema(close, trix_len_x), trix_len_x), trix_len_x) trix_x = roc(triple_ema_x, 1) signal_x = sma(trix_x, smooth_length_x) //filters trix_buy_f = trix_f > signal_f trix_sell_f = trix_f < signal_f //exits trix_buy_x = trix_x > signal_x trix_sell_x = trix_x < signal_x //----------------------- macd filter ----------------------- [macdLine_f, signalLine_f, histLine_f] = macd(close, 12, 26, 9) //filters macd_buy = macdLine_f > signalLine_f macd_sell = macdLine_f < signalLine_f //exit macd_buy_x = macdLine_f > signalLine_f macd_sell_x = macdLine_f < signalLine_f //---------------------- rsi filter and entry signal------------------------ //entry rsi_f = rsi(close, rsi_period) rsi_f_buy = rsi_f > 50 rsi_f_sell = rsi_f < 50 //filters rsi_f_buy_f = rsi_f > 50 rsi_f_sell_f = rsi_f < 50 //exit rsi_f_x = rsi(close, rsi_period_x) rsi_f_buy_x = rsi_f_x > 50 rsi_f_sell_x = rsi_f_x < 50 //---------------- Bill Williams Fractals (filter and entry signal) ----------------- up_fr = pivothigh(fr_period, fr_period) dn_fr = pivotlow(fr_period, fr_period) fractal_up_v = valuewhen(up_fr, high[fr_period],0) fractal_dn_v = valuewhen(dn_fr, low[fr_period],0) //entry signal fr_upx = crossover(high, fractal_up_v) fr_dnx = crossunder(low, fractal_dn_v) //filters fr_upx_f = high > fractal_up_v fr_dnx_f = low < fractal_dn_v //exit up_fr_x = pivothigh(fr_period_x, fr_period_x) dn_fr_x = pivotlow(fr_period_x, fr_period_x) fractal_up_v_x = valuewhen(up_fr_x, high[fr_period_x], fr_past_x) fractal_dn_v_x = valuewhen(dn_fr_x, low[fr_period_x], fr_past_x) fr_upx_x = high > fractal_up_v_x fr_dnx_x = low < fractal_dn_v_x //higher low and higher high - lower high and lower low - entry fractal_dn_v_1 = valuewhen(dn_fr, low[fr_period],1) fractal_up_v_1 = valuewhen(up_fr, high[fr_period],1) hl_hh_buy = fractal_dn_v > fractal_dn_v_1 and high > fractal_up_v // 123 signal and filter lh_ll_sell = fractal_up_v < fractal_up_v_1 and low < fractal_dn_v //-------------------- SuperTrend filter and entry signal --------------------- //entry [SuperTrend, Dir] = supertrend(mult, len) sup_buy = close > SuperTrend sup_sell = close < SuperTrend //filters sup_buy_f = close > SuperTrend sup_sell_f = close < SuperTrend //exit [SuperTrend_x, Dir_x] = supertrend(mult_x, len_x) sup_buy_x = close > SuperTrend_x sup_sell_x = close < SuperTrend_x //----------------- Parabolic SAR Signal (pb/ps) and filter ------------------- psar_buy = high > sar(start, inc, max)[0] psar_sell = low < sar(start, inc, max)[0] //filters psar_buy_f = high > sar(start, inc, max)[0] psar_sell_f = low < sar(start, inc, max)[0] //-------------------------- ADX entry and filter --------------------------- //exit [diplus_f_x, diminus_f_X, adx_f_x] = dmi(di_length_x, adx_smooth_x) adx_thres_f_x = adx_f_x < adx_thres_x //adx signal 1/2 and filters [diplus_s, diminus_s, adx_s] = dmi(di_length_s, adx_smooth_s) adx_above_thres = adx_s > adx_thres_s long_1 = diplus_s > diminus_s and adx_s < diplus_s and adx_s > diminus_s short_1 = diplus_s < diminus_s and adx_s > diplus_s and adx_s < diminus_s long_2 = diplus_s > diminus_s and adx_above_thres short_2 = diplus_s < diminus_s and adx_above_thres //-------------------------- SMA50 filter and entry--------------------------- //entry sma_buy = close[2] > ema_f(close, ma_period) sma_sell = close[2] < ema_f(close, ma_period) //filters sma_buy_f = close[2] > sma_f(close, ma_period) sma_sell_f = close[2] < sma_f(close, ma_period) //exit sma_buy_x = close[1] > sma_f(close, ma_period_x) sma_sell_x = close[1] < sma_f(close, ma_period_x) //--------------------------- Segments signal ---------------------------- count1_l = 0 count2_l = 0 segment_1_stat_l = false segment_2_stat_l = false segment_3_stat_l = false higher_low = low > low[1] var line segment_low_1_l = na var line segment_low_2_l = na var line segment_low_3_l = na // long segments for i=0 to sb count1_l := count1_l + 1 if low[1] > low[i+2] and higher_low segment_1_stat_l := true break for i=count1_l to sb+count1_l count2_l := count2_l + 1 if low[1+count1_l] > low[i+2] and segment_1_stat_l segment_2_stat_l := true break for i=count2_l to sb+count2_l if low[1+count1_l+count2_l] > low[i+2+count1_l] and segment_2_stat_l segment_3_stat_l := true break // short segments count1_s = 0 count2_s = 0 segment_1_stat_s = false segment_2_stat_s = false segment_3_stat_s = false lower_high = high < high[1] var line segment_high_1 = na var line segment_high_2 = na var line segment_high_3 = na for i=0 to sb count1_s := count1_s + 1 if high[1] < high[i+2] and lower_high segment_1_stat_s := true break for i=count1_s to sb+count1_s count2_s := count2_s + 1 if high[1+count1_s] < high[i+2] and segment_1_stat_s segment_2_stat_s := true break for i=count2_s to sb+count2_s if high[1+count1_s+count2_s] < high[i+2+count1_s] and segment_2_stat_s segment_3_stat_s := true break // segments signals seg_stat_l = segment_1_stat_l and segment_2_stat_l and segment_3_stat_l seg_stat_s = segment_1_stat_s and segment_2_stat_s and segment_3_stat_s //entry segments_buy = high > high[1] and seg_stat_l[1] segments_sell = low < low[1] and seg_stat_s[1] //filters segments_buy_f = high > high[1] and seg_stat_l[1] segments_sell_f = low < low[1] and seg_stat_s[1] //--------------------------- Entry Signal Options --------------------------- // buy signal options 1 opt_sig_buy = X_opt == "---" ? na : // X_opt == "Grid - forward sig" ? grid_up_buy : X_opt == "Grid - counter trend" ? grid_ct_buy : X_opt == "Grid - reentry" ? grid_re_buy : X_opt == "Fractals" ? fr_upx : X_opt == "Reverse fractal" ? rev_dn_fr_buy : na // sell signal options 1 opt_sig_sell = X_opt == "---" ? na : // X_opt == "Grid - forward sig" ? grid_dn_sell : X_opt == "Grid - counter trend" ? grid_ct_sell : X_opt == "Grid - reentry" ? grid_re_sell : X_opt == "Fractals" ? fr_dnx : X_opt == "Reverse fractal" ? rev_up_fr_sell : na // buy signal options 2 opt_sig_buy_2 = X_opt_2 == "---" ? na : // X_opt_2 == "Grid - forward sig" ? grid_up_buy : X_opt_2 == "Grid - counter trend" ? grid_ct_buy : X_opt_2 == "Grid - reentry" ? grid_re_buy : X_opt_2 == "Fractals" ? fr_upx : X_opt_2 == "Reverse fractal" ? rev_dn_fr_buy : na // sell signal options 2 opt_sig_sell_2 = X_opt_2 == "---" ? na : // X_opt_2 == "Grid - forward sig" ? grid_dn_sell : X_opt_2 == "Grid - counter trend" ? grid_ct_sell : X_opt_2 == "Grid - reentry" ? grid_re_sell : X_opt_2 == "Fractals" ? fr_dnx : X_opt_2 == "Reverse fractal" ? rev_up_fr_sell : na //-------------------------- entry filter ------------------------------- //entry buy filter 1 options entry_filter_buy_1 = entry_f_1 == "---" ? true : entry_f_1 == "MACD filter" ? macd_buy : entry_f_1 == "RSI50 filter" ? rsi_f_buy_f : entry_f_1 == "Fractals filter" ? fr_upx_f : entry_f_1 == "SuperTrend filter" ? sup_buy_f : entry_f_1 == "Parabolic SAR filter" ? psar_buy_f : entry_f_1 == "SMA filter" ? sma_buy_f : entry_f_1 == "ADX filter" ? adx_above_thres : entry_f_1 == "Segments filter" ? segments_buy : entry_f_1 == "Fractals 1-2-3 filter" ? hl_hh_buy : entry_f_1 == "Reverse fractal filter" ? rev_dn_fr_buy : entry_f_1 == "EMA21/SMA20 filter" ? ma_cross_buy : entry_f_1 == "TRIX filter" ? trix_buy_f : entry_f_1 == "Price X Kumo filter" ? kumo_buy_f : entry_f_1 == "Price X Kijun filter" ? kijun_buy_f : entry_f_1 == "Kumo flip filter" ? kumo_flip_buy_f : entry_f_1 == "Price filtered Kumo flip filter" ? price_filtered_kumo_flip_buy_f : entry_f_1 == "Chikou X price filter" ? chikou_X_price_buy_f : entry_f_1 == "Chikou X Kumo filter" ? chikou_X_kumo_buy_f : entry_f_1 == "Price X Tenkan filter" ? price_X_tenkan_buy_f : entry_f_1 == "Tenkan X Kumo filter" ? tenkan_X_kumo_buy_f : entry_f_1 == "Tenkan X Kijun filter" ? tenkan_X_kijun_buy_f : true //entry sell filter 1 options entry_filter_sell_1 = entry_f_1 == "---" ? true : entry_f_1 == "MACD filter" ? macd_sell : entry_f_1 == "RSI50 filter" ? rsi_f_sell_f : entry_f_1 == "Fractals filter" ? fr_dnx_f : entry_f_1 == "SuperTrend filter" ? sup_sell_f : entry_f_1 == "Parabolic SAR filter" ? psar_sell_f : entry_f_1 == "SMA filter" ? sma_sell_f : entry_f_1 == "ADX filter" ? adx_above_thres : entry_f_1 == "Segments filter" ? segments_sell : entry_f_1 == "Fractals 1-2-3 filter" ? lh_ll_sell : entry_f_1 == "Reverse fractal filter" ? rev_up_fr_sell : entry_f_1 == "EMA21/SMA20 filter" ? ma_cross_sell : entry_f_1 == "TRIX filter" ? trix_sell_f : entry_f_1 == "Price X Kumo filter" ? kumo_sell_f : entry_f_1 == "Price X Kijun filter" ? kijun_sell_f : entry_f_1 == "Kumo flip filter" ? kumo_flip_sell_f : entry_f_1 == "Price filtered Kumo flip filter" ?price_filtered_kumo_flip_sell_f : entry_f_1 == "Chikou X price filter" ? chikou_X_price_sell_f : entry_f_1 == "Chikou X Kumo filter" ? chikou_X_kumo_sell_f : entry_f_1 == "Price X Tenkan filter" ? price_X_tenkan_sell_f : entry_f_1 == "Tenkan X Kumo filter" ? tenkan_X_kumo_sell_f : entry_f_1 == "Tenkan X Kijun filter" ? tenkan_X_kijun_sell_f : true //entry buy filter 2 options entry_filter_buy_2 = entry_f_2 == "---" ? true : entry_f_2 == "MACD filter" ? macd_buy : entry_f_2 == "RSI50 filter" ? rsi_f_buy_f : entry_f_2 == "Fractals filter" ? fr_upx_f : entry_f_2 == "SuperTrend filter" ? sup_buy_f : entry_f_2 == "Parabolic SAR filter" ? psar_buy_f : entry_f_2 == "SMA filter" ? sma_buy_f : entry_f_2 == "ADX filter" ? adx_above_thres : entry_f_2 == "Segments filter" ? segments_buy : entry_f_2 == "Fractals 1-2-3 filter" ? hl_hh_buy : entry_f_2 == "Reverse fractal filter" ? rev_dn_fr_buy : entry_f_2 == "EMA21/SMA20 filter" ? ma_cross_buy : entry_f_2 == "TRIX filter" ? trix_buy_f : entry_f_2 == "Price X Kumo filter" ? kumo_buy_f : entry_f_2 == "Price X Kijun filter" ? kijun_buy_f : entry_f_2 == "Kumo flip filter" ? kumo_flip_buy_f : entry_f_2 == "Price filtered Kumo flip filter" ? price_filtered_kumo_flip_buy_f : entry_f_2 == "Chikou X price filter" ? chikou_X_price_buy_f : entry_f_2 == "Chikou X Kumo filter" ? chikou_X_kumo_buy_f : entry_f_2 == "Price X Tenkan filter" ? price_X_tenkan_buy_f : entry_f_2 == "Tenkan X Kumo filter" ? tenkan_X_kumo_buy_f : entry_f_2 == "Tenkan X Kijun filter" ? tenkan_X_kijun_buy_f : true //entry sell filter 2 options entry_filter_sell_2 = entry_f_2 == "---" ? true : entry_f_2 == "MACD filter" ? macd_sell : entry_f_2 == "RSI50 filter" ? rsi_f_sell_f : entry_f_2 == "Fractals filter" ? fr_dnx_f : entry_f_2 == "SuperTrend filter" ? sup_sell_f : entry_f_2 == "Parabolic SAR filter" ? psar_sell_f : entry_f_2 == "SMA filter" ? sma_sell_f : entry_f_2 == "ADX filter" ? adx_above_thres : entry_f_2 == "Segments filter" ? segments_sell : entry_f_2 == "Fractals 1-2-3 filter" ? lh_ll_sell : entry_f_2 == "Reverse fractal filter" ? rev_up_fr_sell : entry_f_2 == "EMA21/SMA20 filter" ? ma_cross_sell : entry_f_2 == "TRIX filter" ? trix_sell_f : entry_f_2 == "Price X Kumo filter" ? kumo_sell_f : entry_f_2 == "Price X Kijun filter" ? kijun_sell_f : entry_f_2 == "Kumo flip filter" ? kumo_flip_sell_f : entry_f_2 == "Price filtered Kumo flip filter" ? price_filtered_kumo_flip_sell_f : entry_f_2 == "Chikou X price filter" ? chikou_X_price_sell_f : entry_f_2 == "Chikou X Kumo filter" ? chikou_X_kumo_sell_f : entry_f_2 == "Price X Tenkan filter" ? price_X_tenkan_sell_f : entry_f_2 == "Tenkan X Kumo filter" ? tenkan_X_kumo_sell_f : entry_f_2 == "Tenkan X Kijun filter" ? tenkan_X_kijun_sell_f : true //------------------------- exit filter ----------------------- //short exit buy filter 1 options exit_filter_buy_1 = exit_f_1 == "---" ? false : exit_f_1 == "TRIX exit" ? trix_buy_x : exit_f_1 == "Reverse fractal exit" ? rev_dn_fr_buy : exit_f_1 == "MACD exit" ? macd_buy_x : exit_f_1 == "RSI50 exit" ? rsi_f_buy_x : exit_f_1 == "Fractals exit" ? fr_upx_x : exit_f_1 == "SuperTrend exit" ? sup_buy_x : exit_f_1 == "Parabolic SAR exit" ? psar_buy : exit_f_1 == "SMA exit" ? sma_buy_x : exit_f_1 == "ADX exit" ? adx_thres_f_x : exit_f_1 == "Cloud exit" ? kumo_buy_x : exit_f_1 == "Kijun exit" ? kijun_buy_x : false //long exit sell filter 1 options exit_filter_sell_1 = exit_f_1 == "---" ? false : exit_f_1 == "TRIX exit" ? trix_sell_x : exit_f_1 == "Reverse fractal exit" ? rev_up_fr_sell : exit_f_1 == "MACD exit" ? macd_sell_x : exit_f_1 == "RSI50 exit" ? rsi_f_sell_x : exit_f_1 == "Fractals exit" ? fr_dnx_x : exit_f_1 == "SuperTrend exit" ? sup_sell_x : exit_f_1 == "Parabolic SAR exit" ? psar_sell : exit_f_1 == "SMA exit" ? sma_sell_x : exit_f_1 == "ADX exit" ? adx_thres_f_x : exit_f_1 == "Cloud exit" ? kumo_sell_x : exit_f_1 == "Kijun exit" ? kijun_sell_x : false //short exit buy filter 2 options exit_filter_buy_2 = exit_f_2 == "---" ? false : exit_f_2 == "TRIX exit" ? trix_buy_x : exit_f_2 == "Reverse fractal exit" ? rev_dn_fr_buy : exit_f_2 == "MACD exit" ? macd_buy_x : exit_f_2 == "RSI50 exit" ? rsi_f_buy_x : exit_f_2 == "Fractals exit" ? fr_upx_x : exit_f_2 == "SuperTrend exit" ? sup_buy_x : exit_f_2 == "Parabolic SAR exit" ? psar_buy : exit_f_2 == "SMA exit" ? sma_buy_x : exit_f_2 == "ADX exit" ? adx_thres_f_x : exit_f_2 == "Cloud exit" ? kumo_buy_x : exit_f_2 == "Kijun exit" ? kijun_buy_x : false //long exit sell filter 2 options exit_filter_sell_2 = exit_f_2 == "---" ? false : exit_f_2 == "TRIX exit" ? trix_sell_x : exit_f_2 == "Reverse fractal exit" ? rev_up_fr_sell : exit_f_2 == "MACD exit" ? macd_sell_x : exit_f_2 == "RSI50 exit" ? rsi_f_sell_x : exit_f_2 == "Fractals exit" ? fr_dnx_x : exit_f_2 == "SuperTrend exit" ? sup_sell_x : exit_f_2 == "Parabolic SAR exit" ? psar_sell : exit_f_2 == "SMA exit" ? sma_sell_x : exit_f_2 == "ADX exit" ? adx_thres_f_x : exit_f_2 == "Cloud exit" ? kumo_sell_x : exit_f_2 == "Kijun exit" ? kijun_sell_x : false //--------------------- strategy entry --------------------- long = entry_type != "Short" short = entry_type != "Long" exit_long = exit_filter_sell_1 or exit_filter_sell_2 exit_short = exit_filter_buy_1 or exit_filter_buy_2 if backtest_period() if long strategy.entry("os_b", strategy.long, when = opt_sig_buy and entry_filter_buy_1 and entry_filter_buy_2 and not exit_long, comment= not backtest ? "BybitAPI(BTCUSD) { market(side=buy, amount=100); }" : na) strategy.entry("os_b", strategy.long, when = opt_sig_buy_2 and entry_filter_buy_1 and entry_filter_buy_2 and not exit_long, comment= not backtest ? "BybitAPI(BTCUSD) { market(side=buy, amount=100); }" : na) strategy.close("os_b", when = exit_long) if short strategy.entry("os_s",strategy.short, when = opt_sig_sell and entry_filter_sell_1 and entry_filter_sell_2 and not exit_short, comment= not backtest ? "BybitAPI(BTCUSD) { market(side=sell, amount=100); }" : na) strategy.entry("os_s",strategy.short, when = opt_sig_sell_2 and entry_filter_sell_1 and entry_filter_sell_2 and not exit_short, comment= not backtest ? "BybitAPI(BTCUSD) { market(side=sell, amount=100); }" : na) strategy.close("os_s", when = exit_short) // {{strategy.order.comment}} #bot - altert message