یہ حکمت عملی بنیادی طور پر الٹا آپریشن کرنے کے لئے 14 دن اور 28 دن کی سادہ چلتی اوسط سے بنی گولڈن کراس اور ڈیتھ کراس کا استعمال کرتی ہے۔ جب فاسٹ چلتی اوسط نیچے سے سست چلتی اوسط سے تجاوز کرتی ہے تو ، اس سے یہ ظاہر ہوتا ہے کہ مارکیٹ الٹا ہونا شروع ہو رہی ہے اور ایک لمبی پوزیشن قائم کی جاسکتی ہے۔ جب فاسٹ چلتی اوسط اوپر سے سست چلتی اوسط سے نیچے کی طرف بڑھتی ہے تو ، اس سے یہ بھی اشارہ ہوتا ہے کہ مارکیٹ الٹا ہو رہی ہے اور ایک مختصر پوزیشن لی جاسکتی ہے۔
چونکہ یہ مارکیٹ کے رجحانات میں تبدیلیوں کا تعین کرنے کے لئے سادہ چلتی اوسط کا استعمال کرنے کے اصول کا استعمال کرتا ہے، میں نے اس حکمت عملی کو
اس حکمت عملی کا بنیادی منطق مارکیٹ کے رجحانات کا تعین کرنے کے لئے مختلف ادوار کے ساتھ 14 دن اور 28 دن کے سادہ چلنے والے اوسط کا استعمال کرنا ہے۔ مخصوص قواعد مندرجہ ذیل ہیں:
تیز لائن 14 دن کی سادہ چلتی اوسط اور سست لائن 28 دن کی سادہ چلتی اوسط کے طور پر بیان کی گئی ہے۔
جب تیز لائن نیچے سے سست لائن کے اوپر سے گزرتی ہے، تو یہ طویل عرصے تک جانے کے لئے ایک تیزی کا اشارہ دیتا ہے.
جب تیز لائن اوپر سے سست لائن سے نیچے سے گزرتی ہے تو یہ مختصر ہونے کے لئے ایک bearish سگنل دیتا ہے۔
طویل / مختصر جانے کے بعد، جب تیز لائن ایک بار پھر سست لائن کے نیچے / اوپر عبور کرتی ہے، تو یہ پوزیشنوں کو بند کرنے کا اشارہ دیتا ہے۔
اس حکمت عملی میں رسک مینجمنٹ کے لئے اسٹاپ نقصان ، فائدہ اٹھانا اور ٹریلنگ اسٹاپ نقصان بھی شامل ہے۔ طویل اور مختصر پوزیشنوں کے ل the ، اسٹاپ نقصان کی قیمت ، طویل فائدہ اٹھانے کی قیمت ، مختصر فائدہ اٹھانے کی قیمت اور ٹریلنگ اسٹاپ نقصان کی قیمت کو فیصد کی شکل میں الگ الگ بیان کیا گیا ہے تاکہ حکمت عملی کو زیادہ لچکدار بنایا جاسکے۔
اسٹریٹجی میں دوہری چلتی اوسط کے استعمال سے مارکیٹ کے اہم رجحانات کا جائزہ لیا جاتا ہے ، جس میں آسان اور واضح اصول ہیں جن کو سمجھنا اور تصدیق کرنا آسان ہے۔
چلتی اوسط مدت 14 اور 28 دن پر مقرر کی گئی ہے، جو بالترتیب قلیل مدتی اور درمیانی مدتی رجحان کی تبدیلیوں کی نمائندگی کرتی ہے، جو الٹ جانے کے مواقع کو بہتر طور پر تلاش کرسکتے ہیں۔
خطرات پر قابو پانے کے لئے منافع ، اسٹاپ نقصان اور ٹریلنگ اسٹاپ نقصان کو شامل کرکے ، یہ منافع کو مقفل کرنے کی اجازت دیتا ہے اور نقصانات کو بڑھانے سے بچتا ہے۔
یہ مختلف مارکیٹ کے ماحول کی ضروریات کو پورا کرنے کے لئے طویل اور مختصر دونوں جا سکتے ہیں.
دوہری حرکت پذیر اوسط کراس اوورز میں کچھ تاخیر ہے، ممکنہ طور پر بہترین داخلہ ٹائمنگ کو یاد رکھنا.
مختصر اور لمبی حرکت پذیر اوسط کے درمیان کراس اوورز غلط سگنل پیدا کرنے کا شکار ہیں۔ بہت مختصر حرکت پذیر اوسط ادوار کی ترتیب سے گریز کریں۔
اگر اسٹاپ نقصان کا فاصلہ بہت چھوٹا مقرر کیا جائے تو ، اس سے اسٹاپ کی ہٹ ہونے کا امکان بڑھ سکتا ہے۔ مختلف مصنوعات کے مطابق معقول اسٹاپ نقصان کے فاصلے مقرر کیے جائیں۔
ایک مجموعہ بنانے اور حکمت عملی کی استحکام کو بہتر بنانے کے لئے مزید اشارے متعارف کرائے جاسکتے ہیں۔ مثال کے طور پر ، رجحانات کا اندازہ کرنے کے لئے بولنگر بینڈ شامل کرنا ، یا انٹری ٹائمنگ کی تصدیق کے لئے ایم اے سی ڈی متعارف کرانا۔
مختلف حرکت پذیر اوسط پیرامیٹر کے مجموعوں کا تجربہ کریں تاکہ وہ ادوار ملیں جو مصنوعات کی خصوصیات سے بہتر مطابقت رکھتے ہوں۔
سٹاپ نقصان کی فاصلہ کی مختلف ترتیبات کو آزمائیں تاکہ سٹاپ نقصان کا بہترین مقام مل سکے۔
غلط سگنل کو کم کرنے کے لئے بہترین پیرامیٹر مجموعہ تلاش کرنے کے لئے اصلاح کے لئے دیگر اشارے کے اضافے کا تجربہ کریں.
زیادہ سے زیادہ منافع کے لئے پوزیشن سائزنگ کے قوانین کو بہتر بنائیں.
مجموعی طور پر ، یہ رجحان کی تبدیلیوں کا تعین کرنے کے لئے دوہری چلتی اوسط پر مبنی ایک بہت ہی کلاسیکی حکمت عملی ہے۔ اس کے فوائد جیسے آسان آپریٹنگ اصول اور نسبتا easy سمجھنے میں آسان ہیں۔ اسی وقت ، کچھ ایسی سمتیں بھی ہیں جن کو بعد میں مستقل طور پر بہتر بنایا جاسکتا ہے۔ عام طور پر ، یہ حکمت عملی اصولوں اور کارروائیوں کے لحاظ سے کافی پختہ ہے ، جس سے یہ ایک بہت اچھی تعارفی مقداری تجارتی حکمت عملی بن جاتی ہے۔
/*backtest start: 2023-01-26 00:00:00 end: 2024-02-01 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/ // © ruckard //@version=4 // Current version: v20201031 ( A061 ) // Tradingview Public description - BEGIN // // This strategy serves as a beginner's guide to connect TradingView signals to Zignaly Crypto Trading Platform. // // It was originally tested at BTCUSDT pair and 1D timeframe. // The strategy is a slightly modified copy of default TradingView strategy that appears when you create a blank new strategy. // It decides to go long when 14-period SMA crosses over 28-period SMA and goes short when 14-period SMA crosses under 28-period SMA. // // Before using this documentation it's recommended that you: // [LIST] // [*] Use default TradingView strategy script or another script and setup its associated alert manually. Just make the alert pop-up in the screen. // [*] Create a 'Copy-Trader provider' (or Signal Provider) in Zignaly and send signals to it either thanks to your browser or with some basic programming. // [/LIST] // [B]SETTINGS[/B] // [B]__ SETTINGS - Capital[/B] // [LIST] // [*] (CAPITAL) Capital quote invested per order in USDT units {100.0}. This setting is only used when '(ZIG) Provider type' is set to 'Signal Provider'. // [*] (CAPITAL) Capital percentage invested per order (%) {25.0}. This setting is only used when '(ZIG) Provider type' is set to 'Copy Trader Provider'. // [/LIST] // [B]__ SETTINGS - Misc[/B] // [LIST] // [*] (ZIG) Enable Alert message {True}: Whether to enable alert message or not. // [*] (DEBUG) Enable debug on order comments {True}: Whether to show alerts on order comments or not. // [*] Number of decimal digits for Prices {2}. // [*] (DECIMAL) Maximum number of decimal for contracts {3}. // [/LIST] // [B]__ SETTINGS - Zignaly[/B] // [LIST] // [*] (ZIG) Integration type {TradingView only}: [b]Hybrid[/b]: Both TradingView and Zignaly handle take profit, trailing stops and stop losses. Useful if you are scared about TradingView not firing an alert. It might arise problems if TradingView and Zignaly get out of sync. [b]TradingView only[/b]: TradingView sends entry and exit orders to Zignaly so that Zignaly only buys or sells. Zignaly won't handle stop loss or other settings on its own. // [*] (ZIG) Zignaly Alert Type {WebHook}: 'Email' or 'WebHook'. // [*] (ZIG) Provider type {Copy Trader Provider}: 'Copy Trader Provider' or 'Signal Provider'. 'Copy Trader Provider' sends a percentage to manage. 'Signal Provider' sends a quote to manage. // [*] (ZIG) Exchange: 'Binance' or 'Kucoin'. // [*] (ZIG) Exchange Type {Spot}: 'Spot' or 'Futures'. // [*] (ZIG) Leverage {1}. Set it to '1' when '(ZIG) Exchange Type' is set to 'Spot'. // [/LIST] // [B]__ SETTINGS - Strategy[/B] // [LIST] // [*] (STRAT) Strategy Type: 'Long and Short', 'Long Only' or 'Short Only'. // [*] (STOPTAKE) Take Profit? {false}: Whether to enable Take Profit. // [*] (STOPTAKE) Stop Loss? {True}: Whether to enable Stop Loss. // [*] (TRAILING) Enable Trailing Take Profit (%) {True}: Whether to enable Trailing Take Profit. // [*] (STOPTAKE) Take Profit % {3.0}: Take profit percentage. This setting is only used when '(STOPTAKE) Take Profit?' setting is set to true. // [*] (STOPTAKE) Stop Loss % {2.0}: Stop loss percentage. This setting is only used when '(STOPTAKE) Stop Loss?' setting is set to true. // [*] (TRAILING) Trailing Take Profit Trigger (%) {2.5}: Trailing Stop Trigger Percentage. This setting is only used when '(TRAILING) Enable Trailing Take Profit (%)' setting is set to true. // [*] (TRAILING) Trailing Take Profit as a percentage of Trailing Take Profit Trigger (%) {25.0}: Trailing Stop Distance Percentage. This setting is only used when '(TRAILING) Enable Trailing Take Profit (%)' setting is set to true. // [*] (RECENT) Number of minutes to wait to open a new order after the previous one has been opened {6}. // [/LIST] // [B]DEFAULT SETTINGS[/B] // By default this strategy has been setup with these beginner settings: // [LIST] // [*] '(ZIG) Integration type' : TradingView only // [*] '(ZIG) Provider type' : 'Copy Trader Provider' // [*] '(ZIG) Exchange' : 'Binance' // [*] '(ZIG) Exchange Type' : 'Spot' // [*] '(STRAT) Strategy Type' : 'Long Only' // [*] '(ZIG) Leverage' : '1' (Or no leverage) // [/LIST] // but you can change those settings if needed. // [B]FIRST STEP[/B] // [LIST] // [*] For both future or spot markets you should make sure to change '(ZIG) Zignaly Alert Type' to match either WebHook or Email. If you have a non paid account in TradingView as in October 2020 you would have to use Email which it's free to use. // [/LIST] // [B]RECOMMENDED SETTINGS[/B] // [B]__ RECOMMENDED SETTINGS - Spot markets[/B] // [LIST] // [*] '(ZIG) Exchange Type' setting should be set to 'Spot' // [*] '(STRAT) Strategy Type' setting should be set to 'Long Only' // [*] '(ZIG) Leverage' setting should be set to '1' // [/LIST] // [B]__ RECOMMENDED SETTINGS - Future markets[/B] // [LIST] // [*] '(ZIG) Exchange Type' setting should be set to 'Futures' // [*] '(STRAT) Strategy Type' setting should be set to 'Long and Short' // [*] '(ZIG) Leverage' setting might be changed if desired. // [/LIST] // [B]__ RECOMMENDED SETTINGS - Signal Providers[/B] // [LIST] // [*] '(ZIG) Provider type' setting should be set to 'Signal Provider' // [*] '(CAPITAL) Capital quote invested per order in USDT units' setting might be changed if desired. // [/LIST] // [B]__ RECOMMENDED SETTINGS - Copy Trader Providers[/B] // [LIST] // [*] '(ZIG) Provider type' setting should be set to 'Copy Trader Provider' // [*] '(CAPITAL) Capital percentage invested per order (%)' setting might be changed if desired. // [*] Strategy Properties setting: 'Initial Capital' might be changed if desired. // [/LIST] // [B]INTEGRATION TYPE EXPLANATION[/B] // [LIST] // [*] 'Hybrid': Both TradingView and Zignaly handle take profit, trailing stops and stop losses. Useful if you are scared about TradingView not firing an alert. It might arise problems if TradingView and Zignaly get out of sync. // [*] 'TradingView only': TradingView sends entry and exit orders to Zignaly so that Zignaly only buys or sells. Zignaly won't handle stop loss or other settings on its own. // [/LIST] // [B]HOW TO USE THIS STRATEGY[/B] // [LIST] // [*] Beginner: Copy and paste the strategy and change it to your needs. Turn off '(DEBUG) Enable debug on order comments' setting. // [*] Medium: Reuse functions and inputs from this strategy into your own as if it was a library. // [*] Advanced: Check Strategy Tester. List of trades. Copy and paste the different suggested 'alert_message' variable contents to your script and change them to your needs. // [*] Expert: You needed a way to pass data from TradingView script to the alert. Now you know it's the 'alert_message' variable. You can find several examples in the source code using the variable. You also have seen 'ALERTS SETUP' explanation below. An additional quick look at 'Strategy Tester', 'List of Trades' and you are ready to go. // [/LIST] // [B] ALERTS SETUP[/B] // This is the important piece of information that allows you to connect TradingView to Zignaly in a semi-automatic manner. // [B] __ ALERTS SETUP - WebHook[/B] // [LIST] // [*] Webhook URL: https : // zignaly . com / api / signals.php?key=MYSECRETKEY // [*] Message: { {{strategy.order.alert_message}} , "key" : "MYSECRETKEY" } // [/LIST] // [B] __ ALERTS SETUP - Email[/B] // [LIST] // [*] Setup a new Hotmail account // [*] Add it as an 'SMS email' in TradingView Profile settings page. // [*] Confirm your own the email address // [*] Create a rule in your Hotmail account that 'Redirects' (not forwards) emails to 'signals @ zignaly . email' when (1): 'Subject' includes 'Alert', (2): 'Email body' contains string 'MYZIGNALYREDIRECTTRIGGER' and (3): 'From' contains 'noreply @ tradingview . com'. // [*] In 'More Actions' check: Send Email-to-SMS // [*] Message: ||{{strategy.order.alert_message}}||key=MYSECRETKEY|| // MYZIGNALYREDIRECTTRIGGER // [/LIST] // '(DEBUG) Enable debug on order comments' is turned on by default so that you can see in the Strategy Tester. List of Trades. The different orders alert_message that would have been sent to your alert. You might want to turn it off it some many letters in the screen is problem. // [B]STRATEGY ADVICE[/B] // [LIST] // [*] If you turn on 'Take Profit' then turn off 'Trailing Take Profit'. // [/LIST] // // [B]ZIGNALY SIDE ADVICE[/B] // [LIST] // [*] If you are a 'Signal Provider' make sure that 'Allow reusing the same signalId if there isn't any open position using it?' setting in the profile tab is set to true. // [*] You can find your 'MYSECRETKEY' in your 'Copy Trader/Signal' provider Edit tab at 'Signal URL'. // [/LIST] // // [B]ADDITIONAL ZIGNALY DOCUMENTATION[/B] // This beginner's guide is quite basic and meant to be an introduction. Please read additional documentation to learn what you actually can do with Zignaly. // [LIST] // [*] docs . zignaly . com / signals / how-to -- How to send signals to Zignaly // [*] 3 Ways to send signals to Zignaly // [*] SIGNALS // [/LIST] // // [B]FINAL REMARKS[/B] // [LIST] // [*] This strategy tries to match the Pine Script Coding Conventions as best as possible. // [*] You can check my 'Ruckard TradingLatino' strategy for a more complex strategy that it's also integrated with Zignaly. Unfortunatley it does not use Pine Script Coding Conventions as much. // [/LIST] // Tradingview Public description - END strategy("Zignaly Tutorial A061", shorttitle="A061ZigTuto", overlay=true, max_bars_back=5000, calc_on_order_fills=false, calc_on_every_tick=false, pyramiding=0, initial_capital=1000, slippage=1, commission_type=strategy.commission.percent, commission_value=0.1) // INPUTS - BEGIN // Strategy - Inputs i_enableZignalyAlert = input(true, "(ZIG) Enable Alert message {True}") _ZIGHYBRIDINTEGRATION_ = "Hybrid" , _ZIGTVONLYINTEGRATION_ = "TradingView only" i_zignalyIntegrationType = input(_ZIGTVONLYINTEGRATION_, "(ZIG) Integration type", options=[_ZIGTVONLYINTEGRATION_, _ZIGHYBRIDINTEGRATION_]) _ZIGSIGNALPROVIDER_ = "Signal Provider" , _ZIGCOPYTRADERPROVIDER_ = "Copy Trader Provider" i_zignalyProviderType = input(_ZIGCOPYTRADERPROVIDER_, "(ZIG) Provider type", options=[_ZIGSIGNALPROVIDER_, _ZIGCOPYTRADERPROVIDER_]) L_S = "Long and Short" , _L_ = "Long Only" , _S_ = "Short Only" i_strategyType = input(_L_, "(STRAT) Strategy Type", options=[L_S, _L_, _S_]) // Order comments based debug i_enableOrderCommentDebug = input(true, title="(DEBUG) Enable debug on order comments {True}", type=input.bool) i_enableTakeProfit = input(false, "(STOPTAKE) Take Profit? {false}") i_enableStopLoss = input(true, "(STOPTAKE) Stop Loss? {True}") i_enableTrailingTakeProfit = input(true, title="(TRAILING) Enable Trailing Take Profit (%) {True}", type=input.bool) i_TakeProfit = input(1.1, title="(STOPTAKE) Take Profit % {3.0}") / 100 i_StopLoss = input(2.0, title="(STOPTAKE) Stop Loss % {2.0}", minval=0.01 ) / 100 // Trailing Take Profit - Inputs i_trailingTakeProfitPercentageTrigger = input(1.2, "(TRAILING) Trailing Take Profit Trigger (%) {2.5}",minval=0,step=0.01,type=input.float) * 0.01 i_trailingTakeProfitPercentageOffset = input(25.0, "(TRAILING) Trailing Take Profit as a percentage of Trailing Take Profit Trigger (%) {25.0}",minval=0,step=0.01,type=input.float) * 0.01 // Zignaly - Email (zignalye) _ZIGNALYE_="Email", _ZIGNALYW_="WebHook" i_zignalyAlertType = input(_ZIGNALYW_, "(ZIG) Zignaly Alert Type {WebHook}", options=[_ZIGNALYW_, _ZIGNALYE_]) _ZIGEXBINANCE_ = "Binance" , _ZIGEXKUCOIN_ = "Kucoin" i_zignalyExchange = input(_ZIGEXBINANCE_, "(ZIG) Exchange", options=[_ZIGEXBINANCE_, _ZIGEXKUCOIN_]) _ZIGEXTYPESPOT_ = "spot" , _ZIGEXFUTURES_ = "futures" i_zignalyExchangeType = input(_ZIGEXTYPESPOT_, "(ZIG) Exchange Type {Spot}", options=[_ZIGEXTYPESPOT_, _ZIGEXFUTURES_]) i_zignalyLeverage = input(1, "(ZIG) Leverage {1}",minval=1,step=1,maxval=125,type=input.integer) var i_zignalyLeverage_str = tostring(i_zignalyLeverage) // It needs to run only once i_priceDecimalDigits = input(2, "Number of decimal digits for Prices {2}", minval=0, maxval=10, step=1) // Decimal - Inputs i_contractMaximumDecimalNumber = input(3, title="(DECIMAL) Maximum number of decimal for contracts {3}",minval=0) i_tooRecentMinutesNumber = input(6, "(RECENT) Number of minutes to wait to open a new order after the previous one has been opened {6}", minval=1, maxval=100, step=1) i_CapitalQuote = input(100.0, title="(CAPITAL) Capital quote invested per order in USDT units {100.0}") i_CapitalPercentage = input(25.0, title="(CAPITAL) Capital percentage invested per order (%) {25.0}",minval=0,step=0.01,type=input.float) * 0.01 // INPUTS - END // Strategy - INIT - BEGIN // Dynamic Trailing Take Profit - Variables var int buyOrderOpenBarIndex = na var int sellOrderOpenBarIndex = na var float buyStopLoss = na var float sellStopLoss = na var float newBuyStopLoss = na var float newSellStopLoss = na // Handle to avoid two long and short orders being too next to each other var bool _oldInsideABuyOrder = false var bool oldInsideASellOrder = false var bool insideABuyOrder = false var bool insideASellOrder = false _oldInsideABuyOrder := insideABuyOrder oldInsideASellOrder := insideASellOrder var int lastOrderOpenBarTime = na // Handle recalculate after Stop Loss / Take Profit order if (strategy.position_size == 0.0) insideABuyOrder := false insideASellOrder := false else lastOrderOpenBarTime := time_close // Zignaly exchangeTickerID = syminfo.basecurrency + syminfo.currency var string zignalySeparator = "," var string zignalyQuote = "\"" var string zignalyEquals = "=" if ( i_zignalyAlertType == _ZIGNALYE_) zignalySeparator := "||" zignalyQuote := "" zignalyEquals := "=" else zignalySeparator := "," zignalyQuote := "\"" zignalyEquals := ":" zignalyCommonAlertMessage = zignalyQuote + "exchange" + zignalyQuote + zignalyEquals + zignalyQuote + i_zignalyExchange + zignalyQuote + zignalySeparator + zignalyQuote + "exchangeAccountType" + zignalyQuote + zignalyEquals + zignalyQuote + i_zignalyExchangeType + zignalyQuote + zignalySeparator + zignalyQuote + "pair" + zignalyQuote + zignalyEquals + zignalyQuote + "" + exchangeTickerID + zignalyQuote + zignalySeparator + zignalyQuote + "leverage" + zignalyQuote + zignalyEquals + zignalyQuote + i_zignalyLeverage_str + zignalyQuote var string tmpOrderComment = na var string tmpOrderAlertMessage = na var int i_tooRecentMinutesNumber_ms = i_tooRecentMinutesNumber * 60 * 1000 // Convert minutes into milliseconds only once // Strategy - INIT - END // FUNCTIONS - BEGIN // Decimals - Functions f_getContractMultiplier(_contractMaximumDecimalNumber) => _contractMultiplier = 1 if (_contractMaximumDecimalNumber == 0) _contractMultiplier // Return 1 else for _counter = 1 to _contractMaximumDecimalNumber _contractMultiplier:= _contractMultiplier * 10 _contractMultiplier f_priceDecimalDigitsZeroString () => // Dependencies: i_priceDecimalDigits (initialized in inputs). _zeroString = "" if not (i_priceDecimalDigits == 0) for _digit = 1 to i_priceDecimalDigits _zeroString := _zeroString + "0" _zeroString // Zignalye - Functions - BEGIN f_getZignalyLongAlertMessage(_entryQuantityContractsUSDT, _currentCapital) => // Dependencies: i_enableStopLoss (initialized in inputs). // Dependencies: i_enableTakeProfit (initialized in inputs). // Dependencies: i_TakeProfit (initialized in inputs). // Dependencies: i_enableTrailingTakeProfit (initialized in inputs). // Dependencies: i_trailingTakeProfitPercentageOffset (initialized in inputs). // Dependencies: i_trailingTakeProfitPercentageTrigger (initialized in inputs). // Dependencies: i_zignalyIntegrationType (initialized in inputs). // Function Dependencies: f_priceDecimalDigitsZeroString() var string _zignaleStopLossCombo = "" var string _zignaleTakeProfitCombo = "" var string _zignaleTrailingTakeProfitCombo = "" _zignalyLongCommonAlertMessage = zignalyQuote + "type" + zignalyQuote + zignalyEquals + zignalyQuote + "entry" + zignalyQuote + zignalySeparator + zignalyQuote + "side" + zignalyQuote + zignalyEquals + zignalyQuote + "long" + zignalyQuote + zignalySeparator + zignalyQuote + "orderType" + zignalyQuote + zignalyEquals + zignalyQuote + "market" + zignalyQuote + zignalySeparator + zignalyQuote + "signalId" + zignalyQuote + zignalyEquals + zignalyQuote + "LONG-" + exchangeTickerID + zignalyQuote float _floatEntryQuantityContractsUSDT = _entryQuantityContractsUSDT _entryQuantityContractsUSDTStr = tostring(_entryQuantityContractsUSDT, "0." + f_priceDecimalDigitsZeroString()) float _floatCurrentCapital = _currentCapital float _entryQuantityContractsPercent = (_floatEntryQuantityContractsUSDT / _floatCurrentCapital) * 100.00 _entryQuantityContractsPercentStr = tostring(_entryQuantityContractsPercent, "0." + f_priceDecimalDigitsZeroString()) // This is actually not needed because with pyramiding=0 it's impossible that an order is scaled (and thus modified) float _constantBuyStopLoss = na if (_oldInsideABuyOrder and insideABuyOrder) _constantBuyStopLoss := buyStopLoss else _constantBuyStopLoss := newBuyStopLoss if (i_enableStopLoss and (i_zignalyIntegrationType == _ZIGHYBRIDINTEGRATION_)) _zignaleStopLossCombo := zignalySeparator + zignalyQuote + "stopLossPercentage" + zignalyQuote + zignalyEquals + zignalyQuote + "-" + tostring((nz(_constantBuyStopLoss) * 100), "0." + f_priceDecimalDigitsZeroString()) + zignalyQuote else _zignaleStopLossCombo := "" if (i_enableTakeProfit and (i_zignalyIntegrationType == _ZIGHYBRIDINTEGRATION_)) _zignaleTakeProfitCombo := zignalySeparator + zignalyQuote + "takeProfitPercentage1" + zignalyQuote + zignalyEquals + zignalyQuote + "" + tostring((i_TakeProfit * 100), "0." + f_priceDecimalDigitsZeroString()) + zignalyQuote else _zignaleTakeProfitCombo := "" if (i_enableTrailingTakeProfit and (i_zignalyIntegrationType == _ZIGHYBRIDINTEGRATION_)) _zignaleTrailingTakeProfitCombo := zignalySeparator + zignalyQuote + "trailingStopDistancePercentage" + zignalyQuote + zignalyEquals + zignalyQuote + "-" + tostring((i_trailingTakeProfitPercentageOffset * 100), "0." + f_priceDecimalDigitsZeroString()) + zignalyQuote + zignalySeparator + zignalyQuote + "trailingStopTriggerPercentage" + zignalyQuote + zignalyEquals + zignalyQuote + "" + tostring((i_trailingTakeProfitPercentageTrigger * 100), "0." + f_priceDecimalDigitsZeroString()) + zignalyQuote else _zignaleTrailingTakeProfitCombo := "" var string _message = "" if (i_zignalyProviderType == _ZIGCOPYTRADERPROVIDER_) _message := zignalyCommonAlertMessage + zignalySeparator + _zignalyLongCommonAlertMessage + zignalySeparator + zignalyQuote + "positionSizePercentage" + zignalyQuote + zignalyEquals + zignalyQuote + "" + _entryQuantityContractsPercentStr + zignalyQuote + _zignaleStopLossCombo + _zignaleTakeProfitCombo + _zignaleTrailingTakeProfitCombo else // _ZIGSIGNALPROVIDER_ _message := zignalyCommonAlertMessage + zignalySeparator + _zignalyLongCommonAlertMessage + zignalySeparator + zignalyQuote + "positionSizeQuote" + zignalyQuote + zignalyEquals + zignalyQuote + "" + _entryQuantityContractsUSDTStr + zignalyQuote + _zignaleStopLossCombo + _zignaleTakeProfitCombo + _zignaleTrailingTakeProfitCombo _message f_getZignalyLongCloseAlertMessage() => // Dependencies: zignalyQuote // Dependencies: zignalyEquals // Dependencies: zignalySeparator // Dependencies: zignalyCommonAlertMessage _zignalyLongCloseCommonAlertMessage = zignalyQuote + "type" + zignalyQuote + zignalyEquals + zignalyQuote + "exit" + zignalyQuote + zignalySeparator + zignalyQuote + "side" + zignalyQuote + zignalyEquals + zignalyQuote + "long" + zignalyQuote + zignalySeparator + zignalyQuote + "orderType" + zignalyQuote + zignalyEquals + zignalyQuote + "market" + zignalyQuote + zignalySeparator + zignalyQuote + "signalId" + zignalyQuote + zignalyEquals + zignalyQuote + "LONG-" + exchangeTickerID + zignalyQuote var string _message = "" _message := zignalyCommonAlertMessage + zignalySeparator + _zignalyLongCloseCommonAlertMessage _message f_getZignalyShortAlertMessage(_entryQuantityContractsUSDT, _currentCapital) => // Dependencies: i_enableStopLoss (initialized in inputs). // Dependencies: i_enableTakeProfit (initialized in inputs). // Dependencies: i_TakeProfit (initialized in inputs). // Dependencies: i_enableTrailingTakeProfit (initialized in inputs). // Dependencies: i_trailingTakeProfitPercentageOffset (initialized in inputs). // Dependencies: i_trailingTakeProfitPercentageTrigger (initialized in inputs). // Dependencies: i_zignalyIntegrationType (initialized in inputs). // Function Dependencies: f_priceDecimalDigitsZeroString() var string _zignaleStopLossCombo = "" var string _zignaleTakeProfitCombo = "" var string _zignaleTrailingTakeProfitCombo = "" _zignalyLongCloseCommonAlertMessage = zignalyQuote + "type" + zignalyQuote + zignalyEquals + zignalyQuote + "entry" + zignalyQuote + zignalySeparator + zignalyQuote + "side" + zignalyQuote + zignalyEquals + zignalyQuote + "short" + zignalyQuote + zignalySeparator + zignalyQuote + "orderType" + zignalyQuote + zignalyEquals + zignalyQuote + "market" + zignalyQuote + zignalySeparator + zignalyQuote + "signalId" + zignalyQuote + zignalyEquals + zignalyQuote + "SHORT-" + exchangeTickerID + zignalyQuote float _floatEntryQuantityContractsUSDT = _entryQuantityContractsUSDT _entryQuantityContractsUSDTStr = tostring(_entryQuantityContractsUSDT, "0." + f_priceDecimalDigitsZeroString()) float _floatCurrentCapital = _currentCapital float _entryQuantityContractsPercent = (_floatEntryQuantityContractsUSDT / _floatCurrentCapital) * 100.00 _entryQuantityContractsPercentStr = tostring(_entryQuantityContractsPercent, "0." + f_priceDecimalDigitsZeroString()) // This is actually not needed because with pyramiding=0 it's impossible that an order is scaled (and thus modified) float _constantSellStopLoss = na if (oldInsideASellOrder and insideASellOrder) _constantSellStopLoss := sellStopLoss else _constantSellStopLoss := newSellStopLoss if (i_enableStopLoss and (i_zignalyIntegrationType == _ZIGHYBRIDINTEGRATION_)) _zignaleStopLossCombo := zignalySeparator + zignalyQuote + "stopLossPercentage" + zignalyQuote + zignalyEquals + zignalyQuote + "" + tostring((nz(_constantSellStopLoss) * 100), "0." + f_priceDecimalDigitsZeroString()) + zignalyQuote else _zignaleStopLossCombo := "" if (i_enableTakeProfit and (i_zignalyIntegrationType == _ZIGHYBRIDINTEGRATION_)) _zignaleTakeProfitCombo := zignalySeparator + zignalyQuote + "takeProfitPercentage1" + zignalyQuote + zignalyEquals + zignalyQuote + "-" + tostring((i_TakeProfit * 100), "0." + f_priceDecimalDigitsZeroString()) + zignalyQuote else _zignaleTakeProfitCombo := "" if (i_enableTrailingTakeProfit and (i_zignalyIntegrationType == _ZIGHYBRIDINTEGRATION_)) _zignaleTrailingTakeProfitCombo := zignalySeparator + zignalyQuote + "trailingStopDistancePercentage" + zignalyQuote + zignalyEquals + zignalyQuote + "" + tostring((i_trailingTakeProfitPercentageOffset * 100), "0." + f_priceDecimalDigitsZeroString()) + zignalyQuote + zignalySeparator + zignalyQuote + "trailingStopTriggerPercentage" + zignalyQuote + zignalyEquals + zignalyQuote + "-" + tostring((i_trailingTakeProfitPercentageTrigger * 100), "0." + f_priceDecimalDigitsZeroString()) + zignalyQuote else _zignaleTrailingTakeProfitCombo := "" var string _message = "" if (i_zignalyProviderType == _ZIGCOPYTRADERPROVIDER_) _message := zignalyCommonAlertMessage + zignalySeparator + _zignalyLongCloseCommonAlertMessage + zignalySeparator + zignalyQuote + "positionSizePercentage" + zignalyQuote + zignalyEquals + zignalyQuote + "" + _entryQuantityContractsPercentStr + zignalyQuote + _zignaleStopLossCombo + _zignaleTakeProfitCombo + _zignaleTrailingTakeProfitCombo else // _ZIGSIGNALPROVIDER_ _message := zignalyCommonAlertMessage + zignalySeparator + _zignalyLongCloseCommonAlertMessage + zignalySeparator + zignalyQuote + "positionSizeQuote" + zignalyQuote + zignalyEquals + zignalyQuote + "" + _entryQuantityContractsUSDTStr + zignalyQuote + _zignaleStopLossCombo + _zignaleTakeProfitCombo + _zignaleTrailingTakeProfitCombo _message f_getZignalyShortCloseAlertMessage() => // Dependencies: zignalyQuote // Dependencies: zignalyEquals // Dependencies: zignalySeparator // Dependencies: zignalyCommonAlertMessage zignalyShortCloseCommonAlertMessage = zignalyQuote + "type" + zignalyQuote + zignalyEquals + zignalyQuote + "exit" + zignalyQuote + zignalySeparator + zignalyQuote + "side" + zignalyQuote + zignalyEquals + zignalyQuote + "short" + zignalyQuote + zignalySeparator + zignalyQuote + "orderType" + zignalyQuote + zignalyEquals + zignalyQuote + "market" + zignalyQuote + zignalySeparator + zignalyQuote + "signalId" + zignalyQuote + zignalyEquals + zignalyQuote + "SHORT-" + exchangeTickerID + zignalyQuote var string _message = "" _message := zignalyCommonAlertMessage + zignalySeparator + zignalyShortCloseCommonAlertMessage _message // Zignalye - Functions - END // Order comment - Functions - BEGIN f_getOrderComment(_typeOrder, _side, _alertMessage) => // Dependencies: i_enableOrderCommentDebug (initialized in inputs). // TODO: Add descriptive comments // _typeOrder="entry" or _typeOrder="close" // _side: true means long ; false means short ; We can use strategy.long or strategy.short as true and false aliases // _alertMessage var string _orderComment = "" if (i_enableOrderCommentDebug) _orderComment := _alertMessage else // TODO: Use human explanations instead of default order comment value (na) _orderComment := na _orderComment // Order comment - Functions - END // Too recent orders functions f_getTooRecentOrderNotOpenAdvice () => // Dependencies: i_tooRecentMinutesNumber_ms // Dependencies: lastOrderOpenBarTime // Condition 1: The order was open // Condition 2: The order was long or short // Condition 3: Time since order was last open is smaller than minimum between orders // Returns boolean bool _isTooRecent = ((time_close) <= (lastOrderOpenBarTime + i_tooRecentMinutesNumber_ms)) bool _tooRecentOrderBuyNotOpenAdvice = na if (na(lastOrderOpenBarTime)) _tooRecentOrderBuyNotOpenAdvice := false else _tooRecentOrderBuyNotOpenAdvice := _isTooRecent _tooRecentOrderBuyNotOpenAdvice // FUNCTIONS - END // Strategy Body - BEGIN // Simple Logic to go LONG/LONG or go SHORT/SHORT - BEGIN // longCondition = crossover(sma(close, 14), sma(close, 28)) // shortCondition = crossunder(sma(close, 14), sma(close, 28)) longCondition = sma(close, 14) >= sma(close, 28) shortCondition = sma(close, 14) < sma(close, 28) // Simple Logic to go LONG/LONG or go SHORT/SHORT - END // Position price calculation - BEGIN float positionPrice = na if (insideASellOrder or insideABuyOrder) positionPrice := strategy.position_avg_price else positionPrice := close // Position price calculation - END tooRecentOrderNotOpenAdvice = f_getTooRecentOrderNotOpenAdvice () newBuyStopLoss := i_StopLoss newSellStopLoss := i_StopLoss // Decide if we are going to LONG/Go LONG - BEGIN PRE_LONG = false PRE_LONG := longCondition and (not tooRecentOrderNotOpenAdvice) // LONG = PRE_LONG[1] and PRE_LONG // Wait for confirmation LONG = PRE_LONG // Do not wait for confirmation // Decide if we are going to LONG/Go LONG - END // Decide if we are going to SHORT/Go SHORT - BEGIN PRE_SHORT = false PRE_SHORT := shortCondition and (not tooRecentOrderNotOpenAdvice) // SHORT = PRE_SHORT[1] and PRE_SHORT // Wait for confirmation SHORT = PRE_SHORT // Do not wait for confirmation // Decide if we are going to SHORT/Go SHORT - END // Decide if a LONG/LONG entry should be closed - BEGIN LONG_CLOSE = true LONG_CLOSE := not (longCondition) // Let's make sure LONG does not trigger if LONG_CLOSE would tell us to close the LONG if LONG_CLOSE LONG := false // Decide if a LONG/LONG entry should be closed - END // Decide if a SHORT/SHORT entry should be closed - BEGIN SHORT_CLOSE = true SHORT_CLOSE := not (shortCondition) // Let's make sure SHORT does not trigger if SHORT_CLOSE would tell us to close the SHORT if SHORT_CLOSE SHORT := false // Decide if a SHORT/SHORT entry should be closed - END // How much to LONG/GO LONG/SHORT/GO SHORT - BEGIN // Custom take profit and stop loss LongTakeProfit = positionPrice * (1 + i_TakeProfit) ShortTakeProfit = positionPrice * (1 - i_TakeProfit) float LongStopLoss = na float ShortStopLoss = na LongStopLoss := positionPrice * (1 - buyStopLoss) ShortStopLoss := positionPrice * (1 + sellStopLoss) strategy.initial_capital = 50000 float entryQuantity = na float currentCapital = strategy.initial_capital + strategy.netprofit if (i_zignalyProviderType == _ZIGCOPYTRADERPROVIDER_) entryQuantity := i_CapitalPercentage * currentCapital else // _ZIGSIGNALPROVIDER_ entryQuantity := i_CapitalQuote float entryQuantityContractsReducer = 0.99 contractMultiplier = f_getContractMultiplier(i_contractMaximumDecimalNumber) // We assume the current price is current bar close entryQuantityContracts = (floor(((entryQuantity / close) * entryQuantityContractsReducer) * contractMultiplier) / contractMultiplier) entryQuantityContractsUSDT = entryQuantityContracts * (close) // How much to LONG/GO LONG/SHORT/GO SHORT - END // GO LONG only logic - BEGIN var float tmpPositionBeforeOpeningOrder = na if (i_strategyType == _L_) if LONG tmpPositionBeforeOpeningOrder := strategy.position_avg_price tmpOrderAlertMessage := f_getZignalyLongAlertMessage(entryQuantityContractsUSDT, currentCapital) tmpOrderComment := f_getOrderComment("entry", strategy.long, tmpOrderAlertMessage) strategy.entry("[B]", strategy.long, qty=entryQuantityContracts, alert_message=i_enableZignalyAlert ? tmpOrderAlertMessage : na, comment=tmpOrderComment) if (na(tmpPositionBeforeOpeningOrder)) // bar_index should only be saved when there is no order opened buyOrderOpenBarIndex := bar_index + 1 if (not insideABuyOrder) buyStopLoss := newBuyStopLoss insideABuyOrder := true 0 // Workaround for making every if branch to return the same type of value else if LONG_CLOSE tmpOrderComment := f_getOrderComment("close", strategy.long, f_getZignalyLongCloseAlertMessage()) strategy.close("[B]", alert_message=i_enableZignalyAlert ? f_getZignalyLongCloseAlertMessage() : na, comment=tmpOrderComment) insideABuyOrder := false 0 // Workaround for making every if branch to return the same type of value // GO LONG only logic - END // GO SHORT only logic - BEGIN if (i_strategyType == _S_) if SHORT tmpPositionBeforeOpeningOrder := strategy.position_avg_price tmpOrderAlertMessage := f_getZignalyShortAlertMessage(entryQuantityContractsUSDT, currentCapital) tmpOrderComment := f_getOrderComment("entry", strategy.short, tmpOrderAlertMessage) strategy.entry("[S]", strategy.short, qty=entryQuantityContracts, alert_message=i_enableZignalyAlert ? tmpOrderAlertMessage : na, comment=tmpOrderComment) if (na(tmpPositionBeforeOpeningOrder)) // bar_index should only be saved when there is no order opened sellOrderOpenBarIndex := bar_index + 1 if (not insideASellOrder) sellStopLoss := newSellStopLoss insideASellOrder := true 0 // Workaround for making every if branch to return the same type of value else if SHORT_CLOSE tmpOrderComment := f_getOrderComment("close", strategy.short, f_getZignalyShortCloseAlertMessage()) strategy.close("[S]", alert_message=i_enableZignalyAlert ? f_getZignalyShortCloseAlertMessage() : na, comment=tmpOrderComment) insideASellOrder := false 0 // Workaround for making every if branch to return the same type of value // GO SHORT only logic - END // GO LONG and SHORT logic - BEGIN if (i_strategyType == L_S) // Asumption: Above we have: // if LONG_CLOSE // LONG := false // if SHORT_CLOSE // SHORT := false // LONG and SHORT cannot be true at the same time // Anyways we will take it into account if (LONG == true) and (SHORT == true) LONG := true SHORT := false SHORT_CLOSE := true if LONG tmpPositionBeforeOpeningOrder := strategy.position_avg_price tmpOrderAlertMessage := f_getZignalyLongAlertMessage(entryQuantityContractsUSDT, currentCapital) tmpOrderComment := f_getOrderComment("entry", strategy.long, tmpOrderAlertMessage) strategy.entry("[B]", strategy.long, qty=entryQuantityContracts, alert_message=i_enableZignalyAlert ? tmpOrderAlertMessage : na, comment=tmpOrderComment) if (na(tmpPositionBeforeOpeningOrder)) // bar_index should only be saved when there is no order opened buyOrderOpenBarIndex := bar_index + 1 if (not insideABuyOrder) buyStopLoss := newBuyStopLoss insideABuyOrder := true if LONG_CLOSE tmpOrderComment := f_getOrderComment("close", strategy.long, f_getZignalyLongCloseAlertMessage()) strategy.close("[B]", alert_message=i_enableZignalyAlert ? f_getZignalyLongCloseAlertMessage() : na, comment=tmpOrderComment) insideABuyOrder := false if SHORT tmpPositionBeforeOpeningOrder := strategy.position_avg_price tmpOrderAlertMessage := f_getZignalyShortAlertMessage(entryQuantityContractsUSDT, currentCapital) tmpOrderComment := f_getOrderComment("entry", strategy.short, tmpOrderAlertMessage) strategy.entry("[S]", strategy.short, qty=entryQuantityContracts, alert_message=i_enableZignalyAlert ? tmpOrderAlertMessage : na, comment=tmpOrderComment) if (na(tmpPositionBeforeOpeningOrder)) // bar_index should only be saved when there is no order opened sellOrderOpenBarIndex := bar_index + 1 if (not insideASellOrder) sellStopLoss := newSellStopLoss insideASellOrder := true if SHORT_CLOSE tmpOrderComment := f_getOrderComment("close", strategy.short, f_getZignalyShortCloseAlertMessage()) strategy.close("[S]", alert_message=i_enableZignalyAlert ? f_getZignalyShortCloseAlertMessage() : na, comment=tmpOrderComment) insideASellOrder := false // GO LONG and SHORT logic - END // Handle STOP LOSS (and similar) order exits - BEGIN // Quick Paste - BEGIN float longTrailingTakeProfitPrice = na float longTrailingTakeProfitPoints = na float longTrailingTakeProfitOffset = na float shortTrailingTakeProfitPrice = na float shortTrailingTakeProfitPoints = na float shortTrailingTakeProfitOffset = na // Calculate trailing_take_profit_offset based on tick units longTmpTtpBaseValue = positionPrice * (1 + i_trailingTakeProfitPercentageTrigger) longTmpTtpTop_value = longTmpTtpBaseValue * (1 + i_trailingTakeProfitPercentageOffset) longTrailingTakeProfitOffsetFloat = longTmpTtpTop_value - longTmpTtpBaseValue float longTrailingTakeProfitOffsetTick = floor (longTrailingTakeProfitOffsetFloat / syminfo.mintick) shortTmpTtpBaseValue = positionPrice * (1 - i_trailingTakeProfitPercentageTrigger) shortTmpTtpBottomValue = shortTmpTtpBaseValue * (1 - i_trailingTakeProfitPercentageOffset) shortTrailingTakeProfitOffsetFloat = shortTmpTtpBaseValue - shortTmpTtpBottomValue float shortTrailingTakeProfitOffsetTick = floor (shortTrailingTakeProfitOffsetFloat / syminfo.mintick) if i_enableTrailingTakeProfit longTrailingTakeProfitPrice := positionPrice * (1 + i_trailingTakeProfitPercentageTrigger) longTrailingTakeProfitOffset := longTrailingTakeProfitOffsetTick shortTrailingTakeProfitPrice := positionPrice * (1 - i_trailingTakeProfitPercentageTrigger) shortTrailingTakeProfitOffset := shortTrailingTakeProfitOffsetTick else longTrailingTakeProfitPrice := na longTrailingTakeProfitOffset := na shortTrailingTakeProfitPrice := na shortTrailingTakeProfitOffset := na // Quick Paste - END // This might trigger additional close orders than needed in zignaly // Better close an existing order twice than regreting zignaly not having closed it. tmpOrderComment := f_getOrderComment("close", strategy.long, f_getZignalyLongCloseAlertMessage()) strategy.exit("[SL/TP]", "[B]", stop= i_enableStopLoss ? LongStopLoss : na, limit= i_enableTakeProfit ? LongTakeProfit : na, trail_price= i_enableTrailingTakeProfit ? longTrailingTakeProfitPrice : na, trail_offset = i_enableTrailingTakeProfit ? longTrailingTakeProfitOffset : na, alert_message= i_enableZignalyAlert ? f_getZignalyLongCloseAlertMessage() : na, comment=tmpOrderComment) tmpOrderComment := f_getOrderComment("close", strategy.short, f_getZignalyShortCloseAlertMessage()) strategy.exit("[SL/TP]", "[S]", stop= i_enableStopLoss ? ShortStopLoss : na, limit= i_enableTakeProfit ? ShortTakeProfit : na, trail_price= i_enableTrailingTakeProfit ? shortTrailingTakeProfitPrice : na, trail_offset = i_enableTrailingTakeProfit ? shortTrailingTakeProfitOffset : na, alert_message= i_enableZignalyAlert ? f_getZignalyShortCloseAlertMessage() : na, comment=tmpOrderComment) // Handle STOP LOSS (and similar) order exits - END // Strategy Body - END