ChaoZhang
概述
本策略是一个基于移动平均线的趋势追随型交易策略。它使用三条不同参数设置的Hull移动平均线,判断价格趋势方向,并结合快速ATR滤波器实现潜在趋势反转的提前识别。当快中慢三条均线发生向上或向下交叉时,発出买入或卖出信号。该策略同时具有移动止损和移动止盈功能,可以有效控制风险。
策略原理
该策略使用三条Hull移动平均线判断价格趋势,包括一条较快的Hull MA,一条中速的Hull MA和一条较慢的Hull MA。根据它们的交叉情况判断趋势方向:
当快线上穿中线时,表示价格进入上升趋势,发出买入信号。
当快线下穿中线时,表示价格进入下跌趋势,发出卖出信号。
为了提高识别趋势反转的灵敏度,策略引入了基于RSI的快速ATR滤波器。该滤波器能够测量价位的变动性,当价格趋势发生转变时,它的数值会发生明显变化。因此,我们可以根据ATR滤波器的上下突破情况提前判断价格趋势的反转。
具体来说,filtr函数实现了该快速ATR滤波器的计算逻辑。它基于RSI的数值,计算ATR的大小。当ATR数值上穿或下穿RSI曲线时,就可能预示着价格趋势的转变。
此外,策略中设置了移动止损和移动止盈条件,可以按照设定的止损百分比和止盈百分比,实现自动的风险管理。
优势分析
使用三条Hull MA均线判断趋势方向,可以有效过滤市场噪音,识别中长线趋势
快速ATR滤波器的应用,可以提高对趋势反转的提前判断能力
自动把握趋势反转机会,及时调整仓位,不漏买不漏卖
移动止损止盈设置了风险与回报的动态平衡
可自定义参数,适用于不同市场和交易品种
风险分析
MA交叉策略容易产生多头假信号和空头假信号,需要ATR滤波器进行辅助验证
大幅震荡市场中,MA容易发生频繁交叉,应密切关注ATR曲线走势
停损点过小易被止损,过大又难以控制损失。需根据具体情况调整参数
本策略更适合趋势性行情,不宜用于震荡行情
可通过参数优化,选择最佳的MA和ATR周期组合,降低假信号率
优化方向
可尝试将MA类型改为DEMA、TEMA等EMA变体,看是否能过滤更多噪音
ATR滤波器可改用Keltner通道MIDDLE线,检验对趋势反转判断的提高
可测试不同的MA参数组合,找到最佳参数对
可测试ATR周期参数,找到最佳的平滑效果
可加入量能指标,辅助判断真假突破的可能性
可测试是否加入MACD等其他指标,提高信号的可靠性
总结
本策略整合了移动平均线判断趋势方向、ATR滤波器提前探测反转和自动止损止盈管理风险的多项功能。它可以自动跟踪趋势,及时把握反转机会,通过参数优化可以适用于不同品种和周期,是一种非常实用的趋势追随型交易策略。其优点是简单清晰的策略逻辑和高效的风险控制手段。但也需要注意错觉信号和止损点设置的问题。通过进一步优化,可望得到更好的策略效果。
策略源码
/*backtest
start: 2023-10-06 00:00:00
end: 2023-11-05 00:00:00
period: 1h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
//@version=3
//
//*** START of COMMENT OUT [Alerts]
//strategy(title="[Backtest]QQE Cross v6.0 by JustUncleL", shorttitle="[BT]QQEX v6.0", overlay=true,
// pyramiding=0, default_qty_value=1000, commission_value=0.1,
// commission_type=strategy.commission.percent, initial_capital=10000)
//*** END of COMMENT OUT [Alerts]
//<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<//
//>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>//
//*** START of COMMENT OUT [BackTest]
strategy(
title="[Alerts]QQE Cross v6.0 by JustUncleL",
shorttitle="[AL]QQEX v6.0",
overlay=true)
FromMonth = input(defval=1, title="From Month", minval=1, maxval=12)
FromDay = input(defval=1, title="From Day", minval=1, maxval=31)
FromYear = input(defval=2009, title="From Year")
ToMonth = input(defval=1, title="To Month", minval=1, maxval=12)
ToDay = input(defval=1, title="To Day", minval=1, maxval=31)
ToYear = input(defval=9999, title="To Year")
start = timestamp(FromYear, FromMonth, FromDay, 00, 00) // backtest start window
finish = timestamp(ToYear, ToMonth, ToDay, 23, 59) // backtest finish window
window = true // create function "within window of time"
trade_dir = input('Long Only', options=['Long Only', 'Short Only', 'Long and Short'], title='Trade Direction')
tp1_perc = input(25, step=0.25, minval=0, title='Take Profit Signal 1 Qty Percent')/100
tp2_perc = input(25, step=0.25, minval=0, title='Take Profit Signal 2 Qty Percent')/100
sl_perc = input(2, step=0.25, minval=0, title='Stop Loss Percent')/100
dir = trade_dir == 'Long Only' ? strategy.direction.long :
trade_dir == 'Short Only' ? strategy.direction.short : strategy.direction.all
strategy.risk.allow_entry_in(dir)
//*** END of COMMENT OUT [BackTest]
//
// Author: JustUncleL
// Date: 10-July-2016
// Version: v6, Major Release Nov-2018
//
// Description:
// A following indicator is Trend following that uses fast QQE crosses with Moving Averages
// for trend direction filtering. QQE or Qualitative Quantitative Estimation is based
// on the relative strength index (RSI), but uses a smoothing technique as an additional
// transformation. Three crosses can be selected (all selected by default):
// - Smooth RSI signal crossing ZERO (XZ)
// - Smooth RSI signal crossing Fast QQE line (XQ), this is like an early warning swing signal.
// - Smooth RSI signal exiting the RSI Threshhold Channel (XC), this is like a confirmed swing signal.
// An optimumal Smooth RSI threshold level is between 5% and 10% (default=10), it helps reduce
// the false swings.
// These signals can be selected to Open Short/Long and/or Close a trade, default is XC open
// trade and XQ (or opposite open) to Close trade.
//
// The (LONG/SHORT) alerts can be optionally filtered by the Moving Average Ribbons:
// - For LONG alert the Close must be above the fast MA Ribbon and
// fast MA Ribbon must be above the slow MA Ribbon.
// - For SHORT alert the Close must be below the fast MA Ribbon and
// fast MA Ribbon must be below the slow MA Ribbon.
// and/or directional filter:
// - For LONG alert the Close must be above the medium MA and the
// directional of both MA ribbons must be Bullish.
// - For SELL alert the Close must be below the medium MA and the
// directional of both MA ribbons must be Bearish.
//
// This indicator is designed to be used as a Signal to Signal trading BOT
// in automatic or semi-automatic way (start and stop when conditions are suitable).
// - For LONG and SHORT alerts I recommend you use "Once per Bar" alarm option
// - For CLOSE alerts I recommend you use "Once per Bar Close" alarm option
// (* The script has been designed so that long/short signals come at start of candles *)
// (* and close signals come at the end of candles *)
//
// Mofidifications:
// 6.0 - Major Release Version
// - Added second MA ribbon to help filter signals to the trend direction.
// - Modified Alert filtering to include second MA Ribbon
// - Change default settings to reflect Signal to Signal BOT parameters.
// - Removed older redunant alerts.
//
// 5.0 - Development series
//
// 4.1 - Fix bug with painting Buy/Sell arrows when non-repaint shunt mode selected.
// - Added option to alert just the first Buy/Sell alert after a trend swing
// - Added Long and Short Alarms. When combined with the "first Buy/Sell" in trend option,
// It is now possible to use this indicator to interface with AutoView
// or ProfitView. I suggest using the "QQEX XZ Alert" alarm to exit Long or Short
// trade. Use only "Once per bar Close" option for Alarms. This is not a full
// fledged trading BOT though with TP/SL settings.
//
// - Changed QQE defaults to be a bit smoother (14, 8, 5) instead of (6, 3, 2.618)
// which is more suited to Forex and Crypto trading.
//
// 4.0 - Added implied GPL copyright notice.
// - Changed defaults to use HullMAs instead of EMAs.
// 3.0 - No repaint on BUY/SELL alert, however, now trades should be taken when the BUY/SELL
// Alert is displayed. The alarm is still generated on the previous candle so you can
// still get a pre-warning, this enables you time to analyse the pending alert.
// - Added option to test success of alerted trades, highlight successful and failed trade bars
// and show simple stats: success rate and number of trades (out of 5000), this will help
// tune the settings for timeframe and currency PAIR.
// 2.0 - Added code to use the medium moving average (EMA20) rising/falling for additional
// trend direction filter.
// - Remove Moving Average cross over signals and other options not used in this indicator.
// - Added code to distinguish between the crosses, now only show Thresh Hold crosses as BUY/SELL
// alerts.
// - Modidied default settings to more well known MA's and slightly different QQE settings, these
// work well at lower timeframes.
// - Added circle plots at bottom of chart to show when actual BUY/SELL alerts occur.
// 1.0 - original
//
// References:
// Some Code borrowed from:
// - "Scalp Jockey - MTF MA Cross Visual Strategizer by JayRogers"
// - "QQE MT4 by glaz"
// Inspiration from:
// - http://www.forexstrategiesresources.com/binary-options-strategies-ii/189-aurora-binary-trading/
// - http://www.forexstrategiesresources.com/metatrader-4-trading-systems-v/652-qqe-smoothed-trading/
// - http://dewinforex.com/forex-indicators/qqe-indicator-not-quite-grail-but-accurately-defines-trend-and-flat.html
// - "Binary option trading by two previous bars" by radixvinni
//
//
// -----------------------------------------------------------------------------
// Copyright 2015 Glaz,JayRogers
//
// Copyright 2016,2017,2018 JustUncleL
//
// This program is free software: you can redistribute it and/or modify
// it under the terms of the GNU General Public License as published by
// the Free Software Foundation, either version 3 of the License, or
// any later version.
//
// This program is distributed in the hope that it will be useful,
// but WITHOUT ANY WARRANTY; without even the implied warranty of
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
// GNU General Public License for more details.
//
// The GNU General Public License can be found here
// <http://www.gnu.org/licenses/>.
//
// -----------------------------------------------------------------------------
//
// Use Alternate Anchor TF for MAs
anchor = input(4,minval=0,maxval=100,title="Relative TimeFrame Multiplier for Second MA Ribbon (0=none, max=100)")
//
// - INPUTS START
// Fast MA - type, source, length
showAvgs = input(true,title="Show Moving Average Lines")
type1 = input(defval="EMA", title="Fast MA Type: ", options=["SMA", "EMA", "WMA", "VWMA", "SMMA", "DEMA", "TEMA", "HullMA", "ZEMA", "TMA", "SSMA"])
len1 = input(defval=16, title="Fast - Length", minval=1)
gamma1 = 0.33
// Medium Fast MA - type, source, length
type2 = input(defval="EMA", title="Medium MA Type: ", options=["SMA", "EMA", "WMA", "VWMA", "SMMA", "DEMA", "TEMA", "HullMA", "ZEMA", "TMA", "SSMA"])
len2 = input(defval=21, title="Medium - Length", minval=1)
gamma2 = 0.55
// Slow MA - type, source, length
type3 = input(defval="EMA", title="Slow MA Type: ", options=["SMA", "EMA", "WMA", "VWMA", "SMMA", "DEMA", "TEMA", "HullMA", "ZEMA", "TMA", "SSMA"])
len3 = input(defval=26, title="Slow Length", minval=1)
gamma3 = 0.77
//
// QQE rsi Length, Smoothing, fast ATR factor, source
RSILen = input(14,title='RSI Length')
SF = input(8,title='RSI Smoothing Factor')
QQEfactor = input(5.0,type=float,title='Fast QQE Factor')
threshhold = input(10, title="RSI Threshhold")
//
sQQEx = input(true,title="Show QQE Signal crosses")
sQQEz = input(false,title="Show QQE Zero crosses")
sQQEc = input(true,title="Show QQE Thresh Hold Channel Exits")
//
tradeSignal = input("XC", title="Select which QQE signal to Buy/Sell", options=["XC","XQ","XZ"])
closeSignal = input("XQ", title="Select which QQE signal to Close Order", options=["XC","XQ","XZ"])
//
xfilter = input(true, title="Filter XQ Buy/Sell Orders by Threshold" )
filter = input(false,title="Use Moving Average Filter")
dfilter = input(true, title="Use Trend Directional Filter" )
ufirst = input(false, title="Only Alert First Buy/Sell in a new Trend")
RSIsrc = input(close,title="Source")
src = RSIsrc // MA source
srcclose= RSIsrc
///////////////////////////////////////////////
//* Backtesting Period Selector | Component *//
///////////////////////////////////////////////
//* https://www.tradingview.com/script/eCC1cvxQ-Backtesting-Period-Selector-Component *//
//* https://www.tradingview.com/u/pbergden/ *//
//* Modifications made by JustUncleL*//
//>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>//
//*** START of COMMENT OUT [Alerts]
//testStartYear = input(2018, "Backtest Start Year",minval=1980)
//testStartMonth = input(6, "Backtest Start Month",minval=1,maxval=12)
//testStartDay = input(12, "Backtest Start Day",minval=1,maxval=31)
//testPeriodStart = timestamp(testStartYear,testStartMonth,testStartDay,0,0)
//testStopYear = 9999 //input(9999, "Backtest Stop Year",minval=1980)
//testStopMonth = 12 // input(12, "Backtest Stop Month",minval=1,maxval=12)
//testStopDay = 31 //input(31, "Backtest Stop Day",minval=1,maxval=31)
//testPeriodStop = timestamp(testStopYear,testStopMonth,testStopDay,0,0)
//testPeriod = time >= testPeriodStart and time <= testPeriodStop ? true : false
//*** END of COMMENT OUT [Alerts]
//<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<//
// - INPUTS END
gold = #FFD700
AQUA = #00FFFFFF
BLUE = #0000FFFF
RED = #FF0000FF
LIME = #00FF00FF
GRAY = #808080FF
// - FUNCTIONS
// - variant(type, src, len, gamma)
// Returns MA input selection variant, default to SMA if blank or typo.
// SuperSmoother filter
// © 2013 John F. Ehlers
variant_supersmoother(src,len) =>
a1 = exp(-1.414*3.14159 / len)
b1 = 2*a1*cos(1.414*3.14159 / len)
c2 = b1
c3 = (-a1)*a1
c1 = 1 - c2 - c3
v9 = 0.0
v9 := c1*(src + nz(src[1])) / 2 + c2*nz(v9[1]) + c3*nz(v9[2])
v9
variant_smoothed(src,len) =>
v5 = 0.0
v5 := na(v5[1]) ? sma(src, len) : (v5[1] * (len - 1) + src) / len
v5
variant_zerolagema(src,len) =>
ema1 = ema(src, len)
ema2 = ema(ema1, len)
v10 = ema1+(ema1-ema2)
v10
variant_doubleema(src,len) =>
v2 = ema(src, len)
v6 = 2 * v2 - ema(v2, len)
v6
variant_tripleema(src,len) =>
v2 = ema(src, len)
v7 = 3 * (v2 - ema(v2, len)) + ema(ema(v2, len), len) // Triple Exponential
v7
//calc Laguerre
variant_lag(p,g) =>
L0 = 0.0
L1 = 0.0
L2 = 0.0
L3 = 0.0
L0 := (1 - g)*p+g*nz(L0[1])
L1 := -g*L0+nz(L0[1])+g*nz(L1[1])
L2 := -g*L1+nz(L1[1])+g*nz(L2[1])
L3 := -g*L2+nz(L2[1])+g*nz(L3[1])
f = (L0 + 2*L1 + 2*L2 + L3)/6
f
// return variant, defaults to SMA
variant(type, src, len, g) =>
type=="EMA" ? ema(src,len) :
type=="WMA" ? wma(src,len):
type=="VWMA" ? vwma(src,len) :
type=="SMMA" ? variant_smoothed(src,len) :
type=="DEMA" ? variant_doubleema(src,len):
type=="TEMA" ? variant_tripleema(src,len):
type=="LAGMA" ? variant_lag(src,g) :
type=="HullMA"? wma(2 * wma(src, len / 2) - wma(src, len), round(sqrt(len))) :
type=="SSMA" ? variant_supersmoother(src,len) :
type=="ZEMA" ? variant_zerolagema(src,len) :
type=="TMA" ? sma(sma(src,len),len) :
sma(src,len)
// - /variant
// If have anchor specified, calculate the base multiplier, base on time in mins
//mult = isintraday ? anchor==0 or interval<=0 or interval>=anchor or anchor>1440? 1 : round(anchor/interval) : 1
//mult := not isintraday? 1 : mult // Only available Daily or less
// Anchor is a relative multiplier based on current TF.
mult = anchor>0 ? anchor : 1
// - FUNCTIONS END
// - Fast ATR QQE
//
Wilders_Period = RSILen * 2 - 1
//
Rsi = rsi(RSIsrc,RSILen)
RSIndex = ema(Rsi, SF)
AtrRsi = abs(RSIndex[1] - RSIndex)
MaAtrRsi = ema(AtrRsi, Wilders_Period)
DeltaFastAtrRsi = ema(MaAtrRsi,Wilders_Period) * QQEfactor
//
newshortband= RSIndex + DeltaFastAtrRsi
newlongband= RSIndex - DeltaFastAtrRsi
longband = 0.0
shortband=0.0
trend = 0
longband:=RSIndex[1] > longband[1] and RSIndex > longband[1] ? max(longband[1],newlongband) : newlongband
shortband:=RSIndex[1] < shortband[1] and RSIndex < shortband[1] ? min(shortband[1],newshortband) : newshortband
trend:=cross(RSIndex, shortband[1])? 1 : cross(longband[1], RSIndex) ? -1 : nz(trend[1],1)
FastAtrRsiTL = trend==1 ? longband : shortband
// - SERIES VARIABLES
// MA's
ma_fast = variant(type1, srcclose, len1, gamma1)
ma_medium = variant(type2, srcclose, len2, gamma2)
ma_slow = variant(type3, srcclose, len3, gamma3)
// MA's
ma_fast_alt = variant(type1, srcclose, len1*mult, gamma1)
ma_medium_alt = variant(type2, srcclose, len2*mult, gamma2)
ma_slow_alt = variant(type3, srcclose, len3*mult, gamma3)
// Get Direction From Medium Moving Average
direction = rising(ma_medium,3) ? 1 : falling(ma_medium,3) ? -1 : 0
altDirection = rising(ma_medium_alt,3) ? 1 : falling(ma_medium_alt,3) ? -1 : 0
//
// Find all the QQE Crosses
QQExlong = 0, QQExlong := nz(QQExlong[1])
QQExshort = 0, QQExshort := nz(QQExshort[1])
QQExlong := FastAtrRsiTL< RSIndex ? QQExlong+1 : 0
QQExshort := FastAtrRsiTL> RSIndex ? QQExshort+1 : 0
// Zero cross
QQEzlong = 0, QQEzlong := nz(QQEzlong[1])
QQEzshort = 0, QQEzshort := nz(QQEzshort[1])
QQEzlong := RSIndex>=50 ? QQEzlong+1 : 0
QQEzshort := RSIndex<50 ? QQEzshort+1 : 0
//
// Thresh Hold channel Crosses give the BUY/SELL alerts.
QQEclong = 0, QQEclong := nz(QQEclong[1])
QQEcshort = 0, QQEcshort := nz(QQEcshort[1])
QQEclong := RSIndex>(50+threshhold) ? QQEclong+1 : 0
QQEcshort := RSIndex<(50-threshhold) ? QQEcshort+1 : 0
//
// Check Filtering.
QQEflong = mult == 1 ? (not filter or (srcclose>ma_medium and ma_medium>ma_slow and ma_fast>ma_medium)) and (not dfilter or (direction>0 )) :
(not filter or (ma_medium>ma_medium_alt and srcclose>ma_fast and ma_fast>ma_medium)) and (not dfilter or (direction>0 and altDirection>0 and srcclose>ma_medium))
QQEfshort = mult == 1 ? (not filter or (srcclose<ma_medium and ma_medium<ma_slow and ma_fast<ma_medium)) and (not dfilter or (direction<0 )) :
(not filter or (ma_medium<ma_medium_alt and srcclose<ma_fast and ma_fast<ma_medium)) and (not dfilter or (direction<0 and altDirection<0 and srcclose<ma_medium))
QQExfilter = (not xfilter or RSIndex>(50+threshhold) or RSIndex<(50-threshhold))
//
// Get final BUY / SELL alert determination
buy_ = 0, buy_ := nz(buy_[1])
sell_ = 0, sell_ := nz(sell_[1])
// Make sure Buy/Sell are non-repaint and occur after close signal.
buy_ := tradeSignal=="XC"? (QQEclong[1]==1 and QQEflong[1] ? buy_+1 : 0) :
tradeSignal=="XQ"? (QQExlong[1]==1 and QQEflong[1] and QQExfilter[1]? buy_+1 : 0) :
tradeSignal=="XZ"? (QQEzlong[1]==1 and QQEflong[1] ? buy_+1 : 0) : 0
sell_ := tradeSignal=="XC"? (QQEcshort[1]==1 and QQEfshort[1] ? sell_+1 : 0) :
tradeSignal=="XQ"? (QQExshort[1]==1 and QQEfshort[1] and QQExfilter[1]? sell_+1 : 0) :
tradeSignal=="XZ"? (QQEzshort[1]==1 and QQEfshort[1] ? sell_+1 : 0) : 0
//
// Find the first Buy/Sell in trend swing.
Buy = 0, Buy := nz(Buy[1])
Sell = 0, Sell := nz(Sell[1])
Buy := sell_>0 ? 0 : buy_==1 or Buy>0 ? Buy+1 : Buy
Sell := buy_>0 ? 0 : sell_==1 or Sell>0 ? Sell+1 : Sell
// Select First or all buy/sell alerts.
buy = ufirst ? Buy : buy_
sell = ufirst ? Sell : sell_
closeLong = 0, closeLong := nz(closeLong[1])
closeShort = 0, closeShort := nz(closeShort[1])
closeLong := closeSignal=="XC" ? (QQEcshort==1 ? closeLong+1 : 0) :
closeSignal=="XQ" ? tradeSignal=="XQ" ? (QQExshort==1 ? closeLong+1 : 0) : ((QQExshort==1 or QQEzshort or QQEcshort) ? closeLong+1 : 0) :
closeSignal=="XZ" ? (QQEzshort==1 ? closeLong+1 : 0) : 0
closeShort := closeSignal=="XC" ? (QQEclong==1 ? closeShort+1 : 0) :
closeSignal=="XQ" ? tradeSignal=="XQ" ? (QQExlong==1 ? closeShort+1 : 0) : ((QQExlong==1 or QQEzlong or QQEclong==1) ? closeShort+1 : 0) :
closeSignal=="XZ" ? (QQEzlong==1 ? closeShort+1 : 0) : 0
tradestate = 0, tradestate := nz(tradestate[1])
tradestate := tradestate==0 ? (buy==1 ? 1 : sell==1 ? 2 : 0) : (tradestate==1 and closeLong==1) or (tradestate==2 and closeShort==1)? 0 : tradestate
isLong = change(tradestate) and tradestate==1
isShort = change(tradestate) and tradestate==2
isCloseLong = change(tradestate) and tradestate==0 and nz(tradestate[1])==1
isCloseShort = change(tradestate) and tradestate==0 and nz(tradestate[1])==2
// - SERIES VARIABLES END
// - PLOTTING
// Ma's
tcolor = direction<0?red:green
// ma1=plot(showAvgs?ma_fast:na, title="MA Fast", color=tcolor, linewidth=1, transp=0)
ma2=plot(showAvgs?ma_medium:na, title="MA Medium Fast", color=tcolor, linewidth=2, transp=0)
// ma3=plot(showAvgs?ma_slow:na, title="MA Slow", color=tcolor, linewidth=1, transp=0)
// fill(ma1,ma3,color=tcolor,transp=90)
// Ma's
altTcolor=altDirection<0?red:green
barcolor(altDirection<0? red:green)
ma4=plot(showAvgs and mult>1?ma_fast_alt:na, title="MA Fast", color=altTcolor, linewidth=1, transp=0)
ma5=plot(showAvgs and mult>1?ma_medium_alt:na, title="MA Medium Fast", color=altTcolor, linewidth=2, transp=0)
ma6=plot(showAvgs and mult>1?ma_slow_alt:na, title="MA Slow", color=altTcolor, linewidth=1, transp=0)
fill(ma4,ma6,color=altTcolor,transp=90)
// Color Changes
turned_aqua = altTcolor[1] == red and altTcolor == green
turned_blue = altTcolor[1] == green and altTcolor == red
take_profit_long = ma_slow > ma_fast_alt and ma_slow > ma_slow_alt and tcolor[1] == green and tcolor == red
take_profit_short = ma_slow < ma_fast_alt and ma_slow < ma_slow_alt and tcolor[1] == red and tcolor == green
// plotshape(turned_aqua, title="MA's Green Buy", style=shape.triangleup, location=location.belowbar, text="Long", color=green, transp=20, size=size.normal)
// plotshape(turned_blue, title="MA's Red Sell", style=shape.triangledown, location=location.abovebar, text="Short", color=red, transp=20, size=size.normal)
// plotshape(take_profit_long, title="Take Profit Long", style=shape.triangledown, location=location.abovebar, text="Take Profit Long", color=purple, transp=20, size=size.tiny)
// plotshape(take_profit_short, title="Take Profit Short", style=shape.triangleup, location=location.belowbar, text="Take Profit Short", color=purple, transp=20, size=size.tiny)
strategy.entry("Long", strategy.long, when=turned_aqua and window)
strategy.entry("short", strategy.short, when=turned_blue and window)
entered_long = strategy.position_size[1] <= 0 and strategy.position_size > 0
entered_short = strategy.position_size[1] >= 0 and strategy.position_size < 0
long_tp_count = 0
long_tp_count := entered_long ? 0 : take_profit_long ? long_tp_count[1] + 1 : long_tp_count[1]
short_tp_count = 0
short_tp_count := entered_short ? 0 : take_profit_short ? short_tp_count[1] + 1 : short_tp_count[1]
// take_off_long = long_tp_count == 0 ? tp1_perc : long_tp_count == 1 ? tp2_perc : na
// take_off_short = short_tp_count == 0 ? tp1_perc : short_tp_count == 1 ? tp2_perc : na
long_tp1_qty = na
long_tp2_qty = na
short_tp1_qty = na
short_tp2_qty = na
long_tp1_qty := entered_long ? strategy.position_size * tp1_perc : long_tp1_qty[1]
long_tp2_qty := entered_long ? strategy.position_size * tp2_perc : long_tp2_qty[1]
short_tp1_qty := entered_short ? -strategy.position_size * tp1_perc : short_tp1_qty[1]
short_tp2_qty := entered_short ? -strategy.position_size * tp2_perc : short_tp2_qty[1]
long_sl_level = sl_perc == 0 ? na : strategy.position_avg_price * (1 - sl_perc)
short_sl_level = sl_perc == 0 ? na : strategy.position_avg_price * (1 + sl_perc)
strategy.order("LTP1", strategy.short, qty=long_tp1_qty, when=strategy.position_size > 0 and take_profit_long and long_tp_count[1]==0 and not turned_blue)
strategy.order("LTP2", strategy.short, qty=long_tp2_qty, when=strategy.position_size > 0 and take_profit_long and long_tp_count[1]==1 and not turned_blue)
strategy.order("STP1", strategy.long, qty=short_tp1_qty, when=strategy.position_size < 0 and take_profit_short and short_tp_count[1]==0 and not turned_aqua)
strategy.order("STP2", strategy.long, qty=short_tp2_qty, when=strategy.position_size < 0 and take_profit_short and short_tp_count[1]==1 and not turned_aqua)
strategy.exit("L-SL", "Long", stop=long_sl_level)
strategy.exit("S-SL", "Short", stop=short_sl_level)
// SL PLOTS
// --------
plot(strategy.position_size > 0 ? long_sl_level : na, color=red, style=linebr, title="Long Stop")
plot(strategy.position_size < 0 ? short_sl_level : na, color=maroon, style=linebr, title="Short Stop")
// ALERTS (STUDY ONLY)
alertcondition(turned_aqua, title="Long", message="Ma's Turned Green")
alertcondition(turned_blue, title="Short", message="Ma's Turned Red")
alertcondition(take_profit_long, title="Take Profit Long", message="Take Profit Long")
alertcondition(take_profit_short, title="Take Profit Short", message="Take Profit Short")
alertcondition(isLong, title="QQEX Long", message="QQEX LONG") // use "Once per Bar" option
alertcondition(isShort, title="QQEX Short", message="QQEX SHORT") // use "Once per Bar" option
alertcondition(isCloseLong, title="QQEX Close Long", message="QQEX CLOSE LONG") // use "Once per Bar Close" option
alertcondition(isCloseShort, title="QQEX Close Short", message="QQEX CLOSE SHORT") // use "Once per Bar Close" option
// show only when alert condition is met and bar closed.
plotshape(isLong or isShort,title= "Cross Alert Completed", location=location.bottom, color=isShort?red:green, transp=0, style=shape.circle,size=size.auto,offset=0)
plotshape(isCloseShort[1] or isCloseLong[1],title= "Close Order", location=location.top, color=isCloseShort[1]?red:green, transp=0, style=shape.square,size=size.auto,offset=-1)
// Test Plots
// ---------
// plot(long_tp_count)
// plot(short_tp_count, color=red)
//EOF