Estrategia de agregación de múltiples indicadores

Fecha de creación: 2023-09-27 17:05:34 Última modificación: 2023-09-27 17:05:34

Copiar: 0 Número de Visitas: 616

ChaoZhang

Seguir Mensajes Privados

Seguir

1617

Seguidores

Descripción general

Esta estrategia se ha dedicado a crear la estrategia de la banda de Bolland más flexible, ofreciendo una gran cantidad de opciones personalizables para satisfacer las necesidades de los diferentes operadores.

Principio de estrategia

La estrategia utiliza una única media móvil personalizada como línea media. Permite la configuración de la frecuencia, el tipo y la fuente de precios de la media móvil.

Los bandos de onda superior e inferior se pueden personalizar según el cálculo de la diferencia estándar de la línea media. También se puede optar por usar ATR para calcular la posición de los bandos de onda superior e inferior en lugar de la diferencia estándar.

La estrategia ofrece una combinación de varias condiciones para abrir y cerrar posiciones, que incluyen:

Los precios cruzan el rango medio-bajo
Precios por encima o por debajo de la banda media y baja
Ancho de banda mayor o menor que el umbral de configuración
Porcentaje B mayor o menor que el umbral de configuración

Las condiciones de apertura y de cierre de la posición se pueden usar por separado o en combinación, y la ventana de la política se puede personalizar.

El porcentaje de parada y pérdida se puede personalizar.

Ventajas estratégicas

Medias móviles personalizadas, tipo y fuente de precios para satisfacer diferentes necesidades
Se puede utilizar por separado una variedad de condiciones de almacenaje y almacenaje, o una combinación arbitraria de condiciones, con una gran flexibilidad
El apoyo de 3 bandas medias altas y bajas, un amplio rango de observación
Soporta el ancho de banda y el porcentaje B como condiciones, el uso de múltiples combinaciones de indicadores
Percentaje de pérdidas de parada personalizadas, riesgo controlado
Soporta todas las variedades existentes en el mercado y es de gran alcance
Rango de tiempo de retracción y negociación en tiempo real para analizar el rendimiento de la estrategia

La estrategia ofrece una gran flexibilidad al ofrecer una gran cantidad de opciones personalizables, que pueden ser personalizadas para diferentes variedades y situaciones, lo que permite un mejor rendimiento de la estrategia.

Riesgo estratégico

La flexibilidad excesiva aumenta la dificultad de la combinación de parámetros y condiciones de la estrategia, lo que requiere una prueba y optimización cuidadosas
El retraso de las medias móviles puede haber perdido la oportunidad de una línea corta
Puntos de detención demasiado pequeños pueden aumentar el riesgo de exposición
El porcentaje B es vulnerable a las brechas falsas

Los riesgos mencionados anteriormente pueden ser abordados de la siguiente manera:

Utilice la función de retroalimentación para probar gradualmente diferentes combinaciones de parámetros y encontrar la configuración óptima
El uso de indicadores de ciclo más corto para identificar oportunidades de línea corta
Establecer un punto de parada razonable basado en indicadores como el ATR
Combinación de otros indicadores para confirmar el porcentaje de señal B

Dirección de optimización de la estrategia

Añadir funciones de administración de posiciones, como posiciones fijas, Martingale, administración de fondos, etc.
Añadido el cambio automático de varias variedades
Optimización de los parámetros de las medias móviles para mejorar la tasa de victorias
Optimización de la configuración del Stop Loss para obtener una mejor tasa de retorno de riesgo
Prueba de diferentes combinaciones de parámetros de indicadores
Aumentar algoritmos como el aprendizaje automático para buscar automáticamente los parámetros óptimos

Resumir

La estrategia ofrece una solución de negociación muy flexible y completa, a través de la extensión de la profundidad de la banda de Bolland. Aunque se requieren más combinaciones de parámetros para su prueba, la estrategia puede ser optimizada de forma personalizada para las necesidades personales. En general, la estrategia tiene un gran valor de aplicación y es un excelente representante de la estrategia de la banda de Bolland.

Código Fuente de la Estrategia

/*backtest
start: 2022-09-26 00:00:00
end: 2023-09-26 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
args: [["v_input_37",1],["v_input_38",2]]
*/

//@version=4

//
// Pine Script v4
// @author BigBitsIO
// Script Library: https://www.tradingview.com/u/BigBitsIO/#published-scripts
//

strategy(title="Fancy Bollinger Bands Strategy [BigBitsIO]", shorttitle="Fancy Bollinger Bands Strategy [BigBitsIO]", overlay=true, pyramiding=1, default_qty_type=strategy.percent_of_equity, default_qty_value=100, commission_type=strategy.commission.percent, commission_value=.1, slippage=0, initial_capital=100)

MAPeriod = input(20, title="Middle Band Period", minval=1, step=1)
MAType = input(title="Middle Band Type", defval="SMA", options=["RMA", "SMA", "EMA", "WMA", "HMA", "DEMA", "TEMA", "VWMA"])
MASource = input(title="Middle Band Source", type=input.source, defval=close)
MAResolution = input(title="Middle Band Resolution", defval="00 Current", options=["00 Current", "01 1m", "02 3m", "03 5m", "04 15m", "05 30m", "06 45m", "07 1h", "08 2h", "09 3h", "10 4h", "11 1D", "12 1W", "13 1M"])
MACandleType = input(title="Middle Band Candle Type", defval="00 Current", options=["00 Current", "01 Heikin Ashi", "02 Renko", "03 Line Break", "04 Kagi", "05 Point & Figure"])
MAVisible = input(title="Middle Band Visible", type=input.bool, defval=true) 

UpperBandMultiplier = input(title="Upper Band Deviation Multiplier", defval=2, minval=0.001, maxval=50, step=.25, type=input.float)
LowerBandMultiplier = input(title="Lower Band Deviation Multiplier", defval=2, minval=0.001, maxval=50, step=.25, type=input.float)
UseATRDeviation = input(false, title="Use ATR Deviation Instead of Standard Deviation?")
ATRPeriod = input(14, title="ATR Deviation Period", minval=1, step=1)

HighlightInclusion = input(title="Highlight Inclusions", type=input.bool, defval=true)
ShowGhostTrail = input(title="Show Inclusion Ghost Trail", type=input.bool, defval=true)

ForecastBias = input(title="Forecast Bias", defval="Neutral", options=["Neutral", "Bullish", "Bearish"])
ForecastBiasPeriod = input(14, title="Forecast Bias Period")
ForecastBiasMagnitude = input(1, title="Forecast Bias Magnitude", minval=0.25, maxval=20, step=0.25)
ShowForecast = input(title="Show Forecasts", type=input.bool, defval=true)

HideFill = input(false, title="Hide Fill")
UseBasicFill = input(true, title="Use Basic Fill - No Gradient")
ShowBBDetails = input(false, title="Show Details")

UpperBandSmoothingMAPeriod = input(1, title="Upper Band Smoothing Period", minval=1, step=1)
UpperBandSmoothingMAType = input(title="Upper Band Smoothing MA Type", defval="SMA", options=["RMA", "SMA", "EMA", "WMA", "HMA", "DEMA", "TEMA", "VWMA"])

LowerBandSmoothingMAPeriod = input(1, title="Lower Band Smoothing Period", minval=1, step=1)
LowerBandSmoothingMAType = input(title="Lower Band Smoothing MA Type", defval="SMA", options=["RMA", "SMA", "EMA", "WMA", "HMA", "DEMA", "TEMA", "VWMA"])


// Begin Citation - Allanster backtest period
// === INPUT BACKTEST RANGE ===
fromMonth = input(defval = 1,    title = "From Month",      type = input.integer, minval = 1, maxval = 12)
fromDay   = input(defval = 1,    title = "From Day",        type = input.integer, minval = 1, maxval = 31)
fromYear  = input(defval = 2020, title = "From Year",       type = input.integer, minval = 1970)
thruMonth = input(defval = 1,    title = "Thru Month",      type = input.integer, minval = 1, maxval = 12)
thruDay   = input(defval = 1,    title = "Thru Day",        type = input.integer, minval = 1, maxval = 31)
thruYear  = input(defval = 2112, title = "Thru Year",       type = input.integer, minval = 1970)

// === INPUT SHOW PLOT ===
showDate  = input(defval = true, title = "Show Date Range", type = input.bool)

// === FUNCTION EXAMPLE ===
start     = timestamp(fromYear, fromMonth, fromDay, 00, 00)        // backtest start window
finish    = timestamp(thruYear, thruMonth, thruDay, 23, 59)        // backtest finish window
window()  => true       // create function "within window of time"

// === PLOTTING ===
bgcolor(color = showDate and window() ? color.gray : na, transp = 90)    
// End Citation - uses the window() funciton later on

takeProfitPercent = input(100, title="Take Profit %", type=input.float, step=.25)
stopLossPercent = input(100, title="Stop Loss %", type=input.float, step=.25)

OpenConditionsRequirement = input(title="Open Conditions Requirement", defval="All", options=["Any", "All", "Minimum count"])
OpenConditionsMinimumCount = input(1, title="Open Conditions Minimum Count", minval=1, type=input.integer)
CloseConditionsRequirement = input(title="Close Conditions Requirement", defval="All", options=["Any", "All", "Minimum count"])
CloseConditionsMinimumCount = input(1, title="Close Conditions Minimum Count", minval=1, type=input.integer)

CrossoverUpperBand = input(title="Crossover Upper Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
CrossoverMiddleBand = input(title="Crossover Middle Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
CrossoverLowerBand = input(title="Crossover Lower Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])

CrossunderUpperBand = input(title="Crossunder Upper Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
CrossunderMiddleBand = input(title="Crossunder Middle Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
CrossunderLowerBand = input(title="Crossunder Lower Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])

PriceAboveUpperBand = input(title="Price Above Upper Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PriceAboveMiddleBand = input(title="Price Above Middle Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PriceAboveLowerBand = input(title="Price Above Lower Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])

PriceBelowUpperBand = input(title="Price Below Upper Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PriceBelowMiddleBand = input(title="Price Below Middle Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PriceBelowLowerBand = input(title="Price Below Lower Band", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])

BandWidth1 = input(.020, title="Band Width Condition Value 1", minval=0.005, maxval=20, step=0.005)
BandWidth2 = input(.040, title="Band Width Condition Value 2", minval=0.005, maxval=20, step=0.005)

BandWidthCrossoverBandValue1 = input(title="Band Width Crossover Above Band Value 1", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
BandWidthCrossoverBandValue2 = input(title="Band Width Crossover Above Band Value 2", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])

BandWidthCrossunderBandValue1 = input(title="Band Width Crossunder Below Band Value 1", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
BandWidthCrossunderBandValue2 = input(title="Band Width Crossunder Below Band Value 2", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])

BandWidthAboveBandValue1 = input(title="Band Width Above Band Value 1", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
BandWidthAboveBandValue2 = input(title="Band Width Above Band Value 2", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])

BandWidthBelowBandValue1 = input(title="Band Width Below Band Value 1", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
BandWidthBelowBandValue2 = input(title="Band Width Below Band Value 2", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])

PercentB1 = input(.35, title="Percent B Condition Value 1", step=0.05)
PercentB2 = input(.70, title="Percent B Condition Value 2", step=0.05)

PercentBCrossoverPercentBValue1 = input(title="Percent B Crossover Above Percent B 1", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PercentBCrossoverPercentBValue2 = input(title="Percent B Crossover Above Percent B 2", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])

PercentBCrossunderPercentBValue1 = input(title="Percent B Crossunder Below Percent B 1", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PercentBCrossunderPercentBValue2 = input(title="Percent B Crossunder Below Percent B 2", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])

PercentBAbovePercentBValue1 = input(title="Percent B Above Percent B 1", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PercentBAbovePercentBValue2 = input(title="Percent B Above Percent B 2", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])

PercentBBelowPercentBValue1 = input(title="Percent B Below Percent B 1", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])
PercentBBelowPercentBValue2 = input(title="Percent B Below Percent B 2", defval="Not Used", options=["Not Used", "Long Open", "Long Close", "Long Open and Long Close"])





// A bit of borrowed code, modified here using @PineCoders gradient Framework
f_cRedLime(_g, _hide, _basic)      => _hide ? #00000000 : _basic ? #0080FF35 : _g <= 0 ? #FF000035 : _g <= .25 ? #FF000020 : _g <= .5 ? #FF000010 : _g <= .75 ? #00FF0010 : _g <= 1 ? #00FF0020 : #00FF0035
f_cRedLimeShadow(_g, _hide, _basic)      => _hide ? #00000000 : _basic ? #0080FF09 : _g <= 0 ? #FF000009 : _g <= .25 ? #FF000006 : _g <= .5 ? #FF000003 : _g <= .75 ? #00FF0009 : _g <= 1 ? #00FF0006 : #00FF0003

ma(MAType, MASource, MAPeriod) =>
    if MAPeriod > 0
        if MAType == "SMA"
            sma(MASource, MAPeriod)
        else
            if MAType == "EMA"
                ema(MASource, MAPeriod)
            else
                if MAType == "WMA"
                    wma(MASource, MAPeriod)
                else
                    if MAType == "RMA"
                        rma(MASource, MAPeriod)
                    else
                        if MAType == "HMA"
                            hma(MASource, MAPeriod)
                        else
                            if MAType == "DEMA"
                                e = ema(MASource, MAPeriod)
                                2 * e - ema(e, MAPeriod)
                            else
                                if MAType == "TEMA"
                                    e = ema(MASource, MAPeriod)
                                    3 * (e - ema(e, MAPeriod)) + ema(ema(e, MAPeriod), MAPeriod)
                                else
                                    if MAType == "VWMA"
                                        vwma(MASource, MAPeriod)
                                
res(MAResolution) =>
    if MAResolution == "00 Current"
        timeframe.period
    else
        if MAResolution == "01 1m"
            "1"
        else
            if MAResolution == "02 3m"
                "3"
            else
                if MAResolution == "03 5m"
                    "5"
                else
                    if MAResolution == "04 15m"
                        "15"
                    else
                        if MAResolution == "05 30m"
                            "30"
                        else
                            if MAResolution == "06 45m"
                                "45"
                            else
                                if MAResolution == "07 1h"
                                    "60"
                                else
                                    if MAResolution == "08 2h"
                                        "120"
                                    else
                                        if MAResolution == "09 3h"
                                            "180"
                                        else
                                            if MAResolution == "10 4h"
                                                "240"
                                            else
                                                if MAResolution == "11 1D"
                                                    "1D"
                                                else
                                                    if MAResolution == "12 1W"
                                                        "1W"
                                                    else
                                                        if MAResolution == "13 1M"
                                                            "1M"
                                                             
gettickerid(MACandleType) =>
    if MACandleType == "00 Current"
        syminfo.tickerid
    else
        if MACandleType == "01 Heikin Ashi"
            heikinashi(syminfo.tickerid) 
        else
            if MACandleType == "02 Renko"
                renko(syminfo.tickerid, "ATR", 10)  
            else
                if MACandleType == "03 Line Break"
                    linebreak(syminfo.tickerid, 3)
                else
                    if MACandleType == "04 Kagi"
                        kagi(syminfo.tickerid, 3) 
                    else
                        if MACandleType == "05 Point & Figure"
                            pointfigure(syminfo.tickerid, "hl", "Traditional", 1, 3)

MA = security(gettickerid(MACandleType), res(MAResolution), ma(MAType, MASource, MAPeriod))

plot(MAVisible ? MA : na, color=color.white, linewidth=2, title="Middle Band", show_last= HighlightInclusion ? MAPeriod : 0)
plot(MAVisible and HighlightInclusion and ShowGhostTrail ? MA[MAPeriod-1] : na, color=color.black, linewidth=2, title="MA Trail", offset=((MAPeriod-1)*-1), transp=10)


Deviation = UseATRDeviation ? security(gettickerid(MACandleType), res(MAResolution), atr(ATRPeriod)) :  security(gettickerid(MACandleType), res(MAResolution), stdev(MASource, MAPeriod))

UpperBand = MA + (Deviation * UpperBandMultiplier)
LowerBand = MA - (Deviation * LowerBandMultiplier)

SmoothedUpperBand = ma(UpperBandSmoothingMAType, UpperBand, UpperBandSmoothingMAPeriod)
SmoothedLowerBand = ma(LowerBandSmoothingMAType, LowerBand, LowerBandSmoothingMAPeriod)

UpperPlot = plot(SmoothedUpperBand, color=color.white, linewidth=1, title="Upper Band", show_last= HighlightInclusion ? MAPeriod : 0)
UpperShadowPlot = plot(HighlightInclusion and ShowGhostTrail ? SmoothedUpperBand[MAPeriod-1] : na, color=color.black, linewidth=1, title="Upper Band Trail", offset=((MAPeriod-1)*-1), transp=10)
LowerPlot = plot(SmoothedLowerBand, color=color.white, linewidth=1, title="Lower Band", show_last= HighlightInclusion ? MAPeriod : 0)
LowerShadowPlot = plot(HighlightInclusion and ShowGhostTrail ? SmoothedLowerBand[MAPeriod-1] : na, color=color.black, linewidth=1, title="Lower Band Trail", offset=((MAPeriod-1)*-1), transp=10)

PercentB = (security(gettickerid(MACandleType), res(MAResolution), close) - LowerBand) / (UpperBand - LowerBand)

fill(UpperPlot, LowerPlot, color = f_cRedLime(PercentB, HideFill, UseBasicFill), show_last= HighlightInclusion ? MAPeriod : 100000000)
fill(UpperShadowPlot, LowerShadowPlot, color = f_cRedLimeShadow(PercentB[MAPeriod-1], HideFill, UseBasicFill))

BBWidth = (UpperBand - LowerBand) / MA


if(ShowBBDetails)
    label Label = label.new(bar_index, na, "\nFancy Bollinger Band Details:\n\nUpper Band: " + tostring(UpperBand) + "\nMid Band: " + tostring(MA) + "\nLower Band: " + tostring(LowerBand) + "\n%B: " + tostring(PercentB) + "\nBollinger Band Width: " + tostring(BBWidth) + "\n\nHide this message in settings.\nUncheck Show Details", 
      color=color.black, 
      textcolor=color.white,
      style=label.style_label_down, size=size.normal, textalign=text.align_left)
    label.set_y(Label, high > UpperBand ? high : UpperBand)
    label.delete(Label[1])


// Forecasting - forcasted prices are calculated using our MAType and MASource for the MAPeriod - the last X candles.
//              it essentially replaces the oldest X candles, with the selected source * X candles
// Bias - We'll add an "adjustment" for each additional candle being forecasted based on ATR of the previous X candles
bias(Bias, BiasPeriod) =>
    if Bias == "Neutral"
        0
    else
        if Bias == "Bullish"
            (atr(BiasPeriod) * ForecastBiasMagnitude)
        else
            if Bias == "Bearish"
                ((atr(BiasPeriod)  * ForecastBiasMagnitude) * -1) // multiplying by -1 to make it a negative, bearish bias

// Note - Can not show forecasts on different resolutions at the moment, x-axis is an issue
Bias = bias(ForecastBias, ForecastBiasPeriod) // 14 is default atr period
MAForecast1 = MAPeriod > 1 ? (security(syminfo.tickerid, res(MAResolution), ma(MAType, MASource, MAPeriod - 1)) * (MAPeriod - 1) + ((MASource * 1) + (Bias * 1))) / MAPeriod : na
MAForecast2 = MAPeriod > 2 ? (security(syminfo.tickerid, res(MAResolution), ma(MAType, MASource, MAPeriod - 2)) * (MAPeriod - 2) + ((MASource * 2) + (Bias * 2))) / MAPeriod : na
MAForecast3 = MAPeriod > 3 ? (security(syminfo.tickerid, res(MAResolution), ma(MAType, MASource, MAPeriod - 3)) * (MAPeriod - 3) + ((MASource * 3) + (Bias * 3))) / MAPeriod : na
MAForecast4 = MAPeriod > 4 ? (security(syminfo.tickerid, res(MAResolution), ma(MAType, MASource, MAPeriod - 4)) * (MAPeriod - 4) + ((MASource * 4) + (Bias * 4))) / MAPeriod : na
MAForecast5 = MAPeriod > 5 ? (security(syminfo.tickerid, res(MAResolution), ma(MAType, MASource, MAPeriod - 5)) * (MAPeriod - 5) + ((MASource * 5) + (Bias * 5))) / MAPeriod : na

plot(MAResolution == "00 Current" and ShowForecast and MAVisible ? MAForecast1 : na, color=color.white, linewidth=1, style=plot.style_circles, title="Middle Band Forecast 1", offset=1, show_last=1)
plot(MAResolution == "00 Current" and ShowForecast and MAVisible ? MAForecast2 : na, color=color.white, linewidth=1, style=plot.style_circles, title="Middle Band Forecast 2", offset=2, show_last=1)
plot(MAResolution == "00 Current" and ShowForecast and MAVisible ? MAForecast3 : na, color=color.white, linewidth=1, style=plot.style_circles, title="Middle Band Forecast 3", offset=3, show_last=1)
plot(MAResolution == "00 Current" and ShowForecast and MAVisible ? MAForecast4 : na, color=color.white, linewidth=1, style=plot.style_circles, title="Middle Band Forecast 4", offset=4, show_last=1)
plot(MAResolution == "00 Current" and ShowForecast and MAVisible ? MAForecast5 : na, color=color.white, linewidth=1, style=plot.style_circles, title="Middle Band Forecast 5", offset=5, show_last=1)


// Take Profit and Stop Loss
profitTarget = (close * (takeProfitPercent / 100)) / syminfo.mintick
lossTarget = (close * (stopLossPercent / 100)) / syminfo.mintick

float longOpen = 0
float longOpenCount = 0
float longClose = 0
float longCloseCount =0

bool validLongOpen = true 
bool validLongClose = true


testLongOpen(Conditionlo)=>
    if Conditionlo
        if OpenConditionsRequirement == "All" and validLongOpen
            [1, longOpenCount, true]
        else if OpenConditionsRequirement == "Any"
            [1, longOpenCount, validLongOpen]
        else if OpenConditionsRequirement == "Minimum count"
            [0, longOpenCount + 1, validLongOpen]
        else
            [longOpen, longOpenCount, validLongOpen]
    else
        [0, longOpenCount, false]
        
testLongClose(Conditionlc)=>
    if Conditionlc
        if CloseConditionsRequirement == "All" and validLongClose
            [1, longCloseCount, true]
        else if CloseConditionsRequirement == "Any"
            [1, longCloseCount, validLongClose]
        else if CloseConditionsRequirement == "Minimum count"
            [0, int(longCloseCount + 1), validLongClose]
        else
            [longClose, longCloseCount, validLongClose]
    else
        [0, longCloseCount, false]
        
        




//------------------------------CONDITIONS-----------------------------
bool isCrossoverUpperBand = crossover(close, UpperBand)

if CrossoverUpperBand == "Long Open" or CrossoverUpperBand == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isCrossoverUpperBand)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if CrossoverUpperBand == "Long Close" or CrossoverUpperBand == "Long Open and Long Close"
    [a,b,c] = testLongClose(isCrossoverUpperBand)
    longClose := a
    longCloseCount := b
    validLongClose := c
            
bool isCrossunderUpperBand = crossunder(close, UpperBand)            
            
if CrossunderUpperBand == "Long Open" or CrossunderUpperBand == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isCrossunderUpperBand) 
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if CrossunderUpperBand == "Long Close" or CrossunderUpperBand == "Long Open and Long Close"
    [a,b,c] = testLongClose(isCrossunderUpperBand) 
    longClose := a
    longCloseCount := b
    validLongClose := c        
            
bool isCrossoverMiddleBand = crossover(close, MA)

if CrossoverMiddleBand == "Long Open" or CrossoverMiddleBand == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isCrossoverMiddleBand)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if CrossoverMiddleBand == "Long Close" or CrossoverMiddleBand == "Long Open and Long Close"
    [a,b,c] = testLongClose(isCrossoverMiddleBand) 
    longClose := a
    longCloseCount := b
    validLongClose := c   
            
bool isCrossunderMiddleBand = crossunder(close, MA)            
            
if CrossunderMiddleBand == "Long Open" or CrossunderMiddleBand == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isCrossunderMiddleBand)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if CrossunderMiddleBand == "Long Close" or CrossunderMiddleBand == "Long Open and Long Close"
    [a,b,c] = testLongClose(isCrossunderMiddleBand) 
    longClose := a
    longCloseCount := b
    validLongClose := c                 
            




bool isCrossoverLowerBand = crossover(close, LowerBand)

if CrossoverLowerBand == "Long Open" or CrossoverLowerBand == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isCrossoverLowerBand)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if CrossoverLowerBand == "Long Close" or CrossoverLowerBand == "Long Open and Long Close"
    [a,b,c] = testLongClose(isCrossoverLowerBand) 
    longClose := a
    longCloseCount := b
    validLongClose := c   
            
bool isCrossunderLowerBand = crossunder(close, LowerBand)            
            
if CrossunderLowerBand == "Long Open" or CrossunderLowerBand == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isCrossunderLowerBand)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if CrossunderLowerBand == "Long Close" or CrossunderLowerBand == "Long Open and Long Close"
    [a,b,c] = testLongClose(isCrossunderLowerBand) 
    longClose := a
    longCloseCount := b
    validLongClose := c   
            
            
            
            
bool isPriceAboveUpperBand = close > UpperBand

if PriceAboveUpperBand == "Long Open" or PriceAboveUpperBand == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isPriceAboveUpperBand)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if PriceAboveUpperBand == "Long Close" or PriceAboveUpperBand == "Long Open and Long Close"
    [a,b,c] = testLongClose(isPriceAboveUpperBand) 
    longClose := a
    longCloseCount := b
    validLongClose := c   
            
bool isPriceBelowUpperBand = close < UpperBand            
            
if PriceBelowUpperBand == "Long Open" or PriceBelowUpperBand == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isPriceBelowUpperBand)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if PriceBelowUpperBand == "Long Close" or PriceBelowUpperBand == "Long Open and Long Close"
    [a,b,c] = testLongClose(isPriceBelowUpperBand) 
    longClose := a
    longCloseCount := b
    validLongClose := c              
            
bool isPriceAboveMiddleBand = close > MA

if PriceAboveMiddleBand == "Long Open" or PriceAboveMiddleBand == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isPriceAboveMiddleBand)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if PriceAboveMiddleBand == "Long Close" or PriceAboveMiddleBand == "Long Open and Long Close"
    [a,b,c] = testLongClose(isPriceAboveMiddleBand) 
    longClose := a
    longCloseCount := b
    validLongClose := c   
            
bool isPriceBelowMiddleBand = close < MA          
            
if PriceBelowMiddleBand == "Long Open" or PriceBelowMiddleBand == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isPriceBelowMiddleBand)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if PriceBelowMiddleBand == "Long Close" or PriceBelowMiddleBand == "Long Open and Long Close"
    [a,b,c] = testLongClose(isPriceBelowMiddleBand) 
    longClose := a
    longCloseCount := b
    validLongClose := c                 
            




bool isPriceAboveLowerBand = close > LowerBand

if PriceAboveLowerBand == "Long Open" or PriceAboveLowerBand == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isPriceAboveLowerBand)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if PriceAboveLowerBand == "Long Close" or PriceAboveLowerBand == "Long Open and Long Close"
    [a,b,c] = testLongClose(isPriceAboveLowerBand) 
    longClose := a
    longCloseCount := b
    validLongClose := c   
            
bool isPriceBelowLowerBand = close < LowerBand           
            
if PriceBelowLowerBand == "Long Open" or PriceBelowLowerBand == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isPriceBelowLowerBand)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if PriceBelowLowerBand == "Long Close" or PriceBelowLowerBand == "Long Open and Long Close"
    [a,b,c] = testLongClose(isPriceBelowLowerBand) 
    longClose := a
    longCloseCount := b
    validLongClose := c       
            
            
bool isBandWidthCrossoverBandValue1 = crossover(BBWidth, BandWidth1)           
            
if BandWidthCrossoverBandValue1 == "Long Open" or BandWidthCrossoverBandValue1 == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isBandWidthCrossoverBandValue1)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if BandWidthCrossoverBandValue1 == "Long Close" or BandWidthCrossoverBandValue1 == "Long Open and Long Close"
    [a,b,c] = testLongClose(isBandWidthCrossoverBandValue1) 
    longClose := a
    longCloseCount := b
    validLongClose := c   
            
bool isBandWidthCrossoverBandValue2 = crossover(BBWidth, BandWidth2)           
            
if BandWidthCrossoverBandValue2 == "Long Open" or BandWidthCrossoverBandValue2 == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isBandWidthCrossoverBandValue2)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if BandWidthCrossoverBandValue2 == "Long Close" or BandWidthCrossoverBandValue2 == "Long Open and Long Close"
    [a,b,c] = testLongClose(isBandWidthCrossoverBandValue2) 
    longClose := a
    longCloseCount := b
    validLongClose := c     
            
            
            
            
bool isBandWidthCrossunderBandValue1 = crossunder(BBWidth, BandWidth1)           
            
if BandWidthCrossunderBandValue1 == "Long Open" or BandWidthCrossunderBandValue1 == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isBandWidthCrossunderBandValue1)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if BandWidthCrossunderBandValue1 == "Long Close" or BandWidthCrossunderBandValue1 == "Long Open and Long Close"
    [a,b,c] = testLongClose(isBandWidthCrossunderBandValue1) 
    longClose := a
    longCloseCount := b
    validLongClose := c    
            
bool isBandWidthCrossunderBandValue2 = crossunder(BBWidth, BandWidth2)           
            
if BandWidthCrossunderBandValue2 == "Long Open" or BandWidthCrossunderBandValue2 == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isBandWidthCrossunderBandValue2)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if BandWidthCrossunderBandValue2 == "Long Close" or BandWidthCrossunderBandValue2 == "Long Open and Long Close"
    [a,b,c] = testLongClose(isBandWidthCrossunderBandValue2) 
    longClose := a
    longCloseCount := b
    validLongClose := c     
            
            


bool isBandWidthAboveBandValue1 = BBWidth > BandWidth1          
            
if BandWidthAboveBandValue1 == "Long Open" or BandWidthAboveBandValue1 == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isBandWidthAboveBandValue1)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if BandWidthAboveBandValue1 == "Long Close" or BandWidthAboveBandValue1 == "Long Open and Long Close"
    [a,b,c] = testLongClose(isBandWidthAboveBandValue1) 
    longClose := a
    longCloseCount := b
    validLongClose := c     
            
bool isBandWidthAboveBandValue2 = BBWidth > BandWidth2           
            
if BandWidthAboveBandValue2 == "Long Open" or BandWidthAboveBandValue2 == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isBandWidthAboveBandValue2)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if BandWidthAboveBandValue2 == "Long Close" or BandWidthAboveBandValue2 == "Long Open and Long Close"
    [a,b,c] = testLongClose(isBandWidthAboveBandValue2) 
    longClose := a
    longCloseCount := b
    validLongClose := c     
            
            
            
            
bool isBandWidthBelowBandValue1 = BBWidth < BandWidth1           
            
if BandWidthBelowBandValue1 == "Long Open" or BandWidthBelowBandValue1 == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isBandWidthBelowBandValue1)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if BandWidthBelowBandValue1 == "Long Close" or BandWidthBelowBandValue1 == "Long Open and Long Close"
    [a,b,c] = testLongClose(isBandWidthBelowBandValue1) 
    longClose := a
    longCloseCount := b
    validLongClose := c    
            
bool isBandWidthBelowBandValue2 = BBWidth < BandWidth2         
            
if BandWidthBelowBandValue2 == "Long Open" or BandWidthBelowBandValue2 == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isBandWidthBelowBandValue2)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if BandWidthBelowBandValue2 == "Long Close" or BandWidthBelowBandValue2 == "Long Open and Long Close"
    [a,b,c] = testLongClose(isBandWidthBelowBandValue2) 
    longClose := a
    longCloseCount := b
    validLongClose := c     





bool isPercentBCrossoverPercentBValue1 = crossover(PercentB, PercentB1)           
            
if PercentBCrossoverPercentBValue1 == "Long Open" or PercentBCrossoverPercentBValue1 == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isPercentBCrossoverPercentBValue1)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if PercentBCrossoverPercentBValue1 == "Long Close" or PercentBCrossoverPercentBValue1 == "Long Open and Long Close"
    [a,b,c] = testLongClose(isPercentBCrossoverPercentBValue1) 
    longClose := a
    longCloseCount := b
    validLongClose := c    
            
bool isPercentBCrossoverPercentBValue2 = crossover(PercentB, PercentB2)           
            
if PercentBCrossoverPercentBValue2 == "Long Open" or PercentBCrossoverPercentBValue2 == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isPercentBCrossoverPercentBValue2)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if PercentBCrossoverPercentBValue2 == "Long Close" or PercentBCrossoverPercentBValue2 == "Long Open and Long Close"
    [a,b,c] = testLongClose(isPercentBCrossoverPercentBValue2) 
    longClose := a
    longCloseCount := b
    validLongClose := c    
            
            
            
            
bool isPercentBCrossunderPercentBValue1 = crossunder(PercentB, PercentB1)           
            
if PercentBCrossunderPercentBValue1 == "Long Open" or PercentBCrossunderPercentBValue1 == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isPercentBCrossunderPercentBValue1)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if PercentBCrossunderPercentBValue1 == "Long Close" or PercentBCrossunderPercentBValue1 == "Long Open and Long Close"
    [a,b,c] = testLongClose(isPercentBCrossunderPercentBValue1) 
    longClose := a
    longCloseCount := b
    validLongClose := c      
            
bool isPercentBCrossunderPercentBValue2 = crossunder(PercentB, PercentB2)           
            
if PercentBCrossunderPercentBValue2 == "Long Open" or PercentBCrossunderPercentBValue2 == "Long Open and Long Close"
    [a,b,c] = testLongOpen(isPercentBCrossunderPercentBValue2)
    longOpen := a
    longOpenCount := b
    validLongOpen := c
if PercentBCrossunderPercentBValue2 == "Long Close" or PercentBCrossunderPercentBValue2 == "Long Open and Long Close"
    [a,b,c] = testLongClose(isPercentBCrossunderPercentBValue2) 
    longClose := a
    longCloseCount := b
    validLongClose := c     
            
            


// bool isPercentBAbovePercentBValue1 = PercentB > PercentB1          
            
// if PercentBAbovePercentBValue1 == "Long Open" or PercentBAbovePercentBValue1 == "Long Open and Long Close"
//     [a,b,c] = testLongOpen(isPercentBAbovePercentBValue1)
//     longOpen := a
//     longOpenCount := b
//     validLongOpen := c
// if PercentBAbovePercentBValue1 == "Long Close" or PercentBAbovePercentBValue1 == "Long Open and Long Close"
//     [a,b,c] = testLongClose(isPercentBAbovePercentBValue1) 
//     longClose := a
//     longCloseCount := b
//     validLongClose := c     
            
// bool isPercentBAbovePercentBValue2 = PercentB > PercentB2           
            
// if PercentBAbovePercentBValue2 == "Long Open" or PercentBAbovePercentBValue2 == "Long Open and Long Close"
//     [a,b,c] = testLongOpen(isPercentBAbovePercentBValue2)
//     longOpen := a
//     longOpenCount := b
//     validLongOpen := c
// if PercentBAbovePercentBValue2 == "Long Close" or PercentBAbovePercentBValue2 == "Long Open and Long Close"
//     [a,b,c] = testLongClose(isPercentBAbovePercentBValue2) 
//     longClose := a
//     longCloseCount := b
//     validLongClose := c      
             
            
            
            
// bool isPercentBBelowPercentBValue1 = PercentB < PercentB1           
            
// if PercentBBelowPercentBValue1 == "Long Open" or PercentBBelowPercentBValue1 == "Long Open and Long Close"
//     [a,b,c] = testLongOpen(isPercentBBelowPercentBValue1)
//     longOpen := a
//     longOpenCount := b
//     validLongOpen := c
// if PercentBBelowPercentBValue1 == "Long Close" or PercentBBelowPercentBValue1 == "Long Open and Long Close"
//     [a,b,c] = testLongClose(isPercentBBelowPercentBValue1) 
//     longClose := a
//     longCloseCount := b
//     validLongClose := c    
            
// bool isPercentBBelowPercentBValue2 = PercentB < PercentB2         
            
// if PercentBBelowPercentBValue2 == "Long Open" or PercentBBelowPercentBValue2 == "Long Open and Long Close"
//     [a,b,c] = testLongOpen(isPercentBBelowPercentBValue2)
//     longOpen := a
//     longOpenCount := b
//     validLongOpen := c
// if PercentBBelowPercentBValue2 == "Long Close" or PercentBBelowPercentBValue2 == "Long Open and Long Close"
//     [a,b,c] = testLongClose(isPercentBBelowPercentBValue2) 
//     longClose := a
//     longCloseCount := b
//     validLongClose := c     



//-------------------------------------END CONDITIONS-------------------------------------------        


    
if OpenConditionsRequirement == "Minimum count"
    if longOpenCount >= OpenConditionsMinimumCount
        longOpen := 1
if CloseConditionsRequirement == "Minimum count"
    if longCloseCount >= CloseConditionsMinimumCount
        longClose := 1

// Tie breaker
if longClose == 1 and longOpen == 1
    longOpen := 0

if longOpen == 1 and window()
    strategy.entry("Long", true) // buy by market
    strategy.exit("Take Profit or Stop Loss", "Long", profit = profitTarget, loss = lossTarget)
else if longClose == 1 and window()
    strategy.close("Long")
else if not window()
    strategy.close("Long")

Forums

PINE Language FAQ Summary MyLanguage Web3 About Us

Product

Robot Strategy Node Platforms Tickets

API

Syntax guide User guide Trading api Blockchain Indicator