Supertrend à l'arrière avec arrêt de traînée

Auteur:ChaoZhang est là., Date: 2022-05-23 14:54:31 Le président de l'Assemblée
Les étiquettes:ATR

SuperTrend est une ligne mobile d'arrêt et d'inversion basée sur la volatilité (ATR).

La stratégie augmentera votre stop loss lorsque le prix bouge de 1%.

La stratégie fermera votre opération lorsque le prix du marché aura franchi le seuil de stop loss.

La stratégie mettra fin à l'opération lorsque la ligne basée sur la volatilité sera franchie.

La stratégie comporte les paramètres suivants:

Période ATR- Pour sélectionner le nombre de barres de retour pour exécuter le calcul
ATR MULTPLIER- Pour ajouter un facteur multiplicateur à la volatilité
Législation relative à l'émission de gaz- Où peut-on insérer la valeur à la première étape?
Type de position- Où peut-on choisir la position commerciale.
Période d'essai- Pour choisir la portée.

Déclaration de non-responsabilité

Je ne suis pas un conseiller financier ou un courtier agréé. Je ne vous dis pas quand ou quoi acheter ou vendre. J'ai développé ce logiciel qui vous permet d'exécuter des transactions manuelles ou automatisées plusieurs transactions en utilisant TradingView. Le logiciel vous permet de définir les critères que vous voulez pour entrer et sortir des transactions.
Ne négociez pas avec de l'argent que vous ne pouvez pas vous permettre de perdre.
Je ne garantis pas des profits constants ou que quelqu'un puisse gagner de l'argent sans effort.
Chaque système peut avoir des séries gagnantes et perdantes.
La gestion de l'argent joue un grand rôle dans les résultats de votre trading. Par exemple: taille du lot, taille du compte, effet de levier du courtier et règles d'appel de marge du courtier ont tous un effet sur les résultats. En outre, vos paramètres Take Profit et Stop Loss pour les transactions de paires individuelles et pour l'équité globale du compte ont un impact majeur sur les résultats. Si vous êtes nouveau dans le trading et ne comprenez pas ces éléments, je vous recommande de rechercher des documents éducatifs pour approfondir vos connaissances.

Vous devez trouver et utiliser le système de trading qui fonctionne le mieux pour vous et votre tolérance au trading.

Je n'ai rien fourni d'autre qu'un outil avec des options pour vous de négocier avec ce programme sur TRADINGVIEW.

Le nombre d'heures

test de retour

/*backtest
start: 2022-02-22 00:00:00
end: 2022-05-22 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=4
//
// ▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒ 
//  -----------------------------------------------------------------------------
//  Copyright 2019 Mauricio Pimenta | exit490
//  SuperTrend with Trailing Stop Loss script may be freely distributed under the MIT license.
//
//  Permission is hereby granted, free of charge, 
//  to any person obtaining a copy of this software and associated documentation files (the "Software"), 
//  to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, 
//  publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, 
//  subject to the following conditions:
//
//  The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software.
//
//  THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, 
//  EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, 
//  FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, 
//  DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, 
//  OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
//
//  -----------------------------------------------------------------------------
//
//  Authors:  @exit490
//  Revision: v1.0.0
//  Date:     5-Aug-2019
//
//  Description
//  ===========
//  SuperTrend is a moving stop and reversal line based on the volatility (ATR).
//  The strategy will ride up your stop loss when price moviment 1%.
//  The strategy will close your operation when the market price crossed the stop loss.
//  The strategy will close operation when the line based on the volatility will crossed
//
//  The strategy has the following parameters:
//
//  INITIAL STOP LOSS - Where can isert the value to first stop.
//  POSITION TYPE - Where can to select trade position.
//  ATR PERIOD - To select number of bars back to execute calculation
//  ATR MULTPLIER - To add a multplier factor on volatility
//  BACKTEST PERIOD - To select range.
//  
//  -----------------------------------------------------------------------------
//  Disclaimer:
//    1. I am not licensed financial advisors or broker dealers. I do not tell you 
//       when or what to buy or sell. I developed this software which enables you 
//       execute manual or automated trades multplierFactoriplierFactoriple trades using TradingView. The 
//       software allows you to set the criteria you want for entering and exiting 
//       trades.
//    2. Do not trade with money you cannot afford to lose.
//    3. I do not guarantee consistent profits or that anyone can make money with no 
//       effort. And I am not selling the holy grail.
//    4. Every system can have winning and losing streaks.
//    5. Money management plays a large role in the results of your trading. For 
//       example: lot size, account size, broker leverage, and broker margin call 
//       rules all have an effect on results. Also, your Take Profit and Stop Loss 
//       settings for individual pair trades and for overall account equity have a 
//       major impact on results. If you are new to trading and do not understand 
//       these items, then I recommend you seek education materials to further your
//       knowledge.
//
//    YOU NEED TO FIND AND USE THE TRADING SYSTEM THAT WORKS BEST FOR YOU AND YOUR 
//    TRADING TOLERANCE.
//
//    I HAVE PROVIDED NOTHING MORE THAN A TOOL WITH OPTIONS FOR YOU TO TRADE WITH THIS PROGRAM ON TRADINGVIEW.
//    
//    I accept suggestions to improve the script.
//    If you encounter any problems I will be happy to share with me.
//  -----------------------------------------------------------------------------
//
// ▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒ //

strategy(title = "SUPERTREND ATR WITH TRAILING STOP LOSS",
         shorttitle = "SUPERTREND ATR WITH TSL",
         overlay = true,
         precision = 8,
         calc_on_order_fills = true,
         calc_on_every_tick = true,
         backtest_fill_limits_assumption = 0,
         default_qty_type = strategy.percent_of_equity,
         default_qty_value = 100,
         initial_capital = 1000,
         currency = currency.USD,
         linktoseries = true)

//
// ▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒ //

// === BACKTEST RANGE ===
backTestSectionFrom = input(title = "═══════════════ FROM ═══════════════", defval = true, type = input.bool)

FromMonth       = input(defval = 1, title = "Month", minval = 1)
FromDay         = input(defval = 1, title = "Day", minval = 1)
FromYear        = input(defval = 2019, title = "Year", minval = 2014)

backTestSectionTo = input(title = "════════════════ TO ════════════════", defval = true, type = input.bool)
ToMonth         = input(defval = 31, title = "Month", minval = 1)
ToDay           = input(defval = 12, title = "Day", minval = 1)
ToYear          = input(defval = 9999, title = "Year", minval = 2014)

backTestPeriod() => (time > timestamp(FromYear, FromMonth, FromDay, 00, 00)) and (time < timestamp(ToYear, ToMonth, ToDay, 23, 59))

//
// ▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒ //

parameterSection = input(title = "═════════════ STRATEGY ═════════════", defval = true, type = input.bool)
// === INPUT TO SELECT POSITION ===
positionType = input(defval="SHORT", title="Position Type", options=["LONG", "SHORT"])

// === INPUT TO SELECT INITIAL STOP LOSS
initialStopLossPercent = input(defval = 3.0, minval = 0.0, title="Initial Stop Loss")

// === INPUT TO SELECT BARS BACK
barsBack = input(title="ATR Period", defval=1)

// === INPUT TO SELECT MULTPLIER FACTOR 
multplierFactor = input(title="ATR multplierFactoriplier", step=0.1, defval=3.0)

//
// ▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒ //

// LOGIC TO FIND DIRECTION WHEN THERE IS TREND CHANGE ACCORDING VOLATILITY
atr = multplierFactor * atr(barsBack)

longStop = hl2 - atr
longStopPrev = nz(longStop[1], longStop)
longStop := close[1] > longStopPrev ? max(longStop, longStopPrev) : longStop

shortStop = hl2 + atr
shortStopPrev = nz(shortStop[1], shortStop)
shortStop := close[1] < shortStopPrev ? min(shortStop, shortStopPrev) : shortStop

direction = 1
direction := nz(direction[1], direction)
direction := direction == -1 and close > shortStopPrev ? 1 : direction == 1 and close < longStopPrev ? -1 : direction

longColor = color.blue
shortColor = color.blue

var valueToPlot = 0.0
var colorToPlot = color.white

if (direction == 1)
    valueToPlot := longStop
    colorToPlot := color.green
else
    valueToPlot := shortStop
    colorToPlot := color.red

//
// ▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒ //
//
// === GLOBAL VARIABLES AND FUNCTIONS TO STORE IMPORTANT CONDITIONALS TO TRAILING STOP
hasEntryLongConditional() => direction == 1
hasCloseLongConditional() => direction == -1

hasEntryShortConditional() => direction == -1
hasCloseShortConditional() => direction == 1

stopLossPercent = positionType == "LONG" ? initialStopLossPercent * -1 : initialStopLossPercent

var entryPrice = 0.0
var updatedEntryPrice = 0.0
var stopLossPrice = 0.0

hasOpenTrade() => strategy.opentrades != 0
notHasOpenTrade() => strategy.opentrades == 0

strategyClose() =>
    if positionType == "LONG"
        strategy.close("LONG", when=true)
    else 
        strategy.close("SHORT", when=true)

strategyOpen() =>
    if positionType == "LONG"
        strategy.entry("LONG", strategy.long, when=true)
    else 
        strategy.entry("SHORT", strategy.short, when=true)

isLong() => positionType == "LONG" ? true : false
isShort() => positionType == "SHORT" ? true : false


//
// ▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒ //
//
// === LOGIC TO TRAILING STOP IN LONG POSITION

if (isLong())

    crossedStopLoss = close <= stopLossPrice
    terminateOperation = hasOpenTrade() and (crossedStopLoss or hasCloseLongConditional())

    if (terminateOperation)
        entryPrice := 0.0
        updatedEntryPrice := entryPrice
        stopLossPrice := 0.0
        strategyClose()
    
    startOperation = notHasOpenTrade() and hasEntryLongConditional()

    if(startOperation)
        entryPrice := close
        updatedEntryPrice := entryPrice
        stopLossPrice := entryPrice + (entryPrice * stopLossPercent) / 100
        strategyOpen()
        
    strategyPercentege = (close - updatedEntryPrice) / updatedEntryPrice * 100.00
    rideUpStopLoss = hasOpenTrade() and strategyPercentege > 1

    if (isLong() and rideUpStopLoss)
        stopLossPercent := stopLossPercent + strategyPercentege - 1.0
        newStopLossPrice = updatedEntryPrice + (updatedEntryPrice * stopLossPercent) / 100  
        stopLossPrice := max(stopLossPrice, newStopLossPrice)
        updatedEntryPrice := stopLossPrice

//
// ▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒ //
//
// === LOGIC TO TRAILING STOP IN SHORT POSITION

if (isShort())

    crossedStopLoss = close >= stopLossPrice
    terminateOperation = hasOpenTrade() and (crossedStopLoss or hasCloseShortConditional())

    if (terminateOperation)
        entryPrice := 0.0
        updatedEntryPrice := entryPrice
        stopLossPrice := 0.0
        strategyClose()
    
    startOperation = notHasOpenTrade() and hasEntryShortConditional()

    if(startOperation)
        entryPrice := close
        updatedEntryPrice := entryPrice
        stopLossPrice := entryPrice + (entryPrice * stopLossPercent) / 100
        strategyOpen()
        
    strategyPercentege = (close - updatedEntryPrice) / updatedEntryPrice * 100.00
    rideDownStopLoss = hasOpenTrade() and strategyPercentege < -1

    if (rideDownStopLoss)
        stopLossPercent := stopLossPercent + strategyPercentege + 1.0
        newStopLossPrice = updatedEntryPrice + (updatedEntryPrice * stopLossPercent) / 100  
        stopLossPrice := min(stopLossPrice, newStopLossPrice)
        updatedEntryPrice := stopLossPrice

//
// ▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒▒ 
//
// === DRAWING SHAPES     

entryPricePlotConditinal = entryPrice == 0.0 ? na : entryPrice
trailingStopLossPlotConditional = stopLossPrice == 0.0  ? na : stopLossPrice

plotshape(entryPricePlotConditinal, title= "Entry Price", color=color.blue, style=shape.circle, location=location.absolute, size=size.tiny)
plotshape(trailingStopLossPlotConditional, title= "Stop Loss", color=color.red, style=shape.circle, location=location.absolute, size=size.tiny)

plot(valueToPlot == 0.0 ? na : valueToPlot, title="BuyLine", linewidth=2, color=colorToPlot)
plotshape(direction == 1 and direction[1] == -1 ? longStop : na, title="Buy", style=shape.labelup, location=location.absolute, size=size.normal, text="Buy", transp=0, textcolor = color.white, color=color.green, transp=0)
plotshape(direction == -1 and direction[1] == 1 ? shortStop : na, title="Sell", style=shape.labeldown, location=location.absolute, size=size.normal, text="Sell", transp=0, textcolor = color.white, color=color.red, transp=0)

alertcondition(direction == 1 and direction[1] == -1 ? longStop : na, title="Buy", message="Buy!")
alertcondition(direction == -1 and direction[1] == 1 ? shortStop : na, title="Sell", message="Sell!")

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