X48 - Optimisation et adaptation de la stratégie DayLight Hunter

Auteur:ChaoZhang est là., Date: 2023-12-18 12:19:41 Je suis désolé
Les étiquettes:

Résumé

Cette stratégie combine l'indicateur stochastique classique et l'indicateur SMA pour atteindre une forte capacité de suivi de tendance. L'idée de base de la stratégie est d'identifier les signaux de direction de tendance avec l'indicateur stochastique et de filtrer avec l'indicateur SMA pour améliorer la qualité du signal.

La logique de la stratégie

La stratégie adopte une version améliorée de l'indicateur stochastique.
Les paramètres de l'indicateur SMA comprennent le SMA supérieur et le SMA inférieur pour filtrer les signaux pour une meilleure qualité.
Trois modes de risque sont prévus pour la sélection en fonction des préférences en matière de risque, notamment à faible risque, à risque moyen et à risque élevé.
Le signal long est identifié lorsque Stoch franchit le seuil et que le prix de clôture est inférieur à la SMA inférieure.
Le module de jugement multi-temporel vérifie les signaux sur différentes périodes afin d'optimiser le calendrier d'entrée et de contrôler le risque de négociation.

Les avantages

L'indicateur stochastique amélioré améliore la sensibilité pour capter rapidement les changements du marché.
Le double mécanisme de filtrage SMA permet d'éviter efficacement les faux signaux et d'améliorer la qualité du signal.
Les modes de risque multiples permettent aux utilisateurs d'ajuster de manière flexible les paramètres en fonction de leur appétit pour le risque.
Le jugement sur plusieurs délais permet d'optimiser la sélection des délais d'entrée afin de réduire le risque de négociation.
Le cadre global de la stratégie est scientifique, stable et adaptable.

Les risques

La stratégie ne dispose pas d'un mécanisme de stop loss lui-même.
Une fréquence de signal élevée peut entraîner une survente et une augmentation des coûts de transaction.
La stratégie est sensible aux paramètres et aux réglages du mode de risque qui nécessitent une optimisation pour obtenir les meilleurs résultats.
Il peut arriver que des retraits importants se produisent. Il peut ne pas convenir à la négociation de position complète.

Les solutions:

Définir un taux de stop-loss approprié basé sur la volatilité du marché pour maximiser le contrôle des risques.
Ajustez les paramètres de Stoch pour réduire la fréquence du signal, ou définissez un bénéfice minimum pour éviter les transactions inutiles.
Le mode à faible risque est recommandé comme référence. Ajustez les autres paramètres en fonction des résultats du backtest.
Contrôler la taille des positions et la moyenne de l'exposition pour réduire le risque par transaction.

Des possibilités d'amélioration

Optimisation paramétrique complète sur Stoch et SMA pour trouver la combinaison optimale de paramètres.
Augmenter le nombre de jugements portant sur des délais multiples afin d'obtenir davantage de renvoi et de meilleures décisions d'entrée.
Mettre en place des mécanismes de stop loss dynamiques tels que l'ATR Trailing Stop pour mieux limiter les risques à la baisse.
Construisez des mécanismes de filtration et de confirmation du signal comme le volume pour éviter les pièges.
Ajouter un module de dimensionnement des positions pour ajuster activement la taille des positions en fonction des conditions du marché afin de réduire l'exposition au risque par transaction.

Résumé

Cette stratégie combine les forces des indicateurs stochastiques et SMA pour atteindre une forte capacité de suivi des tendances. Le cadre est solide et l'application de l'indicateur est fluide. En contrôlant les paramètres et les modes de risque, la nature des indicateurs est restaurée pour une meilleure stabilité. Le jugement multi-temps améliore également l'adaptabilité entre les produits et les délais.

/*backtest
start: 2023-11-17 00:00:00
end: 2023-12-17 00:00:00
period: 1h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//►►►► Description ►►►►
//1. The Original Pine Script
//- Stochastic
//- SMA
//1.1 Concepts
//- Stochastic crossover and crossunder with range 80/20 or 70/30 or 50/50 from your risk you can adjust it from config
//- Confirm Signal by SMA High and Low Original Range is 50 or you can adjust by your self in config Setting
//1.2 Condition
//- Buy Condition = Stochastic crossover Sto Signal Line and SMA Filter <= 20 or 30 or 50 from your risk
//- Sell Condition = Stochastic crossunder Sto Signal Line and SMA Filter >= 80 or 70 or 50 from your risk
//1.3 Idea For Trading
//- Trend Runing If you use "Trend" Mode is Martingale Your Position Until You Have a Profit
//- Scalping You Can Adjust TP for Little Profit and Increase Your Winrate

//►►►► Strategy results ►►►►
// ►► Use an account size ►►
// - For Newbie i recommend try to use 50$ you can test in MT4 Or MT5 Start With 50$ Leverage : 1000
// - For Some User Have a Exp. Trading : 500$ you can use martingale for help your trading
// - For Expert User : 5000$ or 5000$ (Cent) you can use martingale for help your trading
// ►► realistic commission AND slippage ►►
// - Some Broker Not Have a commission for Gold and Forex.
// - slippage : default i'm Setting is 350 point, (it's mean 35 pip) it's average or your account is ECN or Zero Spread You can Set = 0
// ►► Size For Trading ►►
// - This strategy is Start From 0.01 lot and use martingale for next position
// - This not perfect strategy. it's have equity drawdown. just try and test your config you like.
// ►► Sample size Dataset Trading ►►
// - This Strategy Recommend For Long-Term Trading Becuase It's Have Martingale Help Your Next Position

//►►►► strategy's default Properties ►►►►
// - From Default Setting : Slippage or Spread Set = 0 (Becuase I don't know your account spread) you can set in Properties
// ** Some Broeker Are 2 Digits or 3 Digit You Must Set By Your Self (like 35 point or 350 point from your account spread)
// - From Default Setting : commission = 0 (Becuase I don't know your account commission) you can set in Properties
// ** Some Broeker Are not commission for forex and gold

//@version=5
var int slippage = 0
strategy("X48 - DayLight Hunter | Strategy | V.01.03", overlay=true)

var int hedge_mode = 0
var int sto_buy = 0
var int sto_sell = 0

Trade_Mode = input.string(defval = "Trend", title = "⚖️ Mode For Trade [Oneway / Hedge / ⭐Trend]", options = ["Oneway", "Hedge", "Trend"], group = "=== Mode Trade [Recommend Mode is ⭐Trend and ⭐Low Risk] ===", tooltip = "Oneway = Switching Position Type With Signal\nHedge Mode = Not Switching Position Type Unitl TP or SL")
Risk_Mode = input.string(defval = "Low Risk", title = "⚖️ Risk Signal Mode [⭐Low / Medium / High]", options = ["Low Risk", "Medium Risk", "High Risk"], group = "=== Mode Trade [Recommend Mode is ⭐Trend and ⭐Low Risk] ===", tooltip = "[[Signal Form Stochastic]]\nLow Risk is >= 80 and <= 20\nMedium Risk is >= 70 and <= 30\nHigh Risk is >= 50 and <=50")

if Trade_Mode == "Oneway"
    hedge_mode := 0
else if Trade_Mode == "Hedge"
    hedge_mode := 1
else if Trade_Mode == "Trend"
    hedge_mode := 2

if Risk_Mode == "Low Risk"
    sto_buy := 20
    sto_sell := 80
else if Risk_Mode == "Medium Risk"
    sto_buy := 30
    sto_sell := 70
else if Risk_Mode == "High Risk"
    sto_buy := 50
    sto_sell := 50

periodK = input.int(15, title="%K Length", minval=1, group = "Stochastic Setting", inline = "Sto0")
smoothK = input.int(3, title="%K Smoothing", minval=1, group = "Stochastic Setting", inline = "Sto0")
periodD = input.int(3, title="%D Smoothing", minval=1, group = "Stochastic Setting", inline = "Sto0")

GRSMA = "=== 🧮 SMA Filter Mode ==="
SMA_Mode = input.bool(defval = true, title = "🧮 SMA High and Low Filter Mode", group = GRSMA, tooltip = "Sell Signal With Open >= SMA High\nBuy Signal With Close <= SMA Low")
SMA_High = input.int(defval = 50, title = "SMA High", group = GRSMA, inline = "SMA1")
SMA_Low = input.int(defval = 50, title = "SMA Low", group = GRSMA, inline = "SMA1")

k = ta.sma(ta.stoch(close, high, low, periodK), smoothK)
d = ta.sma(k, periodD)
high_line = ta.sma(high, SMA_High)
low_line = ta.sma(low, SMA_Low)
plot(SMA_Mode ? high_line : na, "H-Line", color = color.yellow, linewidth = 2)
plot(SMA_Mode ? low_line : na, "L-Line", color = color.blue, linewidth = 2)

entrybuyprice = strategy.position_avg_price

var bool longcondition = na
var bool shortcondition = na

if SMA_Mode == true
    longcondition := ta.crossover(k,d) and d <= sto_buy and close < low_line and open < low_line// or ta.crossover(k, 20)// and close <= low_line
    shortcondition := ta.crossunder(k,d) and d >= sto_sell and close > high_line and open > high_line// or ta.crossunder(k, 80)// and close >= high_line
else
    longcondition := ta.crossover(k,d) and d <= sto_buy
    shortcondition := ta.crossunder(k,d) and d >= sto_sell
//longcondition_double = ta.crossover(d,20) and close < low_line// and strategy.position_size > 0
//shortcondition_double = ta.crossunder(d,80) and close > high_line// and strategy.position_size < 0

//=============== TAKE PROFIT and STOP LOSS by % =================

tpsl(percent) =>
    strategy.position_avg_price * percent / 100 / syminfo.mintick
GR4 = "=====🆘🆘🆘 TAKE PROFIT & STOP LOSS BY [%] 🆘🆘🆘====="
mode= input.bool(title="🆘 Take Profit & Stop Loss By Percent (%)", defval=true, group=GR4, tooltip = "Take Profit & Stop Loss by % Change\n0 = Disable")
tp_l = tpsl(input.float(0, title='🆘 TP [LONG] % >> [OneWay Only]', group=GR4, tooltip = "0 = Disable"))
tp_s = tpsl(input.float(0, title='🆘 TP [SHORT] % >> [OneWay Only]', group=GR4, tooltip = "0 = Disable"))
sl = tpsl(input.float(0, title='🆘 Stop Loss % [All Mode / 1st Position]', group=GR4, tooltip = "0 = Disable"))
tp_pnl = input.float(defval = 1, title = "🆘 TakeProfit by PNL ($) eg. (0.1 = 0.1$)", group = GR4, tooltip = "All Mode TP by PNL")
spread_size = input.float(defval = 0.350, title = "🆘 Spread Point Size(Eg. 35 Point or 350 Point From Your Broker Digits)", tooltip = "Spread Point Form Your Broker \nEg. 1920.124 - 1920.135 or 1920.12 - 1920.13\nPlease Check From Your Broker", group = GR4)

GR5 = "===💮💮💮 Hedge / Martingale Mode 💮💮💮==="
//hedge_mode = input.bool(defval = true, title = "⚖️ Hedge / Martingale Mode", group = GR5)
hedge_point = input.int(defval = 500, title = "💯 Hedge Point Range / Martingale Range", group = GR5, tooltip = "After Entry Last Position And Current Price More Than Point Range Are Open New Hedge Position")
hedge_gale = input.float(defval = 2.0, title = "✳️ Martingale For Hedge Multiply [default = 2]", tooltip = "Martingale For Multiply Hedge Order", group = GR5)
hedge_point_size = hedge_point/100

calcStopLossPrice(OffsetPts) =>
    if strategy.position_size > 0
        strategy.position_avg_price - OffsetPts * syminfo.mintick
    else if strategy.position_size < 0
        strategy.position_avg_price + OffsetPts * syminfo.mintick
    else
        na

calcStopLossL_AlertPrice(OffsetPts) =>
    strategy.position_avg_price - OffsetPts * syminfo.mintick
calcStopLossS_AlertPrice(OffsetPts) =>
    strategy.position_avg_price + OffsetPts * syminfo.mintick

calcTakeProfitPrice(OffsetPts) =>
    if strategy.position_size > 0
        strategy.position_avg_price + OffsetPts * syminfo.mintick
    else if strategy.position_size < 0
        strategy.position_avg_price - OffsetPts * syminfo.mintick
    else
        na

calcTakeProfitL_AlertPrice(OffsetPts) =>
    strategy.position_avg_price + OffsetPts * syminfo.mintick
calcTakeProfitS_AlertPrice(OffsetPts) =>
    strategy.position_avg_price - OffsetPts * syminfo.mintick

var stoploss = 0.
var stoploss_l = 0.
var stoploss_s = 0.
var takeprofit = 0.
var takeprofit_l = 0.
var takeprofit_s = 0.
var takeprofit_ll = 0.
var takeprofit_ss = 0.

if mode == true
    if (strategy.position_size > 0)
        if sl > 0
            stoploss := calcStopLossPrice(sl)
            stoploss_l := stoploss
        else if sl <= 0
            stoploss := na
        if tp_l > 0
            takeprofit := tp_l
            takeprofit_ll := close + ((close/100)*tp_l)
            //takeprofit_s := na
        else if tp_l <= 0
            takeprofit := na
    if (strategy.position_size < 0)
        if sl > 0
            stoploss := calcStopLossPrice(sl)
            stoploss_s := stoploss
        else if sl <= 0
            stoploss := na
        if tp_s > 0
            takeprofit := tp_s
            takeprofit_ss := close - ((close/100)*tp_s)
            //takeprofit_l := na
        else if tp_s <= 0
            takeprofit := na
    else if strategy.position_size == 0
        stoploss := na
        takeprofit := na
        //takeprofit_l := calcTakeProfitL_AlertPrice(tp_l)
        //takeprofit_s := calcTakeProfitS_AlertPrice(tp_s)
        //stoploss_l := calcStopLossL_AlertPrice(sl)
        //stoploss_s := calcStopLossS_AlertPrice(sl)

//////////// INPUT BACKTEST RANGE ////////////////////////////////////////////////////
var string BTR1         = '════════⌚⌚ INPUT BACKTEST TIME RANGE ⌚⌚════════'
i_startTime             = input(defval = timestamp("01 Jan 1945 00:00 +0000"), title = "Start", inline="timestart", group=BTR1, tooltip = 'Start Backtest YYYY/MM/DD')
i_endTime               = input(defval = timestamp("01 Jan 2074 23:59 +0000"), title = "End", inline="timeend", group=BTR1, tooltip = 'End Backtest YYYY/MM/DD')
//////////////// Strategy Alert For X4815162342 BOT //////////////////////
Text_Alert_Future = '{{strategy.order.alert_message}}'
copy_Fu = input( defval= Text_Alert_Future ,    title="Alert Message for BOT", inline = '00'  ,group = '═ Bot Setting ═ \n >> If You Dont Use Bot Just Pass It' ,tooltip = 'Alert For X48-BOT > Copy and Paste To Alert Function')
TimeFrame_input = input(defval= 'Input Your TimeFrame [1m, 15m, 1h, 4h, 1d ,1w]' ,    title="TimeFrame Text Alert", inline = '01'  ,group = '═ Bot Setting ═ \n >> If You Dont Use Bot Just Pass It', tooltip = "[1m, 15m, 1h, 4h, 1d ,1w]")
string Alert_EntryL = '🪙 Asset : {{ticker}} \n💱 Status : {{strategy.market_position}}\n🕛 TimeFrame : '+str.tostring(TimeFrame_input)+'\n💸 Price : {{strategy.order.price}} $\n✅ TP : '+str.tostring(takeprofit_ll)+' $\n❌ SL : '+str.tostring(stoploss_l)+' $\n⏰ Time : {{timenow}}'
string Alert_EntryS = '🪙 Asset : {{ticker}} \n💱 Status : {{strategy.market_position}}\n🕛 TimeFrame : '+str.tostring(TimeFrame_input)+'\n💸 Price : {{strategy.order.price}} $\n✅ TP : '+str.tostring(takeprofit_ss)+' $\n❌ SL : '+str.tostring(stoploss_s)+' $\n⏰ Time : {{timenow}}'
string Alert_TPSL = '🪙 Asset : {{ticker}}\n🕛 TimeFrame : '+str.tostring(TimeFrame_input)+'\n💹 {{strategy.order.comment}}\n💸 Price : {{strategy.order.price}} $\n⏰ Time : {{timenow}}'

if true
    if (longcondition and strategy.position_size == 0) or (longcondition and strategy.position_size < 0 and hedge_mode == 0)
        strategy.entry("Long", strategy.long, comment = "🌙", alert_message = Alert_EntryL)
    //if longcondition_double
    //    //strategy.cancel_all()
    //    strategy.entry("Long2", strategy.long, comment = "🌙🌙")
    //    //strategy.exit("Exit",'Long', qty_percent = 100 , profit = takeprofit, stop = stoploss, comment_profit = "TP💚L", comment_loss = "SL💚L")
    if (shortcondition and strategy.position_size == 0) or (shortcondition and strategy.position_size > 0 and hedge_mode == 0)
        strategy.entry("Short", strategy.short, comment = "👻", alert_message = Alert_EntryS)
        //strategy.exit("Exit",'Short', qty_percent = 100, profit = takeprofit, stop = stoploss, comment_profit = "TP❤️️S", comment_loss = "SL❤️️S")
    //if shortcondition_double
    //    //strategy.cancel_all()
    //    strategy.entry("Short2", strategy.short, comment = "👻👻")

if strategy.position_size > 0 and strategy.opentrades >= 1 and hedge_mode == 1
    entrypricel = strategy.opentrades.entry_price(strategy.opentrades - 1)
    callpointsize =  entrypricel - close
    lastsize = strategy.position_size
    if callpointsize >= hedge_point_size and longcondition
        strategy.order("Long2", strategy.long, qty = lastsize * hedge_gale, comment = "🌙⌛", alert_message = Alert_EntryL)
    if shortcondition
        strategy.order("Short2", strategy.short, qty = lastsize * hedge_gale, comment = "👻⌛", alert_message = Alert_EntryS)

else if strategy.position_size < 0 and strategy.opentrades >= 1 and hedge_mode == 1
    entryprices = strategy.opentrades.entry_price(strategy.opentrades - 1)
    callpointsize = (entryprices - close)* -1
    lastsize = (strategy.position_size) * -1
    if callpointsize >= hedge_point_size and shortcondition
        strategy.order("Short2", strategy.short, qty = lastsize * hedge_gale, comment = "👻⌛", alert_message = Alert_EntryS)
    if longcondition
        strategy.order("Long2", strategy.long, qty = lastsize * hedge_gale, comment = "🌙⌛", alert_message = Alert_EntryL)

if strategy.position_size > 0 and strategy.opentrades >= 1 and hedge_mode == 2
    entrypricel = strategy.opentrades.entry_price(strategy.opentrades - 1)
    callpointsize =  entrypricel - close
    lastsize = strategy.position_size
    if callpointsize >= hedge_point_size and longcondition
        strategy.order("Long2", strategy.long, qty = lastsize * hedge_gale, comment = "🌙⌛", alert_message = Alert_EntryL)

else if strategy.position_size < 0 and strategy.opentrades >= 1 and hedge_mode == 2
    entryprices = strategy.opentrades.entry_price(strategy.opentrades - 1)
    callpointsize = (entryprices - close)* -1
    lastsize = (strategy.position_size) * -1
    if callpointsize >= hedge_point_size and shortcondition
        strategy.order("Short2", strategy.short, qty = lastsize * hedge_gale, comment = "👻⌛", alert_message = Alert_EntryS)

last_price_l = (strategy.opentrades.entry_price(strategy.opentrades - 1) + (strategy.opentrades.entry_price(strategy.opentrades - 1)/100) * takeprofit) + spread_size
last_price_s = (strategy.opentrades.entry_price(strategy.opentrades - 1) - (strategy.opentrades.entry_price(strategy.opentrades - 1)/100) * takeprofit) - spread_size 
current_price = request.security(syminfo.tickerid, "1", close)
current_pricel = request.security(syminfo.tickerid, "1", close) + spread_size
current_prices = request.security(syminfo.tickerid, "1", close) - spread_size
//if mode == true
if strategy.position_size > 0 and strategy.openprofit >= tp_pnl and mode == true and hedge_mode == 1
    lastsize = strategy.position_size
    lastprofitorder = strategy.openprofit
    //if lastprofitorder >= 0.07
    //strategy.close('Long', qty = lastsize, comment = "TP💚L", alert_message = Alert_TPSL, immediately = true)
    strategy.cancel_all()
    strategy.close_all(comment = "TP💚PNL", alert_message = Alert_TPSL, immediately = true)
    //strategy.close_all(comment = "TP💚LH", alert_message = Alert_TPSL)
    //strategy.exit("Exit",'Long2', qty_percent = 100, profit = last_price_l, stop = stoploss, comment_profit = "TP💚LH", comment_loss = "SL💚LH", alert_message = Alert_TPSL)
    //strategy.exit("Exit",'Long', qty_percent = 100, profit = last_price_l, stop = stoploss, comment_profit = "TP💚L", comment_loss = "SL💚L", alert_message = Alert_TPSL)
else if strategy.position_size > 0 and strategy.openprofit < tp_pnl and mode == true and hedge_mode == 1
    strategy.exit("Exit",'Long', qty_percent = 100, stop = stoploss, comment_loss = "SL💚%L", alert_message = Alert_TPSL)

if strategy.position_size > 0 and strategy.openprofit >= tp_pnl and mode == true and hedge_mode == 2
    lastsize = strategy.position_size
    lastprofitorder = strategy.openprofit
    //if lastprofitorder >= 0.07
    //strategy.close('Long', qty = lastsize, comment = "TP💚L", alert_message = Alert_TPSL, immediately = true)
    strategy.cancel_all()
    strategy.close_all(comment = "TP💚PNL", alert_message = Alert_TPSL, immediately = true)
    //strategy.close_all(comment = "TP💚LH", alert_message = Alert_TPSL)
    //strategy.exit("Exit",'Long2', qty_percent = 100, profit = last_price_l, stop = stoploss, comment_profit = "TP💚LH", comment_loss = "SL💚LH", alert_message = Alert_TPSL)
    //strategy.exit("Exit",'Long', qty_percent = 100, profit = last_price_l, stop = stoploss, comment_profit = "TP💚L", comment_loss = "SL💚L", alert_message = Alert_TPSL)
else if strategy.position_size > 0 and strategy.openprofit < tp_pnl and mode == true and hedge_mode == 2
    strategy.exit("Exit",'Long', qty_percent = 100, stop = stoploss, comment_loss = "SL💚%L", alert_message = Alert_TPSL)

if strategy.position_size > 0 and mode == true and hedge_mode == 0
    //strategy.close_all(comment = "TP💚LH", alert_message = Alert_TPSL, immediately = true)
    strategy.exit("Exit",'Long', qty_percent = 100, profit = takeprofit, stop = stoploss, comment_profit = "TP💚%L", comment_loss = "SL💚%L", alert_message = Alert_TPSL)
    //strategy.exit("Exit",'Long', qty_percent = 100, profit = takeprofit, stop = stoploss, comment_profit = "TP💚LL", comment_loss = "SL💚L", alert_message = Alert_TPSL)

if strategy.position_size < 0 and strategy.openprofit >= tp_pnl and mode == true and hedge_mode == 1
    lastsize = (strategy.position_size) * -1
    lastprofitorder = strategy.openprofit
    //if lastprofitorder >= 0.07
    //strategy.close('Short', qty = lastsize, comment = "TP❤️️S", alert_message = Alert_TPSL, immediately = true)
    strategy.cancel_all()
    strategy.close_all(comment = "TP❤️️PNL", alert_message = Alert_TPSL, immediately = true)
    //strategy.close_all(comment = "TP❤️️SH", alert_message = Alert_TPSL)
    //strategy.exit("Exit",'Short2', qty_percent = 100, profit = last_price_s, stop = stoploss, comment_profit = "TP❤️️SH", comment_loss = "SL❤️️SH", alert_message = Alert_TPSL)
    //strategy.exit("Exit",'Short', qty_percent = 100, profit = last_price_s, stop = stoploss, comment_profit = "TP❤️️S", comment_loss = "SL❤️️S", alert_message = Alert_TPSL)
else if strategy.position_size < 0 and strategy.openprofit < tp_pnl and mode == true and hedge_mode == 1
    strategy.exit("Exit",'Short', qty_percent = 100, stop = stoploss, comment_loss = "SL❤️️%S", alert_message = Alert_TPSL)
if strategy.position_size < 0 and mode == true and hedge_mode == 0
    //strategy.close_all(comment = "TP❤️️SH", alert_message = Alert_TPSL, immediately = true)
    strategy.exit("Exit",'Short', qty_percent = 100, profit = takeprofit, stop = stoploss, comment_profit = "TP❤️️%S", comment_loss = "SL❤️️%S", alert_message = Alert_TPSL)
    //strategy.exit("Exit",'Short', qty_percent = 100, profit = takeprofit, stop = stoploss, comment_profit = "TP❤️️S", comment_loss = "SL❤️️S", alert_message = Alert_TPSL)

if strategy.position_size < 0 and strategy.openprofit >= tp_pnl and mode == true and hedge_mode == 2
    lastsize = (strategy.position_size) * -1
    lastprofitorder = strategy.openprofit
    //if lastprofitorder >= 0.07
    //strategy.close('Short', qty = lastsize, comment = "TP❤️️S", alert_message = Alert_TPSL, immediately = true)
    strategy.cancel_all()
    strategy.close_all(comment = "TP❤️️PNL", alert_message = Alert_TPSL, immediately = true)
    //strategy.close_all(comment = "TP❤️️SH", alert_message = Alert_TPSL)
    //strategy.exit("Exit",'Short2', qty_percent = 100, profit = last_price_s, stop = stoploss, comment_profit = "TP❤️️SH", comment_loss = "SL❤️️SH", alert_message = Alert_TPSL)
    //strategy.exit("Exit",'Short', qty_percent = 100, profit = last_price_s, stop = stoploss, comment_profit = "TP❤️️S", comment_loss = "SL❤️️S", alert_message = Alert_TPSL)
else if strategy.position_size < 0 and strategy.openprofit < tp_pnl and mode == true and hedge_mode == 2
    strategy.exit("Exit",'Short', qty_percent = 100, stop = stoploss, comment_loss = "SL❤️️%S", alert_message = Alert_TPSL)


//else if strategy.position_size < 0 and strategy.opentrades > 1
//    lastsize = (strategy.position_size) * -1
//    lastprofitorder = strategy.openprofit
//    if lastprofitorder >= 0.07
//        strategy.close_all(comment = "TP❤️️SS", alert_message = Alert_TPSL)

//===================== เรียกใช้  library =========================
import X4815162342/X48_LibaryStrategyStatus/2 as fuLi 
//แสดงผล Backtest

show_Net = input.bool(true,'Monitor Profit&Loss', inline = 'Lnet', group = '= PNL MONITOR SETTING =')
position_ = input.string('bottom_center','Position', options = ['top_right','middle_right','bottom_right','top_center','middle_center','bottom_center','middle_left','bottom_left'] , inline = 'Lnet')
size_i = input.string('auto','size', options = ['auto','tiny','small','normal'] , inline = 'Lnet') 
color_Net = input.color(color.blue,"" , inline = 'Lnet')
// fuLi.NetProfit_Show(show_Net , position_ , size_i,  color_Net )

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