Double stratégie de tendance et d'oscillation

Auteur:ChaoZhang est là., Date: 2024-01-04 17h32: 26
Les étiquettes:

Résumé

La double stratégie de tendance et d'oscillation est une stratégie de trading quantitative qui combine tendance et oscillation.

Principaux

La stratégie utilise principalement deux indicateurs ouverts: les Trend Surfers et l'oscillateur de tendance de Mawreez.

Trend Surfers est un indicateur de suivi de tendance de stop loss. En calculant les prix les plus élevés et les plus bas sur une certaine période, il juge le mouvement des prix et donne des positions de stop loss suggérées. Par exemple, lorsque le prix dépasse le prix le plus élevé des 168 K-lines les plus récentes, c'est un signal haussier; lorsque le prix dépasse le prix le plus bas des 168 K-lines les plus récentes, c'est un signal baissier.

L'oscillateur de tendance de Mawreez est un indicateur d'oscillation à deux lignes. Semblable au MACD, il juge la direction et la force de la tendance à travers la différence de DI. Les valeurs au-dessus de l'axe 0 de cette courbe indiquent la hausse, tandis que celles ci-dessous indiquent la baisse.

Les règles de négociation de cette stratégie sont les suivantes:

Entrée longue: Acheter lorsque les surfeurs de tendance franchissent la ligne la plus élevée et que l'oscillateur de tendance de Mawreez montre un signal haussier
Entrée courte: vendre lorsque les surfeurs de tendance franchissent la ligne inférieure et que l'oscillateur de tendance de Mawreez montre un signal baissier

La méthode de stop loss est une combinaison de stop loss de suivi de tendance et de stop loss fixe.

Analyse des avantages

Cette stratégie combine des indicateurs de tendance et d'oscillation, qui peuvent capturer les tendances et trouver de meilleurs prix d'entrée pendant les oscillations.

Le double filtre d'indicateur peut éviter efficacement les fausses éruptions
La combinaison de tendance et d'oscillation facilite la saisie du prix bas dans les fourchettes de prix pour la chasse aux bonnes affaires ou la sortie au prix élevé pour le profit.
Les méthodes de stop loss multiples peuvent très bien contrôler les risques

Analyse des risques

Cette stratégie comporte également certains risques:

La combinaison de deux indicateurs peut entraîner des signaux de négociation manquants
Des signaux contradictoires peuvent apparaître entre l'indicateur de tendance et l'indicateur d'oscillation
L'arrêt-perte fixe peut être arrêté trop tôt

Pour atténuer ces risques, les mesures suivantes peuvent être prises:

Rétrécir correctement les paramètres des indicateurs pour réduire le taux de filtration
Ajouter des règles de jugement de tendance pour éviter les conflits d'indicateurs
Réglage dynamique des positions de stop loss

Directions d'optimisation

Cette stratégie peut être encore optimisée:

Testez différentes combinaisons de paramètres et paramètres de cycle pour trouver les paramètres optimaux
Augmenter les règles auxiliaires basées sur la volatilité, le volume des transactions, etc.
Adopter des techniques d'apprentissage automatique pour optimiser dynamiquement les indicateurs et les paramètres

Résumé

La double stratégie de tendance et d'oscillation intègre les avantages du suivi de tendance et des indicateurs d'oscillation. Elle peut identifier les directions de tendance et saisir les opportunités d'oscillation. Avec l'optimisation des paramètres et des règles, la rentabilité de cette stratégie peut être encore améliorée.

/*backtest
start: 2023-12-27 00:00:00
end: 2024-01-03 00:00:00
period: 1m
basePeriod: 1m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © myn

//@version=5
strategy('Strategy Myth-Busting #8 - TrendSurfers+TrendOsc - [MYN]', max_bars_back=5000, overlay=true, pyramiding=0, initial_capital=20000, currency='USD', default_qty_type=strategy.percent_of_equity, default_qty_value=100.0, commission_value=0.075, use_bar_magnifier = false)

/////////////////////////////////////
//* Put your strategy logic below *//
/////////////////////////////////////
//cAe9It4ynO4


// Strategies
// Trend Surfers - Premium Indicator
// Mawreez' Trend Oscillator Indicator

// Trading Setup / Rules


// Long Condition 
// Trend Surfers Trailing stop line goes below (Crosses) lowest low
// Bullish Candle (red)
// Mawreeze Trend Oscilator Indicator is green


// Short Condition

// Trend Surfers Trailing stop line goes above (Crosses) highest high
// Bearish Candle (red)
// Mawreeze Trend Oscilator Indicator is red

// Stop loss middle between high and low Risk 1:2


//@version=5
//strategy(shorttitle='Trend Surfers - Breakout', title='Trend Surfers - Premium Breakout', overlay=true, calc_on_every_tick=false, initial_capital=100000, default_qty_type=strategy.percent_of_equity, default_qty_value=100, commission_type='percent', commission_value=0.04)

// Risk for position and pyramid
maxriskval = input.float(2, 'Max % risk', tooltip='Risk % over total equity / Position', group='Risk Management')
pairnumber = input.int(title='How many pairs', defval=1, tooltip='How many pairs are you trading with the strategy?', group='Risk Management')

// Emtry Exit
highPeriod = input.int(title='Highest High Period', defval=168, tooltip='Highest High of X bars - This will trigger a Long Entry when close is above. (Thin Green Line)', group='Entry Condition')
lowPeriod = input.int(title='Lowest Low Period', defval=168, tooltip='Lowest low of X bars - This will trigger a Short Entry when close is under. (Thin Red Line)', group='Entry Condition')
// Stoploss
trailingAtrPeriod = input.int(title='Trailing ATR Pediod', defval=10, tooltip='Average True Range for the Trailing Stop. (Thick Green Line) ', group='Exit Condition')
trailingAtrMultiplier = input.float(title='Trailing ATR Multiplier', defval=8, group='Exit Condition')
fixAtrPeriod = input.int(title='Fix ATR Pediod', defval=10, tooltip='Average True Range for the Fix Stoloss. (Thick Yellow Line)', group='Exit Condition')
fixAtrMultiplier = input.float(title='Fix ATR Multiplier', defval=2, group='Exit Condition')
// Pair info 
pair = syminfo.basecurrency + syminfo.currency

// High Low Variable
highestHigh = ta.highest(high, highPeriod)[1]
lowestLow = ta.lowest(low, lowPeriod)[1]
trailingAtr = ta.atr(trailingAtrPeriod) * trailingAtrMultiplier

// Trade Condition
longConditionTrendSurfers = ta.crossover(close, highestHigh)
shortConditionTrendSurfers = ta.crossunder(close, lowestLow)

// Risk Variable
fixAtr = ta.atr(fixAtrPeriod) * fixAtrMultiplier
stopvaluelong = close[1] - fixAtr[1]
stopvalueshort = close[1] + fixAtr[1]

// Position size Long
maxpossize = strategy.equity / close
positionsizelong = maxriskval / 100 * strategy.equity / (close - stopvaluelong)
stopperclong = (close - stopvaluelong) / close * 100
leveragelong = math.max(1, math.ceil(positionsizelong / maxpossize)) * 2
posperclong = positionsizelong * close / strategy.equity * 100 / leveragelong / pairnumber
realposlong = posperclong / 100 * strategy.equity * leveragelong / close

// Position size Short
positionsizeshort = maxriskval / 100 * strategy.equity / (stopvalueshort - close)
stoppercshort = (close - stopvalueshort) / close * 100
leverageshort = math.max(1, math.ceil(positionsizeshort / maxpossize)) * 2
pospercshort = positionsizeshort * close / strategy.equity * 100 / leverageshort / pairnumber
realposshort = pospercshort / 100 * strategy.equity * leverageshort / close

// Alert Message
entry_long_message = '\nGo Long for ' + pair + 'NOW!' + '\nPosition Size % =' + str.tostring(posperclong) + '\nLeverage' + str.tostring(leveragelong) + '\nStoploss Price =' + str.tostring(stopvaluelong) + '\nClose any Short position that are open for ' + pair + '!' + '\n\nVisit TrendSurfersSignals.com' + '\nFor automated premium signals (FREE)'

entry_short_message = '\nGo Short for ' + pair + 'NOW!' + '\nPosition Size % =' + str.tostring(pospercshort) + '\nLeverage' + str.tostring(leverageshort) + '\nStoploss Price =' + str.tostring(stopvalueshort) + '\nClose any Long position that are open for ' + pair + '!' + '\n\nVisit TrendSurfersSignals.com' + '\nFor automated premium signals (FREE)'

exit_short_message = '\nExit Short for ' + pair + 'NOW!' + '\n\nVisit TrendSurfersSignals.com' + '\nFor automated premium signals (FREE)'

exit_long_message = '\nExit Long for ' + pair + 'NOW!' + '\n\nVisit TrendSurfersSignals.com' + '\nFor automated premium signals (FREE)'
// Order
// if longCondition
//     strategy.entry('Long', strategy.long, stop=highestHigh, comment='Long', qty=realposlong, alert_message=entry_long_message)
// if shortCondition
//     strategy.entry('Short', strategy.short, stop=lowestLow, comment='Short', qty=realposshort, alert_message=entry_short_message)

// Stoploss Trailing
longTrailing = close - trailingAtr
shortTrailing = close + trailingAtr

var longTrailingStop = 0.0
var shortTrailingStop = 999999.9

trailingStopLine = 0.0
trailingStopLine := na
fixedStopLine = 0.0
fixedStopLine := na
var inTrade = 0
if longConditionTrendSurfers or shortConditionTrendSurfers
    if 0 == inTrade
        if longConditionTrendSurfers
            inTrade := 1
            inTrade
        else
            inTrade := -1
            inTrade
if 1 == inTrade and (shortConditionTrendSurfers or low <= math.max(fixedStopLine[1], longTrailingStop))
    inTrade := 0
    inTrade
if -1 == inTrade and (longConditionTrendSurfers or high >= math.min(fixedStopLine[1], shortTrailingStop))
    inTrade := 0
    inTrade

longTrailingStop := if 1 == inTrade
    stopValue = longTrailing
    math.max(stopValue, longTrailingStop[1])
else
    0

shortTrailingStop := if -1 == inTrade
    stopValue = shortTrailing
    math.min(stopValue, shortTrailingStop[1])
else
    999999

// Fix Stoploss
firstPrice = 0.0
firstFixAtr = 0.0
firstPrice := na
firstFixAtr := na
if 0 != inTrade
    firstPrice := ta.valuewhen(inTrade != inTrade[1] and 0 != inTrade, close, 0)
    firstFixAtr := ta.valuewhen(inTrade != inTrade[1] and 0 != inTrade, fixAtr, 0)
    if 1 == inTrade
        fixedStopLine := firstPrice - firstFixAtr
        trailingStopLine := longTrailingStop
        trailingStopLine
    else
        fixedStopLine := firstPrice + firstFixAtr
        trailingStopLine := shortTrailingStop
        trailingStopLine

// if strategy.position_size > 0
//     strategy.exit(id='L Stop', stop=math.max(fixedStopLine, longTrailingStop), alert_message=exit_long_message)

// if strategy.position_size < 0
//     strategy.exit(id='S Stop', stop=math.min(fixedStopLine, shortTrailingStop), alert_message=exit_short_message)


// Plot
plot(highestHigh, color=color.new(color.green, 0), linewidth=1, title='Highest High')
plot(lowestLow, color=color.new(color.red, 0), linewidth=1, title='Lowest Low')
plot(trailingStopLine, color=color.new(color.lime, 0), linewidth=2, offset=1, title='Trailing Stop')
plot(fixedStopLine, color=color.new(color.orange, 0), linewidth=2, offset=1, title='Fixed Stop')

// Trend Surfers Trailing stop line goes above (Crossesover) highest high
// Bearish Candle (red)
// Mawreeze Trend Oscilator Indicator is red

trendSurfersShortEntry = trailingStopLine > highestHigh and close < close[1]
trendSurfersLongEntry = trailingStopLine < lowestLow and close > close[1]


//@version=5

// Taken from the TradingView house rules regarding scripts:

// "All open source scripts that do not mention a specific open source license
// in their comments are licensed under the Mozilla Public License 2.0.
// Following the Mozilla License, any script reusing open source code originally
// published by someone else must also be open source, unless specific
// permission is granted by the original author."

//indicator('Mawreez\' Trend Oscillator', precision=3)

len = input.int(title='DI Length', minval=1, defval=14)
sens = input.float(title='Sensitivity', defval=25)

// Lag-free smoothing of a given series
smooth(series, len) =>
    f28 = ta.ema(series, len)
    f30 = ta.ema(f28, len)
    vC = f28 * 1.5 - f30 * 0.5
    f38 = ta.ema(vC, len)
    f40 = ta.ema(f38, len)
    v10 = f38 * 1.5 - f40 * 0.5
    f48 = ta.ema(v10, len)
    f50 = ta.ema(f48, len)
    f48 * 1.5 - f50 * 0.5

// Constructing the +DI and -DI
up = ta.change(high)
down = -ta.change(low)
plus_dm = up > 0 and up > down ? up : 0
minus_dm = down > 0 and down > up ? down : 0
range_1 = ta.rma(ta.tr, len)
plus_di = smooth(ta.rma(plus_dm, len) / range_1, 3)
minus_di = smooth(ta.rma(minus_dm, len) / range_1, 3)

// Constructing and plotting the modified ADX
adj_adx = 100 * math.abs(plus_di - minus_di) / (plus_di + minus_di) - sens
adj_adx := (minus_di > plus_di ? -1 : 1) * (adj_adx < 0 ? 0 : adj_adx)
//plot(smooth(adj_adx, 3), color=plus_di > minus_di ? color.green : color.red, style=plot.style_columns)

trendOscShortEntry = plus_di < minus_di
trendOscLongEntry = plus_di > minus_di




//////////////////////////////////////
//* Put your strategy rules below *//
/////////////////////////////////////

longCondition = trendSurfersLongEntry and trendOscLongEntry
shortCondition = trendSurfersShortEntry and trendOscShortEntry

//define as 0 if do not want to use
closeLongCondition = 0
closeShortCondition = 0


// ADX
//░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░

adxEnabled = input.bool(defval = false , title = "Average Directional Index (ADX)", tooltip = "", group ="ADX" ) 
adxlen = input(14, title="ADX Smoothing", group="ADX")
adxdilen = input(14, title="DI Length", group="ADX")
adxabove = input(25, title="ADX Threshold", group="ADX")

adxdirmov(len) =>
	adxup = ta.change(high)
	adxdown = -ta.change(low)
	adxplusDM = na(adxup) ? na : (adxup > adxdown and adxup > 0 ? adxup : 0)
	adxminusDM = na(adxdown) ? na : (adxdown > adxup and adxdown > 0 ? adxdown : 0)
	adxtruerange = ta.rma(ta.tr, len)
	adxplus = fixnan(100 * ta.rma(adxplusDM, len) / adxtruerange)
	adxminus = fixnan(100 * ta.rma(adxminusDM, len) / adxtruerange)
	[adxplus, adxminus]
adx(adxdilen, adxlen) =>
	[adxplus, adxminus] = adxdirmov(adxdilen)
	adxsum = adxplus + adxminus
	adx = 100 * ta.rma(math.abs(adxplus - adxminus) / (adxsum == 0 ? 1 : adxsum), adxlen)

adxsig = adxEnabled ? adx(adxdilen, adxlen) : na
isADXEnabledAndAboveThreshold = adxEnabled ? (adxsig > adxabove) : true

//Backtesting Time Period (Input.time not working as expected as of 03/30/2021.  Giving odd start/end dates
//░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░
useStartPeriodTime = input.bool(true, 'Start', group='Date Range', inline='Start Period')
startPeriodTime = input(timestamp('1 Jan 2019'), '', group='Date Range', inline='Start Period')
useEndPeriodTime = input.bool(true, 'End', group='Date Range', inline='End Period')
endPeriodTime = input(timestamp('31 Dec 2030'), '', group='Date Range', inline='End Period')

start = useStartPeriodTime ? startPeriodTime >= time : false
end = useEndPeriodTime ? endPeriodTime <= time : false
calcPeriod = true

// Trade Direction 
// ░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░
tradeDirection = input.string('Long and Short', title='Trade Direction', options=['Long and Short', 'Long Only', 'Short Only'], group='Trade Direction')

// Percent as Points
// ░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░
per(pcnt) =>
    strategy.position_size != 0 ? math.round(pcnt / 100 * strategy.position_avg_price / syminfo.mintick) : float(na)

// Take profit 1
// ░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░
tp1 = input.float(title='Take Profit 1 - Target %', defval=100, minval=0.0, step=0.5, group='Take Profit', inline='Take Profit 1')
q1 = input.int(title='% Of Position', defval=100, minval=0, group='Take Profit', inline='Take Profit 1')

// Take profit 2
// ░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░
tp2 = input.float(title='Take Profit 2 - Target %', defval=100, minval=0.0, step=0.5, group='Take Profit', inline='Take Profit 2')
q2 = input.int(title='% Of Position', defval=100, minval=0, group='Take Profit', inline='Take Profit 2')

// Take profit 3
// ░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░
tp3 = input.float(title='Take Profit 3 - Target %', defval=100, minval=0.0, step=0.5, group='Take Profit', inline='Take Profit 3')
q3 = input.int(title='% Of Position', defval=100, minval=0, group='Take Profit', inline='Take Profit 3')

// Take profit 4
// ░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░
tp4 = input.float(title='Take Profit 4 - Target %', defval=100, minval=0.0, step=0.5, group='Take Profit')

/// Stop Loss
// ░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░
stoplossPercent = input.float(title='Stop Loss (%)', defval=999, minval=0.01, group='Stop Loss') * 0.01
slLongClose = close < strategy.position_avg_price * (1 - stoplossPercent)
slShortClose = close > strategy.position_avg_price * (1 + stoplossPercent)

/// Leverage
// ░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░
leverage = input.float(1, 'Leverage', step=.5, group='Leverage')
contracts = math.min(math.max(.000001, strategy.equity / close * leverage), 1000000000)


/// Trade State Management
// ░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░

isInLongPosition = strategy.position_size > 0
isInShortPosition = strategy.position_size < 0

/// ProfitView Alert Syntax String Generation
// ░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░

alertSyntaxPrefix = input.string(defval='CRYPTANEX_99FTX_Strategy-Name-Here', title='Alert Syntax Prefix', group='ProfitView Alert Syntax')
alertSyntaxBase = alertSyntaxPrefix + '\n#' + str.tostring(open) + ',' + str.tostring(high) + ',' + str.tostring(low) + ',' + str.tostring(close) + ',' + str.tostring(volume) + ','


/// Trade Execution
// ░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░

longConditionCalc = (longCondition and isADXEnabledAndAboveThreshold)
shortConditionCalc = (shortCondition and isADXEnabledAndAboveThreshold)

if calcPeriod
    if longConditionCalc and tradeDirection != 'Short Only' and isInLongPosition == false
        strategy.entry('Long', strategy.long, qty=contracts)

        alert(message=alertSyntaxBase + 'side:long', freq=alert.freq_once_per_bar_close)

    if shortConditionCalc and tradeDirection != 'Long Only' and isInShortPosition == false
        strategy.entry('Short', strategy.short, qty=contracts)

        alert(message=alertSyntaxBase + 'side:short', freq=alert.freq_once_per_bar_close)
    
    //Inspired from Multiple %% profit exits example by adolgo https://www.tradingview.com/script/kHhCik9f-Multiple-profit-exits-example/
    strategy.exit('TP1', qty_percent=q1, profit=per(tp1))
    strategy.exit('TP2', qty_percent=q2, profit=per(tp2))
    strategy.exit('TP3', qty_percent=q3, profit=per(tp3))
    strategy.exit('TP4', profit=per(tp4))

    strategy.close('Long', qty_percent=100, comment='SL Long', when=slLongClose)
    strategy.close('Short', qty_percent=100, comment='SL Short', when=slShortClose)

    strategy.close_all(when=closeLongCondition or closeShortCondition, comment='Close Postion')

/// Dashboard
// ░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░
// Inspired by https://www.tradingview.com/script/uWqKX6A2/ - Thanks VertMT

showDashboard = input.bool(group="Dashboard", title="Show Dashboard", defval=false)

f_fillCell(_table, _column, _row, _title, _value, _bgcolor, _txtcolor) =>
    _cellText = _title + "\n" + _value
    table.cell(_table, _column, _row, _cellText, bgcolor=_bgcolor, text_color=_txtcolor, text_size=size.auto)

// Draw dashboard table
if showDashboard
    var bgcolor = color.new(color.black,0)
    
    // Keep track of Wins/Losses streaks
    newWin  = (strategy.wintrades  > strategy.wintrades[1]) and (strategy.losstrades == strategy.losstrades[1]) and (strategy.eventrades == strategy.eventrades[1])
    newLoss = (strategy.wintrades == strategy.wintrades[1]) and (strategy.losstrades  > strategy.losstrades[1]) and (strategy.eventrades == strategy.eventrades[1])

    varip int winRow     = 0
    varip int lossRow    = 0
    varip int maxWinRow  = 0
    varip int maxLossRow = 0

    if newWin
        lossRow := 0
        winRow := winRow + 1
    if winRow > maxWinRow
        maxWinRow := winRow
        
    if newLoss
        winRow := 0
        lossRow := lossRow + 1
    if lossRow > maxLossRow
        maxLossRow := lossRow


    // Prepare stats table
    var table dashTable = table.new(position.bottom_right, 1, 15, border_width=1)
    
   
    if barstate.islastconfirmedhistory
        // Update table
        dollarReturn = strategy.netprofit
        f_fillCell(dashTable, 0, 0, "Start:", str.format("{0,date,long}", strategy.closedtrades.entry_time(0)) , bgcolor, color.white) // + str.format(" {0,time,HH:mm}", strategy.closedtrades.entry_time(0)) 
        f_fillCell(dashTable, 0, 1, "End:", str.format("{0,date,long}", strategy.opentrades.entry_time(0)) , bgcolor, color.white) // + str.format(" {0,time,HH:mm}", strategy.opentrades.entry_time(0))
        _profit = (strategy.netprofit / strategy.initial_capital) * 100
        f_fillCell(dashTable, 0, 2, "Net Profit:", str.tostring(_profit, '##.##') + "%", _profit > 0 ? color.green : color.red, color.white)
        _numOfDaysInStrategy = (strategy.opentrades.entry_time(0) - strategy.closedtrades.entry_time(0)) / (1000 * 3600 * 24)
        f_fillCell(dashTable, 0, 3, "Percent Per Day", str.tostring(_profit / _numOfDaysInStrategy, '#########################.#####')+"%", _profit > 0 ? color.green : color.red, color.white)
        _winRate = ( strategy.wintrades / strategy.closedtrades ) * 100
        f_fillCell(dashTable, 0, 4, "Percent Profitable:", str.tostring(_winRate, '##.##') + "%", _winRate < 50 ? color.red : _winRate < 75 ? #999900 : color.green, color.white)
        f_fillCell(dashTable, 0, 5, "Profit Factor:", str.tostring(strategy.grossprofit / strategy.grossloss,  '##.###'), strategy.grossprofit > strategy.grossloss ? color.green : color.red, color.white)
        f_fillCell(dashTable, 0, 6, "Total Trades:", str.tostring(strategy.closedtrades), bgcolor, color.white)
        f_fillCell(dashTable, 0, 8, "Max Wins In A Row:", str.tostring(maxWinRow, '######') , bgcolor, color.white)
        f_fillCell(dashTable, 0, 9, "Max Losses In A Row:", str.tostring(maxLossRow, '######') , bgcolor, color.white)

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