Stratégie Ripple basée sur l'intervalle de backtest de l'indicateur Coral Trend
Date de création:
2024-02-04 12:18:03
Dernière modification:
2024-02-04 12:18:03
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847
ChaoZhang
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Aperçu
Cette stratégie utilise l’indicateur de tendance des coraux de LazyBear pour déterminer la direction de la tendance des prix et les points d’entrée potentiels en identifiant le renversement de la direction de l’indicateur de tendance des coraux. Pour filtrer les fausses percées, cette stratégie utilise l’indicateur ADX ou le groupe d’indicateurs de l’histogramme de force absolue et de volume de HawkEye comme indicateur de confirmation de coopération pour une entrée plus fiable.
Le mécanisme d’exit utilise le prix le plus élevé / le prix le plus bas de la ligne N à la racine K la plus récente multiplié par le rapport de retour sur risque configurable pour définir les points de perte et d’arrêt.
Principe de stratégie
Après avoir déterminé la direction de la grande tendance sur la base de l’indicateur Coral Trend, un petit rebond dans la direction opposée se produit lorsque la couleur de l’indicateur reste inchangée. Si le rebond se termine et que le prix revient à la direction de la tendance principale indiquée par Coral Trend, alors il peut être considéré comme un meilleur moment d’entrée.
Les conditions d’entrée sont les suivantes:
La direction de l’indicateur Coral Trend correspond à la direction de la transaction (le nombre de têtes est vert, le nombre de têtes vides est rouge)
Depuis la dernière fois que le cours a complètement franchi le Coral Trend ((le sommet de la dernière barre est supérieur à la ligne de Coral Trend), il y a eu au moins 1 ligne K avec des bas qui sont tous au-dessus du Coral Trend ((multi-toits) ou des hauts qui sont tous en dessous du Coral Trend ((noir))
Un petit rebond dans la direction opposée (retrait), pendant lequel le prix de clôture est maintenu sur le côté opposé de la Coral Trend
Après un petit redressement, la clôture est revenue dans la direction de la tendance principale indiquée par la Coral Trend
Les critères principaux sont les suivants: ADX ou l’Absolute Strength Histogram et HawkEye Volume sont les critères d’admission.
L’indicateur ADX nécessite une valeur > 20 et une augmentation récente de 1 ligne K. L’ordre des lignes verte et rouge du DI est conforme à la direction de la transaction.
L’histogramme de force absolue exige que sa couleur soit conforme à la direction de la transaction ((multiple = bleu, blanc = rouge)). Le volume de HawkEye exige que sa couleur soit conforme à la direction de la transaction ((multiple = vert, blanc = rouge)).
Le mécanisme d’exit consiste à utiliser le prix le plus élevé ou le prix le plus bas de la ligne N à la racine de K la plus proche multiplié par le ratio de retour sur risque pour définir les points de perte et d’arrêt. Les valeurs N et le rapport de retour sur risque peuvent être configurés par des paramètres.
Analyse des avantages
Le plus grand avantage de cette stratégie réside dans le fait qu’après avoir utilisé l’indicateur Coral Trend pour déterminer la direction de la tendance principale, il est possible de trouver des opportunités d’entrée en identifiant leur inversion et d’éviter de suivre la vague dans un marché non tendance. En même temps, l’utilisation de l’indicateur Confirm permet de filtrer de nombreuses fausses percées, ce qui améliore le taux de réussite de l’entrée.
En outre, la stratégie offre un mécanisme complet de contrôle des risques, y compris le paramètre de la marge d’arrêt et le contrôle du pourcentage de la marge de risque, de sorte que même les pertes de transactions individuelles n’ont pas un impact majeur sur le capital global.
Analyse des risques
Le plus grand risque de cette stratégie réside dans l’utilisation d’indicateurs pour les jugements d’entrée, ce qui est susceptible de créer l’illusion qu’une dépendance totale à la configuration des paramètres peut automatiquement générer des bénéfices. En fait, l’optimisation des paramètres et la configuration des règles nécessitent une combinaison de la loi des variations de prix sous-jacentes et de l’effet intuitif de la connexion des indicateurs et des prix pour définir une configuration plus adaptée à votre style de négociation et à votre variété.
En outre, les paramètres de stop loss et de stop stop doivent être appropriés. Un nombre trop élevé de stop multiples peut entraîner l’impossibilité de s’arrêter et de quitter le terrain, tandis qu’un stop loss trop petit est trop risqué. Cela doit être ajusté en fonction de la volatilité de différentes variétés et de la tolérance au risque individuelle.
Direction d’optimisation
Les axes d’optimisation de cette stratégie sont:
Ajustement des paramètres de l’indicateur Coral Trend pour le rendre plus sensible aux variations de prix des différentes variétés
Essayez différents indicateurs de confirmation ou combinaisons d’indicateurs, tels que KDJ, MACD, etc., pour rendre le signal d’entrée plus précis
Adapter le mode de calcul des stop-loss et des stop-loss en fonction de la volatilité des différentes variétés pour une meilleure maîtrise des risques
Ajout d’un module de gestion des fonds permettant d’ajuster le volume de la commande unique en fonction du nombre de positions, afin de contrôler efficacement les pertes globales
Ajout d’un module de contrôle des heures de négociation pour que la stratégie ne fonctionne que pendant des périodes spécifiques, évitant les pertes pendant les périodes de forte volatilité
Résumer
La stratégie utilise d’abord la tendance des coraux pour déterminer la tendance des prix à la longueur moyenne, puis en déterminant leur inversion, en combinaison avec le filtre de signaux de confirmation des fausses percées, pour construire une stratégie de suivi de tendance plus fiable. En même temps, le réglage parfait du contrôle du vent permet également à la stratégie de fonctionner à long terme et de stabiliser les fonds.
Code source de la stratégie
/*backtest
start: 2024-01-27 00:00:00
end: 2024-02-03 00:00:00
period: 3m
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/
// © kevinmck100
// @description
//
// Strategy is taken from the TradeIQ YouTube video called "I Finally Found 80% Win Rate Trading Strategy For Crypto"
// Check out the full video for further details/clarification on strategy entry/exit conditions.
//
// It incorporates the following features:
//
// - Risk management: Configurable X% loss per stop loss
// Configurable R:R ratio
//
// - Trade entry: Conditions outlines below
//
// - Trade exit: Conditions outlined below
//
// - Backtesting: Configurable backtesting range by date
//
// - Trade drawings: TP/SL boxes drawn for all trades (can be turned on and off)
// Trade exit information labels (can be turned on and off)
// NOTE: Trade drawings will only be applicable when using overlay strategies
//
// - Debugging: Includes section with useful debugging techniques
//
// Strategy conditions:
//
// - Trade entry: LONG: C1: Coral Trend is bullish
// C2: At least 1 candle where low is above Coral Trend since last cross above Coral Trend
// C3: Pullback happens and price closes below Coral Trend
// C4: Coral Trend colour remains bullish for duration of pullback
// C5: After valid pullback, price then closes above Coral Trend
// C6: Optional confirmation indicators (choose either C6.1 or C6.2 or NONE):
// C6.1: ADX and DI (Single indicator)
// C6.1.1: Green line is above red line
// C6.1.2: Blue line > 20
// C6.1.3: Blue trending up over last 1 candle
// C6.2: Absolute Strengeh Histogram + HawkEye Volume Indicator (Two indicators combined)
// C6.2.1: Absolute Strengeh Histogram colour is blue
// C6.2.2: HawkEye Volume Indicator colour is green
// SHORT: C1: Coral Trend is bearish
// C2: At least 1 candle where high is below Coral Trend since last cross below Coral Trend
// C3: Pullback happens and price closes above Coral Trend
// C4: Coral Trend colour remains bearish for duration of pullback
// C5: After valid pullback, price then closes below Coral Trend
// C6: Optional confirmation indicators (choose either C6.1 or C6.2 or NONE):
// C6.1: ADX and DI (Single indicator)
// C6.1.1: Red line is above green line
// C6.1.2: Blue line > 20
// C6.1.3: Blue trending up over last 1 candle
// C6.2: Absolute Strengeh Histogram + HawkEye Volume Indicator (Two indicators combined)
// C6.2.1: Absolute Strengeh Histogram colour is red
// C6.2.2: HawkEye Volume Indicator colour is red
// NOTE: All the optional confirmation indicators cannot be overlayed with Coral Trend so feel free to add each separately to the chart for visual purposes
//
//
// - Trade exit: Stop Loss: Calculated by recent swing low over previous X candles (configurable with "Local High/Low Lookback")
// Take Profit: Calculated from R:R multiplier * Stop Loss size
//
// @credits
//
// Coral Trend Indicator [LazyBear] by @LazyBear
// Absolute Strength Histogram | jh by @jiehonglim
// Indicator: HawkEye Volume Indicator by @LazyBear
// ADX and DI by @BeikabuOyaji
//@version=5
INITIAL_CAPITAL = 1000
DEFAULT_COMMISSION = 0.02
MAX_DRAWINGS = 500
IS_OVERLAY = true
strategy("Coral Trend Pullback Strategy (TradeIQ)", "Coral Trend Pullback", overlay = IS_OVERLAY, initial_capital = INITIAL_CAPITAL, currency = currency.NONE, max_labels_count = MAX_DRAWINGS, max_boxes_count = MAX_DRAWINGS, max_lines_count = MAX_DRAWINGS, default_qty_type = strategy.cash, commission_type = strategy.commission.percent, commission_value = DEFAULT_COMMISSION)
// =============================================================================
// INPUTS
// =============================================================================
// ---------------
// Risk Management
// ---------------
riskReward = input.float(1.5, "Risk : Reward 1 :", group = "Strategy: Risk Management", inline = "RM1", minval = 0, step = 0.1, tooltip = "Previous high or low (long/short dependant) is used to determine TP level. 'Risk : Reward' ratio is then used to calculate SL based of previous high/low level.\n\nIn short, the higher the R:R ratio, the smaller the SL since TP target is fixed by previous high/low price data.")
accountRiskPercent = input.float(1, "Portfolio Risk % ", group = "Strategy: Risk Management", inline = "RM2", minval = 0, step = 0.1, tooltip = "Percentage of portfolio you lose if trade hits SL.\n\nYou then stand to gain\n Portfolio Risk % * Risk : Reward\nif trade hits TP.")
localHlLookback = input.int (5, "Local High/Low Lookback ", group = "Strategy: Stop Loss Settings", inline = "SL1", minval = 1, tooltip = "This strategy calculates the Stop Loss value from the recent local high/low. This lookback period determines the number of candles to include for the local high/low.")
// ----------
// Date Range
// ----------
startYear = input.int (2010, "Start Date ", group = "Strategy: Date Range", inline = "DR1", minval = 1900, maxval = 2100)
startMonth = input.int (1, "", group = "Strategy: Date Range", inline = "DR1", options = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12])
startDate = input.int (1, "", group = "Strategy: Date Range", inline = "DR1", options = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31])
endYear = input.int (2100, "End Date ", group = "Strategy: Date Range", inline = "DR2", minval = 1900, maxval = 2100)
endMonth = input.int (1, "", group = "Strategy: Date Range", inline = "DR2", options = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12])
endDate = input.int (1, "", group = "Strategy: Date Range", inline = "DR2", options = [1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31])
// ----------------
// Drawing Settings
// ----------------
showTpSlBoxes = input.bool(true, "Show TP / SL Boxes", group = "Strategy: Drawings", inline = "D1", tooltip = "Show or hide TP and SL position boxes.\n\nNote: TradingView limits the maximum number of boxes that can be displayed to 500 so they may not appear for all price data under test.")
showLabels = input.bool(false, "Show Trade Exit Labels", group = "Strategy: Drawings", inline = "D2", tooltip = "Useful labels to identify Profit/Loss and cumulative portfolio capital after each trade closes.\n\nAlso note that TradingView limits the max number of 'boxes' that can be displayed on a chart (max 500). This means when you lookback far enough on the chart you will not see the TP/SL boxes. However you can check this option to identify where trades exited.")
// ------------------
// Indicator Settings
// ------------------
// Coral Trend
ctSm = input.int (25, "Smoothing Period ", group = "Leading Indicator: Coral Trand Settings", inline = "CT1")
ctCd = input.float(0.4, "Constant D ", group = "Leading Indicator: Coral Trand Settings", inline = "CT2", step = 0.1)
// Confirmation indicator inputs
confirmationInd = input.string("ADX and DI", "Entry Confirmation Method ", group = "Confirmation Indicator: Indicator Selection", inline = "IS1", options=["None", "ADX and DI", "Absolute Strength Histogram + HawkEye Volume"], tooltip = "Select one of the possible confirmation indicator(s) which can be used to confirm entry signals from the main Coral Trend indicator conditions. See strategy conditions to understand the logic behind each confirmation indicator")
// ADX and DI
adxLen = input.int(14, "ADX Length ", group = "Confirmation Indicator: ADX and DI Settings", inline = "AD1")
midLine = input.int(20, "Mid Line ", group = "Confirmation Indicator: ADX and DI Settings", inline = "AD2", tooltip = "Mid line on standard ADX and DI indicator. In this strategy the DI must be above this line for entry confirmation.")
// Absolute Strength Histogram
ashLength = input.int(9, "Period of Evaluation ", group = "Confirmation Indicator: Absolute Strength Histogram Settings", inline = "ASH1")
ashSmooth = input.int(6, "Period of Smoothing ", group = "Confirmation Indicator: Absolute Strength Histogram Settings", inline = "ASH2")
ashSrc = input.source(close, "Source ", group = "Confirmation Indicator: Absolute Strength Histogram Settings", inline = "ASH3")
ashMode = input.string("RSI", "Indicator Method ", group = "Confirmation Indicator: Absolute Strength Histogram Settings", inline = "ASH4", options=["RSI", "STOCHASTIC", "ADX"])
sahMaType = input.string("SMA", "MA ", group = "Confirmation Indicator: Absolute Strength Histogram Settings", inline = "ASH5", options=["ALMA", "EMA", "WMA", "SMA", "SMMA", "HMA"])
ashAlmaOffset = input.float(0.85, "* Arnaud Legoux (ALMA) Offset", group = "Confirmation Indicator: Absolute Strength Histogram Settings", inline = "ASH6", minval=0, step=0.01)
ashAlmaSigma = input.int(6, "* Arnaud Legoux (ALMA) Sigma", group = "Confirmation Indicator: Absolute Strength Histogram Settings", inline = "ASH7", minval=0)
// HawkEye Volume Indicator
hevLength = input.int(200, "Length ", group = "Confirmation Indicator: HawkEye Volume Settings", inline = "HV1")
hevDivisor = input.float(1.6, "Divisor ", group = "Confirmation Indicator: HawkEye Volume Settings", inline = "HV2", step=0.1)
// =============================================================================
// INDICATORS
// =============================================================================
// -----------
// Coral Trend
// -----------
src = close
di = (ctSm - 1.0) / 2.0 + 1.0
c1 = 2 / (di + 1.0)
c2 = 1 - c1
c3 = 3.0 * (ctCd * ctCd + ctCd * ctCd * ctCd)
c4 = -3.0 * (2.0 * ctCd * ctCd + ctCd + ctCd * ctCd * ctCd)
c5 = 3.0 * ctCd + 1.0 + ctCd * ctCd * ctCd + 3.0 * ctCd * ctCd
var float i1 = na
var float i2 = na
var float i3 = na
var float i4 = na
var float i5 = na
var float i6 = na
i1 := c1 * src + c2 * nz(i1[1])
i2 := c1 * i1 + c2 * nz(i2[1])
i3 := c1 * i2 + c2 * nz(i3[1])
i4 := c1 * i3 + c2 * nz(i4[1])
i5 := c1 * i4 + c2 * nz(i5[1])
i6 := c1 * i5 + c2 * nz(i6[1])
bfr = -ctCd * ctCd * ctCd * i6 + c3 * i5 + c4 * i4 + c5 * i3
bfrC = bfr > nz(bfr[1]) ? color.new(color.green, 50) : bfr < nz(bfr[1]) ? color.new(color.red, 50) : color.new(color.blue, 50)
plot(bfr, "Trend", linewidth = 3, style = plot.style_stepline, color = bfrC)
// ----------
// ADX and DI
// ----------
TrueRange = math.max(math.max(high - low, math.abs(high - nz(close[1]))), math.abs(low - nz(close[1])))
DirectionalMovementPlus = high - nz(high[1]) > nz(low[1]) - low ? math.max(high - nz(high[1]), 0) : 0
DirectionalMovementMinus = nz(low[1]) - low > high - nz(high[1]) ? math.max(nz(low[1]) - low, 0) : 0
SmoothedTrueRange = 0.0
SmoothedTrueRange := nz(SmoothedTrueRange[1]) - nz(SmoothedTrueRange[1]) / adxLen + TrueRange
SmoothedDirectionalMovementPlus = 0.0
SmoothedDirectionalMovementPlus := nz(SmoothedDirectionalMovementPlus[1]) - nz(SmoothedDirectionalMovementPlus[1]) / adxLen + DirectionalMovementPlus
SmoothedDirectionalMovementMinus = 0.0
SmoothedDirectionalMovementMinus := nz(SmoothedDirectionalMovementMinus[1]) - nz(SmoothedDirectionalMovementMinus[1]) / adxLen + DirectionalMovementMinus
DIPlus = SmoothedDirectionalMovementPlus / SmoothedTrueRange * 100
DIMinus = SmoothedDirectionalMovementMinus / SmoothedTrueRange * 100
DX = math.abs(DIPlus - DIMinus) / (DIPlus + DIMinus) * 100
ADX = ta.sma(DX, adxLen)
// ---------------------------
// Absolute Strength Histogram
// ---------------------------
ashMa(ashType, ashSrc, ashLen) =>
float result = 0
if ashType == 'SMA' // Simple
result := ta.sma(ashSrc, ashLen)
result
if ashType == 'EMA' // Exponential
result := ta.ema(ashSrc, ashLen)
result
if ashType == 'WMA' // Weighted
result := ta.wma(ashSrc, ashLen)
result
if ashType == 'SMMA' // Smoothed
ashWma = ta.wma(ashSrc, ashLen)
ashSma = ta.sma(ashSrc, ashLen)
result := na(ashWma[1]) ? ashSma : (ashWma[1] * (ashLen - 1) + ashSrc) / ashLen
result
if ashType == 'HMA' // Hull
result := ta.wma(2 * ta.wma(ashSrc, ashLen / 2) - ta.wma(ashSrc, ashLen), math.round(math.sqrt(ashLen)))
result
if ashType == 'ALMA' // Arnaud Legoux
result := ta.alma(ashSrc, ashLen, ashAlmaOffset, ashAlmaSigma)
result
result
Price = ashSrc
Price1 = ashMa('SMA', Price, 1)
Price2 = ashMa('SMA', Price[1], 1)
//RSI
Bulls0 = 0.5 * (math.abs(Price1 - Price2) + Price1 - Price2)
Bears0 = 0.5 * (math.abs(Price1 - Price2) - (Price1 - Price2))
//STOCHASTIC
Bulls1 = Price1 - ta.lowest(Price1, ashLength)
Bears1 = ta.highest(Price1, ashLength) - Price1
//ADX
Bulls2 = 0.5 * (math.abs(high - high[1]) + high - high[1])
Bears2 = 0.5 * (math.abs(low[1] - low) + low[1] - low)
Bulls = ashMode == 'RSI' ? Bulls0 : ashMode == 'STOCHASTIC' ? Bulls1 : Bulls2
Bears = ashMode == 'RSI' ? Bears0 : ashMode == 'STOCHASTIC' ? Bears1 : Bears2
AvgBulls = ashMa(sahMaType, Bulls, ashLength)
AvgBears = ashMa(sahMaType, Bears, ashLength)
SmthBulls = ashMa(sahMaType, AvgBulls, ashSmooth)
SmthBears = ashMa(sahMaType, AvgBears, ashSmooth)
isTrendBullish = SmthBulls > SmthBears ? true : false
// ------------------------
// HawkEye Volume Indicator
// ------------------------
hevRange1 = high - low
hevRangeAvg = ta.sma(hevRange1, hevLength)
hevVolumeA = ta.sma(volume, hevLength)
hevHigh1 = high[1]
hevLow1 = low[1]
hevMid1 = hl2[1]
hevU1 = hevMid1 + (hevHigh1 - hevLow1) / hevDivisor
hevD1 = hevMid1 - (hevHigh1 - hevLow1) / hevDivisor
rEnabled1 = hevRange1 > hevRangeAvg and close < hevD1 and volume > hevVolumeA
rEnabled2 = close < hevMid1
rEnabled = rEnabled1 or rEnabled2
gEnabled1 = close > hevMid1
gEnabled2 = hevRange1 > hevRangeAvg and close > hevU1 and volume > hevVolumeA
gEnabled3 = high > hevHigh1 and hevRange1 < hevRangeAvg / 1.5 and volume < hevVolumeA
gEnabled4 = low < hevLow1 and hevRange1 < hevRangeAvg / 1.5 and volume > hevVolumeA
gEnabled = gEnabled1 or gEnabled2 or gEnabled3 or gEnabled4
grEnabled1 = hevRange1 > hevRangeAvg and close > hevD1 and close < hevU1 and volume > hevVolumeA and volume < hevVolumeA * 1.5 and volume > volume[1]
grEnabled2 = hevRange1 < hevRangeAvg / 1.5 and volume < hevVolumeA / 1.5
grEnabled3 = close > hevD1 and close < hevU1
grEnabled = grEnabled1 or grEnabled2 or grEnabled3
// =============================================================================
// STRATEGY LOGIC
// =============================================================================
// ---------
// FUNCTIONS
// ---------
percentAsPoints(pcnt) =>
math.round(pcnt / 100 * close / syminfo.mintick)
calcStopLossPrice(pointsOffset, isLong) =>
priceOffset = pointsOffset * syminfo.mintick
if isLong
close - priceOffset
else
close + priceOffset
calcProfitTrgtPrice(pointsOffset, isLong) =>
calcStopLossPrice(-pointsOffset, isLong)
printLabel(barIndex, msg) => label.new(barIndex, close, msg)
printTpSlHitBox(left, right, slHit, tpHit, entryPrice, slPrice, tpPrice) =>
if showTpSlBoxes
box.new (left = left, top = entryPrice, right = right, bottom = slPrice, bgcolor = slHit ? color.new(color.red, 60) : color.new(color.gray, 90), border_width = 0)
box.new (left = left, top = entryPrice, right = right, bottom = tpPrice, bgcolor = tpHit ? color.new(color.green, 60) : color.new(color.gray, 90), border_width = 0)
line.new(x1 = left, y1 = entryPrice, x2 = right, y2 = entryPrice, color = color.new(color.yellow, 20))
line.new(x1 = left, y1 = slPrice, x2 = right, y2 = slPrice, color = color.new(color.red, 20))
line.new(x1 = left, y1 = tpPrice, x2 = right, y2 = tpPrice, color = color.new(color.green, 20))
printTpSlNotHitBox(left, right, entryPrice, slPrice, tpPrice) =>
if showTpSlBoxes
box.new (left = left, top = entryPrice, right = right, bottom = slPrice, bgcolor = color.new(color.gray, 90), border_width = 0)
box.new (left = left, top = entryPrice, right = right, bottom = tpPrice, bgcolor = color.new(color.gray, 90), border_width = 0)
line.new(x1 = left, y1 = entryPrice, x2 = right, y2 = entryPrice, color = color.new(color.yellow, 20))
line.new(x1 = left, y1 = slPrice, x2 = right, y2 = slPrice, color = color.new(color.red, 20))
line.new(x1 = left, y1 = tpPrice, x2 = right, y2 = tpPrice, color = color.new(color.green, 20))
printTradeExitLabel(x, y, posSize, entryPrice, pnl) =>
if showLabels
labelStr = "Position Size: " + str.tostring(math.abs(posSize), "#.##") + "\nPNL: " + str.tostring(pnl, "#.##") + "\nCapital: " + str.tostring(strategy.equity, "#.##") + "\nEntry Price: " + str.tostring(entryPrice, "#.##")
label.new(x = x, y = y, text = labelStr, color = pnl > 0 ? color.new(color.green, 60) : color.new(color.red, 60), textcolor = color.white, style = label.style_label_down)
printVerticalLine(col) => line.new(bar_index, close, bar_index, close * 1.01, extend = extend.both, color = col)
// ----------
// CONDITIONS
// ----------
inDateRange = true
// Condition 1: Coral Trend color matches trend direction (long=green, short=red)
isCoralBullish = bfr > nz(bfr[1])
isCoralBearish = bfr < nz(bfr[1])
// Condition 2: At least 1 candle completely above/below (long/short) Coral Trend since last cross above/below (long/short) Coral Trend (could potentially try also with only close above)
sincePrePullbackBullBreakout= ta.barssince(ta.crossover(close, bfr))
sincePrePullbackBearBreakout= ta.barssince(ta.crossunder(close, bfr))
prePullbackBullBreakout = ta.barssince(low > bfr and high > bfr) < sincePrePullbackBullBreakout[1]
prePullbackBearBreakout = ta.barssince(low < bfr and high < bfr) < sincePrePullbackBearBreakout[1]
// Condition 3: Pullback closes below/above (long/short) Coral Trend
barssinceBullPullbackStart = ta.barssince(ta.crossunder(close, bfr))
barssinceBearPullbackStart = ta.barssince(ta.crossover(close, bfr))
barssincePullbackStart = isCoralBullish ? barssinceBullPullbackStart : isCoralBearish ? barssinceBearPullbackStart : na
// Condition 4: Coral Trend colour matched trend direction for duration of pullback
sinceBullish = ta.barssince(ta.crossover(bfr, nz(bfr[1])))
sinceBearish = ta.barssince(ta.crossunder(bfr, nz(bfr[1])))
barssinceCoralflip = isCoralBullish ? sinceBullish : isCoralBearish ? sinceBearish : na
isPullbackValid = barssincePullbackStart < barssinceCoralflip
// Condition 5: After valid pullback, price then closes above/below (long/short) Coral Trend
entryBreakout = (isCoralBullish and ta.crossover(close, bfr)) or (isCoralBearish and ta.crossunder(close, bfr))
// Condition 6: Confirmation indicators (6.1 or 6.2, optional depending on settings) confirms trade entry
// 6.1: ADX and DI
// 6.1.1: Green and red match trend (long=(green > red), short=(red > green))
// 6.1.2: Blue > 20
// 6.1.3: Blue trending up over last 1 candle
// 6.2: Absolute Strengeh Histogram + HawkEye Volume Indicator
// 6.2.1: Absolute Strengeh Histogram colour matches trend (long=blue, short=red)
// 6.2.2: HawkEye Volume Indicator colour matches trend (long=green, short=red)
var longTradeConfirmed = false
var shortTradeConfirmed = false
if confirmationInd == "ADX and DI"
isAdxUp = ADX > ADX [1]
isAdxValid = ADX > midLine and isAdxUp
longTradeConfirmed := DIPlus > DIMinus and isAdxValid
shortTradeConfirmed:= DIMinus > DIPlus and isAdxValid
else if confirmationInd == "Absolute Strength Histogram + HawkEye Volume"
isAshBullish = SmthBulls > SmthBears ? true : false
isHevBullish = not grEnabled and gEnabled ? true : false
isHevBearish = not grEnabled and rEnabled ? true : false
longTradeConfirmed := isAshBullish and isHevBullish
shortTradeConfirmed:= not isAshBullish and isHevBearish
else if confirmationInd == "None"
longTradeConfirmed := true
shortTradeConfirmed:= true
// Combine all entry conditions
goLong = inDateRange and isCoralBullish and prePullbackBullBreakout and isPullbackValid and entryBreakout and longTradeConfirmed
goShort = inDateRange and isCoralBearish and prePullbackBearBreakout and isPullbackValid and entryBreakout and shortTradeConfirmed
// Trade entry and exit variables
var tradeEntryBar = bar_index
var profitPoints = 0.
var lossPoints = 0.
var slPrice = 0.
var tpPrice = 0.
var inLong = false
var inShort = false
var entryPrice = 0.
// Entry decisions
openLong = (goLong and not inLong)
openShort = (goShort and not inShort)
flippingSides = (goLong and inShort) or (goShort and inLong)
enteringTrade = openLong or openShort
inTrade = inLong or inShort
// Exit calculations
entryPrice := close
longSlPrice = ta.lowest(localHlLookback)
shortSlPrice = ta.highest(localHlLookback)
slAmount = isCoralBullish ? entryPrice - longSlPrice : shortSlPrice - entryPrice
slPercent = math.abs((1 - (entryPrice - slAmount) / entryPrice) * 100)
tpPercent = slPercent * riskReward
// Risk calculations
riskAmt = strategy.equity * accountRiskPercent / 100
entryQty = math.abs(riskAmt / slPercent * 100) / close
if openLong
if strategy.position_size < 0
printTpSlNotHitBox(tradeEntryBar + 1, bar_index + 1, strategy.position_avg_price, slPrice, tpPrice)
printTradeExitLabel(bar_index + 1, math.max(tpPrice, slPrice), strategy.position_size, strategy.position_avg_price, strategy.openprofit)
strategy.entry("Long", strategy.long, qty = entryQty, alert_message = "Long Entry")
enteringTrade := true
inLong := true
inShort := false
if openShort
if strategy.position_size > 0
printTpSlNotHitBox(tradeEntryBar + 1, bar_index + 1, strategy.position_avg_price, slPrice, tpPrice)
printTradeExitLabel(bar_index + 1, math.max(tpPrice, slPrice), strategy.position_size, strategy.position_avg_price, strategy.openprofit)
strategy.entry("Short", strategy.short, qty = entryQty, alert_message = "Short Entry")
enteringTrade := true
inShort := true
inLong := false
if enteringTrade
profitPoints := percentAsPoints(tpPercent)
lossPoints := percentAsPoints(slPercent)
slPrice := calcStopLossPrice(lossPoints, openLong)
tpPrice := calcProfitTrgtPrice(profitPoints, openLong)
tradeEntryBar := bar_index
strategy.exit("TP/SL", profit = profitPoints, loss = lossPoints, comment_profit = "TP Hit", comment_loss = "SL Hit", alert_profit = "TP Hit Alert", alert_loss = "SL Hit Alert")
// =============================================================================
// DRAWINGS
// =============================================================================
// -----------
// TP/SL Boxes
// -----------
slHit = (inShort and high >= slPrice) or (inLong and low <= slPrice)
tpHit = (inLong and high >= tpPrice) or (inShort and low <= tpPrice)
exitTriggered = slHit or tpHit
ctEntryPrice = strategy.closedtrades.entry_price (strategy.closedtrades - 1)
pnl = strategy.closedtrades.profit (strategy.closedtrades - 1)
posSize = strategy.closedtrades.size (strategy.closedtrades - 1)
// Print boxes for trades closed at profit or loss
if (inTrade and exitTriggered)
inShort := false
inLong := false
// printTpSlHitBox(tradeEntryBar, bar_index, slHit, tpHit, ctEntryPrice, slPrice, tpPrice)
// printTradeExitLabel(bar_index, math.max(tpPrice, slPrice), posSize, ctEntryPrice, pnl)
// Print TP/SL box for current open trade
// if barstate.islastconfirmedhistory and strategy.position_size != 0
// printTpSlNotHitBox(tradeEntryBar + 1, bar_index + 1, strategy.position_avg_price, slPrice, tpPrice)
// // =============================================================================
// // DEBUGGING
// // =============================================================================
// Data window plots
plotchar(prePullbackBullBreakout, "prePullbackBullBreakout", "")
plotchar(prePullbackBearBreakout, "prePullbackBearBreakout", "")
plotchar(barssincePullbackStart, "barssincePullbackStart", "")
plotchar(isCoralBullish, "isCoralBullish", "")
plotchar(isCoralBearish, "isCoralBearish", "")
plotchar(barssinceCoralflip, "barssinceCoralflip", "")
plotchar(isPullbackValid, "isPullbackValid", "")
plotchar(entryBreakout, "entryBreakout", "")
plotchar(slHit, "slHit", "")
plotchar(tpHit, "tpHit", "")
plotchar(slPrice, "slPrice", "")
// Label plots
// plotDebugLabels = false
// if plotDebugLabels
// if bar_index == tradeEntryBar
// printLabel(bar_index, "Position size: " + str.tostring(entryQty * close, "#.##"))