समापन ब्रेकआउट डे ट्रेडिंग रणनीति

/*backtest
start: 2023-09-08 00:00:00
end: 2023-10-08 00:00:00
period: 1h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=4

// strategy(title="2 ma breakout",shorttitle="2 ma breakout", initial_capital=10000,overlay=true, commission_type = strategy.commission.cash_per_contract, commission_value = 0.00008 )
timeinrange(res, sess) => time(res, sess) != 0

//Change false to false = You have to turn on, won't show up by default
//****Always use lowercase letters

doNYOpen = input(defval=false, type = input.bool, title="NY Open On")
doNYSession = input(defval=false, type = input.bool, title="NY Session On")
doNYClose = input(defval=false, type = input.bool, title="NY Close On")

doAussieOpen = input(defval=false, type = input.bool, title="Aussie Open On")
doAussieSession = input(defval=false, type = input.bool, title="Aussie Session On")
doAussieClose = input(defval=false, type = input.bool, title="Aussie Close On")

doAsiaOpen = input(defval=false, type = input.bool, title="Asia Open On")
doAsiaSession = input(defval=false, type = input.bool, title="Asia Session On")
doAsiaClose = input(defval=false, type = input.bool, title="Asia Close On")

doEurOpen = input(defval=true, type = input.bool, title="Euro Open On")
doEurSession = input(defval=true, type = input.bool, title="Euro Session On")
doEurClose = input(defval=true, type = input.bool, title="Euro Close On")

//You can copy and paste these colors. white - silver - gray - maroon - red - purple - fuchsia - green - lime
//   olive - yellow - navy - blue - teal - aqua - orange 

nySessionStart = color.olive
nySession = color.olive
nySessionEnd = color.olive
asiaSessionStart = color.blue
asiaSession = color.blue
asiaSessionEnd = color.blue
europeSessionStart = color.red
europeSession = color.red
europeSessionEnd = color.red
colorwhite = color.white

//****Note ---- Use Military Times --- So 3:00PM = 1500


bgcolor(doAsiaSession and timeinrange(timeframe.period, "1800-0400") ? asiaSession : na, transp=75)
//bgcolor(timeinrange(timeframe.period, "0000-0300") ? color.white  : na, transp=75)
bgcolor(doEurSession and timeinrange(timeframe.period, "0300-1100") ? europeSession : na, transp=75)
bgcolor(doNYSession and timeinrange(timeframe.period, "0800-1600") ? nySession : na, transp=75)

active = input(true, title="Show On Chart")
pricehigh = security(syminfo.tickerid, '60', high[0])
pricelow = security(syminfo.tickerid, '60', low[0])
//Daily Plots
offs_daily = 0 
hiHighs = 0
loLows = 0
//plot(timeinrange(timeframe.period, "0000-0300") and pricehigh ? pricehigh  : na, title="Previous Daily High", style=plot.style_line, linewidth=2, color=color.gray)
//plot(timeinrange(timeframe.period, "0000-0300") and pricelow ? pricelow : na, title="Previous Daily Low", style=plot.style_linebr, linewidth=2, color=color.gray)

if(timeinrange(timeframe.period, "0000-0300"))
    hiHighs = highest(high, 3)
    loLows = lowest(low, 3)
    

// From Date Inputs
fromDay = input(defval = 1, title = "From Day", minval = 1, maxval = 31)
fromMonth = input(defval = 1, title = "From Month", minval = 1, maxval = 12)
fromYear = input(defval = 2020, title = "From Year", minval = 1970)
 
// To Date Inputs
toDay = input(defval = 31, title = "To Day", minval = 1, maxval = 31)
toMonth = input(defval = 12, title = "To Month", minval = 1, maxval = 12)
toYear = input(defval = 2020, title = "To Year", minval = 1970)
 
// Calculate start/end date and time condition
startDate = timestamp(fromYear, fromMonth, fromDay, 00, 00)
finishDate = timestamp(toYear, toMonth, toDay, 00, 00)
time_cond = true


len = input(2)
src = input(close, title="Source")
out = sma(src, len)

lena = input(200, minval=1, title="Length slow")
srca = input(close, title="Source")
outa = ema(srca, lena)

//tp = input(100, title="tp")
sl = input(66, title="sl")
// if(smabool)
//     out := sma(src, len)
// else if(emabool)
//     out := ema(src, len)
// else if(hmabool)
//     out := hma(src, len)
// else if(vmabool)
//     out := wma(src, len)  
// else if(vwmabool)
//     out := vwma(src, len)   
// else if(smmabool)
//     out := sma(src, len)  
 
plot(out, color=color.white, title="MA")
plot(outa, color=color.white, title="MA")

longC = timeinrange(timeframe.period, "0300-0400") and (crossover(close,out) or crossover(high,out)) and close[1] > outa and time_cond
shortC = timeinrange(timeframe.period, "0300-0400") and (crossunder(close,out) or crossunder(low,out)) and close[1] < outa and time_cond



//inputlondon = input(false, title="london session")
//inputny = input(false, title="new york session")

//if(inputlondon==true)

strategy.initial_capital = 50000

//MONEY MANAGEMENT--------------------------------------------------------------
balance = strategy.netprofit + strategy.initial_capital //current balance
floating = strategy.openprofit          //floating profit/loss
risk = input(1,type=input.float,title="Risk % of equity ")/100           //risk % per trade

temp01 = balance * risk     //Risk in USD
temp02 = temp01/sl        //Risk in lots
temp03 = temp02*100      //Convert to contracts
size = temp03 - temp03%1 //Normalize to 1000s (Trade size)
if(size < 1)
    size := 1         //Set min. lot size


strategy.entry("long",1,when=longC)
//strategy.close("long", when = crossunder(close,out) or not (timeinrange(timeframe.period, "0300-1000")))
strategy.close("long", when =  not (timeinrange(timeframe.period, "0300-0945")))
strategy.exit("x_long","long", loss = sl)
     
    
strategy.entry("short",0,when=shortC)
//strategy.close("short",when = crossover(close,out) or not (timeinrange(timeframe.period, "0300-1000")))
strategy.close("short",when = not (timeinrange(timeframe.period, "0300-0945")))

strategy.exit("x_short","short", loss = sl)

//strategy.exit("closelong", "RSI_BB_LONG" , profit = close * 0.01 / syminfo.mintick, loss = close * 0.01 / syminfo.mintick, alert_message = "closelong")
//strategy.exit("closeshort", "RSI_BB_SHORT" , profit = close * 0.01 / syminfo.mintick, loss = close * 0.01 / syminfo.mintick, alert_message = "closeshort")