BOT Johny
Penulis:ChaoZhang, Tanggal: 2022-05-18 09:38:27Tag:ADXRSIMACD
Halo
Ini adalah versi terbaru dari bot 60MIN, Saya memutuskan untuk membuat bot ini untuk orang-orang yang masih menggunakan 10BOT, Ini adalah versi yang jauh lebih menguntungkan dan dapat diandalkan
Ini sangat penting bagi pengguna.
Seperti biasa, bot ini hanya untuk BINANCE:BTCUSDTPERP
Untuk membuat hasil ini sejujur mungkin, saya memutuskan untuk menggunakan indikator sesedikit mungkin yang diterjemahkan ke lebih banyak posisi, yang berarti bahwa bot cepat bereaksi terhadap setiap perubahan dalam tren Sayangnya, akibatnya kualitas posisi yang dibuka telah menurun cukup kuat (79% perdagangan menguntungkan) Hal ini juga terdiri dari titik target yang cukup tinggi dan pada dasarnya stop-loss rendah.
TP: 1,5 SL: 7,2
Bot menggunakan indikator yang paling efisien dan paling penting seperti:
ADX - Adalah salah satu indikator tren yang paling kuat dan akurat. ADX mengukur seberapa kuat tren, dan dapat memberikan informasi berharga tentang apakah ada peluang perdagangan potensial. CLOUD - Ini adalah salah satu indikator newsset yang saya gunakan. Indikator ini membantu strategi, indikator ini dirancang untuk menunjukkan tren pasar yang benar. Dengan menerapkan panjang indikator ini, saya dapat melihat perubahan tren sedikit kemudian, tetapi lebih akurat. RANGE FILTER - indikator ini adalah untuk pandangan yang lebih baik dari tren, menentukan tren, yang penting untuk setiap bull/bear perangkap yang membantu banyak karena tren yang sangat bervariasi. FAST MA - seperti yang sebelumnya ini untuk melihat tren yang lebih baik, dan mendefinisikan tren dengan benar, juga Speed_MA digunakan untuk memprediksi aksi harga di masa depan. MACD - Moving Average Convergence Divergence (MACD) adalah indikator momentum yang menunjukkan hubungan antara dua rata-rata pergerakan harga sekuritas. Volume - adalah indikator yang paling penting untuk strategi, untuk menghindari perdagangan terbuka pada grafik datar, perdagangan baru dibuka setelah bar volume yang kuat. RSI - nilai membantu strategi untuk menghentikan perdagangan pada waktu yang tepat. Ketika RSI terlalu banyak dibeli strategi jangan buka long baru, juga ketika RSI terlalu banyak dijual strategi jangan buka short baru
menggunakan indikator ini, bot membuka sekitar 75-80% dari posisi Selain itu, saya menciptakan dua independen dari kondisi utama dari kemungkinan membuka posisi seperti:
REVERSALS (berdasarkan rsi crossovers) - pilihan ini, dapat menambahkan lebih cepat untuk membuat keputusan yang benar, sementara tren berubah sangat cepat. BOLLINGER BAND - fungsi ini juga telah meningkatkan kemungkinan pembukaan dan penutupan posisi baru, bekerja sedemikian rupa sehingga jika lilin ditutup di luar Bolinger band, lebih banyak posisi dibuka, saya fokus pada fungsi ini untuk mempertahankan tingkat persentase yang tinggi sebanyak mungkin
Untuk mempertahankan kualitas tinggi perdagangan, baik Bollinger Bands dan Reversals tergantung pada indikator yang paling penting
Saya pikir bahwa hasil dari bot ini adalah yang paling benar, tapi jangan lupa bahwa backtesting adalah pengujian di masa lalu, tidak diketahui bagaimana bot akan berperilaku di masa depan, namun, penggunaan indikator yang tidak sangat dioptimalkan, dapat membawa hasil yang sangat dekat di masa depan
Semoga berhasil dan nikmati ;)
backtesting
/*backtest
start: 2022-05-01 00:00:00
end: 2022-05-16 23:59:00
period: 4h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/
//@version=4
strategy("Johny's BOT [60MIN]", overlay=true, pyramiding=1,initial_capital = 10000, default_qty_type= strategy.percent_of_equity, default_qty_value = 100, calc_on_order_fills=false, slippage=0,commission_type=strategy.commission.percent,commission_value=0.04)
//SOURCE =============================================================================================================================================================================================================================================================================================================
src = input(high)
// INPUTS ============================================================================================================================================================================================================================================================================================================
// ADX --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
ADX_options = input("MASANAKAMURA", title = "ADX option", options = ["CLASSIC", "MASANAKAMURA"], group = "ADX")
ADX_len = input(13, title = "ADX lenght", type = input.integer, minval = 1, group = "ADX")
th = input(15, title = "ADX treshold", type = input.float, minval = 0, step = 0.5, group = "ADX")
// Cloud --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
len = input(7, title="Cloud Length", group="Cloud")
//SAR----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
start = input(0.015, title="SAR Start", type=input.float, step=0.001 , group="SAR")
increment = input(0.018, title="SAR Increment", type=input.float, step=0.001 , group="SAR")
maximum = input(0.1, title="SAR Maximum", type=input.float, step=0.01 , group="SAR")
// Range Filter ---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
per_ = input(10, title="Period", minval=1, group = "Range Filter")
mult = input(1.5, title="mult.", minval=0.1, step = 0.1, group = "Range Filter")
//MACD----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
fast_length = input(6, title="Fast Length", type=input.integer, group="MACD")
slow_length = input(8, title="Slow Length", type=input.integer, group="MACD")
signal_length = input(17, title="Signal Smoothing", type=input.integer, group="MACD")
// Volume ------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
volume_f = input(0.8, title="Volume mult.", minval = 0, step = 0.1, group="Volume")
sma_length = input(37, title="Volume lenght", minval = 1, group="Volume")
// RSI -------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
RSI_len = input(25, title="Rsi Lenght", minval = 1, group="RSI")
//BOLINGER BANDS ----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
// inputs
bb1 = input(true, title="Show BB ", group="Bollinger Bands")
m1 = input(true, title="Show MA ", group="Bollinger Bands")
tf1 = input("", title = "Timeframe ", type = input.resolution, group="Bollinger Bands")
src1 = input(high, title = "Source ", type = input.source, group="Bollinger Bands")
per1 = input(10, title = "Period ", type = input.integer, minval = 2, group="Bollinger Bands")
dev1 = input(2.1, title = "Deviation ", type = input.float, minval = 1, group="Bollinger Bands")
//MA----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
length = input(66, title="MA Length", minval=1, group="Fast MA" )
matype = input(2, title="AvgType", minval=1, maxval=5, group="Fast MA")
//REVERSAL ---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
ACT_REV = input(true, title = "REVERSAL", type = input.bool, group="REVERSAL")
leftBars = input(15)
rightBars = input(7)
rsi_ob = input(64, title="REV Rsi Overbought", group="REVERSAL")
rsi_os = input(34, title="REV RSI Oversold", group="REVERSAL")
//TP PLOTSHAPE -----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
tp_long0 = input(1.5, title="TP Long", type = input.float, minval = 0, step = 0.1, group="TP PLOTSHAPE")
tp_short0 = input(1.5, title="TP Short", type = input.float, minval = 0, step = 0.1, group="TP PLOTSHAPE")
// SL PLOTSHAPE ---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Act_sl = input(true, title="Stop loss?", type = input.bool, group="SL PLOTSHAPE")
sl0 = input(7.2, title="% Stop loss", type = input.float, minval = 0, step = 0.1, group="SL PLOTSHAPE")
//INDICATORS =============================================================================================================================================================================================================================================================================================================
//ADX-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
calcADX(_len) =>
up = change(high)
down = -change(low)
plusDM = na(up) ? na : (up > down and up > 0 ? up : 0)
minusDM = na(down) ? na : (down > up and down > 0 ? down : 0)
truerange = rma(tr, _len)
_plus = fixnan(100 * rma(plusDM, _len) / truerange)
_minus = fixnan(100 * rma(minusDM, _len) / truerange)
sum = _plus + _minus
_adx = 100 * rma(abs(_plus - _minus) / (sum == 0 ? 1 : sum), _len)
[_plus,_minus,_adx]
calcADX_Masanakamura(_len) =>
SmoothedTrueRange = 0.0
SmoothedDirectionalMovementPlus = 0.0
SmoothedDirectionalMovementMinus = 0.0
TrueRange = max(max(high - low, abs(high - nz(close[1]))), abs(low - nz(close[1])))
DirectionalMovementPlus = high - nz(high[1]) > nz(low[1]) - low ? max(high - nz(high[1]), 0) : 0
DirectionalMovementMinus = nz(low[1]) - low > high - nz(high[1]) ? max(nz(low[1]) - low, 0) : 0
SmoothedTrueRange := nz(SmoothedTrueRange[1]) - (nz(SmoothedTrueRange[1]) /_len) + TrueRange
SmoothedDirectionalMovementPlus := nz(SmoothedDirectionalMovementPlus[1]) - (nz(SmoothedDirectionalMovementPlus[1]) / _len) + DirectionalMovementPlus
SmoothedDirectionalMovementMinus := nz(SmoothedDirectionalMovementMinus[1]) - (nz(SmoothedDirectionalMovementMinus[1]) / _len) + DirectionalMovementMinus
DIP = SmoothedDirectionalMovementPlus / SmoothedTrueRange * 100
DIM = SmoothedDirectionalMovementMinus / SmoothedTrueRange * 100
DX = abs(DIP-DIM) / (DIP+DIM)*100
adx = sma(DX, _len)
[DIP,DIM,adx]
[DIPlusC,DIMinusC,ADXC] = calcADX(ADX_len)
[DIPlusM,DIMinusM,ADXM] = calcADX_Masanakamura(ADX_len)
DIPlus = ADX_options == "CLASSIC" ? DIPlusC : DIPlusM
DIMinus = ADX_options == "CLASSIC" ? DIMinusC : DIMinusM
ADX = ADX_options == "CLASSIC" ? ADXC : ADXM
L_adx = DIPlus > DIMinus and ADX > th
S_adx = DIPlus < DIMinus and ADX > th
//Cloud --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
PI = 2 * asin(1)
hilbertTransform(src) =>
0.0962 * src + 0.5769 * nz(src[2]) - 0.5769 * nz(src[4]) - 0.0962 * nz(src[6])
computeComponent(src, mesaPeriodMult) =>
hilbertTransform(src) * mesaPeriodMult
computeAlpha(src, fastLimit, slowLimit) =>
mesaPeriod = 0.0
mesaPeriodMult = 0.075 * nz(mesaPeriod[1]) + 0.54
smooth = 0.0
smooth := (4 * src + 3 * nz(src[1]) + 2 * nz(src[2]) + nz(src[3])) / 10
detrender = 0.0
detrender := computeComponent(smooth, mesaPeriodMult)
I1 = nz(detrender[3])
Q1 = computeComponent(detrender, mesaPeriodMult)
jI = computeComponent(I1, mesaPeriodMult)
jQ = computeComponent(Q1, mesaPeriodMult)
I2 = 0.0
Q2 = 0.0
I2 := I1 - jQ
Q2 := Q1 + jI
I2 := 0.2 * I2 + 0.8 * nz(I2[1])
Q2 := 0.2 * Q2 + 0.8 * nz(Q2[1])
Re = I2 * nz(I2[1]) + Q2 * nz(Q2[1])
Im = I2 * nz(Q2[1]) - Q2 * nz(I2[1])
Re := 0.2 * Re + 0.8 * nz(Re[1])
Im := 0.2 * Im + 0.8 * nz(Im[1])
if Re != 0 and Im != 0
mesaPeriod := 2 * PI / atan(Im / Re)
if mesaPeriod > 1.5 * nz(mesaPeriod[1])
mesaPeriod := 1.5 * nz(mesaPeriod[1])
if mesaPeriod < 0.67 * nz(mesaPeriod[1])
mesaPeriod := 0.67 * nz(mesaPeriod[1])
if mesaPeriod < 6
mesaPeriod := 6
if mesaPeriod > 50
mesaPeriod := 50
mesaPeriod := 0.2 * mesaPeriod + 0.8 * nz(mesaPeriod[1])
phase = 0.0
if I1 != 0
phase := (180 / PI) * atan(Q1 / I1)
deltaPhase = nz(phase[1]) - phase
if deltaPhase < 1
deltaPhase := 1
alpha = fastLimit / deltaPhase
if alpha < slowLimit
alpha := slowLimit
[alpha,alpha/2.0]
er = abs(change(src,len)) / sum(abs(change(src)),len)
[a,b] = computeAlpha(src, er, er*0.1)
mama = 0.0
mama := a * src + (1 - a) * nz(mama[1])
fama = 0.0
fama := b * mama + (1 - b) * nz(fama[1])
alpha = pow((er * (b - a)) + a, 2)
kama = 0.0
kama := alpha * src + (1 - alpha) * nz(kama[1])
L_cloud = kama > kama[1]
S_cloud = kama < kama[1]
//SAR------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
psar = sar(start, increment, maximum)
dir = psar < close ? 1 : -1
L_sar = dir ==1
S_sar = dir ==-1
// Range Filter ----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
var bool L_RF = na, var bool S_RF = na
Range_filter(_src, _per_, _mult)=>
var float _upward = 0.0
var float _downward = 0.0
wper = (_per_*2) - 1
avrng = ema(abs(_src - _src[1]), _per_)
_smoothrng = ema(avrng, wper)*_mult
_filt = _src
_filt := _src > nz(_filt[1]) ? ((_src-_smoothrng) < nz(_filt[1]) ? nz(_filt[1]) : (_src-_smoothrng)) : ((_src+_smoothrng) > nz(_filt[1]) ? nz(_filt[1]) : (_src+_smoothrng))
_upward := _filt > _filt[1] ? nz(_upward[1]) + 1 : _filt < _filt[1] ? 0 : nz(_upward[1])
_downward := _filt < _filt[1] ? nz(_downward[1]) + 1 : _filt > _filt[1] ? 0 : nz(_downward[1])
[_smoothrng,_filt,_upward,_downward]
[smoothrng, filt, upward, downward] = Range_filter(src, per_, mult)
hband = filt + smoothrng
lband = filt - smoothrng
L_RF := high > hband and upward > 0
S_RF := low < lband and downward > 0
//MACD-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
fast_ma = ema(src, fast_length)
slow_ma = ema(src, slow_length)
macd = fast_ma - slow_ma
signal_ = sma(macd, signal_length)
L_macd = macd > signal_
S_macd = macd < signal_
// RSI -------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
WiMA(src, length) =>
var float MA_s=0.0
MA_s := (src + nz(MA_s[1] * (length-1)))/length
MA_s
RSI_Volume(fv, length) =>
up = iff(fv>fv[1],abs(fv-fv[1])*volume,0)
dn = iff(fv<fv[1],abs(fv-fv[1])*volume,0)
upt = WiMA(up,length)
dnt = WiMA(dn,length)
100*(upt/(upt+dnt))
RSI_V = RSI_Volume(src, RSI_len)
RSI_ = 52
L_rsi = (RSI_V > RSI_)
S_rsi = (RSI_V < RSI_)
// Volume -------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Volume_condt = volume > sma(volume,sma_length)*volume_f
// BOLINGER BADNS -------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
ma1 = security(syminfo.tickerid, tf1, sma(src1, per1))
hb1 = ma1 + security(syminfo.tickerid, tf1, stdev(src1, per1)) * dev1
lb1 = ma1 - security(syminfo.tickerid, tf1, stdev(src1, per1)) * dev1
L_BB = open > hb1
S_BB = open < lb1
//MA------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
simplema = sma(src,length)
exponentialma = ema(src,length)
hullma = wma(2*wma(src, length/2)-wma(src, length), round(sqrt(length)))
weightedma = wma(src, length)
volweightedma = vwma(src, length)
avgval = matype==1 ? simplema : matype==2 ? exponentialma : matype==3 ? hullma : matype==4 ? weightedma : matype==5 ? volweightedma : na
MA_speed = (avgval / avgval[1] -1 ) *100
L_s_ma = MA_speed > 0
S_s_ma = MA_speed < 0
//REVERSAL ---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
swh = pivothigh(leftBars,rightBars)
swl = pivotlow(leftBars, rightBars)
pivots = not na(swh)? swh: not na(swl)? swl : na
swh_cond = not na(swh)
hprice = 0.0
hprice := swh_cond ? swh : hprice[1]
le = false
le := swh_cond ? true : (le[1] and high > hprice ? false : le[1]) and (rsi(close, 14)<rsi_ob)
swl_cond = not na(swl)
lprice = 0.0
lprice := swl_cond ? swl : lprice[1]
se = false
se := swl_cond ? true : (se[1] and low < lprice ? false : se[1]) and (rsi(close, 14)>rsi_os)
le_se = 0
le_se := ( crossover(high,hprice+syminfo.mintick) )? +1 : ( crossunder(low,lprice-syminfo.mintick) )? -1 : nz(le_se[1])
_le_se = le_se[1]==-1 and le_se==+1 and rsi(close, 14)<rsi_ob? 1 : le_se[1]==+1 and le_se==-1 and rsi(close, 14)>rsi_os? -1 :0
L_REV = _le_se==+1
S_REV = _le_se==-1
//CONDITIONS =======================================================================================================================================================================================================================================================================================================
L_rev_condt = L_REV and ACT_REV
S_rev_condt = S_REV and ACT_REV
//STRATEGY ==========================================================================================================================================================================================================================================================================================================
L_basic_condt = L_adx and L_cloud and L_sar and L_RF and L_macd and L_rsi and L_s_ma and Volume_condt
S_basic_condt = S_adx and S_cloud and S_sar and S_RF and S_macd and S_rsi and S_s_ma and Volume_condt
L_second_condt = L_basic_condt or L_BB and L_adx and L_sar and L_rsi
S_second_condt = S_basic_condt or S_BB and S_adx and S_sar and S_rsi
L_third_condt = L_second_condt or L_rev_condt and L_adx and L_sar and Volume_condt
S_third_condt = S_second_condt or S_rev_condt and S_adx and S_sar and Volume_condt
// PRICE POSITION ==========================================================================================================================================================================================================================================================================================================
var bool longCond = na, var bool shortCond = na
var int CondIni_long = 0, var int CondIni_short = 0
var bool _Final_longCondition = na, var bool _Final_shortCondition = na
var float last_open_longCondition = na, var float last_open_shortCondition = na
var int last_longCondition = na, var int last_shortCondition = na
var int last_Final_longCondition = na, var int last_Final_shortCondition = na
var int nLongs = na, var int nShorts = na
var float sum_long = 0.0, var float sum_short = 0.0
var float Position_Price = 0.0
var bool Final_long_BB = na, var bool Final_short_BB = na
var int last_long_BB = na, var int last_short_BB = na
longCond := L_third_condt
shortCond := S_third_condt
CondIni_long := longCond[1] ? 1 : shortCond[1] ? -1 : nz(CondIni_long[1] )
CondIni_short := longCond[1] ? 1 : shortCond[1] ? -1 : nz(CondIni_short[1] )
longCondition = (longCond[1] and nz(CondIni_long[1]) == -1 )
shortCondition = (shortCond[1] and nz(CondIni_short[1]) == 1 )
last_open_longCondition := longCondition or Final_long_BB[1] ? close[1] : nz(last_open_longCondition[1] )
last_open_shortCondition := shortCondition or Final_short_BB[1] ? close[1] : nz(last_open_shortCondition[1] )
last_longCondition := longCondition or Final_long_BB[1] ? time : nz(last_longCondition[1] )
last_shortCondition := shortCondition or Final_short_BB[1] ? time : nz(last_shortCondition[1] )
in_longCondition = last_longCondition > last_shortCondition
in_shortCondition = last_shortCondition > last_longCondition
last_Final_longCondition := longCondition ? time : nz(last_Final_longCondition[1] )
last_Final_shortCondition := shortCondition ? time : nz(last_Final_shortCondition[1] )
nLongs := nz(nLongs[1] )
nShorts := nz(nShorts[1] )
if longCondition or Final_long_BB
nLongs := nLongs + 1
nShorts := 0
sum_long := nz(last_open_longCondition) + nz(sum_long[1])
sum_short := 0.0
if shortCondition or Final_short_BB
nLongs := 0
nShorts := nShorts + 1
sum_short := nz(last_open_shortCondition)+ nz(sum_short[1])
sum_long := 0.0
Position_Price := nz(Position_Price[1])
Position_Price := longCondition or Final_long_BB ? sum_long/nLongs : shortCondition or Final_short_BB ? sum_short/nShorts : na
//TP---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
var bool long_tp = na, var bool short_tp = na
var int last_long_tp = na, var int last_short_tp = na
var bool Final_Long_tp = na, var bool Final_Short_tp = na
var bool Final_Long_sl0 = na, var bool Final_Short_sl0 = na
var bool Final_Long_sl = na, var bool Final_Short_sl = na
var int last_long_sl = na, var int last_short_sl = na
tp_long = ((nLongs > 1) ? tp_long0 / nLongs : tp_long0) / 100
tp_short = ((nShorts > 1) ? tp_short0 / nShorts : tp_short0) / 100
long_tp := high > (fixnan(Position_Price) * (1 + tp_long)) and in_longCondition
short_tp := low < (fixnan(Position_Price) * (1 - tp_short)) and in_shortCondition
last_long_tp := long_tp ? time : nz(last_long_tp[1])
last_short_tp := short_tp ? time : nz(last_short_tp[1])
Final_Long_tp := (long_tp and last_longCondition > nz(last_long_tp[1]) and last_longCondition > nz(last_long_sl[1]))
Final_Short_tp := (short_tp and last_shortCondition > nz(last_short_tp[1]) and last_shortCondition > nz(last_short_sl[1]))
//TP SIGNALS--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
tplLevel = (in_longCondition and
(last_longCondition > nz(last_long_tp[1])) and
(last_longCondition > nz(last_long_sl[1])) and not Final_Long_sl[1]) ?
(nLongs > 1) ?
(fixnan(Position_Price) * (1 + tp_long)) : (last_open_longCondition * (1 + tp_long)) : na
tpsLevel = (in_shortCondition and
(last_shortCondition > nz(last_short_tp[1])) and
(last_shortCondition > nz(last_short_sl[1])) and not Final_Short_sl[1]) ?
(nShorts > 1) ?
(fixnan(Position_Price) * (1 - tp_short)) : (last_open_shortCondition * (1 - tp_short)) : na
//SL ---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Risk =7.2
Percent_Capital =99
sl = in_longCondition ? min(sl0,(((Risk) * 100) / (Percent_Capital * max(1, nLongs)))) :
in_shortCondition ? min(sl0,(((Risk) * 100) / (Percent_Capital * max(1, nShorts)))) : sl0
Normal_long_sl = ((Act_sl and in_longCondition and low <= ((1 - (sl / 100)) * (fixnan(Position_Price)))))
Normal_short_sl = ((Act_sl and in_shortCondition and high >= ((1 + (sl / 100)) * (fixnan(Position_Price)))))
last_long_sl := Normal_long_sl ? time : nz(last_long_sl[1])
last_short_sl := Normal_short_sl ? time : nz(last_short_sl[1])
Final_Long_sl := Normal_long_sl and last_longCondition > nz(last_long_sl[1]) and last_longCondition > nz(last_long_tp[1]) and not Final_Long_tp
Final_Short_sl := Normal_short_sl and last_shortCondition > nz(last_short_sl[1]) and last_shortCondition > nz(last_short_tp[1]) and not Final_Short_tp
//RE-ENTRY ON TP-HIT-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
if Final_Long_tp or Final_Long_sl
CondIni_long := -1
sum_long := 0.0
nLongs := na
if Final_Short_tp or Final_Short_sl
CondIni_short := 1
sum_short := 0.0
nShorts := na
// Colors ----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
ADX_COLOR = L_adx ? color.lime : S_adx ? color.red : color.orange
SCALPS_COLOR = L_rev_condt ? color.lime : S_rev_condt ? color.maroon : na
BAR_COLOR = L_adx ? color.lime : S_adx ? color.red : L_rev_condt ? color.blue : S_rev_condt ? color.maroon : color.orange
barcolor (color = BAR_COLOR)
//Indicator plots ---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
psarPlot = plot(psar, title="Psar Plot", style=plot.style_circles, color=ADX_COLOR, linewidth=1, transp=0 )
plot((bb1 and m1) ? ma1 : na, title = "MA1", color = ADX_COLOR, transp = 0, linewidth = 1)
hband1 = plot(bb1 ? hb1 : na, title = "HBand1", color = #006064, style = plot.style_line, linewidth = 2)
lband1 = plot(bb1 ? lb1 : na, title = "LBand1", color = color.maroon, style = plot.style_line, linewidth = 2)
fill(hband1, lband1, title = "BG1", color = ADX_COLOR, transp = 85)
mama_p = plot(mama, title="Cloud A", color=ADX_COLOR )
fama_p = plot(fama, title="Cloud B", color=ADX_COLOR )
fill (mama_p,fama_p, color=ADX_COLOR )
//Price plots ------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
plot((nLongs > 1) or (nShorts > 1) ? Position_Price : na, title = "Price", color = in_longCondition ? color.aqua : color.orange, linewidth = 2, style = plot.style_cross)
plot(tplLevel, title="Long TP ", style = plot.style_cross, color=color.green, linewidth = 1 )
plot(tpsLevel, title="Short TP ", style = plot.style_cross, color=color.red, linewidth = 1 )
//PLOTSHAPES----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
plotshape(Final_Long_tp, title="TP Long Signal", style = shape.flag, location=location.abovebar, color=color.red, size=size.small , text="TP", textcolor=color.red, transp = 0 )
plotshape(Final_Short_tp, title="TP Short Signal", style = shape.flag, location=location.belowbar, color=color.green, size=size.small , text="TP", textcolor=color.green, transp = 0 )
plotshape(Final_Long_sl, title="SL Long", style=shape.xcross, location=location.belowbar, color=color.fuchsia, size=size.small , text ="SL", transp = 0 )
plotshape(Final_Short_sl, title="SL Short", style=shape.xcross, location=location.abovebar, color=color.fuchsia, size=size.small , text ="SL", transp = 0 )
plotshape(longCondition, title="Long", style=shape.triangleup, location=location.belowbar, color=color.blue, size=size.small , text="Long", textcolor=color.white, transp = 0 )
plotshape(shortCondition, title="Short", style=shape.triangledown, location=location.abovebar, color=color.red, size=size.small , text="Short", textcolor=color.white, transp = 0 )
//BACKTESTING inputs --------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
long_ = input(true, title="Longs", group= "BACKTEST")
short_ = input(true, title="Shorts", group= "BACKTEST")
// Backtest tp & sl ================================================================================================================================================================================================================================================================================================================================
g(v, p) => round(v * (pow(10, p))) / pow(10, p)
tp_= input(0.015, title=" TP/100", step=0.001, group= "BACKTEST")
sl_= input(0.072, title=" SL/100", step=0.001, group= "BACKTEST")
// Backtest Long ==================================================================================================================================================================================================================================================================================================================================
if long_
strategy.entry("L" ,1, when = L_third_condt )
strategy.exit("S_tp/sl", "L", profit=close * tp_ / syminfo.mintick, loss=close * sl_ / syminfo.mintick)
// Backtest Short ==================================================================================================================================================================================================================================================================================================================================
if short_
strategy.entry("S" ,0, when = S_third_condt )
strategy.exit("S_tp/sl", "S", profit=close * tp_ / syminfo.mintick, loss=close * sl_ / syminfo.mintick)
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