バックテスト間隔に基づくリップル戦略 Coral Trend インジケーター
作成日:
2024-02-04 12:18:03
最終変更日:
2024-02-04 12:18:03
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概要
この戦略は,LazyBearのCoral Trend指標を使用して,価格トレンドの方向を判断し,Coral Trend指標の方向の逆転を識別して,潜在的な入場点を判断します.偽の突破をフィルターするために,この戦略はADX指標またはAbsolute Strength HistogramとHawkEye Volume指標のグループを使用して,より信頼性の高い入場を可能にする協力確認指標として使用します.
エクジットメカニズムは,配置可能なリスク・リターン比率を掛けた最新のN根K線の最高価格/最低価格を使用して,ストップ・ロースとストップ・ストップを設定する.
戦略原則
コーラル・トレンド指数に基づいて大トレンドの方向を判断した後,指数の色が変わらず,価格が逆方向に小さな引き戻り (pullback) を出現させる.このとき,引き戻りが終了し,価格がコーラル・トレンド指令の主なトレンドの方向に戻った場合,これは比較的に良い入場時間であると考えることができます.
入場条件は以下の通りです.
コラルトレンド指数の方向は取引方向と一致する ((多頭=緑,空頭=赤)
前回の価格完全突破以来, (最後のバーの高点はすべてCoral Trend線を超えています),少なくとも1つのK線の低点はすべてCoral Trend線の上にあります (多頭) または高点はすべてCoral Trend線の下にあります (空頭)
逆方向の小反転 (引き下げ) が起こります. この小反転の過程で,閉じる価格は,常にCoral Trendの逆側に保持されます.
小回り終了後,閉盤価格がCoral Trend指令の主なトレンド方向に戻った
上記の条件は主条件である。同時に,戦略はADX指標またはAbsolute Strength HistogramおよびHawkEye Volume指標を入場確認条件として採用している。
ADX指数は,値が20以上で,最近1K線上昇したことを要求する.そして,DIの緑線と赤線の順序は取引方向と一致する.
Absolute Strength ヒストグラムは取引方向に一致する色を求めている ((多頭=青,空頭=赤) 。HawkEye Volumeは取引方向に一致する色を求めている ((多頭=緑,空頭=赤) 。
エクジットメカニズムは,N根K線の最も近い最高価格または最低価格×リスク・リターンの比率を使用して,ストップ・ローズとストップ・ポジションを設定する. N値とリスク・リターンの比率は,パラメータによって構成できます.
優位分析
この戦略の最大の利点は,主動トレンドの方向を判断した後にCoral Trend指標を使用して,その逆転を識別して入場機会を見つけ,非トレンド市場での波動の流れを避けることです.同時に,Confirm指標を使用すると,多くの偽の突破をフィルターすることができ,入場の成功率を向上させます.
さらに,この戦略は,ストップ・ロスの幅設定とリスク・ゲージのパーセント制御を含む完全なリスク管理機構を提供しており,個々の取引の損失でさえ,全体的な資金に大きな衝撃を与えません.
リスク分析
この戦略の最大のリスクは,指標を導入して入場判断を行うことであり,完全にパラメータ配置に依存すると自動的に利益が得られると考えられやすい.実際には,パラメータ最適化とルール配置は,底層の価格変化の法則と組み合わせて,指標と価格の関連性を直観的に判断する効果を必要とし,自分の取引スタイルと品種に適した配置を設定することができます.
また,止損位と止止の設定も適切で,過剰な止止倍数は,止止の出場ができないことにつながり,あまりにも小さな止止位はリスクが大きすぎる.これは,異なる品種の変動度と個人のリスク承受能力に応じて設定する必要がある.
最適化の方向
この戦略の最適化方向は以下の通りです.
コラル・トレンド指標のパラメータを調整し,異なる品種の価格変動に敏感に反応する
KDJ,MACDなど,異なるConfirm指数または指数の組み合わせを試して,入場信号をより正確にする
異なる品種の変動に応じて,ストップ・ロストとストップ・ストップの計算方法を調整し,よりよいリスク管理を実現する
資金管理モジュールを追加し,ポジション数に応じて単一の委託量を調整し,総損失を効果的に制御する
取引時間制御モジュールを追加し,特定の時間帯のみで戦略を実行し,激しい変動期間の損失を回避する
要約する
この戦略は,最初に,コーラルトレンドを使用して価格の中間長線トレンドを判断し,その後,その反転を判断し,Confirm信号のフィルタリング偽突破と連携して,より信頼性の高いトレンド追跡戦略を構築する.同時に,完善した風力制御設定は,この戦略を長期にわたって実行し,資金を安定させる.さらにパラメータとモジュールを最適化することにより,この戦略をより多くの品種に適応させ,より良い安定性と収益性を持つことを期待する.
ストラテジーソースコード
/*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, "#.##"))