동적 손절매 추적 전략

/*backtest
start: 2022-12-27 00:00:00
end: 2024-01-02 00:00:00
period: 1d
basePeriod: 1h
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/
// © Peter_O

//@version=4
strategy(title="Moving Stop-Loss mechanism", overlay=true)

// This script was created for educational purposes only and it is a spin-off of my previous script:
// https://www.tradingview.com/script/9MJO3AgE-TradingView-Alerts-to-MT4-MT5-dynamic-variables-NON-REPAINTING/
// This spin-off adds very often requested Moving Stop-Loss Mechanism - the logic here moves the stop-loss each time 
// a new pivot is detected.
//
// Last lines of the script include alert() function calls, with a syntax compatible with TradingConnector
// for execution in Forex/indices/commodities/crypto markets via MetaTrader.
// Please note that "tradeid=" variable must be passed with each alert, so that MetaTrader knows which
// trade to modify.

TakeProfitLevel=input(400)

// **** Entries logic, based on Stoch **** {
periodK = 13 //input(13, title="K", minval=1)
periodD = 3 //input(3, title="D", minval=1)
smoothK = 4 //input(4, title="Smooth", minval=1)
k = sma(stoch(close, high, low, periodK), smoothK)
d = sma(k, periodD)

GoLong=crossover(k,d) and k<80
GoShort=crossunder(k,d) and k>20
// } End of entries logic

// **** Pivot-points and stop-loss logic **** {
piv_high = pivothigh(high,1,1)
piv_low = pivotlow(low,1,1)
var float stoploss_long=low
var float stoploss_short=high

pl=valuewhen(piv_low,piv_low,0)
ph=valuewhen(piv_high,piv_high,0)

if GoLong 
    stoploss_long := low<pl ? low : pl
if GoShort 
    stoploss_short := high>ph ? high : ph

plot(stoploss_long, color=color.red, title="stoploss_long")
plot(stoploss_short, color=color.lime, title="stoploss_short")

// Stop-Loss Updating mechanism
enable_stoploss_mechanism=input(true, title="Enable Stoploss Modification Mechanism")
UpdateLongStopLoss = strategy.position_size>0 and strategy.position_size[1]>0 and piv_low and pl!=stoploss_long and not GoLong and enable_stoploss_mechanism
UpdateShortStopLoss = strategy.position_size<0 and strategy.position_size[1]<0 and piv_high and ph!=stoploss_short and not GoShort and enable_stoploss_mechanism
if UpdateLongStopLoss
    stoploss_long := pl
if UpdateShortStopLoss
    stoploss_short := ph

plotshape(UpdateLongStopLoss ? stoploss_long[1]-300*syminfo.mintick : na, location=location.absolute, style=shape.labelup, color=color.lime, textcolor=color.white, text="SL\nmove")
plotshape(UpdateShortStopLoss ? stoploss_short[1]+300*syminfo.mintick : na, location=location.absolute, style=shape.labeldown, color=color.red, textcolor=color.black, text="SL\nmove")
// } End of Pivot-points and stop-loss logic

// **** Trade counter **** {
var int trade_id=0
if GoLong or GoShort
    trade_id:=trade_id+1
// } End of Trade counter

strategy.entry("Long", strategy.long, when=GoLong)
strategy.exit("XLong", from_entry="Long", stop=stoploss_long, profit=TakeProfitLevel)
strategy.entry("Short", strategy.short, when=GoShort)
strategy.exit("XShort", from_entry="Short", stop=stoploss_short, profit=TakeProfitLevel)

if GoLong
    alertsyntax_golong='long slprice=' + tostring(stoploss_long) + ' tradeid=' + tostring(trade_id) + ' tp=' + tostring(TakeProfitLevel)
    alert(message=alertsyntax_golong, freq=alert.freq_once_per_bar_close)
if GoShort
    alertsyntax_goshort='short slprice=' + tostring(stoploss_short) + ' tradeid=' + tostring(trade_id) + ' tp=' + tostring(TakeProfitLevel)
    alert(message=alertsyntax_goshort, freq=alert.freq_once_per_bar_close)
if UpdateLongStopLoss
    alertsyntax_updatelongstoploss='slmod slprice=' + tostring(stoploss_long) + ' tradeid=' + tostring(trade_id)
    alert(message=alertsyntax_updatelongstoploss, freq=alert.freq_once_per_bar_close)
if UpdateShortStopLoss
    alertsyntax_updateshortstoploss='slmod slprice=' + tostring(stoploss_short) + ' tradeid=' + tostring(trade_id)
    alert(message=alertsyntax_updateshortstoploss, freq=alert.freq_once_per_bar_close)