Strategi Perdagangan Ayunan Mod Tiga


Tarikh penciptaan: 2023-10-23 17:36:55 Akhirnya diubah suai: 2023-10-23 17:36:55
Salin: 0 Bilangan klik: 711
avatar of ChaoZhang ChaoZhang
1
fokus pada
1617
Pengikut

Strategi Perdagangan Ayunan Mod Tiga

Gambaran keseluruhan

Strategi perdagangan goyah tiga mod adalah strategi perdagangan garis pendek berdasarkan kombinasi pelbagai indikator teknikal. Strategi ini menggabungkan indikator tren super, garis rata-rata SSL dan penambahbaikan QQE untuk membentuk isyarat perdagangan yang stabil. Ia sesuai untuk jenis perdagangan yang mempunyai turun naik yang tinggi seperti mata wang digital dan saham, terutama yang mempunyai prestasi yang baik selepas tempoh penembusan.

Prinsip

Isyarat masuk

Bermula dengan pertaruhan lama:

  • Trend Super Bermula Dari Sifar
  • SSL bercampur dengan garis asas pada harga penutupan
  • QQE versi yang lebih baik untuk warna biru (multicore)

Kemasukan Gudang Kosong:

  • Trend Super Dipimpin Oleh Doppler
  • Penutupan harga bawah landasan bawah SSL campuran
  • QQE edisi yang lebih baik dengan warna merah (titik kosong)

Isyarat keluar

Permulaan Long Position: Super Trend Diperangi Oleh Perpindahan

Permulaan saham kosong: Trend super berubah daripada kosong

Hentikan Kerugian

Anda boleh memilih Peratusan Henti, Henti ATR, atau Henti harga tertinggi dan terendah terkini.

Penangguhan

Rasio pulangan penutup yang boleh diset dan harga penutup dikira secara automatik

Pengurusan wang

Pilihan sama ada menggunakan pengurusan wang logik untuk mengawal saiz kedudukan

Peta

  • Membuat garis trend super, SSL saluran rata-rata campuran
  • Pilih sama ada untuk melukis garis EMA
  • Merancang garis bukaan, hentian, dan hentian
  • Merancang label untuk membuka saham kosong

Kelebihan

  1. Kombinasi pelbagai indikator untuk menghasilkan isyarat perdagangan yang stabil

Gabungan dengan Supertrend, SSL Hybrid Average Line dan QQE Improvement Indicator, indikator yang berbeza saling mengesahkan, dapat menyaring penembusan palsu, membentuk isyarat perdagangan berkualiti tinggi.

  1. Perdagangan goyah yang sesuai untuk varieti yang tidak menentu

Strategi ini menggunakan kaedah perdagangan garis pendek, yang memberi tumpuan kepada menangkap turun naik harga garis pendek. Supertrend dapat mengesan trend harga dengan berkesan, dan garis rata-rata SSL dapat mengenal pasti tekanan sokongan dengan jelas. Kedua-duanya boleh digunakan untuk mendapatkan keuntungan dalam keadaan goyah.

  1. Pelbagai cara untuk menghentikan kerosakan

Hentikan kerugian boleh memilih peratusan, nilai ATR atau nilai teratas terkini. Hentikan boleh menetapkan nisbah pulangan. Pengurusan wang boleh mengawal kedudukan. Pengguna boleh memilih kombinasi bebas mengikut ciri-ciri varieti dan pilihan risiko.

  1. Peta yang jelas

Peta strategi yang jelas dan dapat dilihat dengan jelas menunjukkan titik hentian dan penangguhan. Tanda garis bukaan mudah dikenali sebagai isyarat perdagangan.

Risiko dan pengoptimuman

  1. Kemungkinan kerugian kecil

Oleh kerana penggunaan perdagangan garis pendek, kerugian kecil yang biasa tidak dapat dielakkan sepenuhnya. Margin stop loss boleh dikurangkan dengan sewajarnya, dan logik pengurusan wang dapat dioptimumkan.

  1. Risiko penembusan palsu

Apabila harga berlaku false breakout, mungkin akan membentuk isyarat yang salah. Anda boleh menguji EMA untuk tempoh yang berbeza untuk menyaring false breakout, atau mengoptimumkan parameter penanda trend.

  1. Risiko kegagalan dalam pemantauan

Jika indikator asas tidak berfungsi, terdapat banyak isyarat kesalahan. Anda perlu mengesahkan keberkesanan indikator secara berkala dan menyesuaikan masalah dengan cepat.

  1. Optimumkan kitaran pengukuran semula

Siklus pengembalian semasa adalah tempoh masa tetap, tidak dapat memenuhi kitaran pasaran yang berbeza-beza. Disyorkan untuk mengoptimumkan untuk memenuhi tempoh masa perdagangan tuan kontrak.

  1. Mengoptimumkan adaptasi varieti

Parameter strategi boleh disesuaikan dengan ciri-ciri data yang berbeza untuk meningkatkan peluang menang dalam kedudukan panjang dan pendek. Ia disyorkan untuk menggunakan kaedah pengoptimuman langkah demi langkah untuk membandingkan kesan parameter yang berbeza terhadap strategi.

ringkaskan

Strategi ini membentuk isyarat perdagangan dengan menggunakan beberapa indikator dalam kombinasi, boleh menyaring penipuan palsu dengan berkesan, sesuai untuk mata wang digital dan saham yang lebih bergelombang. Pada masa yang sama, menawarkan pelbagai pilihan untuk menghentikan kerugian, menggunakan fleksibiliti. Secara keseluruhan, strategi ini membentuk isyarat perdagangan yang stabil, dapat memperoleh keuntungan yang lebih baik dalam keadaan pergerakan garis pendek dan tengah. Dengan pengoptimuman lanjut, parameter pengoptimuman boleh diperbaiki untuk pelbagai jenis perdagangan, meningkatkan faktor keuntungan strategi.

Kod sumber strategi 
/*backtest
start: 2023-09-22 00:00:00
end: 2023-10-22 00:00:00
period: 1h
basePeriod: 15m
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/
// © fpemehd
// Thanks to myncrypto, jason5480, kevinmck100
// @version=5
strategy(title          = '[D] SuperTrend + SSL Hybrid + QQE MOD',
      shorttitle        = '[D] SSQ Strategy',
      overlay           = true,
      pyramiding        = 0,
      currency          = currency.USD,
      default_qty_type  = strategy.percent_of_equity,
      default_qty_value = 100,
      commission_value  = 0.1,
      initial_capital   = 100000,
      max_bars_back     = 500,
      max_lines_count   = 150,
      max_labels_count  = 300)

// ░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░
//                      Time, Direction, Etc - Basic Settings Inputs
// ░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░
// 1. Time: Based on UTC +09:00
i_start                 = input (defval = timestamp("20 Jan 1990 00:00 +0900"), title = "Start Date", tooltip = "Choose Backtest Start Date", inline = "Start Date", group = "Time" ) 
i_end                   = input (defval = timestamp("20 Dec 2030 00:00 +0900"), title = "End Date", tooltip = "Choose Backtest End Date", inline = "End Date", group = "Time" ) 
inTime                  = true

// 2. Inputs for direction: Long? Short? Both? 
i_longEnabled           = input.bool (defval = true , title = "Long?", tooltip = "Enable Long Position Trade?", inline = "Long / Short", group = "Long / Short" )
i_shortEnabled          = input.bool (defval = true , title = "Short?", tooltip = "Enable Short Position Trade?", inline = "Long / Short", group = "Long / Short" )

// ░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░
//                      Filter - Inputs, Indicaotrs
// ░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░
// 3. Use Filters? What Filters?
//// 3-1. ATR Filter
i_ATRFilterOn           = input.bool (defval = false , title = "ATR Filter On?", tooltip = "ATR Filter On? Order will not be made unless filter condition is fulfilled", inline = "1", group =  "Filters") 
i_ATRFilterLen          = input.int  (defval = 14,     title = "Length for ATR Filter", minval = 1 , maxval = 100 , step = 1 , tooltip = "", inline = "2", group = "Filters") 
i_ATRSMALen             = input.int  (defval = 40,     title = "SMA Length for ATR SMA", minval = 1 , maxval = 100000 , step = 1 , tooltip = "ATR should be bigger than this", inline = "2", group = "Filters") 
bool ATRFilter          = ta.atr(i_ATRFilterLen) >= ta.sma(ta.atr(length = i_ATRFilterLen), i_ATRSMALen) ? true : false

//// 3-2. EMA Filter
i_EMAFilterOn           = input.bool (defval = false , title = "EMA Filter On?", tooltip = "EMA Filter On? Order will not be made unless filter condition is fulfilled", inline = "3", group =  "Filters") 
i_EMALen                = input.int  (defval = 200,    title = "EMA Length", minval = 1 , maxval = 100000 , step = 1 , tooltip = "EMA Length", inline = "4", group = "Filters") 
bool longEMAFilter      = close >= ta.ema(source = close, length = i_EMALen) ? true : false
bool shortEMAFilter     = close <= ta.ema(source = close, length = i_EMALen) ? true : false
plot(i_EMAFilterOn ? ta.ema(source = close, length = i_EMALen) : na, title = "EMA Filter", color = color.new(color = color.orange , transp = 0), linewidth = 1)

//// 3-3. ADX Filter
////3-4. DMI Filter (Uses same ADX Length)
i_ADXFilterOn           = input.bool (defval = false , title = "ADX Filter On?", tooltip = "ADX Filter On? Order will not be made unless filter condition is fulfilled", inline = "5", group =  "Filters") 
i_DMIFilterOn           = input.bool (defval = false , title = "DMI Filter On?", tooltip = "DMI (Directional Moving Index) Filter On? Order will not be made unless filter condition is fulfilled", inline = "6", group =  "Filters") 
i_ADXLength             = input.int  (defval = 20,     title = "ADX Length", minval = 1 , maxval = 100000 , step = 1 , tooltip = "ADX Length", inline = "7", group = "Filters") 
i_ADXThreshold          = input.int  (defval = 25,     title = "ADX Threshold", minval = 1 , maxval = 100000 , step = 1 , tooltip = "ADX should be bigger than threshold", inline = "8", group = "Filters") 

//// 3-4. SuperTrend Filter
// i_superTrendFilterOn    = input.bool (defval = false , title = "Super Trend Filter On?", tooltip = "Super Trend Filter On? Order will not be made unless filter condition is fulfilled", inline = "9", group =  "Filters") 
// i_superTrendATRLen      = input.int  (defval = 10,     title = "ATR Length", minval = 1 , maxval = 100000 , step = 1 , tooltip = "Super Trend ATR Length", inline = "10", group = "Filters") 
// i_superTrendATRFactor   = input.float (defval = 3,     title = "Factor", minval = 1 , maxval = 100000 , step = 0.1 , tooltip = "Super Trend ATR Factor", inline = "11", group = "Filters") 

// ADX and DI Thanks to @BeikabuOyaji
int len                 = i_ADXLength
float th                = i_ADXThreshold

TR                      = math.max(math.max(high - low, math.abs(high - nz(close[1]))), math.abs(low - nz(close[1])))
DMPlus                  = high - nz(high[1]) > nz(low[1]) - low ? math.max(high - nz(high[1]), 0) : 0
DMMinus                 = nz(low[1]) - low > high - nz(high[1]) ? math.max(nz(low[1]) - low, 0) : 0

SmoothedTR              = 0.0
SmoothedTR              := nz(SmoothedTR[1]) - nz(SmoothedTR[1]) / len + TR

SmoothedDMPlus          = 0.0
SmoothedDMPlus          := nz(SmoothedDMPlus[1]) - nz(SmoothedDMPlus[1]) / len + DMPlus

SmoothedDMMinus         = 0.0
SmoothedDMMinus         := nz(SmoothedDMMinus[1]) - nz(SmoothedDMMinus[1]) / len + DMMinus

DIPlus                  = SmoothedDMPlus / SmoothedTR * 100
DIMinus                 = SmoothedDMMinus / SmoothedTR * 100
DX                      = math.abs(DIPlus - DIMinus) / (DIPlus + DIMinus) * 100
ADX                     = ta.sma(source = DX, length = len)

// plot(DIPlus, color=color.new(color.green, 0), title='DI+')
// plot(DIMinus, color=color.new(color.red, 0), title='DI-')
// plot(ADX, color=color.new(color.navy, 0), title='ADX')
// hline(th, color=color.white)

bool ADXFilter          = ADX > th ? true : false
bool longDMIFilter      = DIPlus >= DIMinus ? true : false
bool shortDMIFilter     = DIPlus <= DIMinus ? true : false

// Calculate Super Trend for Filter
// i_superTrendFilterOn    = input.bool (defval = false , title = "Super Trend Filter On?", tooltip = "Super Trend Filter On? Order will not be made unless filter condition is fulfilled", inline = "9", group =  "Filters") 
// i_superTrendATRLen      = input.int  (defval = 10,     title = "ATR Length", minval = 1 , maxval = 100000 , step = 1 , tooltip = "Super Trend ATR Length", inline = "10", group = "Filters") 
// i_superTrendATRFactor   = input.float (defval = 3,     title = "Factor", minval = 1 , maxval = 100000 , step = 0.1 , tooltip = "Super Trend ATR Factor", inline = "11", group = "Filters") 
// [supertrend, direction] = ta.supertrend(factor = i_superTrendATRFactor, atrPeriod = i_superTrendATRLen) 
// bodyMiddle              = plot((open + close) / 2, display=display.none)
// upTrend                 = plot(i_superTrendFilterOn ? direction < 0 ? supertrend : na : na, "Up Trend", color = color.green, style=plot.style_linebr)
// downTrend               = plot(i_superTrendFilterOn ? direction < 0 ? na : supertrend : na, "Down Trend", color = color.red, style=plot.style_linebr)
// fill(bodyMiddle, upTrend, color.new(color.green, 90), fillgaps=false)
// fill(bodyMiddle, downTrend, color.new(color.red, 90), fillgaps=false)
// bool longSTFilter       = direction <= 0
// bool shortSTFilter      = direction >= 0

// Filter 
bool longFilterFilled   = (not i_ATRFilterOn or ATRFilter) and (not i_EMAFilterOn or longEMAFilter) and (not i_ADXFilterOn or ADXFilter) and (not i_DMIFilterOn or longDMIFilter) // and (not i_superTrendFilterOn or longSTFilter)
bool shortFilterFilled  = (not i_ATRFilterOn or ATRFilter) and (not i_EMAFilterOn or shortEMAFilter) and (not i_ADXFilterOn or ADXFilter) and (not i_DMIFilterOn or shortDMIFilter) // and (not i_superTrendFilterOn or shortSTFilter)

// ░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░
//                      Strategy Logic (Entry & Exit Condition) - Inputs, Indicators for Strategy
// ░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░
//// Indicators
// Inputs for Strategy Indicators
//// 1. Super Trend
i_superTrendATRLen      = input.int  (defval = 10,     title = "ATR Length", minval = 1 , maxval = 100000 , step = 1 , tooltip = "Super Trend ATR Length", inline = "1", group = "1: SuperTrend") 
i_superTrendATRFactor   = input.float (defval = 3,     title = "Factor", minval = 1 , maxval = 100000 , step = 0.1 , tooltip = "Super Trend ATR Factor", inline = "2", group = "1: SuperTrend") 
[supertrend, direction] = ta.supertrend(factor = i_superTrendATRFactor, atrPeriod = i_superTrendATRLen) 

//// 2. SSL Hybrid Baseline
i_useTrueRange          = input.bool   (defval = true, title = "use true range for Keltner Channel?", tooltip = "", inline = "1", group = "2: SSL Hybrid") 
i_maType                = input.string (defval ='EMA', title='Baseline Type', options=['SMA', 'EMA', 'DEMA', 'TEMA', 'LSMA', 'WMA', 'VAMA', 'TMA', 'HMA', 'McGinley'], inline="2", group = "2: SSL Hybrid")
i_len                   = input.int    (defval =30,    title='Baseline Length', inline="2", group = "2: SSL Hybrid")
i_multy                 = input.float  (defval = 0.2,  title='Base Channel Multiplier', minval = 0, maxval = 100,  step=0.05, inline="3", group = "2: SSL Hybrid")
i_volatility_lookback   = input.int    (defval =10,    title='Volatility lookback length(for VAMA)', inline='4',group="2: SSL Hybrid")

tema(src, len) =>
    ema1 = ta.ema(src, len)
    ema2 = ta.ema(ema1, len)
    ema3 = ta.ema(ema2, len)
    3 * ema1 - 3 * ema2 + ema3

f_ma(type, src, len) =>
    float result = 0
    if type == 'TMA'
        result := ta.sma(ta.sma(src, math.ceil(len / 2)), math.floor(len / 2) + 1)
        result
    if type == 'LSMA'
        result := ta.linreg(src, len, 0)
        result
    if type == 'SMA'  // Simple
        result := ta.sma(src, len)
        result
    if type == 'EMA'  // Exponential
        result := ta.ema(src, len)
        result
    if type == 'DEMA'  // Double Exponential
        e = ta.ema(src, len)
        result := 2 * e - ta.ema(e, len)
        result
    if type == 'TEMA'  // Triple Exponential
        e = ta.ema(src, len)
        result := 3 * (e - ta.ema(e, len)) + ta.ema(ta.ema(e, len), len)
        result
    if type == 'WMA'  // Weighted
        result := ta.wma(src, len)
        result
    if type == 'VAMA'  // Volatility Adjusted
        /// Copyright © 2019 to present, Joris Duyck (JD)
        mid = ta.ema(src, len)
        dev = src - mid
        vol_up = ta.highest(dev, i_volatility_lookback)
        vol_down = ta.lowest(dev, i_volatility_lookback)
        result := mid + math.avg(vol_up, vol_down)
        result
    if type == 'HMA'  // Hull
        result := ta.wma(2 * ta.wma(src, len / 2) - ta.wma(src, len), math.round(math.sqrt(len)))
        result
    if type == 'McGinley'
        mg = 0.0
        mg := na(mg[1]) ? ta.ema(src, len) : mg[1] + (src - mg[1]) / (len * math.pow(src / mg[1], 4))
        result := mg
        result
    result

//// 2-1. SSL Hybrid Keltner Baseline Channel 
BBMC                    = f_ma (i_maType, close, i_len) // BaseLone
Keltma                  = f_ma (i_maType, close, i_len)
range_1                 = i_useTrueRange ? ta.tr : high - low
rangema                 = ta.ema(range_1, i_len)
upperk                  = Keltma + rangema * i_multy
lowerk                  = Keltma - rangema * i_multy

//// 3. QQE MOD, thanks to Mihkel100
RSI_Period              = input.int   (defval = 6,     title = 'RSI Length',      inline = "1",       group = "3: QQE MOD")
SF                      = input.int   (defval = 5,     title = 'RSI Smoothing',   inline = "2",       group = "3: QQE MOD")
QQE                     = input.float (defval = 3,     title = 'Fast QQE Factor', inline = "3",       group = "3: QQE MOD")
ThreshHold              = input.int   (defval = 3,     title = 'Thresh-hold',     inline = "4",       group = "3: QQE MOD")
src                     = input       (defval = close, title='RSI Source')

Wilders_Period          = RSI_Period * 2 - 1


Rsi                     = ta.rsi(src, RSI_Period)
RsiMa                   = ta.ema(Rsi, SF)
AtrRsi                  = math.abs(RsiMa[1] - RsiMa)
MaAtrRsi                = ta.ema(AtrRsi, Wilders_Period)
dar                     = ta.ema(MaAtrRsi, Wilders_Period) * QQE

longband                = 0.0
shortband               = 0.0
trend                   = 0

DeltaFastAtrRsi         = dar
RSIndex                 = RsiMa
newshortband            = RSIndex + DeltaFastAtrRsi
newlongband             = RSIndex - DeltaFastAtrRsi
longband                := RSIndex[1] > longband[1] and RSIndex > longband[1] ? math.max(longband[1], newlongband) : newlongband
shortband               := RSIndex[1] < shortband[1] and RSIndex < shortband[1] ? math.min(shortband[1], newshortband) : newshortband
cross_1                 = ta.cross(longband[1], RSIndex)
trend                   := ta.cross(RSIndex, shortband[1]) ? 1 : cross_1 ? -1 : nz(trend[1], 1)
FastAtrRsiTL            = trend == 1 ? longband : shortband
////////////////////

length                  = input.int     (defval = 50,   minval = 1,                            title = 'Bollinger Length', group = "3: QQE MOD")
mult                    = input.float   (defval = 0.35, minval = 0.01, maxval = 5, step = 0.1, title = 'BB Multiplier', group = "3: QQE MOD")

basis                   = ta.sma(FastAtrRsiTL - 50, length)
dev                     = mult * ta.stdev(FastAtrRsiTL - 50, length)
upper                   = basis + dev
lower                   = basis - dev
color_bar               = RsiMa - 50 > upper ? #00c3ff : RsiMa - 50 < lower ? #ff0062 : color.gray


//
// Zero cross
QQEzlong                = 0
QQEzlong                := nz(QQEzlong[1])
QQEzshort               = 0
QQEzshort               := nz(QQEzshort[1])
QQEzlong                := RSIndex >= 50 ? QQEzlong + 1 : 0
QQEzshort               := RSIndex < 50 ? QQEzshort + 1 : 0
//  

// Zero                    = hline(0, color=color.white, linestyle=hline.style_dotted, linewidth=1)

////////////////////////////////////////////////////////////////
RSI_Period2             = input.int   (defval = 6,     title = 'RSI 2  Length', group = "3: QQE MOD")
SF2                     = input.int   (defval = 5,     title = 'RSI Smoothing', group = "3: QQE MOD")
QQE2                    = input.float (defval = 1.61,  title = 'Fast QQE2 Factor', group = "3: QQE MOD")
ThreshHold2             = input.int   (defval = 3,     title = 'Thresh-hold', group = "3: QQE MOD")
src2                    = input       (defval = close, title = 'RSI Source', group = "3: QQE MOD")
//

//
Wilders_Period2 = RSI_Period2 * 2 - 1


Rsi2                    = ta.rsi(src2, RSI_Period2)
RsiMa2                  = ta.ema(Rsi2, SF2)
AtrRsi2                 = math.abs(RsiMa2[1] - RsiMa2)
MaAtrRsi2               = ta.ema(AtrRsi2, Wilders_Period2)
dar2                    = ta.ema(MaAtrRsi2, Wilders_Period2) * QQE2
longband2               = 0.0
shortband2              = 0.0
trend2                  = 0

DeltaFastAtrRsi2        = dar2
RSIndex2                = RsiMa2
newshortband2           = RSIndex2 + DeltaFastAtrRsi2
newlongband2            = RSIndex2 - DeltaFastAtrRsi2
longband2               := RSIndex2[1] > longband2[1] and RSIndex2 > longband2[1] ? math.max(longband2[1], newlongband2) : newlongband2
shortband2              := RSIndex2[1] < shortband2[1] and RSIndex2 < shortband2[1] ? math.min(shortband2[1], newshortband2) : newshortband2
cross_2                 = ta.cross(longband2[1], RSIndex2)
trend2                  := ta.cross(RSIndex2, shortband2[1]) ? 1 : cross_2 ? -1 : nz(trend2[1], 1)
FastAtrRsi2TL           = trend2 == 1 ? longband2 : shortband2


//
// Zero cross
QQE2zlong               = 0
QQE2zlong               := nz(QQE2zlong[1])
QQE2zshort              = 0
QQE2zshort              := nz(QQE2zshort[1])
QQE2zlong               := RSIndex2 >= 50 ? QQE2zlong + 1 : 0
QQE2zshort              := RSIndex2 < 50 ? QQE2zshort + 1 : 0
//  

hcolor2                 = RsiMa2 - 50 > ThreshHold2 ? color.silver : RsiMa2 - 50 < 0 - ThreshHold2 ? color.silver : na

Greenbar1               = RsiMa2 - 50 > ThreshHold2
Greenbar2               = RsiMa - 50 > upper

Redbar1                 = RsiMa2 - 50 < 0 - ThreshHold2
Redbar2                 = RsiMa - 50 < lower


// Plot: Indicators
//// 1. Super Trend
bodyMiddle              = plot((open + close) / 2, display=display.none)
upTrend                 = plot(direction < 0 ? supertrend : na, "Up Trend", color = color.green, style=plot.style_linebr)
downTrend               = plot(direction < 0 ? na : supertrend, "Down Trend", color = color.red, style=plot.style_linebr)
fill(bodyMiddle, upTrend, color.new(color.green, 90), fillgaps=false)
fill(bodyMiddle, downTrend, color.new(color.red, 90), fillgaps=false)

//// 2. SSL Hybrid
var bullSSLColor        = #00c3ff
var bearSSLColor        = #ff0062
// color_bar               = color.new(color = close > upperk ? bullSSLColor : close < lowerk ? bearSSLColor : color.gray, transp = 0)
// i_show_color_bar        = input.bool(defval = true , title = "Color Bars") 
// barcolor(i_show_color_bar ? color_bar : na)
plot(series = BBMC, title = 'MA Baseline', color = color_bar, linewidth = 1, style = plot.style_line)
up_channel              = plot(upperk, color=color_bar, title='Baseline Upper Channel')
low_channel             = plot(lowerk, color=color_bar, title='Basiline Lower Channel')
fill(up_channel, low_channel, color.new(color=color_bar, transp=90))

//// 3. QQE MOD: No Plotting because of overlay option
// plot(FastAtrRsi2TL - 50, title='QQE Line', color=color.new(color.white, 0), linewidth=2)
// plot(RsiMa2 - 50, color=hcolor2, title='Histo2', style=plot.style_columns, transp=50)
// plot(Greenbar1 and Greenbar2 == 1 ? RsiMa2 - 50 : na, title='QQE Up', style=plot.style_columns, color=color.new(#00c3ff, 0))
// plot(Redbar1 and Redbar2 == 1 ? RsiMa2 - 50 : na, title='QQE Down', style=plot.style_columns, color=color.new(#ff0062, 0))


////// Entry, Exit
// Long, Short Logic with Indicator
bool longSTCond         = direction[1] >= 0 and direction <= 0
bool shortSTCond        = direction[1] <= 0 and direction >= 0

bool longSSLCond        = close > upperk
bool shortSSLCond       = close < lowerk

bool longQQECond        = Greenbar1 and Greenbar2 == 1
bool shortQQECond       = Redbar1 and Redbar2 == 1

// Basic Cond + Long, Short Entry Condition
bool longCond           = (i_longEnabled and inTime) and (longSTCond and longSSLCond and longQQECond) 
bool shortCond          = (i_shortEnabled and inTime) and (shortSTCond and shortSSLCond and shortQQECond) 

// Basic Cond + Long, Short Exit Condition
bool closeLong          = (i_longEnabled) and (shortSTCond)
bool closeShort         = (i_shortEnabled) and (longSTCond)

// ░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░
//                      Position Control
// ░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░
// Long, Short Entry Condition + Not entered Position Yet
bool openLong           = longCond and not (strategy.opentrades.size(strategy.opentrades - 1) > 0) and longFilterFilled
bool openShort          = shortCond and not (strategy.opentrades.size(strategy.opentrades - 1) < 0) and shortFilterFilled
bool enteringTrade      = openLong or openShort
float entryBarIndex     = bar_index

// Long, Short Entry Fulfilled or Already Entered
bool inLong             = openLong or strategy.opentrades.size(strategy.opentrades - 1) > 0 and not closeLong
bool inShort            = openShort or strategy.opentrades.size(strategy.opentrades - 1) < 0 and not closeShort

// ░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░
//                      Stop Loss - Inputs, Indicaotrs
// ░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░
//// Use SL? TSL? 
i_useSLTP               = input.bool   (defval =  true, title = "Enable SL & TP?", tooltip = "", inline = "1", group = "Stop Loss") 
i_tslEnabled            = input.bool   (defval = false , title = "Enable Trailing SL?", tooltip = "Enable Stop Loss & Take Profit? \n\Enable Trailing SL?", inline = "1", group = "Stop Loss") 
// i_breakEvenAfterTP   = input.bool   (defval = false, title = 'Enable Break Even After TP?', tooltip = 'When Take Profit price target is hit, move the Stop Loss to the entry price (or to a more strict price defined by the Stop Loss %/ATR Multiplier).', inline = '2', group = 'Stop Loss / Take Profit')
//// Sl Options
i_slType                = input.string (defval = "ATR", title = "Stop Loss Type", options = ["Percent", "ATR", "Previous LL / HH"], tooltip = "Stop Loss based on %? ATR?", inline = "3", group = "Stop Loss") 
i_slATRLen              = input.int    (defval = 14, title = "ATR Length", minval = 1 , maxval = 200 , step = 1, inline = "4", group = "Stop Loss")  
i_slATRMult             = input.float  (defval = 3, title = "ATR Multiplier", minval = 1 , maxval = 200 , step = 0.1, tooltip = "", inline = "4", group = "Stop Loss") 
i_slPercent             = input.float  (defval = 3, title = "Percent", tooltip = "", inline = "5", group = "Stop Loss")
i_slLookBack            = input.int    (defval = 30, title = "Lowest Price Before Entry", group = "Stop Loss",  inline = "6", minval = 30, step = 1, tooltip = "Lookback to find the Lowest Price. \nStopLoss is determined by the Lowest price of the look back period. Take Profit is derived from this also by multiplying the StopLoss value by the Risk:Reward multiplier.")

// Functions for Stop Loss
float openAtr           = ta.valuewhen(condition = enteringTrade, source = ta.atr(i_slATRLen), occurrence = 0) 
float openLowest        = ta.valuewhen(condition = openLong, source = ta.lowest(low, i_slLookBack), occurrence = 0)
float openHighest       = ta.valuewhen(condition = openShort, source = ta.highest(high, i_slLookBack), occurrence = 0)

f_getLongSLPrice(source) =>
    switch i_slType
        "Percent"           => source * (1 - (i_slPercent/100))
        "ATR"               => source - (i_slATRMult * openAtr)
        "Previous LL / HH"  => openLowest
        => na

f_getShortSLPrice(source) =>
    switch i_slType
        "Percent"           => source * (1 + (i_slPercent/100))
        "ATR"               => source + (i_slATRMult * openAtr)
        "Previous LL / HH"  => openHighest
        => na

// Calculate Stop Loss
var float longSLPrice   = na
var float shortSLPrice  = na
bool longTPExecuted     = false
bool shortTPExecuted    = false

longSLPrice := if (inLong and i_useSLTP)
    if (openLong)
        f_getLongSLPrice (close)
    else
        // 1. Trailing Stop Loss
        if i_tslEnabled
            stopLossPrice = f_getLongSLPrice (high) 
            math.max(stopLossPrice, nz(longSLPrice[1])) 
        // 2. Normal StopLoss
        else
            nz(source = longSLPrice[1], replacement = 0) 
else
    na           

shortSLPrice := if (inShort and i_useSLTP)
    if (openShort)
        f_getShortSLPrice (close)
    else
        // 1. Trailing Stop Loss
        if i_tslEnabled
            stopLossPrice = f_getShortSLPrice (low) 
            math.min(stopLossPrice, nz(shortSLPrice[1])) 
        // 2. Normal StopLoss
        else
            nz(source = shortSLPrice[1], replacement = 999999.9) 
else
    na           

// Plot: Stop Loss of Long, Short Entry
var longSLPriceColor    = color.new(color.maroon, 0)
plot(series = longSLPrice, title = 'Long Stop Loss', color = longSLPriceColor, linewidth = 1, style = plot.style_linebr, offset = 1)
var shortSLPriceColor   = color.new(color.maroon, 0)
plot(series = shortSLPrice, title = 'Short Stop Loss', color = shortSLPriceColor, linewidth = 1, style = plot.style_linebr, offset = 1)

// ░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░
//                      Take Profit - Inputs, Indicaotrs
// ░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░
i_useTPExit             = input.bool   (defval = true, title = "Use Take Profit?", tooltip = "", inline = "1", group = "Take Profit") 
i_RRratio               = input.float  (defval = 1.8, title = "R:R Ratio", minval = 0.1 , maxval = 200 , step = 0.1, tooltip = "R:R Ratio > Risk Reward Ratio? It will automatically set Take Profit % based on Stop Loss", inline = "2", group = "Take Profit") 
i_tpQuantityPerc        = input.float  (defval = 50, title = 'Take Profit Quantity %', minval = 0.0, maxval = 100, step = 1.0, tooltip = '% of position closed when tp target is met.', inline="34", group = 'Take Profit')

var float longTPPrice   = na
var float shortTPPrice  = na

f_getLongTPPrice() =>
    close + i_RRratio * math.abs (close - f_getLongSLPrice (close))

f_getShortTPPrice() =>
    close - i_RRratio * math.abs(close - f_getShortSLPrice (close))

longTPPrice := if (inLong and i_useSLTP)
    if (openLong)
        f_getLongTPPrice ()
    else
        nz(source = longTPPrice[1], replacement = f_getLongTPPrice ()) 
else
    na

shortTPPrice := if (inShort and i_useSLTP)
    if (openShort)
        f_getShortTPPrice ()
    else
        nz(source = shortTPPrice[1], replacement = f_getShortTPPrice ()) 
else
    na

// Plot: Take Profit of Long, Short Entry 
var longTPPriceColor    = color.new(color.teal, 0)
plot(series = longTPPrice, title = 'Long Take Profit', color = longTPPriceColor, linewidth = 1, style = plot.style_linebr, offset = 1)
var shortTPPriceColor   = color.new(color.teal, 0)
plot(series = shortTPPrice, title = 'Short Take Profit', color = shortTPPriceColor, linewidth = 1, style = plot.style_linebr, offset = 1)

// Plot: Entry Price 
var posColor            = color.new(color.white, 0)
plot(series = strategy.opentrades.entry_price(strategy.opentrades - 1), title = 'Position Entry Price', color = posColor, linewidth = 1, style = plot.style_linebr)

// ░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░
//                      Quantity - Inputs
// ░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░
i_useRiskManangement    = input.bool  (defval = true, title = "Use Risk Manangement?", tooltip = "", inline = "1", group = "Quantity") 
i_riskPerTrade          = input.float (defval = 3, title = "Risk Per Trade (%)", minval = 0, maxval = 100, step = 0.1, tooltip = "Use Risk Manangement by Quantity Control?", inline = "2", group = "Quantity") 
// i_leverage              = input.float (defval = 2, title = "Leverage", minval = 0, maxval = 100, step = 0.1, tooltip = "Leverage", inline = "3", group = "Quantity") 

float qtyPercent        = na
float entryQuantity     = na

f_calQtyPerc() =>
    if (i_useRiskManangement)
        riskPerTrade        = (i_riskPerTrade) / 100 // 1번 거래시 3% 손실
        stopLossPrice       = openLong ? f_getLongSLPrice (close) : openShort ? f_getShortSLPrice (close) : na
        riskExpected        = math.abs((close-stopLossPrice)/close) // 손절가랑 6% 차이
        riskPerTrade / riskExpected  // 0 ~ 1
    else
        1

f_calQty(qtyPerc) =>
    math.min (math.max (0.000001, strategy.equity / close * qtyPerc), 1000000000)
    
// TP Execution
longTPExecuted          := strategy.opentrades.size(strategy.opentrades - 1) > 0 and (longTPExecuted[1] or strategy.opentrades.size(strategy.opentrades - 1) < strategy.opentrades.size(strategy.opentrades - 1)[1] or strategy.opentrades.size(strategy.opentrades - 1)[1] == 0 and high >= longTPPrice)
shortTPExecuted         := strategy.opentrades.size(strategy.opentrades - 1) < 0 and (shortTPExecuted[1] or strategy.opentrades.size(strategy.opentrades - 1) > strategy.opentrades.size(strategy.opentrades - 1)[1] or strategy.opentrades.size(strategy.opentrades - 1)[1] == 0 and low <= shortTPPrice)

// ░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░
//                      Plot Label, Boxes, Results, Etc
// ░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░
i_showSimpleLabel       = input.bool(false, "Show Simple Label for Entry?",     group = "Strategy: Drawings",           inline = "1",  tooltip ="") 
i_showLabels            = input.bool(true, "Show Trade Exit Labels",            group = "Strategy: Drawings",           inline = "1",  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.")
i_showDashboard         = input.bool(true, "Show Dashboard",                    group = "Strategy: Drawings",           inline = "2",  tooltip = "Show Backtest Results. Backtest Dates, Win/Lose Rates, Etc.")

// Plot: Label for Long, Short Entry
var openLongColor       = color.new(#2962FF, 0)
var openShortColor      = color.new(#FF1744, 0)
var entryTextColor      = color.new(color.white, 0)

if (openLong and i_showSimpleLabel)
    label.new (x = bar_index, y = na, text = 'Open', yloc = yloc.belowbar, color = openLongColor, style = label.style_label_up, textcolor = entryTextColor)
    entryBarIndex := bar_index
if (openShort and i_showSimpleLabel)
    label.new (x = bar_index, y = na, text = 'Close', yloc = yloc.abovebar, color = openShortColor, style = label.style_label_down, textcolor = entryTextColor)
    entryBarIndex := bar_index

float prevEntryPrice    = strategy.closedtrades.entry_price (strategy.closedtrades - 1)
float pnl               = strategy.closedtrades.profit      (strategy.closedtrades - 1)
float prevExitPrice     = strategy.closedtrades.exit_price  (strategy.closedtrades - 1)

f_enteringTradeLabel(x, y, qty, entryPrice, slPrice, tpPrice, rrRatio, direction) => 
    if i_showLabels
        labelStr = ("Trade Start" 
              + "\nDirection: " + direction 
              + "\nRisk Per Trade: " + str.tostring (i_useRiskManangement ? i_riskPerTrade : 100, "#.##") + "%"  
              + "\nExpected Risk: " + str.tostring (math.abs((close-slPrice)/close) * 100, "#.##") + "%" 
              + "\nEntry Position Qty: " + str.tostring(math.abs(qty * 100), "#.##") + "%"
              + "\nEntry Price: " + str.tostring(entryPrice, "#.##"))
              + "\nStop Loss Price: " + str.tostring(slPrice, "#.##") 
              + "\nTake Profit Price: " + str.tostring(tpPrice, "#.##") 
              + "\nRisk - Reward Ratio: " + str.tostring(rrRatio, "#.##") 
        label.new(x = x, y = y, text = labelStr, color = color.new(color.blue, 60) , textcolor = color.white, style = label.style_label_up)


f_exitingTradeLabel(x, y, entryPrice, exitPrice, direction) => 
    if i_showLabels
        labelStr = ("Trade Result" 
              + "\nDirection: " + direction 
              + "\nEntry Price: " + str.tostring(entryPrice, "#.##") 
              + "\nExit Price: " + str.tostring(exitPrice,"#.##")
              + "\nGain %: " + str.tostring(direction == 'Long' ? -(entryPrice-exitPrice) / entryPrice * 100 : (entryPrice-exitPrice) / entryPrice * 100 ,"#.##") + "%")
        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)

f_fillCell(_table, _column, _row, _title, _value, _bgcolor, _txtcolor) =>
    _cellText = _title + " " + _value
    table.cell(_table, _column, _row, _cellText, bgcolor=_bgcolor, text_color=_txtcolor, text_size=size.auto)

// ░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░
//                      Orders
// ░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░

if (inTime)
    if (openLong)
        qtyPercent        := f_calQtyPerc()
        entryQuantity     := f_calQty(qtyPercent)
        strategy.entry(id = "Long", direction = strategy.long, qty = entryQuantity, comment = 'Long(' + syminfo.ticker + '): Started', alert_message = 'Long(' + syminfo.ticker + '): Started')
        f_enteringTradeLabel(x = bar_index + 1, y = close-3*ta.tr, entryPrice = close, qty = qtyPercent, slPrice = longSLPrice, tpPrice = longTPPrice, rrRatio = i_RRratio, direction = "Long")

    if (openShort)
        qtyPercent        := f_calQtyPerc()
        entryQuantity     := f_calQty(qtyPercent)
        strategy.entry(id = "Short", direction = strategy.short, qty = entryQuantity, comment = 'Short(' + syminfo.ticker + '): Started', alert_message = 'Short(' + syminfo.ticker + '): Started')
        f_enteringTradeLabel(x = bar_index + 1, y = close-3*ta.tr, entryPrice = close, qty = qtyPercent, slPrice = shortSLPrice, tpPrice = shortTPPrice, rrRatio = i_RRratio, direction = "Short")

    if (closeLong)
        strategy.close(id = 'Long', comment = 'Close Long', alert_message = 'Long: Closed at market price')
        strategy.position_size > 0 ? f_exitingTradeLabel(x = bar_index, y = close+3*ta.tr, entryPrice = prevEntryPrice, exitPrice = prevExitPrice, direction = 'Long') : na

    if (closeShort)
        strategy.close(id = 'Short', comment = 'Close Short', alert_message = 'Short: Closed at market price')
        strategy.position_size < 0 ? f_exitingTradeLabel(x = bar_index, y = close+3*ta.tr, entryPrice = prevEntryPrice, exitPrice = prevExitPrice, direction = 'Short') : na

    if (inLong)
        strategy.exit(id = 'Long TP / SL', from_entry = 'Long', qty_percent = i_tpQuantityPerc, limit = longTPPrice, stop = longSLPrice, alert_message = 'Long(' + syminfo.ticker + '): Take Profit or Stop Loss executed')
        strategy.exit(id = 'Long SL', from_entry = 'Long', stop = longSLPrice, alert_message = 'Long(' + syminfo.ticker + '): Stop Loss executed')

    if (inShort)
        strategy.exit(id = 'Short TP / SL', from_entry = 'Short', qty_percent = i_tpQuantityPerc, limit = shortTPPrice, stop = shortSLPrice, alert_message = 'Short(' + syminfo.ticker + '): Take Profit or Stop Loss executed')
        strategy.exit(id = 'Short SL', from_entry = 'Short', stop = shortSLPrice, alert_message = 'Short(' + syminfo.ticker + '): Stop Loss executed')
    
    if strategy.position_size[1] > 0 and strategy.position_size == 0
        f_exitingTradeLabel(x = bar_index, y = close+3*ta.tr, entryPrice = prevEntryPrice, exitPrice = prevExitPrice, direction = 'Long')
    
    if strategy.position_size[1] < 0 and strategy.position_size == 0
        f_exitingTradeLabel(x = bar_index, y = close+3*ta.tr, entryPrice = prevEntryPrice, exitPrice = prevExitPrice, direction = 'Short')

// ░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░
//                      Backtest Result Dashboard
// ░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░

// if i_showDashboard
//     var bgcolor = color.new(color = color.black, transp = 100)
//     var greenColor = color.new(color = #02732A, transp = 0)
//     var redColor = color.new(color = #D92332, transp = 0)
//     var yellowColor = color.new(color = #F2E313, transp = 0)
//     // Keep track of Wins/Losses streaks
//     newWin  = (strategy.wintrades  > strategy.wintrades[1]) and (strategy.losstrades == strategy.losstrades[1]) and (strategy.eventrades == strategy.eventrades[1])
//     newLoss = (strategy.wintrades == strategy.wintrades[1]) and (strategy.losstrades  > strategy.losstrades[1]) and (strategy.eventrades == strategy.eventrades[1])

//     varip int winRow     = 0
//     varip int lossRow    = 0
//     varip int maxWinRow  = 0
//     varip int maxLossRow = 0

//     if newWin
//         lossRow := 0
//         winRow := winRow + 1
//     if winRow > maxWinRow
//         maxWinRow := winRow
        
//     if newLoss
//         winRow := 0
//         lossRow := lossRow + 1
//     if lossRow > maxLossRow
//         maxLossRow := lossRow


//     // Prepare stats table
//     var table dashTable = table.new(position.top_right, 1, 15, border_width=1)
    
   
//     if barstate.islastconfirmedhistory
//         dollarReturn = strategy.netprofit
//         f_fillCell(dashTable, 0, 0, "Start:", str.format("{0,date,long}", strategy.closedtrades.entry_time(0)) , bgcolor, color.white) // + str.format(" {0,time,HH:mm}", strategy.closedtrades.entry_time(0)) 
//         f_fillCell(dashTable, 0, 1, "End:", str.format("{0,date,long}", strategy.opentrades.entry_time(0)) , bgcolor, color.white) // + str.format(" {0,time,HH:mm}", strategy.opentrades.entry_time(0))
//         _profit = (strategy.netprofit / strategy.initial_capital) * 100
//         f_fillCell(dashTable, 0, 2, "Net Profit:", str.tostring(_profit, '##.##') + "%", _profit > 0 ? greenColor : redColor, color.white)
//         _numOfDaysInStrategy = (strategy.opentrades.entry_time(0) - strategy.closedtrades.entry_time(0)) / (1000 * 3600 * 24)
//         f_fillCell(dashTable, 0, 3, "Percent Per Day", str.tostring(_profit / _numOfDaysInStrategy, '#########################.#####')+"%", _profit > 0 ? greenColor : redColor, color.white)
//         _winRate = ( strategy.wintrades / strategy.closedtrades ) * 100
//         f_fillCell(dashTable, 0, 4, "Percent Profitable:", str.tostring(_winRate, '##.##') + "%", _winRate < 50 ? redColor : _winRate < 75 ? greenColor : yellowColor, color.white)
//         f_fillCell(dashTable, 0, 5, "Profit Factor:", str.tostring(strategy.grossprofit / strategy.grossloss,  '##.###'), strategy.grossprofit > strategy.grossloss ? greenColor : redColor, color.white)
//         f_fillCell(dashTable, 0, 6, "Total Trades:", str.tostring(strategy.closedtrades), bgcolor, color.white)
//         f_fillCell(dashTable, 0, 8, "Max Wins In A Row:", str.tostring(maxWinRow, '######') , bgcolor, color.white)
//         f_fillCell(dashTable, 0, 9, "Max Losses In A Row:", str.tostring(maxLossRow, '######') , bgcolor, color.white)
Forums
PINE Language FAQ Summary MyLanguage Web3 About Us
Product
Robot Strategy Node Platforms Tickets
API
Syntax guide User guide Trading api Blockchain Indicator

© 2015 - ∞ INVENTOR PTE LTD (SG)