Strategi penjejakan arah aliran dinamik

/*backtest
start: 2023-12-03 00:00:00
end: 2023-12-06 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/
// © RafaelZioni

//@version=4
strategy(title = " BTC 15 min", overlay = true, pyramiding=1,initial_capital = 10000, default_qty_type= strategy.percent_of_equity, default_qty_value = 20, calc_on_order_fills=false, slippage=0,commission_type=strategy.commission.percent,commission_value=0.075)
strat_dir_input = input(title="Strategy Direction", defval="all", options=["long", "short", "all"])
strat_dir_value = strat_dir_input == "long" ? strategy.direction.long : strat_dir_input == "short" ? strategy.direction.short : strategy.direction.all
strategy.risk.allow_entry_in(strat_dir_value)
price = close
length8 = input(30,title = 'length of channel')
upmult = input(title = 'upper percent',type=input.float, step=0.1, defval=5)
lowmult = input(title = 'lower percent',type=input.float, step=0.1, defval=5)

basis = sma(close, length8)

vup = upmult * price / 100
vlow = lowmult * price / 100

upper = basis + vup
lower = basis - vlow
plot(basis, color=color.red)


//
fastLength = input(3, title="Fast filter length ", minval=1)
slowLength = input(21,title="Slow filter length",  minval=1)
source=close
v1=ema(source,fastLength)
v2=ema(source,slowLength)
//

leng=1
p1=close[1]

len55 = 10
//taken from https://www.tradingview.com/script/Ql1FjjfX-security-free-MTF-example-JD/
HTF = input("1D", type=input.resolution)
ti = change( time(HTF) ) != 0
T_c = fixnan( ti ? close : na )

vrsi = rsi(cum(change(T_c) * volume), leng)
pp=wma(vrsi,len55)

d=(vrsi[1]-pp[1])
len100 = 10
x=ema(d,len100)
//
zx=x/-1
col=zx > 0? color.lime : color.orange

//

tf10 = input("1", title = "Timeframe", type = input.resolution, options = ["1", "5", "15", "30", "60","120", "240","360","720", "D", "W"])

length = input(50, title = "Period", type = input.integer)
shift = input(1, title = "Shift", type = input.integer)

hma(_src, _length)=>
    wma((2 * wma(_src, _length / 2)) - wma(_src, _length), round(sqrt(_length)))
    
hma3(_src, _length)=>
    p = length/2
    wma(wma(close,p/3)*3 - wma(close,p/2) - wma(close,p),p)

b =security(syminfo.tickerid, tf10, hma3(close[1], length)[shift])
//plot(a,color=color.gray)
//plot(b,color=color.yellow)
close_price = close[0]
len = input(25)

linear_reg = linreg(close_price, len, 0)




buy=crossover(linear_reg, b) 
sell=crossunder(linear_reg, b) or crossunder(close[1],upper)
//

src2=low
src3=high
Min =input(15)
leni = timeframe.isintraday and timeframe.multiplier >= 1 ? 
   Min / timeframe.multiplier * 7 : 
   timeframe.isintraday and timeframe.multiplier < 60 ? 
   60 / timeframe.multiplier * 24 * 7 : 7

l1 = wma(src2,leni)
h1 = wma(src3,leni)
//
m=(h1+l1)/2
//
len5 = 100

src5=m

//
multi = 2

mean = ema(src5, len5)  
stddev = multi * stdev(src5, len5)  
b5 = mean + stddev
s5 = mean - stddev


var bool long = na
var bool short = na

long :=crossover(src5, s5) 
short :=  crossunder(src5, b5)

var float last_open_long = na
var float last_open_short = na

last_open_long := long ? close : nz(last_open_long[1])
last_open_short := short ? close : nz(last_open_short[1])


entry_value =last_open_long
entry_value1=last_open_short

r=100
//
highb = highest(entry_value1, r)  
lowb = lowest(entry_value, r)  
d5 = highb - lowb  
me = (highb + lowb) / 2  
h4 = highb - d5 * 0.236  
c3 = highb - d5 * 0.382  
c4 = highb - d5 * 0.618  
l4 = highb - d5 * 0.764  
//
col2 = close >= me ? color.lime : color.red
       
p5 = plot(upper, color=col2)
p2 = plot(lower, color=col2)
fill(p5, p2,color=col2)
// Conditions

longCond = bool(na)
shortCond = bool(na)
longCond := crossover(zx,0) or buy 
shortCond := sell

// Count your long short conditions for more control with Pyramiding

sectionLongs = 0
sectionLongs := nz(sectionLongs[1])
sectionShorts = 0
sectionShorts := nz(sectionShorts[1])

if longCond
    sectionLongs := sectionLongs + 1
    sectionShorts := 0
    sectionShorts

if shortCond
    sectionLongs := 0
    sectionShorts := sectionShorts + 1
    sectionShorts

// Pyramiding

pyrl = 1


// These check to see your signal and cross references it against the pyramiding settings above

longCondition = longCond and sectionLongs <= pyrl
shortCondition = shortCond and sectionShorts <= pyrl

// Get the price of the last opened long or short

last_open_longCondition = float(na)
last_open_shortCondition = float(na)
last_open_longCondition := longCondition ? open : nz(last_open_longCondition[1])
last_open_shortCondition := shortCondition ? open : nz(last_open_shortCondition[1])

// Check if your last postion was a long or a short

last_longCondition = float(na)
last_shortCondition = float(na)
last_longCondition := longCondition ? time : nz(last_longCondition[1])
last_shortCondition := shortCondition ? time : nz(last_shortCondition[1])

in_longCondition = last_longCondition > last_shortCondition
in_shortCondition = last_shortCondition > last_longCondition

// Take profit

isTPl = true
//isTPs = input(false, "Take Profit Short")
tp = input(2, "Exit Profit %", type=input.float)
long_tp = isTPl and crossover(high, (1 + tp / 100) * last_open_longCondition) and longCondition == 0 and in_longCondition == 1
//short_tp = isTPs and crossunder(low, (1 - tp / 100) * last_open_shortCondition) and 
   //shortCondition == 0 and in_shortCondition == 1

// Stop Loss

isSLl = input(true,"buy Loss Long")
//isSLs = input(false, "buy Loss Short")
sl = 0.0
sl := input(5, " rebuy %", type=input.float)
long_sl = isSLl and crossunder(low, (1 - sl / 100) * last_open_longCondition) and 
   longCondition == 0 and in_longCondition == 1
//short_sl = isSLs and crossover(high, (1 + sl / 100) * last_open_shortCondition) and 
   //shortCondition == 0 and in_shortCondition == 1

//
// Conditions

longCond5 = bool(na)
shortCond5 = bool(na)
longCond5 := longCondition
shortCond5 := long_tp

// 

sectionLongs5 = 0
sectionLongs5 := nz(sectionLongs5[1])
sectionShorts5 = 0
sectionShorts5 := nz(sectionShorts5[1])

if longCond5
    sectionLongs5 := sectionLongs5 + 1
    sectionShorts5 := 0
    sectionShorts5

if shortCond5
    sectionLongs5 := 0
    sectionShorts5 := sectionShorts5 + 1
    sectionShorts5

// 

pyr5 = 1


longCondition5 = longCond5 and sectionLongs5 <= pyr5
shortCondition5 = shortCond5 and sectionShorts5 <= pyr5

// Get the price of the last opened long or short

last_open_longCondition5 = float(na)
last_open_shortCondition5 = float(na)
last_open_longCondition5 := longCondition5 ? open : nz(last_open_longCondition5[1])
last_open_shortCondition5 := shortCondition5 ? open : nz(last_open_shortCondition5[1])

last_longCondition5 = float(na)
last_shortCondition5 = float(na)
last_longCondition5 := longCondition5 ? time : nz(last_longCondition5[1])
last_shortCondition5 := shortCondition5 ? time : nz(last_shortCondition5[1])

in_longCondition5 = last_longCondition5 > last_shortCondition5
in_shortCondition5 = last_shortCondition5 > last_longCondition5
//
filter=input(true)
g(v, p) => round(v * (pow(10, p))) / pow(10, p)
risk     = input(100)
leverage = input(1)
c = g((strategy.equity * leverage / open) * (risk / 100), 4)

//
l =(v1 > v2 or filter == false ) and longCondition or long_sl
//
//l = longCondition or long_sl
s=shortCondition5  
if l 
    strategy.entry("buy", strategy.long,c)
if s 
    strategy.entry("sell", strategy.short,c)


per(pcnt) =>
    strategy.position_size != 0 ? round(pcnt / 100 * strategy.position_avg_price / syminfo.mintick) : float(na)
stoploss=input(title=" stop loss", defval=5, minval=0.01)
los = per(stoploss)
q1=input(title=" qty_percent1", defval=50, minval=1)
q2=input(title=" qty_percent2", defval=50, minval=1)

tp10=input(title=" Take profit1", defval=1, minval=0.01)
tp20=input(title=" Take profit2", defval=2, minval=0.01)

strategy.exit("x1", qty_percent = q1, profit = per(tp10), loss = los)
strategy.exit("x2", qty_percent = q2, profit = per(tp20), loss = los)