Strategi Dagangan Regresi Purata Pergerakan Berganda

RPK ATR

Tarikh penciptaan: 2024-05-24 17:08:38 Akhirnya diubah suai: 2024-05-24 17:08:38

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Pengikut

Strategi Dagangan Regresi Purata Pergerakan Berganda

Gambaran keseluruhan

Strategi ini menggunakan dua garis pengembalian linear dengan panjang yang berbeza sebagai isyarat perdagangan, dan menggabungkan ATR sebagai stop loss dan partial stop. Apabila garis pengembalian linear dengan tempoh yang lebih pendek melintasi garis pengembalian linear dengan tempoh yang lebih lama dari bawah ke atas, ia menghasilkan isyarat multitasking; sebaliknya, apabila garis pengembalian linear dengan tempoh yang lebih pendek melintasi garis pengembalian linear dengan tempoh yang lebih lama dari atas ke bawah, ia menghasilkan isyarat kosong.

Prinsip Strategi

Hitung garis regresi linear untuk dua kitaran yang berbeza (default 20 dan 40), sebagai isyarat dagangan
Apabila garis regresi linear yang lebih pendek dari bawah ke atas melalui garis regresi linear yang lebih panjang, jika tidak ada kedudukan yang dipegang pada masa ini, maka lebih banyak kedudukan dibuka
Apabila garis pengembalian linear yang lebih pendek dari atas ke bawah melalui garis pengembalian linear yang lebih lama, jika tidak ada kedudukan yang dipegang pada masa ini, maka kedudukan kosong
Setelah membuka kedudukan, gunakan ATR untuk mengesan harga hentian dan menebus semua kedudukan apabila harga mencapai harga hentian
Strategi ini menggunakan kaedah penutupan sekumpulan, dengan 16 peratusan penutupan yang berbeza dikira berdasarkan harga pembukaan, (dari 5% hingga 80%) dan setiap penutupan menebus jumlah kedudukan yang sesuai berdasarkan peratusan input.
Hingga semua kedudukan kosong.

Analisis kelebihan

Menggunakan regresi linear untuk menilai trend dan memberi isyarat dagangan untuk menangkap trend dengan lebih baik
Penggabungan regresi linear dua kitaran yang berbeza, membentuk pengesahan isyarat yang lebih dipercayai
Menggunakan ATR sebagai stop loss untuk mengawal risiko dan selaras dengan turun naik harga
Pendekatan batch-stop membolehkan anda mendapatkan lebih banyak keuntungan jika trend berterusan, sambil mengawal risiko.
Kode bermodulasi tinggi, parameter input yang lebih banyak, dan kebolehsuaian strategi yang kuat

Analisis risiko

Isyarat regresi linear boleh menyebabkan isyarat yang salah dan menyebabkan kerugian
Penghentian sekumpulan boleh menyebabkan jangka masa yang lebih lama dan risiko penarikan balik
Tetapan parameter yang tidak betul boleh menyebabkan persembahan yang tidak baik
Dalam keadaan yang melampau, strategi ini mungkin menghadapi kemunduran yang lebih besar.

Arah pengoptimuman

Anda boleh mempertimbangkan untuk memperkenalkan lebih banyak indikator atau syarat penapisan untuk meningkatkan ketepatan isyarat, seperti indikator pengesahan trend, indikator kadar turun naik dan sebagainya.
Lokasi dan strategi untuk mengoptimumkan hentian dan hentian, boleh mempertimbangkan hentian hentian dinamik
Mengoptimumkan parameter untuk mencari kombinasi parameter yang terbaik
Menambah pengurusan kedudukan, menyesuaikan saiz kedudukan mengikut keadaan turun naik pasaran

ringkaskan

Strategi regresi dua garis lurus ini menggabungkan strategi pengesanan trend dan penghentian stop loss, yang dapat menangkap pergerakan trend dengan berkesan, sambil mengawal pengunduran. Tetapi strategi ini mungkin tidak berfungsi dengan baik dalam keadaan goyah, dan menghadapi masalah pengoptimuman parameter. Secara keseluruhan, strategi ini adalah wakil tipikal strategi pengesanan trend, yang dapat dioptimumkan dan diperbaiki sebagai strategi asas.

Kod sumber strategi

/*backtest
start: 2023-05-24 00:00:00
end: 2024-05-23 00:00:00
period: 1d
basePeriod: 1h
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

// This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © fuatcakir9

//@version=5

strategy(title = "RPK_V4.3(1K$)_Shared", shorttitle="RPK_V4.3(1K$)_Shared",overlay=true)

////

regresyonUzunluk = input.int(20, minval=1,step = 20, group = "Strategy Condition")
off = 0
sapma = 2
cc1 = close
lreg1 = ta.linreg(cc1, regresyonUzunluk, off)
lreg_x1 = ta.linreg(cc1, regresyonUzunluk, off + 1)
b1 = bar_index
s1 = lreg1 - lreg_x1
intr1 = lreg1 - b1 * s1
dS1 = 0.0
for i1 = 0 to regresyonUzunluk - 1 by 1
    dS1 += math.pow(cc1[i1] - (s1 * (b1 - i1) + intr1), 2)
    dS1
de1 = math.sqrt(dS1 / regresyonUzunluk)
up1 = -de1 * sapma + lreg1
down1 = de1 * sapma + lreg1
t1 = 0
x11 = bar_index - regresyonUzunluk
x21 = bar_index
kirmizi = s1 * (bar_index - regresyonUzunluk) + intr1
yesil = lreg1

//
regresyonUzunlukUst = input.int(40, minval=1,step = 20, group = "Strategy Condition")
cc1Ust = close
lreg1Ust = ta.linreg(cc1Ust, regresyonUzunlukUst, off)
lreg_x1Ust = ta.linreg(cc1Ust, regresyonUzunlukUst, off + 1)
b1Ust = bar_index
s1Ust = lreg1Ust - lreg_x1Ust
intr1Ust = lreg1Ust - b1 * s1Ust
dS1Ust = 0.0
for i1Ust = 0 to regresyonUzunlukUst - 1 by 1
    dS1Ust += math.pow(cc1Ust[i1Ust] - (s1Ust * (b1Ust - i1Ust) + intr1Ust), 2)
    dS1Ust
de1Ust = math.sqrt(dS1Ust / regresyonUzunlukUst)
up1Ust = -de1Ust * sapma + lreg1Ust
down1Ust = de1Ust * sapma + lreg1Ust
t1Ust = 0
x11Ust = bar_index - regresyonUzunlukUst
x21Ust = bar_index
kirmiziUst = s1Ust * (bar_index - regresyonUzunlukUst) + intr1Ust
yesilUst = lreg1Ust
///


trendShort = plot(kirmizi,"RegresyonDown",color = color.rgb(248, 10, 10, 43),linewidth = 1,style = plot.style_line)
trendLong = plot(yesil,"RegresyonUp",color = color.rgb(8, 166, 13, 48),linewidth = 1,style = plot.style_line)

trendShortUst = plot(kirmiziUst,"RegresyonDown",color = color.rgb(255, 82, 82, 40),linewidth = 4,style = plot.style_line)
trendLongUst = plot(yesilUst,"RegresyonUp",color = color.rgb(76, 175, 79, 32),linewidth = 4,style = plot.style_line)

group_strategy = "Settings of Strategy"
Start_Time = input(defval=timestamp('01 January 2000 13:30 +0000'), title='Start Time of BackTest', group =group_strategy)
End_Time = input(defval=timestamp('30 April 2030 19:30 +0000'), title='End Time of BackTest', group =group_strategy)
yearCondition = true

trailingLongPrice = 0.0
trailingShortPrice = 0.0

atr = ta.atr(10)
atrCarpan = input.float(8,"ATR Carpan",step = 2,group = "Strategy Condition")

atrCarpan_changed = input.float(4,"Değişen ATR Carpan",step = 1,group = "Strategy Condition")
istenilen_kapatma_sayisi = input(defval = 16, title = "İstenilen Istem Sayısı",group = "Strategy Condition")



kapatilan_poz =strategy.closedtrades -  ta.valuewhen(strategy.opentrades[1] == 0 and strategy.opentrades == 1,strategy.closedtrades,0)

changed_color_up = color(na)
changed_color_down = color(na)

if kapatilan_poz >= istenilen_kapatma_sayisi
    atrCarpan := atrCarpan_changed
    changed_color_up := color.rgb(0, 255, 8)
    changed_color_down := color.rgb(255, 0, 0)
else
    changed_color_up := color.green
    changed_color_down := color.red

//

if strategy.position_size > 0
    stopValue = low - atrCarpan*atr
    trailingLongPrice := math.max(stopValue, trailingLongPrice[1])
else
    trailingLongPrice:=0


if strategy.position_size <0
    stopValue = high + atrCarpan*atr
    trailingShortPrice := math.min(stopValue, trailingShortPrice[1])
else
    trailingShortPrice :=99999

plot(strategy.position_size < 0 ? trailingShortPrice : na , color = changed_color_down, linewidth=3, style = plot.style_linebr)
plot(strategy.position_size > 0 ? trailingLongPrice : na , color=changed_color_up, linewidth=3,style = plot.style_linebr)



TP_Long_1_Msg="\nYon=SELL\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=55"
TP_Long_2_Msg="\nYon=SELL\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=60"
TP_Long_3_Msg="\nYon=SELL\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=65"
TP_Long_4_Msg="\nYon=SELL\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=66"
TP_Long_5_Msg="\nYon=SELL\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=66"
TP_Long_6_Msg="\nYon=SELL\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=67"
TP_Long_7_Msg="\nYon=SELL\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=67"
TP_Long_8_Msg="\nYon=SELL\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=68"
TP_Long_9_Msg="\nYon=SELL\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=68"
TP_Long_10_Msg="\nYon=SELL\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=69"
TP_Long_11_Msg="\nYon=SELL\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=69"
TP_Long_12_Msg="\nYon=SELL\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=70"
TP_Long_13_Msg="\nYon=SELL\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=70"
TP_Long_14_Msg="\nYon=SELL\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=71"
TP_Long_15_Msg="\nYon=SELL\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=72"
TP_Long_16_Msg="\nYon=SELL\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=73"

TP_Short_1_Msg="\nYon=BUY\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=55"
TP_Short_2_Msg="\nYon=BUY\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=60"
TP_Short_3_Msg="\nYon=BUY\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=65"
TP_Short_4_Msg="\nYon=BUY\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=66"
TP_Short_5_Msg="\nYon=BUY\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=66"
TP_Short_6_Msg="\nYon=BUY\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=67"
TP_Short_7_Msg="\nYon=BUY\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=67"
TP_Short_8_Msg="\nYon=BUY\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=68"
TP_Short_9_Msg="\nYon=BUY\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=68"
TP_Short_10_Msg="\nYon=BUY\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=69"
TP_Short_11_Msg="\nYon=BUY\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=69"
TP_Short_12_Msg="\nYon=BUY\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=70"
TP_Short_13_Msg="\nYon=BUY\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=70"
TP_Short_14_Msg="\nYon=BUY\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=71"
TP_Short_15_Msg="\nYon=BUY\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=72"
TP_Short_16_Msg="\nYon=BUY\nSembol={{ticker}}\nPiyasa=FUTURE\nTip=MARKET\nTutar=73"
//
longTSL = (ta.crossunder(close,trailingLongPrice)) and strategy.opentrades != 0
shortTSL = ta.crossover(close,trailingShortPrice) and strategy.opentrades != 0
 
longCondition3 = ta.crossover(yesil[1],kirmizi[1]) and yesilUst > kirmiziUst 
shortCondition3 = ta.crossunder(yesil[1],kirmizi[1]) and yesilUst < kirmiziUst 

longCondition =  longCondition3 and yearCondition and strategy.opentrades == 0 and strategy.position_size == 0
shortCondition =  shortCondition3 and yearCondition and strategy.opentrades == 0 and strategy.position_size == 0
//
tp1 = input.float(defval = 10.0, title = "TP1 Percent", inline = "1", group ="##### TP AND SL #####")/100
tp1_percent = input.int(defval = 5, title = "% TP1 Kapatma ", inline = "1", group ="##### TP AND SL #####")
tp2 = input.float(defval = 10.0, title = "TP2 Percent", inline = "2", group ="##### TP AND SL #####")/100
tp2_percent = input.int(defval = 5, title = "% TP2 Kapatma ", inline = "2", group ="##### TP AND SL #####")
tp3 = input.float(defval = 10.0, title = "TP3 Percent", inline = "3", group ="##### TP AND SL #####")/100
tp3_percent = input.int(defval = 5, title = "% TP3 Kapatma ", inline = "3", group ="##### TP AND SL #####")
tp4 = input.float(defval = 1.0, title = "TP4 Percent", inline = "4", group ="##### TP AND SL #####")/100
tp4_percent = input.int(defval = 5, title = "% TP4 Kapatma ", inline = "4", group ="##### TP AND SL #####")
tp5 = input.float(defval = 1.0, title = "TP5 Percent", inline = "5", group ="##### TP AND SL #####")/100
tp5_percent = input.int(defval = 5, title = "% TP5 Kapatma ", inline = "5", group ="##### TP AND SL #####")
tp6 = input.float(defval = 1.0, title = "TP6 Percent", inline = "6", group ="##### TP AND SL #####")/100
tp6_percent = input.int(defval = 5, title = "% TP6 Kapatma ", inline = "6", group ="##### TP AND SL #####")
tp7 = input.float(defval = 1.0, title = "TP7 Percent", inline = "7", group ="##### TP AND SL #####")/100
tp7_percent = input.int(defval = 5, title = "% TP7 Kapatma ", inline = "7", group ="##### TP AND SL #####")
tp8 = input.float(defval = 1.0, title = "TP8 Percent", inline = "8", group ="##### TP AND SL #####")/100
tp8_percent = input.int(defval = 5, title = "% TP8 Kapatma ", inline = "8", group ="##### TP AND SL #####")
tp9 = input.float(defval = 1.0, title = "TP9 Percent", inline = "9", group ="##### TP AND SL #####")/100
tp9_percent = input.int(defval = 5, title = "% TP9 Kapatma ", inline = "9", group ="##### TP AND SL #####")
tp10 = input.float(defval = 1.0, title = "TP10 Percent", inline = "10", group ="##### TP AND SL #####")/100
tp10_percent = input.int(defval = 5, title = "% TP10 Kapatma ", inline = "10", group ="##### TP AND SL #####")
tp11 = input.float(defval = 1.0, title = "TP11 Percent", inline = "11", group ="##### TP AND SL #####")/100
tp11_percent = input.int(defval = 5, title = "% TP11 Kapatma ", inline = "11", group ="##### TP AND SL #####")
tp12 = input.float(defval = 1.0, title = "TP12 Percent", inline = "12", group ="##### TP AND SL #####")/100
tp12_percent = input.int(defval = 5, title = "% TP12 Kapatma ", inline = "12", group ="##### TP AND SL #####")
tp13 = input.float(defval = 1.0, title = "TP13 Percent", inline = "13", group ="##### TP AND SL #####")/100
tp13_percent = input.int(defval = 5, title = "% TP13 Kapatma ", inline = "13", group ="##### TP AND SL #####")
tp14 = input.float(defval = 1.0, title = "TP14 Percent", inline = "14", group ="##### TP AND SL #####")/100
tp14_percent = input.int(defval = 5, title = "% TP14 Kapatma ", inline = "14", group ="##### TP AND SL #####")
tp15 = input.float(defval = 1.0, title = "TP15 Percent", inline = "15", group ="##### TP AND SL #####")/100
tp15_percent = input.int(defval = 5, title = "% TP15 Kapatma ", inline = "15", group ="##### TP AND SL #####")
tp16 = input.float(defval = 1.0, title = "TP16 Percent", inline = "16", group ="##### TP AND SL #####")/100
tp16_percent = input.int(defval = 5, title = "% TP16 Kapatma ", inline = "16", group ="##### TP AND SL #####")


v2takeprofit_level_long1 = strategy.position_avg_price * (1 + tp1 )
v2takeprofit_level_long2 = strategy.position_avg_price * (1 + (tp2+ tp1))
v2takeprofit_level_long3 = strategy.position_avg_price * (1 + (tp3 + tp2 + tp1))
v2takeprofit_level_long4 = strategy.position_avg_price * (1 + (tp4 + tp3 + tp2+ tp1))
v2takeprofit_level_long5 = strategy.position_avg_price * (1 + (tp5 + tp4 + tp3 + tp2+ tp1))
v2takeprofit_level_long6 = strategy.position_avg_price * (1 + (tp6 + tp5 + tp4 + tp3 + tp2+ tp1))
v2takeprofit_level_long7 = strategy.position_avg_price * (1 + (tp7 + tp6 + tp5 + tp4 + tp3 + tp2+ tp1))
v2takeprofit_level_long8 = strategy.position_avg_price * (1 + (tp8 + tp7 + tp6 + tp5 + tp4 + tp3 + tp2+ tp1))
v2takeprofit_level_long9 = strategy.position_avg_price * (1 + (tp9 + tp8 + tp7 + tp6 + tp5 + tp4 + tp3 + tp2+ tp1))
v2takeprofit_level_long10 = strategy.position_avg_price * (1 + (tp10 + tp9 + tp8 + tp7 + tp6 + tp5 + tp4 + tp3 + tp2+ tp1))
v2takeprofit_level_long11 = strategy.position_avg_price * (1 + (tp11 + tp10 + tp9 + tp8 + tp7 + tp6 + tp5 + tp4 + tp3 + tp2+ tp1))
v2takeprofit_level_long12 = strategy.position_avg_price * (1 + (tp12 + tp11 + tp10 + tp9 + tp8 + tp7 + tp6 + tp5 + tp4 + tp3 + tp2+ tp1))
v2takeprofit_level_long13 = strategy.position_avg_price * (1 + (tp13 + tp12 + tp11 + tp10 + tp9 + tp8 + tp7 + tp6 + tp5 + tp4 + tp3 + tp2+ tp1))
v2takeprofit_level_long14 = strategy.position_avg_price * (1 + (tp14 + tp13 + tp12 + tp11 + tp10 + tp9 + tp8 + tp7 + tp6 + tp5 + tp4 + tp3 + tp2+ tp1))
v2takeprofit_level_long15 = strategy.position_avg_price * (1 + (tp15 + tp14 + tp13 + tp12 + tp11 + tp10 + tp9 + tp8 + tp7 + tp6 + tp5 + tp4 + tp3 + tp2+ tp1))
v2takeprofit_level_long16 = strategy.position_avg_price * (1 + (tp16 + tp15 + tp14 + tp13 + tp12 + tp11 + tp10 + tp9 + tp8 + tp7 + tp6 + tp5 + tp4 + tp3 + tp2+ tp1))

v2takeprofit_level_short1 = strategy.position_avg_price * (1 - tp1 )
v2takeprofit_level_short2 = strategy.position_avg_price * (1 - (tp2 + tp1))
v2takeprofit_level_short3 = strategy.position_avg_price * (1 - (tp3 + tp2 + tp1))
v2takeprofit_level_short4 = strategy.position_avg_price * (1 - (tp4 + tp3 + tp2 + tp1))
v2takeprofit_level_short5 = strategy.position_avg_price * (1 - (tp5 + tp4 + tp3 + tp2+ tp1))
v2takeprofit_level_short6 = strategy.position_avg_price * (1 - (tp6 + tp5 + tp4 + tp3 + tp2+ tp1))
v2takeprofit_level_short7 = strategy.position_avg_price * (1 - (tp7 + tp6 + tp5 + tp4 + tp3 + tp2+ tp1))
v2takeprofit_level_short8 = strategy.position_avg_price * (1 - (tp8 + tp7 + tp6 + tp5 + tp4 + tp3 + tp2+ tp1))
v2takeprofit_level_short9 = strategy.position_avg_price * (1 - (tp9 + tp8 + tp7 + tp6 + tp5 + tp4 + tp3 + tp2+ tp1))
v2takeprofit_level_short10 = strategy.position_avg_price * (1 - (tp10 + tp9 + tp8 + tp7 + tp6 + tp5 + tp4 + tp3 + tp2+ tp1))
v2takeprofit_level_short11 = strategy.position_avg_price * (1 - (tp11 + tp10 + tp9 + tp8 + tp7 + tp6 + tp5 + tp4 + tp3 + tp2+ tp1))
v2takeprofit_level_short12 = strategy.position_avg_price * (1 - (tp12 + tp11 + tp10 + tp9 + tp8 + tp7 + tp6 + tp5 + tp4 + tp3 + tp2+ tp1))
v2takeprofit_level_short13 = strategy.position_avg_price * (1 - (tp13 + tp12 + tp11 + tp10 + tp9 + tp8 + tp7 + tp6 + tp5 + tp4 + tp3 + tp2+ tp1))
v2takeprofit_level_short14 = strategy.position_avg_price * (1 - (tp14 + tp13 + tp12 + tp11 + tp10 + tp9 + tp8 + tp7 + tp6 + tp5 + tp4 + tp3 + tp2+ tp1))
v2takeprofit_level_short15 = strategy.position_avg_price * (1 - (tp15 + tp14 + tp13 + tp12 + tp11 + tp10 + tp9 + tp8 + tp7 + tp6 + tp5 + tp4 + tp3 + tp2+ tp1))
v2takeprofit_level_short16 = strategy.position_avg_price * (1 - (tp16 + tp15 + tp14 + tp13 + tp12 + tp11 + tp10 + tp9 + tp8 + tp7 + tp6 + tp5 + tp4 + tp3 + tp2+ tp1))





if (longCondition)
    strategy.entry("Long", strategy.long, comment = "Long Giriş")

if (shortCondition)
    strategy.entry("Short", strategy.short, comment = "Short Giriş")

if longTSL 
    strategy.close("Long",comment = "Long TSL")
if shortTSL  
    strategy.close("Short", comment = "Short TSL")

if  strategy.position_size > 0 
    strategy.exit('TP_Long_1',from_entry = "Long", limit= v2takeprofit_level_long1 , qty_percent=tp1_percent, alert_message = TP_Long_1_Msg)
if  strategy.position_size > 0    
    strategy.exit('TP_Long_2',from_entry = "Long", limit= v2takeprofit_level_long2 ,qty_percent=tp2_percent, alert_message = TP_Long_2_Msg)
if  strategy.position_size > 0     
    strategy.exit('TP_Long_3',from_entry = "Long", limit= v2takeprofit_level_long3 ,qty_percent= tp3_percent, alert_message = TP_Long_3_Msg)
if  strategy.position_size > 0    
    strategy.exit('TP_Long_4',from_entry = "Long", limit= v2takeprofit_level_long4 ,qty_percent= tp4_percent, alert_message = TP_Long_4_Msg)
if  strategy.position_size > 0 
    strategy.exit('TP_Long_5',from_entry = "Long", limit= v2takeprofit_level_long5 , qty_percent=tp5_percent, alert_message = TP_Long_5_Msg)
if  strategy.position_size > 0    
    strategy.exit('TP_Long_6',from_entry = "Long", limit= v2takeprofit_level_long6 ,qty_percent=tp6_percent, alert_message = TP_Long_6_Msg)
if  strategy.position_size > 0     
    strategy.exit('TP_Long_7',from_entry = "Long", limit= v2takeprofit_level_long7 ,qty_percent= tp7_percent, alert_message = TP_Long_7_Msg)
if  strategy.position_size > 0    
    strategy.exit('TP_Long_8',from_entry = "Long", limit= v2takeprofit_level_long8 ,qty_percent= tp8_percent, alert_message = TP_Long_8_Msg)
if  strategy.position_size > 0 
    strategy.exit('TP_Long_9',from_entry = "Long", limit= v2takeprofit_level_long9 , qty_percent=tp9_percent, alert_message = TP_Long_9_Msg)
if  strategy.position_size > 0    
    strategy.exit('TP_Long_10',from_entry = "Long", limit= v2takeprofit_level_long10 ,qty_percent=tp10_percent, alert_message = TP_Long_10_Msg)
if  strategy.position_size > 0     
    strategy.exit('TP_Long_11',from_entry = "Long", limit= v2takeprofit_level_long11 ,qty_percent= tp11_percent, alert_message = TP_Long_11_Msg)
if  strategy.position_size > 0    
    strategy.exit('TP_Long_12',from_entry = "Long", limit= v2takeprofit_level_long12 ,qty_percent= tp12_percent, alert_message = TP_Long_12_Msg)
if  strategy.position_size > 0 
    strategy.exit('TP_Long_13',from_entry = "Long", limit= v2takeprofit_level_long13 , qty_percent=tp13_percent, alert_message = TP_Long_13_Msg)
if  strategy.position_size > 0    
    strategy.exit('TP_Long_14',from_entry = "Long", limit= v2takeprofit_level_long14 ,qty_percent=tp14_percent, alert_message = TP_Long_14_Msg)
if  strategy.position_size > 0     
    strategy.exit('TP_Long_15',from_entry = "Long", limit= v2takeprofit_level_long15 ,qty_percent= tp15_percent, alert_message = TP_Long_15_Msg)
if  strategy.position_size > 0    
    strategy.exit('TP_Long_16',from_entry = "Long", limit= v2takeprofit_level_long16 ,qty_percent= tp16_percent, alert_message = TP_Long_16_Msg)

if  strategy.position_size < 0 
    strategy.exit('TP_Short_1',from_entry = "Short", limit= v2takeprofit_level_short1 , qty_percent=tp1_percent, alert_message = TP_Short_1_Msg)
if  strategy.position_size < 0    
    strategy.exit('TP_Short_2',from_entry = "Short", limit= v2takeprofit_level_short2 ,qty_percent=tp2_percent, alert_message = TP_Short_2_Msg)
if  strategy.position_size < 0     
    strategy.exit('TP_Short_3',from_entry = "Short", limit= v2takeprofit_level_short3 ,qty_percent= tp3_percent, alert_message = TP_Short_3_Msg)
if  strategy.position_size < 0    
    strategy.exit('TP_Short_4',from_entry = "Short", limit= v2takeprofit_level_short4 ,qty_percent= tp4_percent, alert_message = TP_Short_4_Msg)
if  strategy.position_size < 0 
    strategy.exit('TP_Short_5',from_entry = "Short", limit= v2takeprofit_level_short5 , qty_percent=tp5_percent, alert_message = TP_Short_5_Msg)
if  strategy.position_size < 0    
    strategy.exit('TP_Short_6',from_entry = "Short", limit= v2takeprofit_level_short6 ,qty_percent=tp6_percent, alert_message = TP_Short_6_Msg)
if  strategy.position_size < 0     
    strategy.exit('TP_Short_7',from_entry = "Short", limit= v2takeprofit_level_short7 ,qty_percent= tp7_percent, alert_message = TP_Short_7_Msg)
if  strategy.position_size < 0    
    strategy.exit('TP_Short_8',from_entry = "Short", limit= v2takeprofit_level_short8 ,qty_percent= tp8_percent, alert_message = TP_Short_8_Msg)
if  strategy.position_size < 0 
    strategy.exit('TP_Short_9',from_entry = "Short", limit= v2takeprofit_level_short9 , qty_percent=tp9_percent, alert_message = TP_Short_9_Msg)
if  strategy.position_size < 0    
    strategy.exit('TP_Short_10',from_entry = "Short", limit= v2takeprofit_level_short10 ,qty_percent=tp10_percent, alert_message = TP_Short_10_Msg)
if  strategy.position_size < 0     
    strategy.exit('TP_Short_11',from_entry = "Short", limit= v2takeprofit_level_short11 ,qty_percent= tp11_percent, alert_message = TP_Short_11_Msg)
if  strategy.position_size < 0    
    strategy.exit('TP_Short_12',from_entry = "Short", limit= v2takeprofit_level_short12 ,qty_percent= tp12_percent, alert_message = TP_Short_12_Msg)
if  strategy.position_size < 0 
    strategy.exit('TP_Short_13',from_entry = "Short", limit= v2takeprofit_level_short13 , qty_percent=tp13_percent, alert_message = TP_Short_13_Msg)
if  strategy.position_size < 0    
    strategy.exit('TP_Short_14',from_entry = "Short", limit= v2takeprofit_level_short14 ,qty_percent=tp14_percent, alert_message = TP_Short_14_Msg)
if  strategy.position_size < 0     
    strategy.exit('TP_Short_15',from_entry = "Short", limit= v2takeprofit_level_short15 ,qty_percent= tp15_percent, alert_message = TP_Short_15_Msg)
if  strategy.position_size < 0    
    strategy.exit('TP_Short_16',from_entry = "Short", limit= v2takeprofit_level_short16 ,qty_percent= tp16_percent, alert_message = TP_Short_16_Msg)

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