لندن بریک آؤٹ مختصر مدتی تجارتی حکمت عملی

/*backtest
start: 2023-09-07 00:00:00
end: 2023-09-08 09:00:00
period: 30m
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

//@version=4
strategy("time zone", overlay=true, initial_capital=1000)
fromDay = input(defval = 1, title = "From Day", minval = 1, maxval = 31)
fromMonth = input(defval = 1, title = "From Month", minval = 1, maxval = 12)
fromYear = input(defval = 2000, title = "From Year", minval = 1970)
 //monday and session 
// To Date Inputs
toDay = input(defval = 31, title = "To Day", minval = 1, maxval = 31)
toMonth = input(defval = 12, title = "To Month", minval = 1, maxval = 12)
toYear = input(defval = 2020, title = "To Year", minval = 1970)

startDate = timestamp(fromYear, fromMonth, fromDay, 00, 00)
finishDate = timestamp(toYear, toMonth, toDay, 00, 00)
time_cond = true

s = input(title="Session", type=input.session, defval="0400-0500")
s2 = input(title="eXOT", type=input.session, defval="0300-0900")
t1 = time(timeframe.period, s)
t2 = time(timeframe.period, s2)
c2 = #0000FF
//bgcolor(t1 ? c2 : na, transp=85)

UseHAcandles    = input(false, title="Use Heikin Ashi Candles in Algo Calculations")
//
// === /INPUTS ===

// === BASE FUNCTIONS ===

haClose = UseHAcandles ? security(heikinashi(syminfo.tickerid), timeframe.period, close) : close
haOpen  = UseHAcandles ? security(heikinashi(syminfo.tickerid), timeframe.period, open) : open
haHigh  = UseHAcandles ? security(heikinashi(syminfo.tickerid), timeframe.period, high) : high
haLow   = UseHAcandles ? security(heikinashi(syminfo.tickerid), timeframe.period, low) : low

isMon() => dayofweek(time('D')) == dayofweek.monday
isTue() => dayofweek(time('D')) == dayofweek.tuesday
isWed() => dayofweek(time('D')) == dayofweek.wednesday
isThu() => dayofweek(time('D')) == dayofweek.thursday
isFri() => dayofweek(time('D')) == dayofweek.friday
isSat() => dayofweek(time('D')) == dayofweek.saturday
isSun() => dayofweek(time('D')) == dayofweek.sunday

longe = input(true, title="LONG only")
shorte = input(true, title="SHORT only")
//sl=input(0.001, title="sl % price movement")
//accbalance = strategy.initial_capital + strategy.netprofit


entry = close

sl = input(0.005, title = "Stop Loss")
tp = input(0.005, title="Target Price")

// sldist = entry - sl
// tgdist = tp - entry 
// slper = sldist / entry * 100
// tgper = tgdist / entry * 100

// rr = tgper / slper
// size = accbalance * riskper / slper

balance = strategy.netprofit + 50000 //current balance
floating = strategy.openprofit          //floating profit/loss
risk = input(1,type=input.float,title="Risk % of equity ")           //risk % per trade


temp01 = (balance * risk)/100     //Risk in USD
temp02 = temp01/close*sl      //Risk in lots
temp03 = temp02*100000      //Convert to contracts
size = temp03 - temp03%1000 //Normalize to 1000s (Trade size)
if(size < 1000)
    size := 1000           //Set min. lot size



longC =  haClose> haClose[1] and  haClose[1] > haClose[2]  and haClose[2] <  haClose[3] 
shortC = haClose < haClose[1] and   haClose[1] < haClose[2]  and haClose[2] > haClose[3] 


luni = input(true, title="Monday")
marti = input(true, title="Tuesday")
miercuri = input(true, title="Wednesday")
joi = input(true, title="Thursday")
vineri = input(true, title="Friday")
if(time_cond)
    if(t1)
        if(luni==true and dayofweek == dayofweek.monday)
            if(longC and longe )
                strategy.entry("long",1)
            if(shortC and shorte)
                strategy.entry("short",0)
                
        if(marti==true and dayofweek == dayofweek.tuesday)
            if(longC and longe )
                strategy.entry("long",1)
            if(shortC and shorte)
                strategy.entry("short",0)
                
        if(miercuri==true and dayofweek == dayofweek.wednesday)
            if(longC and longe  )
                strategy.entry("long",1)
            if(shortC and shorte)
                strategy.entry("short",0)
                
        if(joi==true  and dayofweek == dayofweek.thursday)
            if(longC and longe)
                strategy.entry("long",1)
            if(shortC and shorte)
                strategy.entry("short",0)
                
        if(vineri==true and  dayofweek == dayofweek.friday)
            if(longC and longe)
                strategy.entry("long",1 )
            if(shortC and shorte)
                strategy.entry("short",0)  


//strategy.exit("closelong", "RSI_BB_LONG" , profit = close * 0.01 / syminfo.mintick, loss = close * 0.01 / syminfo.mintick, alert_message = "closelong")
//strategy.exit("closeshort", "RSI_BB_SHORT" , profit = close * 0.01 / syminfo.mintick, loss = close * 0.01 / syminfo.mintick, alert_message = "closeshort")

strategy.exit("sl","long", loss = close * sl / syminfo.mintick, profit = close * tp / syminfo.mintick)
strategy.exit("sl","short", loss=close * sl / syminfo.mintick, profit = close * tp / syminfo.mintick)

//strategy.close("long")
//strategy.close("short" )

//strategy.exit("sl","long", loss = sl)
//strategy.exit("sl","short", loss= sl)

if(not t2)
    strategy.close_all()
//strategy.risk.max_intraday_filled_orders(2)