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- ETHUSDTPERP BOT 30min
ETHUSDTPERP BOT 30min
Author:
a624587332, Date: 2022-08-02 23:47:12
Tags:
//@version=4
strategy("ETHUSDTPERP BOT 30min", overlay=false, pyramiding=1,initial_capital = 10000, default_qty_type= strategy.percent_of_equity, default_qty_value = 100, calc_on_order_fills=false, slippage=0,commission_type=strategy.commission.percent,commission_value=0.075)
//Source
source = input(close, title="Source")
//ADX -------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
Act_ADX = input(true, title = "AVERAGE DIRECTIONAL INDEX", type = input.bool)
ADX_options = input("MASANAKAMURA", title = " ADX OPTION", options = ["CLASSIC", "MASANAKAMURA"])
ADX_len = input(16, title = " ADX LENGTH", type = input.integer, minval = 1)
th = input(13.5, title = " ADX THRESHOLD", type = input.float, minval = 0, step = 0.5)
calcADX(_len) =>
up = change(high)
down = -change(low)
plusDM = na(up) ? na : (up > down and up > 0 ? up : 0)
minusDM = na(down) ? na : (down > up and down > 0 ? down : 0)
truerange = rma(tr, _len)
_plus = fixnan(100 * rma(plusDM, _len) / truerange)
_minus = fixnan(100 * rma(minusDM, _len) / truerange)
sum = _plus + _minus
_adx = 100 * rma(abs(_plus - _minus) / (sum == 0 ? 1 : sum), _len)
[_plus,_minus,_adx]
calcADX_Masanakamura(_len) =>
SmoothedTrueRange = 0.0
SmoothedDirectionalMovementPlus = 0.0
SmoothedDirectionalMovementMinus = 0.0
TrueRange = max(max(high - low, abs(high - nz(close[1]))), abs(low - nz(close[1])))
DirectionalMovementPlus = high - nz(high[1]) > nz(low[1]) - low ? max(high - nz(high[1]), 0) : 0
DirectionalMovementMinus = nz(low[1]) - low > high - nz(high[1]) ? max(nz(low[1]) - low, 0) : 0
SmoothedTrueRange := nz(SmoothedTrueRange[1]) - (nz(SmoothedTrueRange[1]) /_len) + TrueRange
SmoothedDirectionalMovementPlus := nz(SmoothedDirectionalMovementPlus[1]) - (nz(SmoothedDirectionalMovementPlus[1]) / _len) + DirectionalMovementPlus
SmoothedDirectionalMovementMinus := nz(SmoothedDirectionalMovementMinus[1]) - (nz(SmoothedDirectionalMovementMinus[1]) / _len) + DirectionalMovementMinus
DIP = SmoothedDirectionalMovementPlus / SmoothedTrueRange * 100
DIM = SmoothedDirectionalMovementMinus / SmoothedTrueRange * 100
DX = abs(DIP-DIM) / (DIP+DIM)*100
adx = sma(DX, _len)
[DIP,DIM,adx]
[DIPlusC,DIMinusC,ADXC] = calcADX(ADX_len)
[DIPlusM,DIMinusM,ADXM] = calcADX_Masanakamura(ADX_len)
DIPlus = ADX_options == "CLASSIC" ? DIPlusC : DIPlusM
DIMinus = ADX_options == "CLASSIC" ? DIMinusC : DIMinusM
ADX = ADX_options == "CLASSIC" ? ADXC : ADXM
ADX_color = DIPlus > DIMinus and ADX > th ? color.green : DIPlus < DIMinus and ADX > th ? color.red : color.orange
barcolor(color = Act_ADX ? ADX_color : na, title = "ADX")
//RSI---------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
len_3 = input(30, minval=1, title="RSI lenght")
src_3 = input(hl2, "Source")
up_3 = rma(max(change(src_3), 0), len_3)
down_3 = rma(-min(change(src_3), 0), len_3)
rsi_3 = down_3 == 0 ? 100 : up_3 == 0 ? 0 : 100 - (100 / (1 + up_3 / down_3))
//VOLUME-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
maLength = input(title="MA Length", type=input.integer, defval=31, minval=1)
maType = input(title="MA Type", type=input.string, defval="SMA", options=["EMA", "SMA", "HMA", "WMA", "DEMA"])
rvolTrigger = input(title="RVOL To Trigger Signal", type=input.float, defval=1.2)
getMA(length) =>
maPrice = ema(volume, length)
if maType == "SMA"
maPrice := sma(volume, length)
if maType == "HMA"
maPrice := hma(volume, length)
if maType == "WMA"
maPrice := wma(volume, length)
if maType == "DEMA"
e1 = ema(volume, length)
e2 = ema(e1, length)
maPrice := 2 * e1 - e2
maPrice
ma = getMA(maLength)
rvol = volume / ma
//MOMENTUM-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
srcType = input("Price", options=["Price", "VWAP"],title= "Source Type")
srcPrice = input(ohlc4, "Price Type")
rsiLen = input(14, minval=1, title="Momentum rsi length")
sLen = input(23, title="Smooth Length")
src = srcType=="Price"?srcPrice:security(syminfo.tickerid, timeframe.period, vwap[barstate.isrealtime ? 1 : 0])[barstate.isrealtime ? 0 : 1]
f_dema(_src, _length) =>
_ema0 = ema( _src, _length)
_ema1 = ema(_ema0, _length)
_dema = 2 * _ema0 - _ema1
rsi1 = hma(rsi(src, rsiLen), sLen)
rsi2 = rsi1-50
dema1 = f_dema(rsi2, 9)
dema2 = f_dema(rsi2, 21)
bull_momentum = dema1 > 5
bear_momentum = dema1 < -5
//MACD----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
rsiLength = input(title=" length", type=input.integer, defval=11)
ema1Length = input(title="1st EMA Smoothing Length", type=input.integer, defval=7)
ema2Length = input(title="2nd EMA Smoothing Length", type=input.integer, defval=5)
smaLength = input(title="3rd SMA Smoothing Length", type=input.integer, defval=9)
signalLength = input(title="Signal Length", type=input.integer, defval=10)
smoothedRSI = ema(ema(rsi(src, rsiLength), ema1Length), ema2Length)
dosc = smoothedRSI - sma(smoothedRSI, smaLength)
signal = sma(dosc, signalLength)
bull_dosc = signal > 0
bear_dosc = signal < 0
//STRATEGY------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------
LongCondt = (DIPlus > DIMinus and ADX > th) and (rsi_3 < 70) and volume > rvolTrigger * ma and bull_momentum and bull_dosc
shortCondt = (DIPlus < DIMinus and ADX > th) and (rsi_3 > 30) and volume > rvolTrigger * ma and bear_momentum and bear_dosc
if LongCondt
strategy.entry("L", strategy.long)
if shortCondt
strategy.entry("S", strategy.short)
per(pcnt) =>
strategy.position_size != 0 ? round(pcnt / 100 * strategy.position_avg_price / syminfo.mintick) : float(na)
stoploss=input(title=" stop loss", defval=4.3, minval=0.01)
los = per(stoploss)
q=input(title=" qty percent", defval=100, minval=1)
tp=input(title=" Take profit", defval=1.6, minval=0.01)
strategy.exit("tp", qty_percent = q, profit = per(tp), loss = los)
//By wielkieef
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