This strategy combines the SSL channel with the QQE momentum indicator to form a comprehensive trend assessment system. It enters when price breaks the SSL channel, with extra confirmation from QQE signals. Stops and exits are implemented for risk management.
The key components are:
SSL channel: Identifying price trend.
QQE indicator: Confirming momentum.
Breakout entry: Price breaking SSL bands combined with QQE signals.
Stops and exits: ATR-based stops and exits to control loss/profit per trade.
Scaling in: Gradual position build-up, profit taking and re-allocation.
The combo of trend and momentum tools forms a strategy with both trend following ability and risk control.
Compared to single indicator strategies, the advantages are:
SSL for trend, QQE for reversals - good complementarity.
Breakout entries avoid buying at highs.
Reasonable stops and exits control risk/reward per trade.
Scaling in lowers risk, profit taking locks in gains.
Large optimization space for finding optimum parameters.
Flexible application across different markets and timeframes.
Potential to apply machine learning for smarter optimizations.
Overall more stable with better risk-adjusted returns than single indicators.
However, the main risks are:
Challenging multi-parameter optimization with overfitting risks.
SSL and QQE have some lagging.
Increased complexity with multiple indicators.
Scaling in may increase slippage costs.
Need to monitor maximum drawdown.
Performance subject to changing market regimes.
Robustness across periods and instruments needs verification.
High trade frequency increases transaction costs.
Based on the analysis, enhancements may involve:
Evaluating parameter robustness across different markets and timeframes.
Implementing dynamic stops and exits.
Optimizing risk management strategies.
Constructing dynamic position sizing models.
Incorporating machine learning for smarter entries.
Rolling window backtests to verify stability.
Assessing transaction cost impact and adjusting frequency.
Optimizing scaling size proportions.
Continual improvements for market adaptiveness.
In summary, the tight integration of SSL and QQE forms a stable trend following system. But continual optimizations and iterations are crucial for any strategy to stay adaptive. Only through persistent learning and validation can quant strategies achieve sustainable success.
/*backtest start: 2023-08-23 00:00:00 end: 2023-09-22 00:00:00 period: 2h basePeriod: 15m exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}] */ //@version=4 // Strategy based on the SSL Hybrid indicator by Mihkel00 // Designed for the purpose of back testing // Strategy: // - Enters both long and short trades based on SSL1 crossing the baseline // - Stop Loss calculated based on ATR multiplier // - Take Profit calculated based on 2 ATR multipliers and exits percentage of position on TP1 and TP2 // // Credits: // SSL Hybrid Mihkel00 https://www.tradingview.com/u/Mihkel00/ // -------------------------------- SSL HYBRID --------------------------------- strategy("SSL Hybrid + QQE Strategy", overlay=true, initial_capital=5000, default_qty_value=10, default_qty_type=strategy.percent_of_equity, commission_type = "percent", commission_value=0.04, max_labels_count=500, calc_on_every_tick=true, pyramiding=10) show_Baseline = input(title="Show Baseline", type=input.bool, defval=true, group="SSL Hybrid Indicator Settings") show_SSL1 = input(title="Show SSL1", type=input.bool, defval=true, group="SSL Hybrid Indicator Settings") show_atr = input(title="Show ATR bands", type=input.bool, defval=false, group="SSL Hybrid Indicator Settings") //ATR atrlen = input(14, "ATR Period", group="SSL Hybrid Indicator Settings") mult = input(1, "ATR Multi", step=0.1, group="SSL Hybrid Indicator Settings") smoothing = input(title="ATR Smoothing", defval="WMA", options=["RMA", "SMA", "EMA", "WMA"], group="SSL Hybrid Indicator Settings") ma_function(source, atrlen) => if smoothing == "RMA" rma(source, atrlen) else if smoothing == "SMA" sma(source, atrlen) else if smoothing == "EMA" ema(source, atrlen) else wma(source, atrlen) atr_slen = ma_function(tr(true), atrlen) ////ATR Up/Low Bands upper_band = atr_slen * mult + close lower_band = close - atr_slen * mult ////BASELINE / SSL1 / SSL2 / EXIT MOVING AVERAGE VALUES maType = input(title="SSL1 / Baseline Type", type=input.string, defval="HMA", options=["SMA","EMA","DEMA","TEMA","LSMA","WMA","MF","VAMA","TMA","HMA", "JMA", "Kijun v2", "EDSMA","McGinley"], group="SSL Hybrid Indicator Settings") len = input(title="SSL1 / Baseline Length", defval=60, group="SSL Hybrid Indicator Settings") SSL2Type = input(title="SSL2 / Continuation Type", type=input.string, defval="JMA", options=["SMA","EMA","DEMA","TEMA","WMA","MF","VAMA","TMA","HMA", "JMA","McGinley"], group="SSL Hybrid Indicator Settings") len2 = input(title="SSL 2 Length", defval=5, group="SSL Hybrid Indicator Settings") // SSL3Type = input(title="EXIT Type", type=input.string, defval="HMA", options=["DEMA","TEMA","LSMA","VAMA","TMA","HMA","JMA", "Kijun v2", "McGinley", "MF"], group="SSL Hybrid Indicator Settings") len3 = input(title="EXIT Length", defval=15, group="SSL Hybrid Indicator Settings") src = input(title="Source", type=input.source, defval=close, group="SSL Hybrid Indicator Settings") // tema(src, len) => ema1 = ema(src, len) ema2 = ema(ema1, len) ema3 = ema(ema2, len) (3 * ema1) - (3 * ema2) + ema3 kidiv = input(defval=1,maxval=4, title="Kijun MOD Divider", group="SSL Hybrid Indicator Settings") jurik_phase = input(title="* Jurik (JMA) Only - Phase", type=input.integer, defval=3, group="SSL Hybrid Indicator Settings") jurik_power = input(title="* Jurik (JMA) Only - Power", type=input.integer, defval=1, group="SSL Hybrid Indicator Settings") volatility_lookback = input(10, title="* Volatility Adjusted (VAMA) Only - Volatility lookback length", group="SSL Hybrid Indicator Settings") //MF beta = input(0.8,minval=0,maxval=1,step=0.1, title="Modular Filter, General Filter Only - Beta", group="SSL Hybrid Indicator Settings") feedback = input(false, title="Modular Filter Only - Feedback", group="SSL Hybrid Indicator Settings") z = input(0.5,title="Modular Filter Only - Feedback Weighting",step=0.1, minval=0, maxval=1, group="SSL Hybrid Indicator Settings") //EDSMA ssfLength = input(title="EDSMA - Super Smoother Filter Length", type=input.integer, minval=1, defval=20, group="SSL Hybrid Indicator Settings") ssfPoles = input(title="EDSMA - Super Smoother Filter Poles", type=input.integer, defval=2, options=[2, 3], group="SSL Hybrid Indicator Settings") //---- //EDSMA get2PoleSSF(src, length) => PI = 2 * asin(1) arg = sqrt(2) * PI / length a1 = exp(-arg) b1 = 2 * a1 * cos(arg) c2 = b1 c3 = -pow(a1, 2) c1 = 1 - c2 - c3 ssf = 0.0 ssf := c1 * src + c2 * nz(ssf[1]) + c3 * nz(ssf[2]) get3PoleSSF(src, length) => PI = 2 * asin(1) arg = PI / length a1 = exp(-arg) b1 = 2 * a1 * cos(1.738 * arg) c1 = pow(a1, 2) coef2 = b1 + c1 coef3 = -(c1 + b1 * c1) coef4 = pow(c1, 2) coef1 = 1 - coef2 - coef3 - coef4 ssf = 0.0 ssf := coef1 * src + coef2 * nz(ssf[1]) + coef3 * nz(ssf[2]) + coef4 * nz(ssf[3]) ma(type, src, len) => float result = 0 if type=="TMA" result := sma(sma(src, ceil(len / 2)), floor(len / 2) + 1) if type=="MF" ts=0.,b=0.,c=0.,os=0. //---- alpha = 2/(len+1) a = feedback ? z*src + (1-z)*nz(ts[1],src) : src //---- b := a > alpha*a+(1-alpha)*nz(b[1],a) ? a : alpha*a+(1-alpha)*nz(b[1],a) c := a < alpha*a+(1-alpha)*nz(c[1],a) ? a : alpha*a+(1-alpha)*nz(c[1],a) os := a == b ? 1 : a == c ? 0 : os[1] //---- upper = beta*b+(1-beta)*c lower = beta*c+(1-beta)*b ts := os*upper+(1-os)*lower result := ts if type=="LSMA" result := linreg(src, len, 0) if type=="SMA" // Simple result := sma(src, len) if type=="EMA" // Exponential result := ema(src, len) if type=="DEMA" // Double Exponential e = ema(src, len) result := 2 * e - ema(e, len) if type=="TEMA" // Triple Exponential e = ema(src, len) result := 3 * (e - ema(e, len)) + ema(ema(e, len), len) if type=="WMA" // Weighted result := wma(src, len) if type=="VAMA" // Volatility Adjusted /// Copyright © 2019 to present, Joris Duyck (JD) mid=ema(src,len) dev=src-mid vol_up=highest(dev,volatility_lookback) vol_down=lowest(dev,volatility_lookback) result := mid+avg(vol_up,vol_down) if type=="HMA" // Hull result := wma(2 * wma(src, len / 2) - wma(src, len), round(sqrt(len))) if type=="JMA" // Jurik /// Copyright © 2018 Alex Orekhov (everget) /// Copyright © 2017 Jurik Research and Consulting. phaseRatio = jurik_phase < -100 ? 0.5 : jurik_phase > 100 ? 2.5 : jurik_phase / 100 + 1.5 beta = 0.45 * (len - 1) / (0.45 * (len - 1) + 2) alpha = pow(beta, jurik_power) jma = 0.0 e0 = 0.0 e0 := (1 - alpha) * src + alpha * nz(e0[1]) e1 = 0.0 e1 := (src - e0) * (1 - beta) + beta * nz(e1[1]) e2 = 0.0 e2 := (e0 + phaseRatio * e1 - nz(jma[1])) * pow(1 - alpha, 2) + pow(alpha, 2) * nz(e2[1]) jma := e2 + nz(jma[1]) result := jma if type=="Kijun v2" kijun = avg(lowest(len), highest(len))//, (open + close)/2) conversionLine = avg(lowest(len/kidiv), highest(len/kidiv)) delta = (kijun + conversionLine)/2 result :=delta if type=="McGinley" mg = 0.0 ema = ema(src, len) mg := na(mg[1]) ? ema : mg[1] + (src - mg[1]) / (len * pow(src/mg[1], 4)) result :=mg if type=="EDSMA" zeros = src - nz(src[2]) avgZeros = (zeros + zeros[1]) / 2 // Ehlers Super Smoother Filter ssf = ssfPoles == 2 ? get2PoleSSF(avgZeros, ssfLength) : get3PoleSSF(avgZeros, ssfLength) // Rescale filter in terms of Standard Deviations stdev = stdev(ssf, len) scaledFilter = stdev != 0 ? ssf / stdev : 0 alpha = 5 * abs(scaledFilter) / len edsma = 0.0 edsma := alpha * src + (1 - alpha) * nz(edsma[1]) result := edsma result ///SSL 1 and SSL2 emaHigh = ma(maType, high, len) emaLow = ma(maType, low, len) maHigh = ma(SSL2Type, high, len2) maLow = ma(SSL2Type, low, len2) ///EXIT ExitHigh = ma(SSL3Type, high, len3) ExitLow = ma(SSL3Type, low, len3) ///Keltner Baseline Channel BBMC = ma(maType, close, len) useTrueRange = input(true, group="SSL Hybrid Indicator Settings") multy = input(0.2, step=0.05, title="Base Channel Multiplier", group="SSL Hybrid Indicator Settings") Keltma = ma(maType, src, len) range = useTrueRange ? tr : high - low rangema = ema(range, len) upperk =Keltma + rangema * multy lowerk = Keltma - rangema * multy //Baseline Violation Candle open_pos = open*1 close_pos = close*1 difference = abs(close_pos-open_pos) atr_violation = difference > atr_slen InRange = upper_band > BBMC and lower_band < BBMC candlesize_violation = atr_violation and InRange plotshape(candlesize_violation, color=color.new(color.white, transp=0), size=size.tiny,style=shape.diamond, location=location.top, title="Candle Size > 1xATR") //SSL1 VALUES Hlv = int(na) Hlv := close > emaHigh ? 1 : close < emaLow ? -1 : Hlv[1] sslDown = Hlv < 0 ? emaHigh : emaLow //SSL2 VALUES Hlv2 = int(na) Hlv2 := close > maHigh ? 1 : close < maLow ? -1 : Hlv2[1] sslDown2 = Hlv2 < 0 ? maHigh : maLow //EXIT VALUES Hlv3 = int(na) Hlv3 := close > ExitHigh ? 1 : close < ExitLow ? -1 : Hlv3[1] sslExit = Hlv3 < 0 ? ExitHigh : ExitLow base_cross_Long = crossover(close, sslExit) base_cross_Short = crossover(sslExit, close) codiff = base_cross_Long ? 1 : base_cross_Short ? -1 : na //COLORS show_color_bar = input(title="Color Bars", type=input.bool, defval=true, group="SSL Hybrid Indicator Settings") color_bar = close > upperk ? #00c3ff : close < lowerk ? #ff0062 : color.gray color_ssl1 = close > sslDown ? #00c3ff : close < sslDown ? #ff0062 : na //PLOTS plotarrow(codiff, colorup=color.rgb(0, 195, 255, transp=0), colordown=color.rgb(255, 0, 98, transp=0),title="Exit Arrows", maxheight=20, offset=0, display=display.none) p1 = plot(show_Baseline ? BBMC : na, color=color.new(color_bar, transp=0), linewidth=4, title='MA Baseline') DownPlot = plot( show_SSL1 ? sslDown : na, title="SSL1", linewidth=3, color=color.new(color_ssl1, transp=10)) barcolor(show_color_bar ? color_bar : na) up_channel = plot(show_Baseline ? upperk : na, color=color_bar, title="Baseline Upper Channel") low_channel = plot(show_Baseline ? lowerk : na, color=color_bar, title="Basiline Lower Channel") fill(up_channel, low_channel, color=color.new(color_bar, transp=90)) ////SSL2 Continiuation from ATR atr_crit = input(0.9, step=0.1, title="Continuation ATR Criteria", group="SSL Hybrid Indicator Settings") upper_half = atr_slen * atr_crit + close lower_half = close - atr_slen * atr_crit buy_inatr = lower_half < sslDown2 sell_inatr = upper_half > sslDown2 sell_cont = close < BBMC and close < sslDown2 buy_cont = close > BBMC and close > sslDown2 sell_atr = sell_inatr and sell_cont buy_atr = buy_inatr and buy_cont atr_fill = buy_atr ? color.green : sell_atr ? color.purple : color.white LongPlot = plot(sslDown2, title="SSL2", linewidth=2, color=color.new(atr_fill, transp=0), style=plot.style_circles, display=display.none) u = plot(show_atr ? upper_band : na, "+ATR", color=color.new(color.white, transp=80), display=display.none) l = plot(show_atr ? lower_band : na, "-ATR", color=color.new(color.white, transp=80), display=display.none) // ---------------------------- QQE MOD INDICATOR ------------------------------ RSI_Period = input(6, title='RSI Length') SF = input(5, title='RSI Smoothing') QQE = input(3, title='Fast QQE Factor') ThreshHold = input(3, title="Thresh-hold") rsi_src = input(close, title="RSI Source") Wilders_Period = RSI_Period * 2 - 1 Rsi = rsi(rsi_src, RSI_Period) RsiMa = ema(Rsi, SF) AtrRsi = abs(RsiMa[1] - RsiMa) MaAtrRsi = ema(AtrRsi, Wilders_Period) dar = 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] ? max(longband[1], newlongband) : newlongband shortband := RSIndex[1] < shortband[1] and RSIndex < shortband[1] ? min(shortband[1], newshortband) : newshortband cross_1 = cross(longband[1], RSIndex) trend := cross(RSIndex, shortband[1]) ? 1 : cross_1 ? -1 : nz(trend[1], 1) FastAtrRsiTL = trend == 1 ? longband : shortband //////////////////// length = input(50, minval=1, title="Bollinger Length") bb_mult = input(0.35, minval=0.001, maxval=5, step=0.1, title="BB Multiplier") basis = sma(FastAtrRsiTL - 50, length) dev = bb_mult * stdev(FastAtrRsiTL - 50, length) upper = basis + dev lower = basis - dev rsi_ma_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 //////////////////////////////////////////////////////////////// RSI_Period2 = input(6, title='RSI Length') SF2 = input(5, title='RSI Smoothing') QQE2 = input(1.61, title='Fast QQE2 Factor') ThreshHold2 = input(3, title="Thresh-hold") src2 = input(close, title="RSI Source") Wilders_Period2 = RSI_Period2 * 2 - 1 Rsi2 = rsi(src2, RSI_Period2) RsiMa2 = ema(Rsi2, SF2) AtrRsi2 = abs(RsiMa2[1] - RsiMa2) MaAtrRsi2 = ema(AtrRsi2, Wilders_Period2) dar2 = 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] ? max(longband2[1], newlongband2) : newlongband2 shortband2 := RSIndex2[1] < shortband2[1] and RSIndex2 < shortband2[1] ? min(shortband2[1], newshortband2) : newshortband2 cross_2 = cross(longband2[1], RSIndex2) trend2 := 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 // plot(FastAtrRsi2TL - 50, title='QQE Line', color=color.white, transp=0, linewidth=2) // plot(RsiMa2 - 50, color=hcolor2, transp=50, title='Histo2', style=plot.style_columns) Greenbar1 = RsiMa2 - 50 > ThreshHold2 Greenbar2 = RsiMa - 50 > upper Redbar1 = RsiMa2 - 50 < 0 - ThreshHold2 Redbar2 = RsiMa - 50 < lower qqe_line = FastAtrRsi2TL - 50 qqe_blue_bar = Greenbar1 and Greenbar2 == 1 qqe_red_bar = Redbar1 and Redbar2 == 1 // plot(Greenbar1 and Greenbar2 == 1 ? RsiMa2 - 50 : na, title="QQE Up", style=plot.style_columns, color=#00c3ff, transp=0) // plot(Redbar1 and Redbar2 == 1 ? RsiMa2 - 50 : na, title="QQE Down", style=plot.style_columns, color=#ff0062, transp=0) // ----------------------------------STRATEGY ---------------------------------- atr_length = input(title="ATR Length", type=input.integer, defval=14, inline="1", group="Strategy Back Test Settings") atr = atr(atr_length) // Back test time range from_date = input(title="From", type=input.time, defval=timestamp("01 Aug 2021 00:00 +0100"), inline="1", group="Date Range") to_date = input(title="To", type=input.time, defval=timestamp("01 Sep 2021 00:00 +0100"), inline="1", group="Date Range") in_date = true // Strategy exit settings // Stop-Loss Settings use_tp_sl = input(title="Use TP & SL", type=input.bool, defval=true, inline="1", group="Exit Settings") sl_atr_multiplier = input(title="SL ATR Multiplier", type=input.float, defval=1.6, step=0.1, inline="2", group="Exit Settings") move_sl_on_tp = input(title="Move SL on TP1", type=input.bool, defval=true, inline="2", group="Exit Settings") // Take Profit Settings tp1_atr_multiplier = input(title="TP1 ATR Multiplier", type=input.float, defval=1.8, step=0.1, inline="3", group="Exit Settings") tp1_exit_percentage = input(title="TP1 Exit Percentage", type=input.integer, defval=20, step=1, maxval=100, inline="3", group="Exit Settings") tp2_atr_multiplier = input(title="TP2 ATR Multiplier", type=input.float, defval=2.2, step=0.1, inline="4", group="Exit Settings") tp2_exit_percentage = input(title="TP2 Exit Percentage", type=input.integer, defval=30, step=1, maxval=100, inline="4", group="Exit Settings") tp3_atr_multiplier = input(title="TP3 ATR Multiplier", type=input.float, defval=2.6, step=0.1, inline="5", group="Exit Settings") tp3_exit_percentage = input(title="TP3 Exit Percentage", type=input.integer, defval=30, step=1, maxval=100, inline="5", group="Exit Settings") tp4_atr_multiplier = input(title="TP4 ATR Multiplier", type=input.float, defval=4, step=0.1, inline="6", group="Exit Settings") tp4_exit_percentage = input(title="TP4 Exit Percentage", type=input.integer, defval=10, step=1, maxval=100, inline="6", group="Exit Settings") tp5_atr_multiplier = input(title="TP5 ATR Multiplier", type=input.float, defval=8, step=0.1, inline="7", group="Exit Settings") tp5_exit_percentage = input(title="TP5 Exit Percentage", type=input.integer, defval=10, step=1, maxval=100, inline="7", group="Exit Settings") var long_sl = close - (atr * sl_atr_multiplier) var long_tp1 = close + (atr * tp1_atr_multiplier) var long_tp2 = close + (atr * tp2_atr_multiplier) var long_tp3 = close + (atr * tp3_atr_multiplier) var long_tp4 = close + (atr * tp4_atr_multiplier) var long_tp5 = close + (atr * tp5_atr_multiplier) var short_sl = close + (atr * sl_atr_multiplier) var short_tp1 = close - (atr * tp1_atr_multiplier) var short_tp2 = close - (atr * tp2_atr_multiplier) var short_tp3 = close - (atr * tp3_atr_multiplier) var short_tp4 = close - (atr * tp4_atr_multiplier) var short_tp5 = close - (atr * tp5_atr_multiplier) var is_long_sl_moved = false var is_short_sl_moved = false is_open_long = strategy.position_size > 0 is_open_short = strategy.position_size < 0 var in_ssl_long = false var in_ssl_short = false var start_trading = false var ssl_long_entry = false var ssl_short_entry = false var did_prev_bar_ssl_flip = false // Ensure crossover occurrs before entering first position. This ensures first entry after chosen start date is an actual entry and not just entering on start date if not ssl_long_entry and not ssl_short_entry and in_date and not start_trading start_trading := crossover(close, sslDown) or crossunder(close, sslDown) if in_date and start_trading ssl_long_entry := close > sslDown and qqe_blue_bar and qqe_line > 0 ssl_short_entry := close < sslDown and qqe_red_bar and qqe_line < 0 remaining_percent = 100 var total_tokens = float(na) total_tokens := strategy.equity * 0.10 / close tp1_percent = tp1_exit_percentage <= remaining_percent ? tp1_exit_percentage : remaining_percent remaining_percent -= tp1_percent entry_1 = total_tokens * (tp1_percent / 100) tp2_percent = tp2_exit_percentage <= remaining_percent ? tp2_exit_percentage : remaining_percent remaining_percent -= tp2_percent entry_2 = total_tokens * (tp2_percent / 100) tp3_percent = tp3_exit_percentage <= remaining_percent ? tp3_exit_percentage : remaining_percent remaining_percent -= tp3_percent entry_3 = total_tokens * (tp3_percent / 100) tp4_percent = tp4_exit_percentage <= remaining_percent ? tp4_exit_percentage : remaining_percent remaining_percent -= tp4_percent entry_4 = total_tokens * (tp4_percent / 100) tp5_percent = tp5_exit_percentage <= remaining_percent ? tp5_exit_percentage : remaining_percent remaining_percent -= tp5_percent entry_5 = total_tokens * (tp5_percent / 100) if not is_long_sl_moved and high >= long_tp1 and move_sl_on_tp and use_tp_sl is_long_sl_moved := true strategy.exit("LongExit2", "LongEntry2", stop=strategy.position_avg_price, limit=long_tp2) strategy.exit("LongExit3", "LongEntry3", stop=strategy.position_avg_price, limit=long_tp3) strategy.exit("LongExit4", "LongEntry4", stop=strategy.position_avg_price, limit=long_tp4) strategy.exit("LongExit5", "LongEntry5", stop=strategy.position_avg_price, limit=long_tp5) if not is_short_sl_moved and low <= short_tp1 and move_sl_on_tp and use_tp_sl is_short_sl_moved := true strategy.exit("ShortExit2", "ShortEntry2", stop=strategy.position_avg_price, limit=short_tp2) strategy.exit("ShortExit3", "ShortEntry3", stop=strategy.position_avg_price, limit=short_tp3) strategy.exit("ShortExit4", "ShortEntry4", stop=strategy.position_avg_price, limit=short_tp4) strategy.exit("ShortExit5", "ShortEntry5", stop=strategy.position_avg_price, limit=short_tp5) if did_prev_bar_ssl_flip did_prev_bar_ssl_flip := false position_value = abs(strategy.position_size * close) if in_ssl_long label.new(x=bar_index, y=close, xloc=xloc.bar_index, yloc=yloc.abovebar, text=tostring(position_value), style=label.style_label_down, size=size.tiny) else label.new(x=bar_index, y=close, xloc=xloc.bar_index, yloc=yloc.belowbar, text=tostring(position_value), style=label.style_label_up, size=size.tiny) if ssl_long_entry and in_date and not in_ssl_long in_ssl_long := true in_ssl_short := false did_prev_bar_ssl_flip := true long_sl := close - (atr * sl_atr_multiplier) long_tp1 := close + (atr * tp1_atr_multiplier) long_tp2 := close + (atr * tp2_atr_multiplier) long_tp3 := close + (atr * tp3_atr_multiplier) long_tp4 := close + (atr * tp4_atr_multiplier) long_tp5 := close + (atr * tp5_atr_multiplier) strategy.entry("LongEntry1", strategy.long, qty=entry_1) strategy.entry("LongEntry2", strategy.long, qty=entry_2) strategy.entry("LongEntry3", strategy.long, qty=entry_3) strategy.entry("LongEntry4", strategy.long, qty=entry_4) strategy.entry("LongEntry5", strategy.long, qty=entry_5) if use_tp_sl strategy.exit("LongExit1", "LongEntry1", stop=long_sl, limit=long_tp1) strategy.exit("LongExit2", "LongEntry2", stop=long_sl, limit=long_tp2) strategy.exit("LongExit3", "LongEntry3", stop=long_sl, limit=long_tp3) strategy.exit("LongExit4", "LongEntry4", stop=long_sl, limit=long_tp4) strategy.exit("LongExit5", "LongEntry5", stop=long_sl, limit=long_tp5) is_long_sl_moved := false if ssl_short_entry and in_date and not in_ssl_short in_ssl_short := true in_ssl_long := false did_prev_bar_ssl_flip := true short_sl := close + (atr * sl_atr_multiplier) short_tp1 := close - (atr * tp1_atr_multiplier) short_tp2 := close - (atr * tp2_atr_multiplier) short_tp3 := close - (atr * tp3_atr_multiplier) short_tp4 := close - (atr * tp4_atr_multiplier) short_tp5 := close - (atr * tp5_atr_multiplier) strategy.entry("ShortEntry1", strategy.short, qty=entry_1) strategy.entry("ShortEntry2", strategy.short, qty=entry_2) strategy.entry("ShortEntry3", strategy.short, qty=entry_3) strategy.entry("ShortEntry4", strategy.short, qty=entry_4) strategy.entry("ShortEntry5", strategy.short, qty=entry_5) if use_tp_sl strategy.exit("ShortExit1", "ShortEntry1", stop=short_sl, limit=short_tp1) strategy.exit("ShortExit2", "ShortEntry2", stop=short_sl, limit=short_tp2) strategy.exit("ShortExit3", "ShortEntry3", stop=short_sl, limit=short_tp3) strategy.exit("ShortExit4", "ShortEntry4", stop=short_sl, limit=short_tp4) strategy.exit("ShortExit5", "ShortEntry5", stop=short_sl, limit=short_tp5) is_short_sl_moved := falsetemplate: strategy.tpl:40:21: executing "strategy.tpl" at <.api.GetStrategyListByName>: wrong number of args for GetStrategyListByName: want 7 got 6