add new works ...
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//FUNCTIONS
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RoundUp(number, decimals) =>
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factor = math.pow(10, decimals)
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math.ceil(number * factor) / factor
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calc_rr(float entry_price, float sl_price, float take_price) =>
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entry_price > sl_price ? (take_price - entry_price) / (entry_price - sl_price) : (entry_price - take_price) / (sl_price - entry_price)
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create_trend_line(float sensitivity, float fib) =>
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high_line = ta.highest(high, int(sensitivity))
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low_line = ta.lowest(low, int(sensitivity))
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channel_range = high_line - low_line
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high_line - channel_range * fib
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//FUNCTIONS
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// TYPES AND METHODS
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type Strategy_settings
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float sensitivity = 0
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float risk_percent = 1
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string break_even_target = "1"
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float tp1_percent = 0
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float tp1_percent_fix = 0
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float tp2_percent = 0
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float tp2_percent_fix = 0
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float tp3_percent = 0
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float tp3_percent_fix = 0
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float tp4_percent = 0
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float tp4_percent_fix = 0
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bool fixed_stop = false
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float sl_percent = 0
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type Trade
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int start_bar_index = 0
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string side
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float market_order_comission
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float limit_order_comission
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float entry_price
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bool entry_hit = false
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float sl_price
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float tp1_price
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float tp1_percent_fix
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float tp2_price
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float tp2_percent_fix
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float tp3_price
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float tp3_percent_fix
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float tp4_price
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float tp4_percent_fix
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float break_even_price
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bool sl_hit = false
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bool tp1_hit = false
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bool tp2_hit = false
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bool tp3_hit = false
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bool tp4_hit = false
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float position_size_left = 100
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float risk_percent
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bool is_closed = false
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float close_price = 0
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bool can_break_even = false
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bool force_closed = false
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float profit = 0
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float risk_reward
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line entry_line
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line stoploss_line
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line target1_line
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line target2_line
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line target3_line
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line target4_line
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method calc_profit(Trade trade, bool show_labels) =>
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label trade_info_label = na
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label entry_hit_label = na
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label tp1_hit_label = na
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label tp2_hit_label = na
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label tp3_hit_label = na
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label tp4_hit_label = na
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label sl_hit_label = na
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label be_hit_label = na
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float profit = 0.0
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if trade.side == "LONG"
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if low <= trade.entry_price and not trade.entry_hit
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trade.start_bar_index := bar_index
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trade.entry_hit := true
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entry_hit_label := label.new(trade.start_bar_index, trade.entry_price, str.tostring("ENTRY HIT"), style = label.style_label_right)
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trade_info_label := label.new(bar_index, high, "Trade info:" + "\nEntry: " + str.tostring(trade.entry_price) + "\nTp1: " + str.tostring(trade.tp1_price) + "\nTp2: " + str.tostring(trade.tp2_price) + "\nTp3:" + str.tostring(trade.tp3_price) + "\nTp4: " + str.tostring(trade.tp4_price) + "\nSl: " + str.tostring(trade.sl_price))
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if high >= trade.tp1_price and not trade.tp1_hit and trade.entry_hit
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trade.tp1_hit := true
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trade.position_size_left -= trade.tp1_percent_fix
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profit += calc_rr(trade.entry_price, trade.sl_price, trade.tp1_price) * trade.tp1_percent_fix / 100 * trade.risk_percent
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tp1_hit_label := label.new(trade.start_bar_index, trade.tp1_price, str.tostring("TP1 HIT +") + str.tostring(profit, "#.##") + "%" + "\nPosition size %: " + str.tostring(trade.position_size_left), style = label.style_label_right)
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if high >= trade.tp2_price and not trade.tp2_hit and trade.entry_hit
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trade.tp2_hit := true
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trade.can_break_even := true
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trade.position_size_left -= trade.tp2_percent_fix
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profit += calc_rr(trade.entry_price, trade.sl_price, trade.tp2_price) * trade.tp2_percent_fix / 100 * trade.risk_percent
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tp2_hit_label := label.new(trade.start_bar_index, trade.tp2_price, str.tostring("TP2 HIT +") + str.tostring(profit, "#.##") + "%" + "\nPosition size %: " + str.tostring(trade.position_size_left), style = label.style_label_right)
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if high >= trade.tp3_price and not trade.tp3_hit and trade.entry_hit
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trade.tp3_hit := true
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trade.position_size_left -= trade.tp3_percent_fix
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profit += calc_rr(trade.entry_price, trade.sl_price, trade.tp3_price) * trade.tp3_percent_fix / 100 * trade.risk_percent
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tp3_hit_label := label.new(trade.start_bar_index, trade.tp3_price, str.tostring("TP3 HIT +") + str.tostring(profit, "#.##") + "%" + "\nPosition size %: " + str.tostring(trade.position_size_left), style = label.style_label_right)
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if high >= trade.tp4_price and not trade.tp4_hit and trade.entry_hit
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trade.tp4_hit := true
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trade.is_closed := true
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trade.position_size_left -= trade.tp4_percent_fix
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profit += calc_rr(trade.entry_price, trade.sl_price, trade.tp4_price) * trade.tp4_percent_fix / 100 * trade.risk_percent
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tp4_hit_label := label.new(trade.start_bar_index, trade.tp4_price, str.tostring("TP4 HIT +") + str.tostring(profit, "#.##") + "%" + "\nPosition size %: " + str.tostring(trade.position_size_left), style = label.style_label_right)
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if high >= trade.break_even_price and not trade.can_break_even and trade.entry_hit
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trade.can_break_even := true
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//BE ENTRY HIT
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if trade.can_break_even and trade.entry_hit
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if low <= trade.entry_price and not (close >= open) and bar_index != trade.start_bar_index
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trade.is_closed := true
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be_hit_label := label.new(bar_index, trade.entry_price, str.tostring("BE HIT"), style = label.style_label_left)
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// SL HIT
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if low <= trade.sl_price and not trade.can_break_even and trade.entry_hit and bar_index != trade.start_bar_index
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trade.sl_hit := true
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trade.is_closed := true
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profit += -trade.risk_percent * trade.position_size_left / 100
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sl_hit_label := label.new(bar_index, trade.sl_price, str.tostring("SL HIT ") + str.tostring(profit, "#.##") + "%", color = color.red, style = label.style_label_left)
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else
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if high >= trade.entry_price and not trade.entry_hit
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trade.start_bar_index := bar_index
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trade.entry_hit := true
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entry_hit_label := label.new(trade.start_bar_index, trade.entry_price, str.tostring("ENTRY HIT"), style = label.style_label_right)
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trade_info_label := label.new(bar_index, high, "Trade info:" + "\nEntry: " + str.tostring(trade.entry_price) + "\nTp1: " + str.tostring(trade.tp1_price) + "\nTp2: " + str.tostring(trade.tp2_price) + "\nTp3:" + str.tostring(trade.tp3_price) + "\nTp4: " + str.tostring(trade.tp4_price) + "\nSl: " + str.tostring(trade.sl_price))
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if low <= trade.tp1_price and not trade.tp1_hit and trade.entry_hit
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trade.tp1_hit := true
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trade.position_size_left -= trade.tp1_percent_fix
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profit += calc_rr(trade.entry_price, trade.sl_price, trade.tp1_price) * trade.tp1_percent_fix / 100 * trade.risk_percent
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tp1_hit_label := label.new(trade.start_bar_index, trade.tp1_price, str.tostring("TP1 HIT +") + str.tostring(profit, "#.##") + "%" + "\nPosition size %: " + str.tostring(trade.position_size_left), style = label.style_label_right)
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if low <= trade.tp2_price and not trade.tp2_hit and trade.entry_hit
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trade.tp2_hit := true
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trade.position_size_left -= trade.tp2_percent_fix
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profit += calc_rr(trade.entry_price, trade.sl_price, trade.tp2_price) * trade.tp2_percent_fix / 100 * trade.risk_percent
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tp2_hit_label := label.new(trade.start_bar_index, trade.tp2_price, str.tostring("TP2 HIT +") + str.tostring(profit, "#.##") + "%" + "\nPosition size %: " + str.tostring(trade.position_size_left), style = label.style_label_right)
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if low <= trade.tp3_price and not trade.tp3_hit and trade.entry_hit
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trade.tp3_hit := true
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trade.position_size_left -= trade.tp3_percent_fix
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profit += calc_rr(trade.entry_price, trade.sl_price, trade.tp3_price) * trade.tp3_percent_fix / 100 * trade.risk_percent
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tp3_hit_label := label.new(trade.start_bar_index, trade.tp3_price, str.tostring("TP3 HIT +") + str.tostring(profit, "#.##") + "%" + "\nPosition size %: " + str.tostring(trade.position_size_left), style = label.style_label_right)
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if low <= trade.tp4_price and not trade.tp4_hit and trade.entry_hit
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trade.tp4_hit := true
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trade.is_closed := true
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trade.position_size_left -= trade.tp4_percent_fix
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profit += calc_rr(trade.entry_price, trade.sl_price, trade.tp4_price) * trade.tp4_percent_fix / 100 * trade.risk_percent
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tp4_hit_label := label.new(trade.start_bar_index, trade.tp4_price, str.tostring("TP4 HIT +") + str.tostring(profit, "#.##") + "%" + "\nPosition size %: " + str.tostring(trade.position_size_left), style = label.style_label_right)
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if low <= trade.break_even_price and not trade.can_break_even and trade.entry_hit
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trade.can_break_even := true
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//BE ENTRY HIT
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if trade.can_break_even and trade.entry_hit
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if high >= trade.entry_price and not (close <= open) and bar_index != trade.start_bar_index
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trade.is_closed := true
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be_hit_label := label.new(bar_index, trade.entry_price, str.tostring("BE HIT"), style = label.style_label_left)
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// SL HIT
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if high >= trade.sl_price and not trade.can_break_even and trade.entry_hit and bar_index != trade.start_bar_index
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trade.sl_hit := true
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trade.is_closed := true
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profit += -trade.risk_percent * trade.position_size_left / 100
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sl_hit_label := label.new(bar_index, trade.sl_price, str.tostring("SL HIT ") + str.tostring(profit, "#.##") + "%", color = color.red, style = label.style_label_left)
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trade.profit += profit
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if not show_labels
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label.delete(entry_hit_label)
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label.delete(tp1_hit_label)
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label.delete(tp2_hit_label)
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label.delete(tp3_hit_label)
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label.delete(tp4_hit_label)
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label.delete(sl_hit_label)
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label.delete(be_hit_label)
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label.delete(trade_info_label)
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method close_trade(Trade trade, bool show_labels) =>
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float profit = 0.0
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label trade_closed_label = na
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trade.force_closed := true
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if not trade.sl_hit
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if trade.side == "SHORT"
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trade.is_closed := true
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trade.close_price := close
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if close <= trade.entry_price
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percent_from_entry_to_close_price_at_trend_change = math.abs((close / trade.entry_price) * 100)
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percent_from_entry_to_sl_price = math.abs((trade.entry_price / trade.sl_price) * 100)
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profit := calc_rr(trade.entry_price, trade.sl_price, close) * trade.position_size_left / 100 * trade.risk_percent
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else
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profit := calc_rr(trade.entry_price, trade.sl_price, close) * trade.position_size_left / 100 * trade.risk_percent
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string sign = profit >= 0 ? "+" : na
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trade_closed_label := label.new(bar_index, high, str.tostring("TRADE CLOSED ") + sign + str.tostring(profit, "#.##") + "%")
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else
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trade.is_closed := true
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trade.close_price := close
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if close <= trade.entry_price
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percent_from_entry_to_close_price_at_trend_change = math.abs((close / trade.entry_price - 1) * 100)
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percent_from_entry_to_sl_price = math.abs((trade.entry_price / trade.sl_price - 1) * 100)
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profit := -trade.risk_percent * (percent_from_entry_to_close_price_at_trend_change / percent_from_entry_to_sl_price) * trade.position_size_left / 100 + trade.profit
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else
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profit := calc_rr(trade.entry_price, trade.sl_price, close) * trade.position_size_left / 100 * trade.risk_percent
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string sign = profit >= 0 ? "+" : na
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trade_closed_label := label.new(bar_index, low, str.tostring("TRADE CLOSED ") + sign + str.tostring(profit, "#.##") + "%", style = label.style_label_up)
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if not show_labels
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label.delete(trade_closed_label)
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trade.profit += profit
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// TYPES AND METHODS
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// STRATS
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selector(string strategy_name) =>
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strategy_settings = Strategy_settings.new()
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switch strategy_name
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"MANUAL" =>
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strategy_settings.sensitivity := 18
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strategy_settings.risk_percent := 1
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strategy_settings.break_even_target := "1"
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strategy_settings.tp1_percent := 1
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strategy_settings.tp1_percent_fix := 40
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strategy_settings.tp2_percent := 2
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strategy_settings.tp2_percent_fix := 30
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strategy_settings.tp3_percent := 3
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strategy_settings.tp3_percent_fix := 20
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strategy_settings.tp4_percent := 4
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strategy_settings.tp4_percent_fix := 10
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strategy_settings.fixed_stop := false
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strategy_settings.sl_percent := 0.0
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"UNIVERSAL 15m" =>
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strategy_settings.sensitivity := 20
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strategy_settings.risk_percent := 1
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strategy_settings.break_even_target := "1"
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strategy_settings.tp1_percent := 1
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strategy_settings.tp1_percent_fix := 40
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strategy_settings.tp2_percent := 2
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strategy_settings.tp2_percent_fix := 30
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strategy_settings.tp3_percent := 3
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strategy_settings.tp3_percent_fix := 20
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strategy_settings.tp4_percent := 4
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strategy_settings.tp4_percent_fix := 10
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strategy_settings.fixed_stop := false
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strategy_settings.sl_percent := 0.0
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"SOL 5m" =>
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strategy_settings.sensitivity := 20
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strategy_settings.risk_percent := 1
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strategy_settings.break_even_target := "1"
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strategy_settings.tp1_percent := 1
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strategy_settings.tp1_percent_fix := 40
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strategy_settings.tp2_percent := 2
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strategy_settings.tp2_percent_fix := 30
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strategy_settings.tp3_percent := 3
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strategy_settings.tp3_percent_fix := 20
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strategy_settings.tp4_percent := 4
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strategy_settings.tp4_percent_fix := 10
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strategy_settings.fixed_stop := false
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strategy_settings.sl_percent := 0.0
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strategy_settings
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// STRATS
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string STRATEGIES = "STRATEGIES"
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string POSITION = "POSITION"
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string ENTRY = "ENTRY"
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string TAKE_PROFITS = "TAKE PROFITS"
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string STOP_LOSS = "STOPLOSS"
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string rsi_group = "RSI"
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string main_group = "MAIN"
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string info_panel_group = "INFOPANELS"
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string dev_settings = "DEVELOPER MODE"
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int fibo_lines_transparend = 60
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int fill_best_transparend = 95
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int fill_worst_transparend = 98
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color high_line_color = color.rgb(36, 255, 44, fibo_lines_transparend)
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color fib_236_color = color.rgb(130, 228, 74, fibo_lines_transparend)
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color fib_382_color = color.rgb(171, 224, 174, fibo_lines_transparend)
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color fib_618_color = color.rgb(235, 255, 51, fibo_lines_transparend)
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color fib_786_color = color.rgb(255, 131, 73, fibo_lines_transparend)
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color low_line_color = color.rgb(255, 82, 82, fibo_lines_transparend)
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color high_best_fill_color = color.rgb(48, 255, 55, fill_best_transparend)
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color high_worst_fill_color = color.rgb(37, 255, 44, fill_worst_transparend)
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color low_best_fill_color = color.rgb(255, 54, 54, fill_best_transparend)
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color low_worst_fill_color = color.rgb(255, 43, 43, fill_worst_transparend)
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tp_sl_entry_transparent = 30
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color tp_color = color.new(color.green, tp_sl_entry_transparent)
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||||||
|
color entry_color = color.rgb(120, 123, 134, tp_sl_entry_transparent)
|
||||||
|
color sl_color = color.new(color.red, tp_sl_entry_transparent)
|
||||||
|
line_style = line.style_dotted
|
||||||
|
|
||||||
|
|
||||||
|
//@version=5
|
||||||
|
indicator(title='[IMBA] ALGO', shorttitle='[IMBA] ALGO', overlay=true, max_lines_count = 500, max_labels_count = 500, max_bars_back = 1)
|
||||||
|
|
||||||
|
//---------------------------------------------------SETTINGS----------------------------------------------------------\\
|
||||||
|
// STRATS
|
||||||
|
var float sensitivity = 18
|
||||||
|
float risk_percent = 1
|
||||||
|
string break_even_target = "2"
|
||||||
|
float tp1_percent = 0
|
||||||
|
float tp1_percent_fix = 0
|
||||||
|
float tp2_percent = 0
|
||||||
|
float tp2_percent_fix = 0
|
||||||
|
float tp3_percent = 0
|
||||||
|
float tp3_percent_fix = 0
|
||||||
|
float tp4_percent = 0
|
||||||
|
float tp4_percent_fix = 0
|
||||||
|
bool fixed_stop = false
|
||||||
|
float sl_percent = 0
|
||||||
|
|
||||||
|
strategy_input = input.string(title = "STRATEGY", options = [
|
||||||
|
"MANUAL",
|
||||||
|
"UNIVERSAL 15m",
|
||||||
|
"===============",
|
||||||
|
"-------A-------",
|
||||||
|
"-------B-------",
|
||||||
|
"-------C-------",
|
||||||
|
"-------D-------",
|
||||||
|
"-------E-------",
|
||||||
|
"-------F-------",
|
||||||
|
"-------G-------",
|
||||||
|
"-------H-------",
|
||||||
|
"-------I-------",
|
||||||
|
"-------J-------",
|
||||||
|
"-------K-------",
|
||||||
|
"-------L-------",
|
||||||
|
"-------M-------",
|
||||||
|
"-------N-------",
|
||||||
|
"-------O-------",
|
||||||
|
"-------P-------",
|
||||||
|
"-------Q-------",
|
||||||
|
"-------R-------",
|
||||||
|
"-------S-------",
|
||||||
|
"SOL 5m",
|
||||||
|
"-------T-------",
|
||||||
|
"-------U-------",
|
||||||
|
"-------V-------",
|
||||||
|
"-------W-------",
|
||||||
|
"-------X-------",
|
||||||
|
"-------Y-------",
|
||||||
|
"-------Z-------"
|
||||||
|
], defval = "MANUAL", tooltip = "EN:\nTo manually configure the strategy, select MANUAL otherwise, changing the settings won't have any effect\nRU:\nЧтобы настроить стратегию вручную, выберите MANUAL в противном случае изменение настроек не будет иметь никакого эффекта")
|
||||||
|
|
||||||
|
// MAIN
|
||||||
|
sensitivity_input = input.float(title = 'Sensitive', step = 0.1, defval = 18)
|
||||||
|
start_date_input = input.time(defval = timestamp("1 June 2023"), title = "Start calculating date")
|
||||||
|
// POSITION
|
||||||
|
show_tp_enty_sl = input.bool(defval = true, title = "Show", group = POSITION, inline = "2.1")
|
||||||
|
fill_positions = input.bool(defval = true, title = "Fill", group = POSITION, inline = "2.1")
|
||||||
|
risk_percent_input = input.float(title = "Risk %", step = 1, defval = 1, group = POSITION, tooltip = "EN:\nMaximum allowable loss % of the deposit per 1 trade\nRU:\nМаксимально допустимая потеря % от депозита на 1 сделку")
|
||||||
|
break_even_target_input = input.string(title = "BE target", options = ["WITHOUT","1","2","3"], defval = "1", group = POSITION)
|
||||||
|
initial_deposit_input = input.float(title = "Initial deposit", defval = 1000, step = 100, group = POSITION)
|
||||||
|
// STOPLOSS
|
||||||
|
fixed_stop_input = input.bool(defval = false, title = "Fixed stoploss %", group = STOP_LOSS, tooltip = "EN:\nIf choosed: stoploss will be calculated manually \nIf NOT choosed: stoploss will be calculated automatic\nRU:\nЕсли выбрано: стоп будет рассчитываться вручную \nЕсли НЕ выбрано: стоп будет рассчитываться автоматически")
|
||||||
|
sl_percent_input = input.float(title="SL %", step = 0.1, defval=0.00, group = STOP_LOSS)
|
||||||
|
// TAKE PROFITS
|
||||||
|
tp1_percent_input = input.float(title="TP 1", step = 0.05, defval=1.00, minval = 0, group = TAKE_PROFITS, inline = "2.2")
|
||||||
|
tp1_percent_fix_input = input.float(title = "Fix %", step = 5, defval=40, group = TAKE_PROFITS, inline = "2.2")
|
||||||
|
tp2_percent_input = input.float(title="TP 2", step = 0.05, defval=2.00, minval = 0, group = TAKE_PROFITS, inline = "2.3")
|
||||||
|
tp2_percent_fix_input = input.float(title = "Fix %", step = 5, defval=30, group = TAKE_PROFITS, inline = "2.3")
|
||||||
|
tp3_percent_input = input.float(title="TP 3", step = 0.05, defval=3.00, minval = 0, group = TAKE_PROFITS, inline = "2.4")
|
||||||
|
tp3_percent_fix_input = input.float(title = "Fix %", step = 5, defval=20, group = TAKE_PROFITS, inline = "2.4")
|
||||||
|
tp4_percent_input = input.float(title="TP 4", step = 0.05, defval=4.00, minval = 0, group = TAKE_PROFITS, inline = "2.5")
|
||||||
|
tp4_percent_fix_input = input.float(title = "Fix %", step = 5, defval=10, group = TAKE_PROFITS, inline = "2.5")
|
||||||
|
|
||||||
|
// RSI
|
||||||
|
show_rsi = input.bool(defval = false, title = "Show", group = rsi_group, inline = "3.1")
|
||||||
|
len = input(title="Length", defval=14, group = rsi_group, inline = "3.2")
|
||||||
|
overbought = input(title="Overbought", defval=78, group = rsi_group, inline = "3.3")
|
||||||
|
oversold = input(title="Oversold", defval=22, group = rsi_group, inline = "3.3")
|
||||||
|
// INFO PANEL
|
||||||
|
show_profit_panel = input.bool(defval = true, title = "Show profit panel", group = info_panel_group)
|
||||||
|
show_strategy_panel = input.bool(defval = false, title = "Show strategy panel", group = info_panel_group)
|
||||||
|
show_old_panel = input.bool(defval = false, title = "Show old panel", group = info_panel_group)
|
||||||
|
// DEV
|
||||||
|
show_dev_labels = input.bool(defval = false, title = "Show", group = dev_settings, tooltip = "Shows all possible events")
|
||||||
|
|
||||||
|
//-----------------------------------------------GLOBAL VARIABLES------------------------------------------------------\\
|
||||||
|
var float total_profit = 0.0
|
||||||
|
var int trade_count = 0
|
||||||
|
var int profit_trades = 0
|
||||||
|
var int loss_trades = 0
|
||||||
|
var int loss_streak = 0
|
||||||
|
var int loss_in_a_row = 0
|
||||||
|
var int win_streak = 0
|
||||||
|
var int wins_in_a_row = 0
|
||||||
|
var int first_trade_date = na
|
||||||
|
var Trade trade = na
|
||||||
|
var bool is_long_trend_started = false
|
||||||
|
var bool is_short_trend_started = false
|
||||||
|
var bool is_trend_change = na
|
||||||
|
var bool is_long_trend = false
|
||||||
|
var bool is_short_trend = false
|
||||||
|
var bool can_long = false
|
||||||
|
var bool can_short = false
|
||||||
|
|
||||||
|
var int trend_started_bar_index = na
|
||||||
|
var line tp1_line = na
|
||||||
|
var label tp1_label = na
|
||||||
|
var line tp2_line = na
|
||||||
|
var label tp2_label = na
|
||||||
|
var line tp3_line = na
|
||||||
|
var label tp3_label = na
|
||||||
|
var line tp4_line = na
|
||||||
|
var label tp4_label = na
|
||||||
|
var line entry_line = na
|
||||||
|
var label entry_label = na
|
||||||
|
var line close_line = na
|
||||||
|
var line sl_line = na
|
||||||
|
var label sl_label = na
|
||||||
|
var label lable_at_signal = na
|
||||||
|
var int signal_closed_bar = na
|
||||||
|
var Strategy_settings strategy_s = na
|
||||||
|
var float dep = initial_deposit_input
|
||||||
|
//-----------------------------------------------------MAIN------------------------------------------------------------\\
|
||||||
|
// STRATEGY
|
||||||
|
|
||||||
|
strategy_s := strategy_input == "MANUAL" ? Strategy_settings.new(sensitivity_input, risk_percent_input, break_even_target_input, tp1_percent_input, tp1_percent_fix_input, tp2_percent_input, tp2_percent_fix_input, tp3_percent_input, tp3_percent_fix_input, tp4_percent_input, tp4_percent_fix_input, fixed_stop_input, sl_percent_input) : selector(strategy_input)
|
||||||
|
|
||||||
|
sensitivity := strategy_s.sensitivity
|
||||||
|
risk_percent := strategy_s.risk_percent
|
||||||
|
break_even_target := strategy_s.break_even_target
|
||||||
|
tp1_percent := strategy_s.tp1_percent
|
||||||
|
tp1_percent_fix := strategy_s.tp1_percent_fix
|
||||||
|
tp2_percent := strategy_s.tp2_percent
|
||||||
|
tp2_percent_fix := strategy_s.tp2_percent_fix
|
||||||
|
tp3_percent := strategy_s.tp3_percent
|
||||||
|
tp3_percent_fix := strategy_s.tp3_percent_fix
|
||||||
|
tp4_percent := strategy_s.tp4_percent
|
||||||
|
tp4_percent_fix := strategy_s.tp4_percent_fix
|
||||||
|
fixed_stop := strategy_s.fixed_stop
|
||||||
|
sl_percent := strategy_s.sl_percent
|
||||||
|
|
||||||
|
sensitivity *= 10
|
||||||
|
tp1_percent /= 100
|
||||||
|
tp2_percent /= 100
|
||||||
|
tp3_percent /= 100
|
||||||
|
tp4_percent /= 100
|
||||||
|
tp1_percent_fix /= 100
|
||||||
|
tp2_percent_fix /= 100
|
||||||
|
tp3_percent_fix /= 100
|
||||||
|
tp4_percent_fix /= 100
|
||||||
|
sl_percent /= 100
|
||||||
|
|
||||||
|
|
||||||
|
high_line = ta.highest(high, int(sensitivity))
|
||||||
|
low_line = ta.lowest(low, int(sensitivity))
|
||||||
|
channel_range = high_line - low_line
|
||||||
|
fib_236 = high_line - channel_range * (0.236)
|
||||||
|
fib_382 = high_line - channel_range * 0.382
|
||||||
|
fib_5 = high_line - channel_range * 0.5
|
||||||
|
fib_618 = high_line - channel_range * 0.618
|
||||||
|
fib_786 = high_line - channel_range * (0.786)
|
||||||
|
imba_trend_line = fib_5
|
||||||
|
|
||||||
|
// CAN LONG/SHORT
|
||||||
|
if time >= start_date_input
|
||||||
|
can_long := close >= imba_trend_line and close >= fib_236 and not is_long_trend
|
||||||
|
can_short := close <= imba_trend_line and close <= fib_786 and not is_short_trend
|
||||||
|
|
||||||
|
if can_long
|
||||||
|
is_long_trend := true
|
||||||
|
is_short_trend := false
|
||||||
|
is_long_trend_started := is_long_trend_started ? false : true
|
||||||
|
else if can_short
|
||||||
|
is_short_trend := true
|
||||||
|
is_long_trend := false
|
||||||
|
is_short_trend_started := is_short_trend_started ? false : true
|
||||||
|
else
|
||||||
|
is_trend_change := false
|
||||||
|
can_long := false
|
||||||
|
can_short := false
|
||||||
|
is_short_trend_started := false
|
||||||
|
is_long_trend_started := false
|
||||||
|
|
||||||
|
is_trend_change := is_short_trend_started or is_long_trend_started
|
||||||
|
plotshape(is_long_trend and is_long_trend_started ? imba_trend_line : na, title="Long", style=shape.triangleup, location=location.belowbar, color=color.green, size=size.small)
|
||||||
|
plotshape(is_short_trend and is_short_trend_started ? imba_trend_line : na, title="Short", style=shape.triangledown, location=location.abovebar, color=color.red, size=size.small)
|
||||||
|
plot(imba_trend_line, color = is_long_trend[1] ? color.green : color.red, linewidth = 3)
|
||||||
|
|
||||||
|
// LOGIC
|
||||||
|
if not na(trade)
|
||||||
|
calc_profit(trade, show_dev_labels)
|
||||||
|
if is_trend_change and not trade.is_closed
|
||||||
|
close_trade(trade, show_dev_labels)
|
||||||
|
if not trade.is_closed
|
||||||
|
label.set_x(entry_label, bar_index - 3)
|
||||||
|
label.set_text(entry_label, str.tostring(trade.side == "LONG" ? "🔰" : "🔰") + str.tostring(trade.entry_price))
|
||||||
|
label.set_x(sl_label, bar_index - 3)
|
||||||
|
label.set_text(sl_label, "⛔" + str.tostring(trade.sl_price))
|
||||||
|
label.set_x(tp1_label, bar_index - 3)
|
||||||
|
label.set_text(tp1_label, str.tostring(trade.tp1_hit ? "✅" : "1️⃣") + str.tostring(trade.tp1_price))
|
||||||
|
label.set_x(tp2_label, bar_index - 3)
|
||||||
|
label.set_text(tp2_label, str.tostring(trade.tp2_hit ? "✅" : "2️⃣") + str.tostring(trade.tp2_price))
|
||||||
|
label.set_x(tp3_label, bar_index - 3)
|
||||||
|
label.set_text(tp3_label, str.tostring(trade.tp3_hit ? "✅" : "3️⃣") + str.tostring(trade.tp3_price))
|
||||||
|
label.set_x(tp4_label, bar_index - 3)
|
||||||
|
label.set_text(tp4_label, str.tostring(trade.tp4_hit ? "✅" : "4️⃣") + str.tostring(trade.tp4_price))
|
||||||
|
line.set_xy1(tp1_line, trade.start_bar_index, trade.tp1_price)
|
||||||
|
line.set_xy2(tp1_line, bar_index + 1, trade.tp1_price)
|
||||||
|
line.set_xy1(tp2_line, trade.start_bar_index, trade.tp2_price)
|
||||||
|
line.set_xy2(tp2_line, bar_index + 1, trade.tp2_price)
|
||||||
|
line.set_xy1(tp3_line, trade.start_bar_index, trade.tp3_price)
|
||||||
|
line.set_xy2(tp3_line, bar_index + 1, trade.tp3_price)
|
||||||
|
line.set_xy1(tp4_line, trade.start_bar_index, trade.tp4_price)
|
||||||
|
line.set_xy2(tp4_line, bar_index + 1, trade.tp4_price)
|
||||||
|
line.set_xy1(entry_line, trade.start_bar_index, trade.entry_price)
|
||||||
|
line.set_xy2(entry_line, bar_index + 1, trade.entry_price)
|
||||||
|
line.set_xy1(sl_line, trade.start_bar_index, trade.sl_price)
|
||||||
|
line.set_xy2(sl_line, bar_index + 1, trade.sl_price)
|
||||||
|
|
||||||
|
lable_at_signal.set_x(int(math.avg(bar_index, trade.start_bar_index)))
|
||||||
|
sign = trade.profit >= 0 ? "+" : na
|
||||||
|
lable_at_signal.set_text(sign + str.tostring(trade.profit, "#.##") + "%")
|
||||||
|
lable_at_signal.set_color(trade.profit >= 0 ? color.green : color.red)
|
||||||
|
|
||||||
|
// FILLING
|
||||||
|
if fill_positions
|
||||||
|
if trade.tp1_hit
|
||||||
|
linefill.new(entry_line, tp1_line, color = color.new(color.green, 85))
|
||||||
|
if trade.tp2_hit
|
||||||
|
linefill.new(tp1_line, tp2_line, color = color.new(color.green, 85))
|
||||||
|
if trade.tp3_hit
|
||||||
|
linefill.new(tp2_line, tp3_line, color = color.new(color.green, 85))
|
||||||
|
if trade.tp4_hit
|
||||||
|
linefill.new(tp3_line, tp4_line, color = color.new(color.green, 85))
|
||||||
|
if trade.sl_hit
|
||||||
|
linefill.new(sl_line, entry_line, color = color.new(color.red, 85))
|
||||||
|
if trade.force_closed
|
||||||
|
close_line := line.new(x1=trade.start_bar_index, y1=trade.close_price, x2=bar_index, y2=trade.close_price, color=color.white, style = line_style, width = 2)
|
||||||
|
if trade.profit <= 0
|
||||||
|
linefill.new(close_line, entry_line, color = color.new(color.red, 85))
|
||||||
|
|
||||||
|
if trade.is_closed
|
||||||
|
dep := (trade.profit / 100 * dep) + dep
|
||||||
|
label.delete(entry_label)
|
||||||
|
label.delete(sl_label)
|
||||||
|
label.delete(tp1_label)
|
||||||
|
label.delete(tp2_label)
|
||||||
|
label.delete(tp3_label)
|
||||||
|
label.delete(tp4_label)
|
||||||
|
total_profit += trade.profit
|
||||||
|
trade_count += 1
|
||||||
|
if trade.profit >= 0
|
||||||
|
profit_trades += 1
|
||||||
|
wins_in_a_row += 1
|
||||||
|
loss_in_a_row := 0
|
||||||
|
win_streak := wins_in_a_row > win_streak ? wins_in_a_row : win_streak
|
||||||
|
else
|
||||||
|
loss_trades += 1
|
||||||
|
loss_in_a_row += 1
|
||||||
|
wins_in_a_row := 0
|
||||||
|
loss_streak := loss_in_a_row > loss_streak ? loss_in_a_row : loss_streak
|
||||||
|
trade := na
|
||||||
|
|
||||||
|
alertcondition(can_long and na(trade), "Long signal", "Long")
|
||||||
|
alertcondition(can_short and na(trade), "Short signal", "Short")
|
||||||
|
alertcondition(can_short or can_long and na(trade), "New signal", "Check chart to see signal direction")
|
||||||
|
if can_long or can_short and na(trade)
|
||||||
|
first_trade_date := trade_count == 0 ? timestamp(year, month, dayofmonth, hour, minute) : first_trade_date
|
||||||
|
trade := Trade.new()
|
||||||
|
trade.side := can_long ? "LONG" : "SHORT"
|
||||||
|
trade.entry_price := close
|
||||||
|
trade.entry_hit := true
|
||||||
|
trade.sl_price := math.round_to_mintick(can_long ? fixed_stop ? trade.entry_price * (1 - sl_percent) : fib_786 * (1 - sl_percent) : fixed_stop ? trade.entry_price * (1 + sl_percent) : fib_236 * (1 + sl_percent))
|
||||||
|
trade.tp1_price := math.round_to_mintick(can_long ? trade.entry_price * (1 + tp1_percent) : trade.entry_price * (1 - tp1_percent))
|
||||||
|
trade.tp1_percent_fix := tp1_percent_fix * 100
|
||||||
|
trade.tp2_price := math.round_to_mintick(can_long ? trade.entry_price * (1 + tp2_percent) : trade.entry_price * (1 - tp2_percent))
|
||||||
|
trade.tp2_percent_fix := tp2_percent_fix * 100
|
||||||
|
trade.tp3_price := math.round_to_mintick(can_long ? trade.entry_price * (1 + tp3_percent) : trade.entry_price * (1 - tp3_percent))
|
||||||
|
trade.tp3_percent_fix := tp3_percent_fix * 100
|
||||||
|
trade.tp4_price := math.round_to_mintick(can_long ? trade.entry_price * (1 + tp4_percent) : trade.entry_price * (1 - tp4_percent))
|
||||||
|
trade.tp4_percent_fix := tp4_percent_fix * 100
|
||||||
|
trade.break_even_price := switch break_even_target
|
||||||
|
"1" => trade.tp1_price
|
||||||
|
"2" => trade.tp2_price
|
||||||
|
"3" => trade.tp3_price
|
||||||
|
"WITHOUT" => trade.tp4_price
|
||||||
|
trade.risk_percent := risk_percent
|
||||||
|
trade.risk_reward := calc_rr(trade.entry_price, trade.sl_price, trade.tp4_price)
|
||||||
|
trade.start_bar_index := bar_index
|
||||||
|
alert_message = "\n{\n" + " \"side\": \"" + str.tostring(trade.side) + "\",\n \"entry\": \"" + str.tostring(trade.entry_price) + "\",\n \"tp1\": \"" + str.tostring(trade.tp1_price) + "\",\n \"tp2\": \"" + str.tostring(trade.tp2_price) + "\",\n \"tp3\": \"" + str.tostring(trade.tp3_price) + "\",\n \"tp4\": \"" + str.tostring(trade.tp4_price) + "\",\n \"winrate\": \"" + str.tostring(RoundUp(profit_trades / trade_count * 100, 2)) + "%" + "\",\n \"strategy\": \"" + strategy_input + "\",\n \"beTargetTrigger\": \"" + break_even_target + "\",\n \"stop\": \"" + str.tostring(trade.sl_price) + "\"\n}\n"
|
||||||
|
alert(alert_message, alert.freq_once_per_bar_close)
|
||||||
|
if show_tp_enty_sl
|
||||||
|
entry_line := line.new(x1=trade.start_bar_index, y1=trade.entry_price, x2=bar_index, y2=trade.entry_price, color=entry_color, style = line.style_solid, width = 2)
|
||||||
|
entry_label := label.new(bar_index, trade.entry_price, str.tostring(trade.entry_price), style = label.style_label_left, color = color.rgb(255, 255, 255, 100), textcolor = color.gray)
|
||||||
|
sl_line := line.new(x1=trade.start_bar_index, y1=trade.sl_price, x2=bar_index, y2=trade.sl_price, color=sl_color, style = line_style, width = 2)
|
||||||
|
sl_label := label.new(bar_index, trade.sl_price, str.tostring(trade.sl_price), style = label.style_label_left, color = color.rgb(255, 255, 255, 100), textcolor = color.red)
|
||||||
|
tp1_line := line.new(x1=trade.start_bar_index, y1=trade.tp1_price, x2=bar_index, y2=trade.tp1_price, color=tp_color, style = line_style, width = 2)
|
||||||
|
tp1_label := label.new(bar_index, trade.tp1_price, str.tostring(trade.tp1_price), style = label.style_label_left, color = color.rgb(255, 255, 255, 100), textcolor = color.green)
|
||||||
|
tp2_line := line.new(x1=trade.start_bar_index, y1=trade.tp2_price, x2=bar_index, y2=trade.tp2_price, color=tp_color, style = line_style, width = 2)
|
||||||
|
tp2_label := label.new(bar_index, trade.tp2_price, str.tostring(trade.tp2_price), style = label.style_label_left, color = color.rgb(255, 255, 255, 100), textcolor = color.green)
|
||||||
|
tp3_line := line.new(x1=trade.start_bar_index, y1=trade.tp3_price, x2=bar_index, y2=trade.tp3_price, color=tp_color, style = line_style, width = 2)
|
||||||
|
tp3_label := label.new(bar_index, trade.tp3_price, str.tostring(trade.tp3_price), style = label.style_label_left, color = color.rgb(255, 255, 255, 100), textcolor = color.green)
|
||||||
|
tp4_line := line.new(x1=trade.start_bar_index, y1=trade.tp4_price, x2=bar_index, y2=trade.tp4_price, color=tp_color, style = line_style, width = 2)
|
||||||
|
tp4_label := label.new(bar_index, trade.tp4_price, str.tostring(trade.tp4_price), style = label.style_label_left, color = color.rgb(255, 255, 255, 100), textcolor = color.green)
|
||||||
|
lable_at_signal := label.new(bar_index, is_long_trend ? trade.tp4_price * 1.004 : trade.tp4_price * 0.996, "", style = label.style_label_center, textcolor = color.white)
|
||||||
|
|
||||||
|
//------------------------------------------------------RSI------------------------------------------------------------\\
|
||||||
|
rsi_value = ta.rsi(close, len)
|
||||||
|
is_overbought = rsi_value >= overbought
|
||||||
|
is_oversold = rsi_value <= oversold
|
||||||
|
plotshape(is_overbought and show_rsi ? high : na, color=color.red, style=shape.cross, size=size.tiny, location=location.abovebar)
|
||||||
|
plotshape(is_oversold and show_rsi ? low : na, color=color.green, style=shape.cross, size=size.tiny, location=location.belowbar)
|
||||||
|
|
||||||
|
//-----------------------------------------------------PANELS------------------------------------------------------------\\
|
||||||
|
lim = "-------------------------------------------------------"
|
||||||
|
high_idk = "╔════════════════════════════╗"
|
||||||
|
low_idk = "╚════════════════════════════╝"
|
||||||
|
panel_str1 = high_idk + "\n" + "[IMBA] ALGO" + "\n" + low_idk
|
||||||
|
panel_str13 = "First signal: " + str.format("{0,date,hh:mm} {0,date,long}", first_trade_date) + "\n" + lim
|
||||||
|
panel_str14 = "Signal closed: " + str.tostring(trade_count) + " " + "Winrate: " + str.tostring(RoundUp(profit_trades / trade_count * 100, 2)) + "%"
|
||||||
|
panel_str15 = "Profit signals: " + str.tostring(profit_trades) + " " + "Loss signals: " + str.tostring(trade_count - profit_trades)
|
||||||
|
panel_str16 = "Win streak: " + str.tostring(win_streak) + " " + "Loss streak: " + str.tostring(loss_streak) + "\n" + lim
|
||||||
|
panel_str17 = "💰 Profit: " + str.tostring(total_profit, "#.##") + "% 💰"
|
||||||
|
panel_last = "╚════════════════════════════╝"
|
||||||
|
panel_str_arr = array.from(panel_str1, panel_str13, panel_str14, panel_str15, panel_str16, panel_str17, panel_last)
|
||||||
|
if show_old_panel
|
||||||
|
label l = label.new(bar_index + 20, close, text=array.join(panel_str_arr, "\n"), color=color.rgb(0, 0, 0, 87), style=label.style_label_left, textcolor=color.rgb(76, 187, 72),textalign=text.align_center)
|
||||||
|
label.delete(l[1])
|
||||||
|
|
||||||
|
var table profit_table = na
|
||||||
|
if show_profit_panel
|
||||||
|
profit_table := table.new(position.top_right, 3, 10, border_color = color.green, border_width = 0)
|
||||||
|
table.cell(profit_table, 0, 0, "═════════════════════════════" + "\n" + "[IMBA] ALGO" + "\n" + "═════════════════════════════", bgcolor = color.rgb(0, 0, 0, 87), text_color = color.green, width = 6, height = 5, text_size = size.normal)
|
||||||
|
table.cell(profit_table, 1, 0, "", bgcolor = color.rgb(0, 0, 0, 87), text_color = color.green, width = 6, height = 3, text_size = size.normal)
|
||||||
|
table.merge_cells(profit_table, 0,0,1,0)
|
||||||
|
table.cell(profit_table, 0, 1, "First trade:", bgcolor = color.rgb(0, 0, 0, 87), text_color = color.green, width = 8, height = 3, text_size = size.normal, text_halign = text.align_left)
|
||||||
|
table.cell(profit_table, 1, 1, str.format("{0,date,long}", first_trade_date), bgcolor = color.rgb(0, 0, 0, 87), text_color = color.green, width = 8, height = 3, text_size = size.normal)
|
||||||
|
table.cell(profit_table, 0, 2, "Total trades:", bgcolor = color.rgb(0, 0, 0, 87), text_color = color.green, width = 5, height = 3, text_size = size.normal, text_halign = text.align_left)
|
||||||
|
table.cell(profit_table, 1, 2, str.tostring(trade_count), bgcolor = color.rgb(0, 0, 0, 87), text_color = color.green, width = 5, height = 3, text_size = size.normal)
|
||||||
|
table.cell(profit_table, 0, 3, "Profit trades:", bgcolor = color.rgb(0, 0, 0, 87), text_color = color.green, width = 5, height = 3, text_size = size.normal, text_halign = text.align_left)
|
||||||
|
table.cell(profit_table, 1, 3, str.tostring(profit_trades), bgcolor = color.rgb(0, 0, 0, 87), text_color = color.green, width = 5, height = 3, text_size = size.normal)
|
||||||
|
table.cell(profit_table, 0, 4, "Loss trades:", bgcolor = color.rgb(0, 0, 0, 87), text_color = color.green, width = 5, height = 3, text_size = size.normal, text_halign = text.align_left)
|
||||||
|
table.cell(profit_table, 1, 4, str.tostring(loss_trades), bgcolor = color.rgb(0, 0, 0, 87), text_color = color.green, width = 5, height = 3, text_size = size.normal)
|
||||||
|
table.cell(profit_table, 0, 5, "Winrate:", bgcolor = color.rgb(0, 0, 0, 87), text_color = color.green, width = 5, height = 3, text_size = size.normal, text_halign = text.align_left)
|
||||||
|
table.cell(profit_table, 1, 5, str.tostring(RoundUp(profit_trades / trade_count * 100, 2)) + "%", bgcolor = color.rgb(0, 0, 0, 87), text_color = color.green, width = 5, height = 3, text_size = size.normal)
|
||||||
|
table.cell(profit_table, 0, 6, "Win streak:", bgcolor = color.rgb(0, 0, 0, 87), text_color = color.green, width = 5, height = 3, text_size = size.normal, text_halign = text.align_left)
|
||||||
|
table.cell(profit_table, 1, 6, str.tostring(win_streak), bgcolor = color.rgb(0, 0, 0, 87), text_color = color.green, width = 5, height = 3, text_size = size.normal)
|
||||||
|
table.cell(profit_table, 0, 7, "Loss streak:", bgcolor = color.rgb(0, 0, 0, 87), text_color = color.green, width = 5, height = 3, text_size = size.normal, text_halign = text.align_left)
|
||||||
|
table.cell(profit_table, 1, 7, str.tostring(loss_streak), bgcolor = color.rgb(0, 0, 0, 87), text_color = color.green, width = 5, height = 3, text_size = size.normal)
|
||||||
|
table.cell(profit_table, 0, 8, "Deposit: ", bgcolor = color.rgb(0, 0, 0, 87), text_color = color.green, width = 5, height = 3, text_size = size.normal, text_halign = text.align_left)
|
||||||
|
table.cell(profit_table, 1, 8, str.tostring(dep, "##.##"), bgcolor = color.rgb(0, 0, 0, 87), text_color = color.green, width = 5, height = 3, text_size = size.normal)
|
||||||
|
table.cell(profit_table, 0, 9, "═════════════════════════════" + "\n" + "💰 Profit: " + str.tostring(total_profit, "#.##") + "% 💰" + "\n" + "═════════════════════════════", bgcolor = color.rgb(0, 0, 0, 87), text_color = color.green, width = 5, height = 10, text_size = size.normal, text_halign = text.align_center, text_valign = text.align_top)
|
||||||
|
table.cell(profit_table, 1, 9,"", bgcolor = color.rgb(0, 0, 0, 87), text_color = color.green, width = 5, height = 3, text_size = size.normal)
|
||||||
|
table.merge_cells(profit_table, 0, 9, 1, 9)
|
||||||
|
|
||||||
|
var table strategy_table = na
|
||||||
|
if show_strategy_panel
|
||||||
|
strategy_table := table.new(position.bottom_right, 5, 6, border_color = color.green)
|
||||||
|
table.cell(strategy_table, 1, 0, "══════════════════════════════════════════" + "\n" + syminfo.ticker + " " + timeframe.period + " | WR: " + str.tostring(profit_trades / (profit_trades + (trade_count - profit_trades)) * 100, "##,##") + "%" + " | TT: " + str.tostring(trade_count) + " | P: " + str.tostring(total_profit, "#.##") + "%" + "\n" + "══════════════════════════════════════════", bgcolor = color.rgb(0, 0, 0, 87), text_color = color.green, width = 6, height = 7, text_size = size.normal, text_valign = text.align_bottom)
|
||||||
|
table.cell(strategy_table, 2, 0, "", bgcolor = color.rgb(0, 0, 0, 87), text_color = color.green, width = 6, height = 3, text_size = size.normal)
|
||||||
|
table.cell(strategy_table, 3, 0, "", bgcolor = color.rgb(0, 0, 0, 87), text_color = color.green, width = 6, height = 3, text_size = size.normal)
|
||||||
|
table.cell(strategy_table, 4, 0, "", bgcolor = color.rgb(0, 0, 0, 87), text_color = color.green, width = 6, height = 3, text_size = size.normal)
|
||||||
|
table.merge_cells(strategy_table, 1,0,4,0)
|
||||||
|
table.cell(strategy_table, 1, 1, "Strategy:", bgcolor = color.rgb(0, 0, 0, 87), text_color = color.green, width = 6, height = 3, text_size = size.normal, text_halign = text.align_left)
|
||||||
|
table.cell(strategy_table, 2, 1, strategy_input, bgcolor = color.rgb(0, 0, 0, 87), text_color = color.green, width = 6, height = 3, text_size = size.normal)
|
||||||
|
table.cell(strategy_table, 1, 2, "Sensitivity:", bgcolor = color.rgb(0, 0, 0, 87), text_color = color.green, width = 5, height = 3, text_size = size.normal, text_halign = text.align_left)
|
||||||
|
table.cell(strategy_table, 2, 2, str.tostring(sensitivity / 10), bgcolor = color.rgb(0, 0, 0, 87), text_color = color.green, width = 5, height = 3, text_size = size.normal)
|
||||||
|
table.cell(strategy_table, 1, 3, "Risk:", bgcolor = color.rgb(0, 0, 0, 87), text_color = color.green, width = 5, height = 3, text_size = size.normal, text_halign = text.align_left)
|
||||||
|
table.cell(strategy_table, 2, 3, str.tostring(risk_percent) + "%", bgcolor = color.rgb(0, 0, 0, 87), text_color = color.green, width = 5, height = 3, text_size = size.normal)
|
||||||
|
table.cell(strategy_table, 1, 4, "BE target:", bgcolor = color.rgb(0, 0, 0, 87), text_color = color.green, width = 5, height = 3, text_size = size.normal, text_halign = text.align_left)
|
||||||
|
table.cell(strategy_table, 2, 4, str.tostring(break_even_target), bgcolor = color.rgb(0, 0, 0, 87), text_color = color.green, width = 5, height = 3, text_size = size.normal)
|
||||||
|
table.cell(strategy_table, 1, 5, "Fixed stop:", bgcolor = color.rgb(0, 0, 0, 87), text_color = color.green, width = 5, height = 3, text_size = size.normal, text_halign = text.align_left)
|
||||||
|
table.cell(strategy_table, 2, 5, str.tostring(fixed_stop), bgcolor = color.rgb(0, 0, 0, 87), text_color = color.green, width = 5, height = 3, text_size = size.normal)
|
||||||
|
|
||||||
|
table.cell(strategy_table, 3, 1, "TP1:", bgcolor = color.rgb(0, 0, 0, 87), text_color = color.green, width = 4, height = 3, text_size = size.normal)
|
||||||
|
table.cell(strategy_table, 4, 1, str.tostring(tp1_percent * 100) + "%" + " (" + str.tostring(tp1_percent_fix * 100) + "%)", bgcolor = color.rgb(0, 0, 0, 87), text_color = color.green, width = 5, height = 3, text_size = size.normal)
|
||||||
|
table.cell(strategy_table, 3, 2, "TP2:", bgcolor = color.rgb(0, 0, 0, 87), text_color = color.green, width = 4, height = 3, text_size = size.normal)
|
||||||
|
table.cell(strategy_table, 4, 2, str.tostring(tp2_percent * 100) + "%" + " (" + str.tostring(tp2_percent_fix * 100) + "%)", bgcolor = color.rgb(0, 0, 0, 87), text_color = color.green, width = 5, height = 3, text_size = size.normal)
|
||||||
|
table.cell(strategy_table, 3, 3, "TP3:", bgcolor = color.rgb(0, 0, 0, 87), text_color = color.green, width = 4, height = 3, text_size = size.normal)
|
||||||
|
table.cell(strategy_table, 4, 3, str.tostring(tp3_percent * 100) + "%" + " (" + str.tostring(tp3_percent_fix * 100) + "%)", bgcolor = color.rgb(0, 0, 0, 87), text_color = color.green, width = 5, height = 3, text_size = size.normal)
|
||||||
|
table.cell(strategy_table, 3, 4, "TP4:", bgcolor = color.rgb(0, 0, 0, 87), text_color = color.green, width = 4, height = 3, text_size = size.normal)
|
||||||
|
table.cell(strategy_table, 4, 4, str.tostring(tp4_percent * 100) + "%" + " (" + str.tostring(tp4_percent_fix * 100) + "%)", bgcolor = color.rgb(0, 0, 0, 87), text_color = color.green, width = 5, height = 3, text_size = size.normal)
|
||||||
|
table.cell(strategy_table, 3, 5, "Stop:", bgcolor = color.rgb(0, 0, 0, 87), text_color = color.green, width = 4, height = 3, text_size = size.normal)
|
||||||
|
table.cell(strategy_table, 4, 5, str.tostring(sl_percent * 100) + "%", bgcolor = color.rgb(0, 0, 0, 87), text_color = color.green, width = 8, height = 3, text_size = size.normal)
|
||||||
@@ -0,0 +1,19 @@
|
|||||||
|
//@version=5
|
||||||
|
indicator("Supertrend", overlay = true, timeframe = "", timeframe_gaps = true)
|
||||||
|
|
||||||
|
atrPeriod = input.int(10, "ATR Length", minval = 1)
|
||||||
|
factor = input.float(3.0, "Factor", minval = 0.01, step = 0.01)
|
||||||
|
|
||||||
|
[supertrend, direction] = ta.supertrend(factor, atrPeriod)
|
||||||
|
|
||||||
|
supertrend := barstate.isfirst ? na : supertrend
|
||||||
|
upTrend = plot(direction < 0 ? supertrend : na, "Up Trend", color = color.green, style = plot.style_linebr)
|
||||||
|
downTrend = plot(direction < 0 ? na : supertrend, "Down Trend", color = color.red, style = plot.style_linebr)
|
||||||
|
bodyMiddle = plot(barstate.isfirst ? na : (open + close) / 2, "Body Middle",display = display.none)
|
||||||
|
|
||||||
|
fill(bodyMiddle, upTrend, color.new(color.green, 90), fillgaps = false)
|
||||||
|
fill(bodyMiddle, downTrend, color.new(color.red, 90), fillgaps = false)
|
||||||
|
|
||||||
|
alertcondition(direction[1] > direction, title='Downtrend to Uptrend', message='The Supertrend value switched from Downtrend to Uptrend ')
|
||||||
|
alertcondition(direction[1] < direction, title='Uptrend to Downtrend', message='The Supertrend value switched from Uptrend to Downtrend')
|
||||||
|
alertcondition(direction[1] != direction, title='Trend Change', message='The Supertrend value switched from Uptrend to Downtrend or vice versa')
|
||||||
@@ -0,0 +1,273 @@
|
|||||||
|
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
|
||||||
|
// © ChartPrime
|
||||||
|
|
||||||
|
//@version=5
|
||||||
|
indicator("Trendline Breakouts With Targets [ Chartprime ]",shorttitle = "TBT [ Chartprime ]",overlay = true,max_bars_back = 500,max_lines_count = 500)
|
||||||
|
|
||||||
|
|
||||||
|
bool ChartTime = time > chart.left_visible_bar_time and time < chart.right_visible_bar_time
|
||||||
|
|
||||||
|
string CORE = "➞ Core Settings 🔸"
|
||||||
|
var bool TradeisON = false
|
||||||
|
var bool LongTrade = false
|
||||||
|
var bool ShortTrade = false
|
||||||
|
var float TP = 0.0
|
||||||
|
var float SL = 0.0
|
||||||
|
int BarTIME = time - time[1]
|
||||||
|
var line tpLine = na
|
||||||
|
var label LAB = na
|
||||||
|
var int UpdatedX = 0
|
||||||
|
var float UpdatedY = 0.0
|
||||||
|
var float UpdatedSLP = 0.0
|
||||||
|
var int UpdatedXLow = 0
|
||||||
|
var float UpdatedYLow = 0.0
|
||||||
|
var float UpdatedSLPLow = 0.0
|
||||||
|
|
||||||
|
|
||||||
|
int Period = input.int(10, title=' Period ➞',
|
||||||
|
group = CORE,
|
||||||
|
inline = "001")
|
||||||
|
|
||||||
|
bool Trendtype = input.string(title = " Type ➞",
|
||||||
|
defval='Wicks',
|
||||||
|
options=['Wicks', 'Body'],
|
||||||
|
group = CORE,
|
||||||
|
inline = "001")
|
||||||
|
== 'Wicks'
|
||||||
|
|
||||||
|
string Extensions = input.string(title=' Extend ➞',
|
||||||
|
defval=' 25',
|
||||||
|
options=[' 25', ' 50', ' 75'],
|
||||||
|
group = CORE,
|
||||||
|
inline = "001")
|
||||||
|
|
||||||
|
|
||||||
|
color LineCol1 = input.color(color.rgb(109, 111, 111, 19),"",group = CORE,inline = "001")
|
||||||
|
bool ShowTargets = input.bool(true,"Show Targets",group = CORE,inline = "002")
|
||||||
|
|
||||||
|
ExtenSwitcher(ex) =>
|
||||||
|
switch ex
|
||||||
|
' 25' => 1 ,
|
||||||
|
' 50' => 2 ,
|
||||||
|
=> 3
|
||||||
|
|
||||||
|
|
||||||
|
WidthSwitcher(ex) =>
|
||||||
|
switch ex
|
||||||
|
'1' => 1 ,
|
||||||
|
'2' => 2 ,
|
||||||
|
=> 3
|
||||||
|
|
||||||
|
StyleSwitcher(style) =>
|
||||||
|
switch style
|
||||||
|
'Dashed' => line.style_dashed ,
|
||||||
|
'Dotted' => line.style_dotted ,
|
||||||
|
=> line.style_solid
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
|
method volAdj(int len)=>
|
||||||
|
math.min(ta.atr(len) * 0.3, close * (0.3/100)) [20] /2
|
||||||
|
|
||||||
|
Zband = volAdj(30)
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
|
method Trendlines(float src, int timeIndex,bool dir) =>
|
||||||
|
|
||||||
|
var int Start = 1 , var int End = 0 , var int TIME = 1
|
||||||
|
var float YEnd = 0, var float YStart = 0 , var float Slope = 0
|
||||||
|
var line Line1 = line.new(na,na,na,na)
|
||||||
|
var line Line2 = line.new(na,na,na,na)
|
||||||
|
var line Line3 = line.new(na,na,na,na)
|
||||||
|
|
||||||
|
SCR = fixnan(src)
|
||||||
|
if ta.change(SCR) != 0
|
||||||
|
TIME := time[timeIndex]
|
||||||
|
YStart := SCR[1]
|
||||||
|
Start := TIME[1]
|
||||||
|
Slope := (SCR - YStart) / (TIME - Start)
|
||||||
|
Slope
|
||||||
|
|
||||||
|
EXTime = ExtenSwitcher(Extensions) * BarTIME * 25
|
||||||
|
End := TIME + EXTime
|
||||||
|
YEnd := SCR + EXTime * Slope
|
||||||
|
|
||||||
|
if ta.change(SCR) != 0 and not TradeisON[1]
|
||||||
|
LineCond = Slope * time < 0 ? dir ? na : color.rgb(11, 139, 7, 53) : dir ? color.rgb(212, 46, 0, 54) : na
|
||||||
|
if not na(LineCond) //and ChartTime
|
||||||
|
Line1 := line.new(Start,
|
||||||
|
YStart,
|
||||||
|
End,
|
||||||
|
YEnd,
|
||||||
|
xloc.bar_time,
|
||||||
|
extend.none,
|
||||||
|
color=color.new(color.white,100)
|
||||||
|
)
|
||||||
|
|
||||||
|
Line2:=line.new(Start,
|
||||||
|
YStart - (Zband * 2),
|
||||||
|
End,
|
||||||
|
YEnd - (Zband * 2),
|
||||||
|
xloc.bar_time,
|
||||||
|
extend.none,
|
||||||
|
color=color.new(color.black,100)
|
||||||
|
)
|
||||||
|
|
||||||
|
Line3:=line.new(Start,
|
||||||
|
YStart - (Zband * 1),
|
||||||
|
End,
|
||||||
|
YEnd - (Zband * 1),
|
||||||
|
xloc.bar_time,
|
||||||
|
extend.none,
|
||||||
|
color=color.new(color.black,100)
|
||||||
|
)
|
||||||
|
|
||||||
|
linefill.new(Line3,Line2,color= LineCol1)
|
||||||
|
linefill.new(Line3,Line1,color= LineCond)
|
||||||
|
// linefill.new(Line,Line2,color= color.rgb(28, 15, 2, 76))
|
||||||
|
|
||||||
|
[Start, YStart, Slope]
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
|
PH = ta.pivothigh(Trendtype ? high : close > open ? close : open, Period, Period / 2)
|
||||||
|
PL = ta.pivotlow(Trendtype ? low : close > open ? open : close, Period, Period / 2)
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
|
method GetlinePrice(int TIME, float Price, float SLOP, int LookB) =>
|
||||||
|
var float Current = 0.0
|
||||||
|
EsTime = time - TIME
|
||||||
|
Current := Price + (EsTime - LookB * BarTIME) * SLOP
|
||||||
|
Current
|
||||||
|
|
||||||
|
|
||||||
|
method CheckCross(float Price, int StartTime, float StartPrice, float SLP) =>
|
||||||
|
var float Current = 0.0
|
||||||
|
var float Previous = 0.0
|
||||||
|
if StartPrice[Period] != StartPrice
|
||||||
|
Current := GetlinePrice(StartTime, StartPrice, SLP, 0)
|
||||||
|
Previous := GetlinePrice(StartTime, StartPrice, SLP, 1)
|
||||||
|
Crossover = Price[1] < Previous and Price > Current ? 1 : Price[1] > Previous - (Zband*0.1) and Price < Current - (Zband*0.1) ? -1 : 0
|
||||||
|
Crossover
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
|
[Xx, XZ, SLPXZ] = Trendlines(PH, Period / 2,false)
|
||||||
|
[XxL, XZL, SLPXZL] = Trendlines(PL, Period / 2, true)
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
|
if ta.change(fixnan(PH)) != 0
|
||||||
|
UpdatedX := Xx
|
||||||
|
UpdatedY := XZ
|
||||||
|
UpdatedSLP := SLPXZ
|
||||||
|
UpdatedSLP
|
||||||
|
|
||||||
|
if ta.change(fixnan(PL)) != 0
|
||||||
|
UpdatedXLow := XxL
|
||||||
|
UpdatedYLow := XZL
|
||||||
|
UpdatedSLPLow := SLPXZL
|
||||||
|
UpdatedSLPLow
|
||||||
|
|
||||||
|
Long = not (UpdatedSLP * time > 0)
|
||||||
|
and CheckCross(close, UpdatedX, UpdatedY, UpdatedSLP)== 1
|
||||||
|
and not TradeisON
|
||||||
|
Short = not (UpdatedSLPLow * time < 0)
|
||||||
|
and CheckCross(close, UpdatedXLow, UpdatedYLow, UpdatedSLPLow)==-1
|
||||||
|
and not TradeisON
|
||||||
|
|
||||||
|
|
||||||
|
TradeFire = Long or Short
|
||||||
|
|
||||||
|
if Long and not TradeisON
|
||||||
|
LongTrade:= true
|
||||||
|
ShortTrade:= false
|
||||||
|
|
||||||
|
if Short and not TradeisON
|
||||||
|
LongTrade:= false
|
||||||
|
ShortTrade:= true
|
||||||
|
|
||||||
|
|
||||||
|
if true
|
||||||
|
if TradeFire and not TradeisON
|
||||||
|
TP := switch
|
||||||
|
Long => high + (Zband *20)
|
||||||
|
Short => low - (Zband *20)
|
||||||
|
|
||||||
|
SL := switch
|
||||||
|
Long => low - (Zband *20)
|
||||||
|
Short => high + (Zband *20)
|
||||||
|
|
||||||
|
TradeisON:= true
|
||||||
|
if ShowTargets
|
||||||
|
line.new(bar_index,
|
||||||
|
Long ? high : low,
|
||||||
|
bar_index,
|
||||||
|
TP,
|
||||||
|
width=2,
|
||||||
|
color = color.rgb(154, 103, 20),
|
||||||
|
style= line.style_dashed)
|
||||||
|
|
||||||
|
tpLine:= line.new(bar_index,
|
||||||
|
TP,
|
||||||
|
bar_index+2,
|
||||||
|
TP,
|
||||||
|
style= line.style_dashed,
|
||||||
|
color = color.rgb(154, 103, 20)
|
||||||
|
)
|
||||||
|
LAB:=label.new(bar_index,
|
||||||
|
TP,
|
||||||
|
"Target",
|
||||||
|
color = color.rgb(154, 103, 20),
|
||||||
|
style= label.style_label_left,
|
||||||
|
size=size.small,
|
||||||
|
textcolor = color.white
|
||||||
|
)
|
||||||
|
if TradeisON
|
||||||
|
line.set_x2(tpLine,bar_index)
|
||||||
|
label.set_x(LAB,bar_index+1)
|
||||||
|
|
||||||
|
if LongTrade and TradeisON
|
||||||
|
if high >= TP
|
||||||
|
label.set_color(LAB,color.rgb(6, 128, 10, 37))
|
||||||
|
TradeisON:=false
|
||||||
|
if close <= SL
|
||||||
|
label.set_color(LAB,color.new(color.rgb(246, 7, 7),70))
|
||||||
|
TradeisON:=false
|
||||||
|
|
||||||
|
else if ShortTrade and TradeisON
|
||||||
|
|
||||||
|
if low <= TP
|
||||||
|
label.set_color(LAB,color.rgb(6, 128, 10, 37))
|
||||||
|
TradeisON:=false
|
||||||
|
|
||||||
|
if close >= SL
|
||||||
|
label.set_color(LAB,color.new(color.rgb(246, 7, 7),70))
|
||||||
|
TradeisON:=false
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
|
plotshape(Long and not TradeisON[1],
|
||||||
|
size = size.small,
|
||||||
|
color = color.rgb(46, 192, 6, 11),
|
||||||
|
location = location.belowbar,
|
||||||
|
style = shape.labelup ,
|
||||||
|
text = "",
|
||||||
|
textcolor = color.white)
|
||||||
|
|
||||||
|
plotshape(Short and not TradeisON[1],
|
||||||
|
size = size.small,
|
||||||
|
color = color.rgb(241, 2, 2, 11),
|
||||||
|
location = location.abovebar,
|
||||||
|
style = shape.labeldown ,
|
||||||
|
text = "",
|
||||||
|
textcolor = color.white)
|
||||||
|
|
||||||
|
|
||||||
|
// -- END -- .
|
||||||
Reference in New Issue
Block a user