Initial Commit ...
This commit is contained in:
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# Trend Magic Scalping (TM15M)
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## Setup
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- **TF**: 15m
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- **Asset**: AAPL
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- **R2R**: 1:1.1
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- **Indicators**:
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- :
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- ;
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- **Oscillators**:
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- :
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- ;
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## Using the Strategy
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### Long/Buy Conditions
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- ;
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#### Long SL
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place sl at prev MArket lowest
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#### Long TP
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calculate based on R2R;
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### Short/Sell Conditions
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- ;
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#### Short SL
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place sl at prev market highest;
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#### Short TP
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calculate based on R2R;
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### Signals Overlap
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how to handle signals overlaps.
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# XST_SR15M
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## Report
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### Makret
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ETHUSDT
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### Exchange
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Kucoin
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### Time Frame
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15min
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### Start Date
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13 march 2023 | 14:00
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### End Date
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21 may 2023 | 15:00
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### Risk to Reward
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1:1.5
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### Reports
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#### Longs
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| ID | Position Type | TP | SL | Description |
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| :--: | :-----------: | :--: | :--: | :---------- |
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| 1 | Long | x | | |
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| 2 | Long | x | | |
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| 3 | Long | | X | |
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| 4 | Long | | x | |
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| 5 | Long | x | | |
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| 6 | Long | | x | |
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| 7 | Long | | x | |
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| 8 | Long | x | | |
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| 9 | Long | | x | |
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| 10 | Long | x | | |
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| 11 | Long | | x | |
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| 12 | Long | | x | |
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| 13 | Long | | x | |
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| 14 | Long | | x | |
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| 15 | Long | x | | |
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| 16 | Long | | | |
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| 17 | Long | | | |
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| 18 | Long | | | |
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| 19 | Long | | | |
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| 20 | Long | | | |
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#### Shorts
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| ID | Position Type | TP | SL | Description |
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| :--: | :-----------: | :--: | :--: | :---------- |
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| 1 | Short | | x | |
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| 2 | Short | | x | |
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| 3 | Short | | x | |
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| 4 | Short | | | |
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| 5 | Short | | | |
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| 6 | Short | | | |
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| 7 | Short | | | |
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| 8 | Short | | | |
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| 9 | Short | | | |
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| 10 | Short | | | |
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| 11 | Short | | | |
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| 12 | Short | | | |
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| 13 | Short | | | |
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| 14 | Short | | | |
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| 15 | Short | | | |
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| 16 | Short | | | |
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| 17 | Short | | | |
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| 18 | Short | | | |
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| 19 | Short | | | |
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| 20 | Short | | | |
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#### Signals Results
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| Type | Count | TPs | SLs |
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| :-: | :-: | :-: | :-: |
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| Shorts | | 4 | 5 |
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| Longs | 12 | 7 | 5 |
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| Total | 21 | 11 | 10 |
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#### Analysis
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per trade volume: 10$
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total spending: 210$
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total comeback: 165$
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@@ -0,0 +1,93 @@
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# XST_SR15M
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## Report 1
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### Makret
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ETHUSDT
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### Exchange
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Kucoin
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### Time Frame
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15min
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### Start Date
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15 may 2023 | 01:30
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### End Date
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21 may 2023 | 15:00
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### Risk to Reward
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1:1.5
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### Reports
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#### Longs
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| ID | Position Type | TP | SL | Description |
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| :--: | :-----------: | :--: | :--: | :---------- |
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| 1 | Long | x | | |
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| 2 | Long | x | | |
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| 3 | Long | x | | |
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| 4 | Long | | x | |
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| 5 | Long | x | | |
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| 6 | Long | x | | |
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| 7 | Long | x | | |
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| 8 | Long | x | | |
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| 9 | Long | x | | |
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| 10 | Long | | x | |
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| 11 | Long | | x | |
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| 12 | Long | x | | |
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| 13 | Long | x | | |
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| 14 | Long | x | | |
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| 15 | Long | | x | |
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| 16 | Long | x | | |
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| 17 | Long | | x | |
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| 18 | Long | x | | |
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| 19 | Long | | x | |
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| 20 | Long | | x | |
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#### Shorts
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| ID | Position Type | TP | SL | Description |
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| :--: | :-----------: | :--: | :--: | :---------- |
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| 1 | Short | | x | Open |
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| 2 | Short | x | | |
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| 3 | Short | x | | |
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| 4 | Short | x | | |
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| 5 | Short | | x | |
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| 6 | Short | x | | |
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| 7 | Short | x | | |
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| 8 | Short | | x | |
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| 9 | Short | x | | |
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| 10 | Short | x | | |
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| 11 | Short | | | |
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| 12 | Short | | | |
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| 13 | Short | | | |
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| 14 | Short | | | |
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| 15 | Short | | | |
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| 16 | Short | | | |
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| 17 | Short | | | |
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| 18 | Short | | | |
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| 19 | Short | | | |
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| 20 | Short | | | |
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#### Signals Results
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| Type | Count | TPs | SLs |
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| :-: | :-: | :-: | :-: |
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| Shorts | | 4 | 5 |
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| Longs | 12 | 7 | 5 |
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| Total | 21 | 11 | 10 |
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#### Analysis
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per trade volume: 10$
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total spending: 210$
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total comeback: 165$
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@@ -0,0 +1,340 @@
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///////////////////////////////////////////////////////
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//
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// SaherElm IT Center XTrade TM15M Strategy
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// ---------------------------------------------
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// in this strategy i must use:
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// - ;
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//
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// Maintainer:
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// ------------
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// Hadi Khazaee Asl (hadi_khazaee_asl@yahoo.com)
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//
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//////////////////////////////////////////////////////
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//
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//@version=5
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indicator(title="SaherElm XTrade TM15M Strategy", shorttitle = "XST_TM15M", overlay = true)
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//
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// START Inputs ....
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//
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//
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showTrendMagic = input.bool(defval = false, title = "Show Trend Magic")
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//
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// Determines Show Signals or not ...
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showSignals = input.bool(defval = true, title = "Show Signals", group = "Strategy")
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showStopLosses = input.bool(defval = true, title = "Show Stop Losses", group = "Strategy")
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//
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// Show Signals based on their types ...
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showLongSignals = input.bool(defval = true, title = "Show Long Signals", group = "Signals")
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showShortSignals = input.bool(defval = true, title = "Show Short Signals", group = "Signals")
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//
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// Show Stop Losses based on their types ...
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swingLoopback = input.int(defval = 7, title = "Swing Loopback Period", group = "Stop Loss")
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showLongStopLosses = input.bool(defval = true, title = "Show Long Stop Losses", group = "Stop Loss")
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showShortStopLosses = input.bool(defval = true, title = "Show Short Stop Losses", group = "Stop Loss")
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//
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// END Inputs ....
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//
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//
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// START Functions ....
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//
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//////////////////////////////
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// START Price Action Candles
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//////////////////////////////
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//
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// Retrieve Specific Candle Height (based on low and high) ...
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getCandleRange() =>
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high - low
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//
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// Retrieve Candle Ranges Thirs Section ...
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getCandleThird() =>
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getCandleRange() / 3
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//
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// Determines a Candle is Bullish or not ...
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isBullishCandle() =>
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close > low + (getCandleThird() * 2)
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//
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// Determines a Candle is Bearish or not ...
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isNeutralCandle() =>
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close < low + (getCandleThird() * 2) and close > low + getCandleThird()
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//
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// Determines a Candle is Neutral or not ...
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isBearishCandle() =>
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close < low + getCandleThird()
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/////////////////////////////
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// END Price Action Candles
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/////////////////////////////
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//
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// END Functions ....
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//
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//
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// START Calculations ....
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//
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//
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var shortColor = color.red
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var longColor = color.lime
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//////////////////////////////
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// START Price Action Candles
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//////////////////////////////
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//
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var bullishColor = color.lime
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var bullishShape = shape.arrowup
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var bullishTitle = "Bullish"
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var bullishType = 1
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//
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var bearishColor = color.red
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var bearishShape = shape.arrowdown
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var bearishTitle = "Bearish"
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var bearishType = -1
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//
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var neutralColor = color.gray
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var neutralShape = shape.circle
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var neutralTitle = "Neutral"
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var neutralType = 0
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//
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candleType = isBullishCandle() ? bullishType : isNeutralCandle() ? neutralType : isBearishCandle() ? bearishType : neutralType
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//
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prevCandleType = not na(candleType[1]) ? candleType[1] : neutralType
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//
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candleNeighborhoodBaseType = prevCandleType + candleType
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/////////////////////////////
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// END Price Action Candles
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/////////////////////////////
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////////////////////////////
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// START Last Market Price
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////////////////////////////
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//
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lastMarketLowest = ta.lowest(low, swingLoopback)
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lastMarketLowest2 = ta.lowest(low, swingLoopback * 2)
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lastMarketLowest3 = ta.lowest(low, swingLoopback * 3)
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//
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lastMarketHighest = ta.highest(high, swingLoopback)
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lastMarketHighest2 = ta.highest(high, swingLoopback * 2)
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lastMarketHighest3 = ta.highest(high, swingLoopback * 3)
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////////////////////////////
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// END Last Market Price
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////////////////////////////
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////////////////////////////
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// START Trend Magic ...
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////////////////////////////
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TMAP = 5
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TMCoeff = 1
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TMPeriod = 20
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TMSrc = close
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//
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TMATR = ta.sma(ta.tr,TMAP)
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//
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TMUpT = low - TMATR * TMCoeff
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TMDownT = high + TMATR * TMCoeff
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//
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TMMagicTrend = 0.0
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TMMagicTrend := ta.cci(TMSrc, TMPeriod) >= 0 ? (TMUpT < nz(TMMagicTrend[1]) ? nz(TMMagicTrend[1]) : TMUpT) : (TMDownT > nz(TMMagicTrend[1]) ? nz(TMMagicTrend[1]) : TMDownT)
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//
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// Check Candle State based on TMMagic Trend ...
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TMCandleState = ta.cci(TMSrc, TMPeriod)
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//
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TMTrendUp = TMCandleState > 0
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TMTrendDown = TMCandleState < 0
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TMTrendNeutral = TMCandleState == 0
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//
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TMTrendDiff = TMMagicTrend - TMMagicTrend[1]
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// plot(series = TMTrendDiff, color = color.yellow)
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// //
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// TMTrendNeutral = TMTrendDiff == 0
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// TMTrendIncreased = TMTrendDiff > 0
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// TMTrendDecreased = TMTrendDiff < 0
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//
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TMTrendChanged = TMTrendUp and not TMTrendUp[1] or not TMTrendUp and TMTrendUp[1]
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//
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TMColor = TMTrendUp ? color.blue : TMTrendDown ? color.red : TMTrendNeutral ? color.gray : na
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////////////////////////////
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// END Trend Magic ...
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////////////////////////////
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///////////////////////
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// START Cycle Channel
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///////////////////////
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//
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CCHSclT = 10
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CCHMclT = 30
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CCHScm = 1.0
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CCHMcm = 3.0
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CCHSrc = close
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CCHEbc = false
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//
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CCHScl = CCHSclT / 2
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CCHMcl = CCHMclT / 2
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//
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CCHMaScl = ta.rma(CCHSrc, CCHScl)
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CCHMaMcl = ta.rma(CCHSrc, CCHMcl)
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//
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CCHScmOff = CCHScm * ta.atr(CCHScl)
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CCHMcmOff = CCHMcm * ta.atr(CCHMcl)
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//
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CCHScl2 = CCHScl / 2
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CCHMcl2 = CCHMcl / 2
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//
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CCHSct = nz(CCHMaScl[CCHScl2], CCHSrc) + CCHScmOff
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CCHScb = nz(CCHMaScl[CCHScl2], CCHSrc) - CCHScmOff
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//
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CCHMct = nz(CCHMaMcl[CCHMcl2], CCHSrc) + CCHMcmOff
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CCHMcb = nz(CCHMaMcl[CCHMcl2], CCHSrc) - CCHMcmOff
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//
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CCHScmm = math.avg(CCHSct, CCHScb)
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//
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CCHOmed = (CCHScmm - CCHMcb) / (CCHMct - CCHMcb)
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CCHOshort = (CCHSrc - CCHMcb) / (CCHMct - CCHMcb)
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//
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CCHSlowOSC = CCHOmed
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CCHFastOSC = CCHOshort
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//
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CCHMidPoint = 0.5
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isCCHUpTrend = CCHFastOSC > CCHMidPoint
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isCCHDownTrend = CCHFastOSC < CCHMidPoint
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CCHTrendUp = ta.crossover(CCHFastOSC, CCHMidPoint)
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CCHTrendDown = ta.crossunder(CCHFastOSC, CCHMidPoint)
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CCHTrendBullish = ta.crossover(CCHFastOSC, CCHSlowOSC) and isBullishCandle()
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//
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CCHFastOSCDiff = CCHFastOSC - CCHFastOSC[1]
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CCHSlowOSCDiff = CCHSlowOSC - CCHSlowOSC[1]
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// plot(CCHFastOSCDiff, color = color.fuchsia)
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// plot(CCHSlowOSCDiff, color =color.yellow)
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// isFastOSCDiffPassed = true // CCHFastOSCDiff < 0 and CCHFastOSCDiff < -0.07
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// isSlowOSCDiffPassed = true // CCHSlowOSCDiff > 0 and CCHSlowOSCDiff <= 0.03
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//
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// lastMarketRange = lastMarketHighest - TMMagicTrend
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// candleRangeInLastMarket = math.abs(lastMarketRange - getCandleRange())
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// isCandleVerifiedInTrendClopud = lastMarketRange > getCandleRange() and candleRangeInLastMarket >= lastMarketRange / 2
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// isCandleRageVerified =
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// plot(lastMarketRange, color = color.maroon)
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// plot(candleRangeInLastMarket, color = color.rgb(11, 108, 199))
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CCHTrendBearish = ta.crossunder(CCHFastOSC, CCHSlowOSC) and isBearishCandle() and low < TMMagicTrend and high < TMMagicTrend // and isCandleVerifiedInTrendClopud // and isFastOSCDiffPassed and isSlowOSCDiffPassed
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//
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CCHBc = (CCHOshort > 0.5) ? (CCHOshort > 1.0 ? color.purple : (CCHOshort > CCHOmed ? color.lime : color.green)) : (CCHOshort < 0 ? color.purple : ( CCHOshort < CCHOmed ? color.red : color.orange))
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///////////////////////
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// END Cycle Channel
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///////////////////////
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///////////////////////
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// START Strategy ...
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///////////////////////
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//
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canShowStopLoss = showSignals and showStopLosses and (showLongSignals or showShortSignals) and (showLongStopLosses or showShortStopLosses)
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canShowLongStopLoss = canShowStopLoss and showLongStopLosses // and not na(ATRSLLongStopLoss)
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canShowShortStopLoss = canShowStopLoss and showShortStopLosses // and not na(ATRSLShortStopLoss)
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//
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hasSignal = TMTrendUp and CCHTrendUp or CCHTrendBearish // (TMTrendDown and CCHTrendDown)
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//
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hasLongSignal = hasSignal and TMTrendUp and CCHTrendUp and TMTrendDiff[1] >= 0// and open < TMMagicTrend //and (close < TMMagicTrend) and isBullishCandle()
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longSignal = hasLongSignal ? bar_index : na
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float longStopLoss = lastMarketLowest
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//
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hasShortSignal = hasSignal and CCHTrendBearish // and TMTrendDown and open > TMMagicTrend // and close > TMMagicTrend) and isBearishCandle()
|
||||
shortSignal = hasShortSignal ? bar_index : na
|
||||
float shortStopLoss = lastMarketHighest
|
||||
|
||||
//
|
||||
canShowSignal = showSignals and (showLongSignals or showShortSignals)
|
||||
canShowLongSignal = canShowSignal and showLongSignals and hasLongSignal
|
||||
canShowShortSignal = canShowSignal and showShortSignals and hasShortSignal
|
||||
///////////////////////
|
||||
// END Strategy ...
|
||||
///////////////////////
|
||||
//
|
||||
// END Calculations ....
|
||||
//
|
||||
|
||||
//
|
||||
// START Plots ....
|
||||
//
|
||||
//
|
||||
// Trend Magic ...
|
||||
plot(series = showTrendMagic ? TMMagicTrend : na, color = TMColor, linewidth = 3, title = "TM > Trend Magic")
|
||||
|
||||
//
|
||||
// CCH Trend Signals ...
|
||||
// plotshape(CCHTrendUp ? bar_index : na, title = "CCH > Trend Up", location = location.belowbar ,style = shape.arrowup, size = size.normal, color = color.green)
|
||||
// plotshape(CCHTrendBullish ? bar_index : na, title = "CCH > Trend Bullish", location = location.belowbar ,style = shape.arrowup, size = size.normal, color = color.aqua)
|
||||
// plotshape(CCHTrendDown ? bar_index : na, title = "CCH > Trend Down", location = location.abovebar, style = shape.arrowdown, size = size.normal, color = color.red)
|
||||
// plotshape(CCHTrendBearish ? bar_index : na, title = "CCH > Trend Bearish", location = location.abovebar, style = shape.arrowdown, size = size.normal, color = color.purple)
|
||||
|
||||
//
|
||||
// TM Trend Signals ...
|
||||
// plotshape(TMTrendUp ? bar_index : na, title = "TM > Trend Up", location = location.belowbar ,style = shape.labelup, size = size.normal, color = color.green)
|
||||
// plotshape(TMTrendDown ? bar_index : na, title = "TM > Trend Down", location = location.abovebar, style = shape.labeldown, size = size.normal, color = color.red)
|
||||
|
||||
|
||||
//
|
||||
// Signals ...
|
||||
plotshape(canShowLongSignal ? longSignal : na, title = "Long Signal", color = longColor, location = location.belowbar, style = shape.triangleup, size = size.normal)
|
||||
plotshape(canShowShortSignal ? shortSignal : na, title = "Short Signal", color = shortColor, location = location.abovebar, style = shape.triangledown, size = size.normal)
|
||||
|
||||
//
|
||||
// Stop Losses ...
|
||||
plot(series = canShowLongStopLoss ? longStopLoss : na, color = color.fuchsia, linewidth = 1, style = plot.style_stepline, title = "Long Stop Loss")
|
||||
plot(series = canShowShortStopLoss ? shortStopLoss : na, color = color.aqua, linewidth = 1, style = plot.style_stepline, title = "Short Stop Loss")
|
||||
//
|
||||
// END Plots ....
|
||||
//
|
||||
|
||||
//
|
||||
// START Alerts ...
|
||||
//
|
||||
alertcondition(hasSignal, "XST_SHULL5M > Signal")
|
||||
alertcondition(hasLongSignal, "XST_SHULL5M > Long Signal")
|
||||
alertcondition(hasShortSignal, "XST_SHULL5M > Short Signal")
|
||||
//
|
||||
// END Alerts ...
|
||||
//
|
||||
|
||||
//////////////////////////////////////////////////////
|
||||
// TODOS:
|
||||
// -------
|
||||
// - []
|
||||
//////////////////////////////////////////////////////
|
||||
Reference in New Issue
Block a user