296 lines
7.8 KiB
Plaintext
296 lines
7.8 KiB
Plaintext
///////////////////////////////////////////////////////
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//
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// SaherElm IT Center XTrade VBM15M Strategy
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// ---------------------------------------------
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// in this strategy i must use:
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// - Price Action Candle Recognition;
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// - VBM Buy and Sell;
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// - Multpile Strategies Oscillator;
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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 VBM15M Strategy", shorttitle = "XTS_VBM15M", overlay = true)
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//
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// START Inputs ....
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//
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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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// START MPS HIS
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//////////////////////
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//
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biggest(series) =>
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max = 0.0
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max := nz(max[1], series)
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if series > max
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max := series
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max
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//////////////////////
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// END MPS HIS
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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 VBM Buy Sell
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//////////////////////
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//
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VBMBSFactor = 4
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VBMBSPd = 7
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//
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VBMBSUp = hl2 - (VBMBSFactor * ta.atr(VBMBSPd))
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VBMBSDown = hl2 + (VBMBSFactor * ta.atr(VBMBSPd))
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//
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// Trend Up ...
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float VBMBSTrendUp = na
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VBMBSTrendUp := close[1] > VBMBSTrendUp[1] ? math.max(VBMBSUp, VBMBSTrendUp[1]) : VBMBSUp
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//
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// Trend Down ...
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float VBMBSTrendDown = na
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VBMBSTrendDown := close[1] < VBMBSTrendDown[1] ? math.min(VBMBSDown, VBMBSTrendDown[1]) : VBMBSDown
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//
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float VBMBSTrend = na
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VBMBSTrend := close > VBMBSTrendDown[1] ? 1 : close < VBMBSTrendUp[1] ? -1 : nz(VBMBSTrend[1], 1)
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//
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VBMBSMACD = VBMBSTrend == 1 ? VBMBSTrendUp : VBMBSTrendDown
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//
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VBMBSLinecolor = VBMBSTrend == 1 ? bullishColor : bearishColor
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//
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VBMBSUpArrow = ta.cross(close, VBMBSMACD) and close > VBMBSMACD
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VBMBSDownArrow = ta.cross(VBMBSMACD, close) and close < VBMBSMACD
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//
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VBMBSLongSignal = VBMBSTrend == 1 and VBMBSTrend[1] == -1 ? VBMBSTrend : na
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VBMBSHasLongSignal = not na (VBMBSLongSignal)
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//
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VBMBSShortSignal = VBMBSTrend == -1 and VBMBSTrend[1] == 1 ? VBMBSTrend : na
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VBMBSHasShortSignal = not na (VBMBSShortSignal)
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//
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VBMBSHasSignal = VBMBSHasLongSignal or VBMBSHasShortSignal
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//////////////////////
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// END VBM Buy Sell
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//////////////////////
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//////////////////////
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// START MPS HIS
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//////////////////////
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//
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MPSScale = 75.0
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//
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// Momentum ...
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MPSLengthM = 17
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MPSSrcM = close
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//
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MPSLength = 17
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MPSSrc = close
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//
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// Momentum ...
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MPSSz = ta.linreg(MPSSrcM - math.avg(math.avg(ta.highest(high, MPSLengthM), ta.lowest(low, MPSLengthM)), ta.sma(close, MPSLengthM)), MPSLengthM, 0)
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MPSNi = biggest(MPSSz)
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//
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// Momentum Conditions ...
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MPSSc1 = MPSSz >= 0
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MPSSc2 = MPSSz < 0
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MPSSc3 = MPSSz >= MPSSz[1]
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MPSSc4 = MPSSz < MPSSz[1]
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//
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// Momentum Identifiers ...
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isMPSMomentumBullish = (MPSSc1 and MPSSc3) or (MPSSc1 and MPSSc4)
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isMPSMomentumBearish = (MPSSc2 and MPSSc4) or (MPSSc2 and MPSSc3)
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//////////////////////
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// END MPS HIS
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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 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 = VBMBSHasSignal
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//
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hasLongSignal = hasSignal and isBullishCandle() and VBMBSHasLongSignal and isMPSMomentumBullish
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longSignal = hasLongSignal ? VBMBSLongSignal : na
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float longStopLoss = lastMarketLowest
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//
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hasShortSignal = hasSignal and isBearishCandle() and VBMBSHasShortSignal and isMPSMomentumBearish
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shortSignal = hasShortSignal ? VBMBSShortSignal : na
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float shortStopLoss = lastMarketHighest
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//
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canShowSignal = showSignals and (showLongSignals or showShortSignals)
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canShowLongSignal = canShowSignal and showLongSignals and hasLongSignal
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canShowShortSignal = canShowSignal and showShortSignals and hasShortSignal
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///////////////////////
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// END Strategy ...
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///////////////////////
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//
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// END Calculations ....
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//
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//
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// START Plots ....
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//
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//
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// Signals ...
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plotshape(canShowLongSignal ? longSignal : na, title = "Long Signal", color = longColor, location = location.belowbar, style = shape.triangleup, size = size.normal)
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plotshape(canShowShortSignal ? shortSignal : na, title = "Short Signal", color = shortColor, location = location.abovebar, style = shape.triangledown, size = size.normal)
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//
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// Stop Losses ...
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plot(series = canShowLongStopLoss ? longStopLoss : na, color = color.fuchsia, linewidth = 1, style = plot.style_stepline, title = "Long Stop Loss")
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plot(series = canShowShortStopLoss ? shortStopLoss : na, color = color.aqua, linewidth = 1, style = plot.style_stepline, title = "Short Stop Loss")
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//
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// END Plots ....
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//
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//
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// START Alerts ...
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//
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alertcondition(hasSignal, "XST_SHULL5M > Signal")
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alertcondition(hasLongSignal, "XST_SHULL5M > Long Signal")
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alertcondition(hasShortSignal, "XST_SHULL5M > Short Signal")
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//
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// END Alerts ...
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//
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//////////////////////////////////////////////////////
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// TODOS:
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// -------
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// - []
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//////////////////////////////////////////////////////
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