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Donchian Channel Strategy [for free bot]
https://www.tradingview.com/script/KZuFvEYa-donchian-channel-strategy-for-free-bot/
AlgoTrading_CC
https://www.tradingview.com/u/AlgoTrading_CC/
960
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © algotradingcc // Strategy testing and optimisation for free trading bot //@version=4 strategy("Donchian Channel Strategy [for free bot]", overlay=true, default_qty_type= strategy.percent_of_equity, initial_capital = 1000, default_qty_value = 20, commission_type=strategy.commission.percent, commission_value=0.036) //Long optopns buyPeriodEnter = input(10, "Channel Period for Long enter position") buyPeriodExit = input(10, "Channel Period for Long exit position") isMiddleBuy = input(true, "Is exit on Base Line? If 'no' - exit on bottom line") takeProfitBuy = input(2.5, "Take Profit (%) for Long position") isBuy = input(true, "Allow Long?") //Short Options sellPeriodEnter = input(20, "Channel Period for Short enter position") sellPeriodExit = input(20, "Channel Period for Short exit position") isMiddleSell = input(true, "Is exit on Base Line? If 'no' - exit on upper line") takeProfitSell = input(2.5, "Take Profit (%) for Short position") isSell = input(true, "Allow Short?") // Test Start startYear = input(2005, "Test Start Year") startMonth = input(1, "Test Start Month") startDay = input(1, "Test Start Day") startTest = timestamp(startYear,startMonth,startDay,0,0) //Test End endYear = input(2050, "Test End Year") endMonth = input(12, "Test End Month") endDay = input(30, "Test End Day") endTest = timestamp(endYear,endMonth,endDay,23,59) timeRange = time > startTest and time < endTest ? true : false // Long&Short Levels BuyEnter = highest(buyPeriodEnter) BuyExit = isMiddleBuy ? ((highest(buyPeriodExit) + lowest(buyPeriodExit)) / 2): lowest(buyPeriodExit) SellEnter = lowest(sellPeriodEnter) SellExit = isMiddleSell ? ((highest(sellPeriodExit) + lowest(sellPeriodExit)) / 2): highest(sellPeriodExit) // Plot Data plot(BuyEnter, style=plot.style_line, linewidth=2, color=color.blue, title="Buy Enter") plot(BuyExit, style=plot.style_line, linewidth=1, color=color.blue, title="Buy Exit", transp=50) plot(SellEnter, style=plot.style_line, linewidth=2, color=color.red, title="Sell Enter") plot(SellExit, style=plot.style_line, linewidth=1, color=color.red, title="Sell Exit", transp=50) // Calc Take Profits TakeProfitBuy = 0.0 TakeProfitSell = 0.0 if strategy.position_size > 0 TakeProfitBuy := strategy.position_avg_price*(1 + takeProfitBuy/100) if strategy.position_size < 0 TakeProfitSell := strategy.position_avg_price*(1 - takeProfitSell/100) // Long Position if isBuy and timeRange strategy.entry("Long", strategy.long, stop = BuyEnter, when = strategy.position_size == 0) strategy.exit("Long Exit", "Long", stop=BuyExit, limit = TakeProfitBuy, when = strategy.position_size > 0) // Short Position if isSell and timeRange strategy.entry("Short", strategy.short, stop = SellEnter, when = strategy.position_size == 0) strategy.exit("Short Exit", "Short", stop=SellExit, limit = TakeProfitSell, when = strategy.position_size < 0) // Close & Cancel when over End of the Test if time > endTest strategy.close_all() strategy.cancel_all()
ATR_Trade_strategy
https://www.tradingview.com/script/BvzhuW99-ATR-Trade-strategy/
arameshraju
https://www.tradingview.com/u/arameshraju/
120
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © arameshraju //Thanks to Vamsikrishna Kona who planned this Idea in my mind. helped ot inprove it //@version=4 strategy("ATR_Trade_strategy-2",shorttitle="ATR_Trade", overlay=true) showMiddle = input(false, title="Show Middle Line", type=input.bool) showEMA = input(true, title="Show EMA Line", type=input.bool) showTypical = input(false, title="Show Typical Line", type=input.bool) length = input(title="Length", defval=14, minval=1) smoothing = input(title="Smoothing", defval="EMA", options=["RMA", "SMA", "EMA", "WMA"]) maxLoss = input(0.5, title="Max Loss on one Trade", type=input.float) emaCount = input(10, title="EMA Periods", type=input.integer) tradeQty = input(10, title="Trade Quanity", type=input.integer) SlasMiddle = input(false, title="Stop Loss as Middle", type=input.bool) onTypical = input(false, title="Trade on Typical", type=input.bool) getSeries(_e, _timeFrame) => security(syminfo.tickerid, _timeFrame, _e, lookahead=barmerge.lookahead_on) previousClose= getSeries(close[1], 'D') previousHigh= getSeries(high[1], 'D') previousLow= getSeries(low[1], 'D') typicalPrice=(close+high+low)/3 mxloss=close*maxLoss ma_function(source, length) => if smoothing == "RMA" rma(source, length) else if smoothing == "SMA" sma(source, length) else if smoothing == "EMA" ema(source, length) else wma(source, length) ATRH=ma_function(tr(true), length)+previousClose ATRL=previousClose-ma_function(tr(true), length) ATRM= (ATRH+ATRL)/2 plot(ATRH, title = "ATR-HIGH", color=#991515, transp=80) plot(ATRL, title = "ATR-LOW", color=#991515, transp=80) plot(showMiddle?ATRM:na, title = "ATR-MIDDLE", color=#80cbc4, transp=60) plot(showTypical?typicalPrice:na, title = "ATR-MIDDLE", color=color.black) plot(showEMA?ema(close, emaCount):na, color=color.blue) lognCondition = onTypical? typicalPrice> (ATRH):close> (ATRH*1.01) shortCondition = onTypical ? typicalPrice< (ATRL) : close< (ATRL) // if onTypical // lognCondition=typicalPrice> (ATRH) // shortCondition = typicalPrice< (ATRL) // else // lognCondition=close> (ATRH*1.01) // shortCondition = close< (ATRL) if(lognCondition and year>2009) strategy.entry("Buy", strategy.long, tradeQty,when=strategy.position_size <= 0) if(shortCondition and year>2009) strategy.entry("sell", strategy.short, tradeQty,when=strategy.position_size > 0) strategy.close("buy", when = close < ema(close, emaCount), comment = "close if blow ema") strategy.close("sell", when = close > ema(close, emaCount), comment = "close if blow ema") strategy.close("buy", when = (close < ATRM) and SlasMiddle, comment = "close if blow ATRM") strategy.close("sell", when = (close > ATRM) and SlasMiddle, comment = "close if ABOVE ATRM") strategy.exit("Buy", "long", loss = mxloss) strategy.exit("sell", "long", loss = mxloss) //plot(strategy.equity)
Trend trader Strategy
https://www.tradingview.com/script/BNXptz3U-Trend-trader-Strategy/
SoftKill21
https://www.tradingview.com/u/SoftKill21/
113
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © SoftKill21 //@version=4 strategy("My Script") plot(close) //if you want acess to the better version of this, just message me :)
ARR-Pivote-India-Stategy
https://www.tradingview.com/script/1QDo390H-ARR-Pivote-India-Stategy/
arameshraju
https://www.tradingview.com/u/arameshraju/
154
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © arameshraju //Reference credit goes to All //@version=4 strategy("ARR-Pivote-India-Stategy",shorttitle="ARR-PP-Ind", overlay=true) // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © arameshraju //User Input showPrevDayHighLow = input(false, title="Show previous day's High & Low(PDH/PDL)", type=input.bool) showPivoteLine = input(true, title="Show Pivot Point(PP)", type=input.bool) showPivoteR1Line = input(false, title="Show Pivot Point Resistance (R1)", type=input.bool) showPivoteS1Line = input(false, title="Show Pivot Point Support (S1)", type=input.bool) showTypicalPriceLine = input(true, title="Show True Price", type=input.bool) tradeLong = input(true, title="Trade on Long Entry", type=input.bool) tradeShort = input(false, title="Trade on Short Entry", type=input.bool) maxLoss = input(0.5, title="Max Loss on one Trade", type=input.float) tradeOn=input(title="Trade base Level", type=input.string, options=["PP", "PDH", "PDL","R1","S1"], defval="PP") closeHrs = input(13, title="Close all trade @ Hours", type=input.integer) sessSpec = input("0915-1530", title="Session time", type=input.session) // Defaults // Colors cColor = color.black rColor = color.red sColor = color.green // Line style & Transparency lStyle = plot.style_line lTransp = 35 // Get High & Low getSeries(_e, _timeFrame) => security(syminfo.tickerid, _timeFrame, _e, lookahead=barmerge.lookahead_on) is_newbar(res, sess) => t = time(res, sess) na(t[1]) and not na(t) or t[1] < t newbar = is_newbar("375", sessSpec) // Today's Session Start timestamp y = year(timenow) m = month(timenow) d = dayofmonth(timenow) // Start & End time for Today start = timestamp(y, m, d, 09, 15) end = start + 86400000 PrevDayHigh = getSeries(high[1], 'D') PrevDayLow = getSeries(low[1], 'D') PrevDayClose = getSeries(close[1], 'D') PivoteLine=(PrevDayHigh+PrevDayLow+PrevDayClose) /3 PivoteR1=(PivoteLine*2) -PrevDayLow PivoteS1=(PivoteLine*2) -PrevDayHigh orbPrevDayOpen = getSeries(open[1], 'D') orbPrevDayClose = getSeries(close[1], 'D') //** True Price TypicalPrice=(high[1]+low[1]+close[1])/3 //Preview Day High line _pdh = line.new(start, PrevDayHigh, end, PrevDayHigh, xloc.bar_time, color=color.red, style=line.style_solid, width=2) line.delete(_pdh[1]) _pdl = line.new(start, PrevDayLow, end, PrevDayLow, xloc.bar_time, color=color.green, style=line.style_solid, width=2) line.delete(_pdl[1]) _Pp = line.new(start, PrevDayLow, end, PrevDayLow, xloc.bar_time, color=color.green, style=line.style_dashed, width=2) line.delete(_Pp[1]) //Previous Day Low Line l_pdh = label.new(start, PrevDayHigh, text="PD", xloc=xloc.bar_time, textcolor=rColor, style=label.style_none) label.delete(l_pdh[1]) l_pdl = label.new(start, PrevDayLow, text="PD", xloc=xloc.bar_time, textcolor=sColor, style=label.style_none) label.delete(l_pdl[1]) //Pivote Line l_pp = label.new(start, PivoteLine, text="PP", xloc=xloc.bar_time, textcolor=color.black, style=label.style_none) label.delete(l_pp[1]) l_R1 = label.new(start, PivoteR1, text="R1", xloc=xloc.bar_time, textcolor=color.fuchsia, style=label.style_none) label.delete(l_pp[1]) l_SR = label.new(start, PivoteS1, text="S2", xloc=xloc.bar_time, textcolor=color.navy, style=label.style_none) label.delete(l_pp[1]) plot(showTypicalPriceLine?TypicalPrice:na , title='TP', color=rColor) plot(showPrevDayHighLow?PrevDayHigh:na , title=' PDH', color=rColor) plot(showPrevDayHighLow?PrevDayLow:na, title=' PDL', color=sColor) plot(showPivoteLine?PivoteLine:na, title=' PP', color=color.black) plot(showPivoteR1Line?PivoteR1:na, title=' R1', color=color.fuchsia) plot(showPivoteS1Line?PivoteS1:na, title=' S1', color=color.navy) // Today's Session Start timestamp // Start & End time for Today //endTime = timestamp(t, m, d, 15, 00) tradeEventPrice= if string("PDH")==tradeOn PrevDayHigh else if string("PDL")==tradeOn PrevDayLow else if string("R1")==tradeOn PivoteR1 else if string("S1")==tradeOn PivoteS1 else if string("TR")==tradeOn TypicalPrice else PivoteLine //tradeEventPrice=PrevDayHigh if (open < tradeEventPrice) and ( close >tradeEventPrice ) and ( hour < (closeHrs-2) ) and tradeLong strategy.entry("buy", strategy.long, 1, when=strategy.position_size <= 0) if (open > tradeEventPrice) and ( close <tradeEventPrice ) and ( hour < (closeHrs-2) ) and tradeShort strategy.entry("Sell", strategy.short, 1, when=strategy.position_size <= 0) mxloss=orbPrevDayClose*maxLoss strategy.exit("exit", "buy", loss = mxloss) strategy.exit("exit", "Sell", loss = mxloss) strategy.close_all(when = hour == closeHrs , comment = "close all entries")
Grid Like Strategy
https://www.tradingview.com/script/oxvR5vMy-Grid-Like-Strategy/
alexgrover
https://www.tradingview.com/u/alexgrover/
1,929
strategy
4
CC-BY-SA-4.0
// This work is licensed under a Creative Commons Attribution-ShareAlike 4.0 International License https://creativecommons.org/licenses/by-sa/4.0/ // © alexgrover // Don't trade me! //@version=4 strategy("Grid Like Strategy",overlay=true,process_orders_on_close=true) point = input(2.) os = input(1,"Order Size") mf = input(2.,"Martingale Multiplier") anti = input(false,"Anti Martingale") //---- baseline = 0. baseline := nz(close > baseline[1] + point or close < baseline[1] - point ? close : baseline[1],close) upper = baseline + point lower = baseline - point //---- size = 0. loss = change(strategy.losstrades) win = change(strategy.wintrades) if anti size := win ? size[1]*mf : loss ? os : nz(size[1],os) else size := loss ? size[1]*mf : win ? os : nz(size[1],os) //---- if baseline > baseline[1] strategy.entry("Buy",strategy.long,qty=size) strategy.exit("buy/tp/sl","Buy",stop=lower,limit=upper) if baseline < baseline[1] strategy.entry("Sell",strategy.short,qty=size) strategy.exit("sell/tp/sl","Sell",stop=upper,limit=lower) //---- plot(baseline,"Plot",#2157f3,2)
MM tester
https://www.tradingview.com/script/0oH3f6yZ/
diariodeunscalper
https://www.tradingview.com/u/diariodeunscalper/
48
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © luisgzafra //@version=4 strategy("MM tester", overlay=true) // Inputs // int ema1 = input(title="MM1", defval=14, minval=0) int ema2 = input(title="MM2", defval=28, minval=0) // tipo_MM = input(title="MM type", options=["EMA", "SMA"], defval="EMA") // MM1 = tipo_MM == "EMA"? ema(close, ema1) : sma(close, ema1) MM2 = tipo_MM == "EMA"? ema(close, ema2) : sma(close, ema2) // plot (MM1, color = color.black) plot (MM2, color = MM1 > MM2? color.red : color.green, linewidth=2) // longCondition = crossover(MM1, MM2) if (longCondition) strategy.entry("My Long Entry Id", strategy.long) // shortCondition = crossunder(MM1, MM2) if (shortCondition) strategy.entry("My Short Entry Id", strategy.short) // END
S&P Bear Warning Indicator
https://www.tradingview.com/script/Opsgy6Zr-S-P-Bear-Warning-Indicator/
gary_trades
https://www.tradingview.com/u/gary_trades/
58
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © gary_trades //THIS SCRIPT HAS BEEN BUIL TO BE USED AS A S&P500 SPY CRASH INDICATOR (should not be used as a strategy). //THIS SCRIPT HAS BEEN BUILT AS A STRATEGY FOR VISUALIZATION PURPOSES ONLY AND HAS NOT BEEN OPTIMISED FOR PROFIT. //The script has been built to show as a lower indicator and also gives visual SELL signal on top when conditions are met. BARE IN MIND NO STOP LOSS, NOR ADVANCED EXIT STRATEGY HAS BEEN BUILT. //As well as the chart SELL signal an alert has also been built into this script. //The script utilizes a VIX indicator (marron line) and 50 period Momentum (blue line) and Danger/No trade zone(pink shading). //When the Momentum line crosses down across the VIX this is a sell off but in order to only signal major sell offs the SELL signal only triggers if the momentum continues down through the danger zone. //To use this indicator to identify ideal buying then you should only buy when Momentum line is crossed above the VIX and the Momentum line is above the Danger Zone. //This is best used as a daily time frame indicator //@version=4 strategy(title="S&P Bear Warning", shorttitle="Bear Warning", pyramiding=0, currency=currency.USD, default_qty_type=strategy.percent_of_equity, default_qty_value=100, initial_capital=1000, commission_value=0.1) //Momentum len = input(50, minval=1, title="Length") src = input(close, title="Source") bandUpper = input( 5) bandLower = input(-5) // ————— Control plotting of each signal. You could use the same technique to be able to turn acc/dist on/off. showVixFix = input(true) showMomentum = input(true) mom = src - src[len] myAtr = atr(14) plot(showMomentum ? mom : na, color=color.blue, title="MOM") plot(showMomentum ? 0 : na, color=color.silver, title="MOM Zero line", style=plot.style_circles, transp=100) plot(showMomentum ? myAtr : na, color=color.orange, title="ATR", transp=90) //VIX VIXFixLength = input(22,title="VIX Fix Length") VIXFix = (highest(close,VIXFixLength)-low)/(highest(close,VIXFixLength))*100 plot(showVixFix ? VIXFix : na, "VIXFix", color=color.maroon) band1 = plot(showVixFix ? bandUpper : na, "Upper Band", color.red, 1, plot.style_line, transp=90) band0 = plot(showVixFix ? bandLower : na, "Lower Band", color.red, 1, plot.style_line, transp=90) fill(band1, band0, color=color.red, transp=85, title="Background") //Identify Triggers //Back Test Range start = timestamp("America/New_York", 2000, 1, 1, 9,30) end = timestamp("America/New_York", 2020, 7, 1, 0, 0) //Momentum Long1 = mom > bandUpper Short1 = mom < bandLower //VIX Long2 = crossover(mom, VIXFix) Short2 = crossunder(mom, VIXFix) //Warning Alert SellAlert = Short1 alertcondition(SellAlert, title="Sell SPY", message="Warning Selling off {{ticker}}, price= {{close}}") //Entry and Exit if time >= start and time <= end strategy.entry("SELL", false, when = Short1) strategy.close("SELL", when = Long2)
ADX_TSI_Bol Band Trend Chaser
https://www.tradingview.com/script/3eAT532t-ADX-TSI-Bol-Band-Trend-Chaser/
gary_trades
https://www.tradingview.com/u/gary_trades/
102
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © gary_trades //This script has been designed to be used on trending stocks as a low risk trade with minimal drawdown, utilising 200 Moving Average, Custom Bollinger Band, TSI with weighted moving average and ADX strength. //Backtest dates are set to 2010 - 2020 and all other filters (moving average, ADX, TSI , Bollinger Band) are not locked so they can be user amended if desired. //Buy signal is given when trading above the 200 moving average + 5 candles have closed above the upper custom Bollinger + the TSI is positive + ADX is above 20. //As back testing proved that this traded better only in tends then some Sell/Short conditions have been removed and this focueses on Long orders. //Only requires 2 additional lines of code to add shorting orders. //Close for either long or short trades is signaled once the TSI crosses in the opposite direction indicating change in trend strength or if stop loss is trggered. //Further optimization could be achieved by adding a stop loss. //NOTE: This only shows the lower indicators however for visualization you can use my script "CUSTOM BOLLINGER WITH SMA", which is the upper indicators in this stratergy. //------------ //@version=4 strategy(shorttitle="Trend Chaser", title="ADX_TSI_Bol Band Trend Chaser", overlay=false, pyramiding=0, currency=currency.USD, default_qty_type=strategy.percent_of_equity, default_qty_value=10, initial_capital=10000, commission_value=0.1) //------------ //Custom Bollinger Band length = input(20, minval=1) src = input(close, title="Source") mult = input(0.382, minval=0.001, maxval=50, title="StdDev") basis = sma(src, length) dev = mult * stdev(src, length) upper = basis + dev lower = basis - dev offset = input(0, "Offset", type = input.integer, minval = -500, maxval = 500) plot(basis, "Basis", color=color.gray, offset = offset, display=display.none) p1 = plot(upper, "Upper", color=color.gray, offset = offset, display=display.none) p2 = plot(lower, "Lower", color=color.gray, offset = offset, display=display.none) fill(p1, p2, title = "Background", color=#787B86, transp=85) //------------ //Moving Average MAlen = input(200, minval=1, title="Length") MAout = sma(src, MAlen) plot(MAout, color=color.black, title="MA", offset=offset, linewidth=2, display=display.none) //------------ //True Strength WMA TSlong = input(title="Long Length", type=input.integer, defval=25) TSshort = input(title="Short Length", type=input.integer, defval=13) TSsignal = input(title="Signal Length", type=input.integer, defval=52) double_smooth(src, TSlong, TSshort) => fist_smooth = wma(src, TSlong) wma(fist_smooth, TSshort) price = close pc = change(price) double_smoothed_pc = double_smooth(pc, TSlong, TSshort) double_smoothed_abs_pc = double_smooth(abs(pc), TSlong, TSshort) tsi_value = 100 * (double_smoothed_pc / double_smoothed_abs_pc) tsi2 = wma(tsi_value, TSsignal) plot(tsi_value, color=color.blue) plot(wma(tsi_value, TSsignal), color=color.red) hline(0, title="Zero") //------------ //ADX adxlen = input(13, title="ADX Smoothing") dilen = input(13, title="DI Length") keyLevel = input(20, title="Keylevel for ADX") dirmov(len) => up = change(high) down = -change(low) plusDM = na(up) ? na : (up > down and up > 0 ? up : 0) minusDM = na(down) ? na : (down > up and down > 0 ? down : 0) truerange = rma(tr, len) plus = fixnan(100 * rma(plusDM, len) / truerange) minus = fixnan(100 * rma(minusDM, len) / truerange) [plus, minus] adx(dilen, adxlen) => [plus, minus] = dirmov(dilen) sum = plus + minus adx = 100 * rma(abs(plus - minus) / (sum == 0 ? 1 : sum), adxlen) sig = adx(dilen, adxlen) plot(sig, color=color.black, title="ADX", style=plot.style_histogram, transp=40) plot(20, color=color.green, title="ADX Keyline", linewidth=1) //------------ //Identify Triggers //Back Test Range start = timestamp("America/New_York", 2010, 1, 1, 9,30) end = timestamp("America/New_York", 2020, 7, 1, 0, 0) //Custom Bollinger Band Long1 = close > upper[5] and close[5] > upper [6] Short1 = close < lower[5] and close[5] < lower [6] //Moving Average Long2 = close >= MAout[1] Short2 = close <= MAout[1] //True Strength WMA Long3 = tsi_value > tsi2 Short3 = tsi_value < tsi2 //ADX ADXkey = adx(dilen, adxlen) > 20 and adx(dilen, adxlen) < 100 //Buy Buy = Long1 and Long2 and Long3 and ADXkey CloseLong = crossunder(tsi_value,tsi2) //Short Sell = Short1 and Short2 and Short3 and ADXkey CloseShort = crossover(tsi_value,tsi2) //------------ //Entry and Exit if time >= start and time <= end strategy.entry("Long", true, when = Buy) strategy.close("Long", when = CloseLong)
simple but effective
https://www.tradingview.com/script/jBvH2o3M-simple-but-effective/
tucomprend
https://www.tradingview.com/u/tucomprend/
270
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © tucomprend //@version=4 strategy("simple but effective", overlay=true) v1low = input(3, minval=1) v1high = input(3, minval=1) v2open = input(9, minval=1) plot (sma(open, v2open)) plot (sma(high, v1high)) plot (sma(low, v1low)) longCondition = crossover(sma(high, v1high), sma(open, v2open)) if (longCondition) strategy.entry("My Long Entry Id", strategy.long) shortCondition = crossunder(sma(low, v1low), sma(open, v2open)) if (shortCondition) strategy.entry("My Short Entry Id", strategy.short)
Donchian Strat EXMO
https://www.tradingview.com/script/3rlTqNFH-Donchian-Strat-EXMO/
pskoroplas
https://www.tradingview.com/u/pskoroplas/
67
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © pskoroplas //@version=4 strategy("Donchian Strat EXMO", overlay=true) long_per = input(defval = 20, title = "Long Period") h = highest(high, long_per) l = lowest(low, long_per) plot(l) plot(h) perc = close/100 if h[1] < h[2] strategy.order("BUY", true, stop = h) //strategy.exit("BUY", profit = 400) if l[1] > l[2] strategy.order("SELL", false, stop = l) //strategy.exit("SELL", profit = 400)
Channel Break [for free bot]
https://www.tradingview.com/script/8vuKM6ZP-Channel-Break-for-free-bot/
AlgoTrading_CC
https://www.tradingview.com/u/AlgoTrading_CC/
617
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // Strategy testing and optimisation for free Bitmex trading bot // © algotradingcc //@version=4 strategy("Channel Break [for free bot]", overlay=true, default_qty_type= strategy.percent_of_equity, initial_capital = 1000, default_qty_value = 20, commission_type=strategy.commission.percent, commission_value=0.075) //Options buyPeriod = input(13, "Channel Period for Long position") sellPeriod = input(18, "Channel Period for Short position") isMiddleExit = input(true, "Is exit on Base Line?") takeProfit = input(46, "Take Profit (%) for position") stopLoss = input(9, "Stop Loss (%) for position") // Test Start startYear = input(2005, "Test Start Year") startMonth = input(1, "Test Start Month") startDay = input(1, "Test Start Day") startTest = timestamp(startYear,startMonth,startDay,0,0) //Test End endYear = input(2050, "Test End Year") endMonth = input(12, "Test End Month") endDay = input(30, "Test End Day") endTest = timestamp(endYear,endMonth,endDay,23,59) timeRange = time > startTest and time < endTest ? true : false // Long&Short Levels BuyEnter = highest(buyPeriod) BuyExit = isMiddleExit ? (highest(buyPeriod) + lowest(buyPeriod)) / 2: lowest(buyPeriod) SellEnter = lowest(sellPeriod) SellExit = isMiddleExit ? (highest(sellPeriod) + lowest(sellPeriod)) / 2: highest(sellPeriod) // Plot Data plot(BuyEnter, style=plot.style_line, linewidth=2, color=color.blue, title="Buy Enter") plot(BuyExit, style=plot.style_line, linewidth=1, color=color.blue, title="Buy Exit", transp=50) plot(SellEnter, style=plot.style_line, linewidth=2, color=color.red, title="Sell Enter") plot(SellExit, style=plot.style_line, linewidth=1, color=color.red, title="Sell Exit", transp=50) // Calc Take Profits & Stop Loss TP = 0.0 SL = 0.0 if strategy.position_size > 0 TP := strategy.position_avg_price*(1 + takeProfit/100) SL := strategy.position_avg_price*(1 - stopLoss/100) if strategy.position_size > 0 and SL > BuyExit BuyExit := SL if strategy.position_size < 0 TP := strategy.position_avg_price*(1 - takeProfit/100) SL := strategy.position_avg_price*(1 + stopLoss/100) if strategy.position_size < 0 and SL < SellExit SellExit := SL // Long Position if timeRange and strategy.position_size <= 0 strategy.entry("Long", strategy.long, stop = BuyEnter) strategy.exit("Long Exit", "Long", stop=BuyExit, limit = TP, when = strategy.position_size > 0) // Short Position if timeRange and strategy.position_size >= 0 strategy.entry("Short", strategy.short, stop = SellEnter) strategy.exit("Short Exit", "Short", stop=SellExit, limit = TP, when = strategy.position_size < 0) // Close & Cancel when over End of the Test if time > endTest strategy.close_all() strategy.cancel_all()
Simple SMA Strategy Backtest Part 4
https://www.tradingview.com/script/oosij7fN-Simple-SMA-Strategy-Backtest-Part-4/
HPotter
https://www.tradingview.com/u/HPotter/
270
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © HPotter // Simple SMA strategy // // WARNING: // - For purpose educate only // - This script to change bars colors //@version=4 strategy(title="Simple SMA Strategy Backtest", shorttitle="SMA Backtest", precision=6, overlay=true) Resolution = input(title="Resolution", type=input.resolution, defval="D") Source = input(title="Source", type=input.source, defval=close) xSeries = security(syminfo.tickerid, Resolution, Source) Length = input(title="Length", type=input.integer, defval=14, minval=2) TriggerPrice = input(title="Trigger Price", type=input.source, defval=close) TakeProfit = input(50, title="Take Profit", step=0.01) StopLoss = input(20, title="Stop Loss", step=0.01) UseTPSL = input(title="Use Take\Stop", type=input.bool, defval=false) BarColors = input(title="Painting bars", type=input.bool, defval=true) ShowLine = input(title="Show Line", type=input.bool, defval=true) UseAlerts = input(title="Use Alerts", type=input.bool, defval=false) reverse = input(title="Trade Reverse", type=input.bool, defval=false) pos = 0 xSMA = sma(xSeries, Length) pos := iff(TriggerPrice > xSMA, 1, iff(TriggerPrice < xSMA, -1, nz(pos[1], 0))) nRes = ShowLine ? xSMA : na alertcondition(UseAlerts == true and pos != pos[1] and pos == 1, title='Signal Buy', message='Strategy to change to BUY') alertcondition(UseAlerts == true and pos != pos[1] and pos == -1, title='Signal Sell', message='Strategy to change to SELL') alertcondition(UseAlerts == true and pos != pos[1] and pos == 0, title='FLAT', message='Strategy get out from position') possig =iff(pos[1] != pos, iff(reverse and pos == 1, -1, iff(reverse and pos == -1, 1, pos)), 0) if (possig == 1) strategy.entry("Long", strategy.long) if (possig == -1) strategy.entry("Short", strategy.short) if (UseTPSL) strategy.close("Long", when = high > strategy.position_avg_price + TakeProfit, comment = "close buy take profit") strategy.close("Long", when = low < strategy.position_avg_price - StopLoss, comment = "close buy stop loss") strategy.close("Short", when = low < strategy.position_avg_price - TakeProfit, comment = "close buy take profit") strategy.close("Short", when = high > strategy.position_avg_price + StopLoss, comment = "close buy stop loss") nColor = BarColors ? strategy.position_avg_price != 0 and pos == 1 ? color.green :strategy.position_avg_price != 0 and pos == -1 ? color.red : color.blue : na barcolor(nColor) plot(nRes, title='SMA', color=#00ffaa, linewidth=2, style=plot.style_line)
Close Trade at end of day
https://www.tradingview.com/script/3qbvi1wm-Close-Trade-at-end-of-day/
daytraderph
https://www.tradingview.com/u/daytraderph/
244
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © daytraderph //@version=4 strategy("Close Trade at end of day ", overlay=true,process_orders_on_close=true) i_dateFilter = input(false, "═════ Date Range Filtering ═════") i_fromYear = input(2020, "From Year", minval = 1900) i_fromMonth = input(6, "From Month", minval = 1, maxval = 12) i_fromDay = input(23, "From Day", minval = 1, maxval = 31) i_toYear = input(2999, "To Year", minval = 1900) i_toMonth = input(1, "To Month", minval = 1, maxval = 12) i_toDay = input(1, "To Day", minval = 1, maxval = 31) fromDate = timestamp(i_fromYear, i_fromMonth, i_fromDay, 00, 00) toDate = timestamp(i_toYear, i_toMonth, i_toDay, 23, 59) f_tradeDateIsAllowed() => not i_dateFilter or (time >= fromDate and time <= toDate) numBars = 1 t = time('D') if t == t[1] numBars := nz(numBars[1]) + 1 else numBars := 1 bool secondCandle= false if numBars == 1 secondCandle :=true open_session=input(type=input.session,defval="0915-1530") session = time("1", open_session) validSession=(na(session) ? 0 : 1) float h1=na float l1=na h1:= valuewhen(secondCandle, high, 0) l1:= valuewhen(secondCandle, low, 0) longEntryPrice = h1 +2 longStopPrice = l1 -10000 longTargetPrice = longEntryPrice + 10000 shortEntryPrice= l1 -2 shortTargetPrice = shortEntryPrice - 10000 shortStopPrice = h1 +10000 longCondition = crossover ( high,longEntryPrice ) and f_tradeDateIsAllowed() longTargetHit = crossover (high,longTargetPrice ) and f_tradeDateIsAllowed() longStopHit = crossunder ( low,longStopPrice ) and f_tradeDateIsAllowed() strategy.entry( "BNFL", long=true, when=longCondition) if longTargetHit strategy.close("BNFL", comment="LTH") if longStopHit strategy.close("BNFL", comment="LSH") shortCondition = crossunder ( low,shortEntryPrice ) and f_tradeDateIsAllowed() shortTargetHit = crossunder (low,shortTargetPrice ) and f_tradeDateIsAllowed() shortStopHit = crossover ( high,shortStopPrice ) and f_tradeDateIsAllowed() strategy.entry( "BNFS", long=true, when=shortCondition) if shortTargetHit strategy.close("BNFS", comment="STH") if shortStopHit strategy.close("BNFS", comment="SSH") barOpenTime = time tt=timestamp(year(time), month(time), dayofmonth(time), hour(time), 2) if ( hour(time) == 15 and minute(time) > 25 ) strategy.close("BNFS", comment="SCM") if ( hour(time) == 15 and minute(time) > 25 ) strategy.close("BNFL", comment="SCM") if validSession ==0 strategy.close("BNFL", comment="SC") strategy.close("BNFS", comment="SC")
Optimized Trend Tracker - Strategy Version
https://www.tradingview.com/script/ycDUERPO-Optimized-Trend-Tracker-Strategy-Version/
melihtuna
https://www.tradingview.com/u/melihtuna/
512
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © melihtuna //@version=4 strategy("Optimized Trend Tracker - Strategy Version", shorttitle="OTT-Strategy", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=100, initial_capital=10000, currency=currency.USD, commission_value=0.1, commission_type=strategy.commission.percent) src = input(close, title="Source") pds=input(1, "OTT Period", minval=1) percent=input(0.1, "OTT Percent", type=input.float, step=0.1, minval=0) condition = input(title="Condition", defval="Support Line Crossing Signals", options=["Price/OTT Crossing Signals", "Support Line Crossing Signals"]) showsupport = input(title="Show Support Line?", type=input.bool, defval=true) highlight = input(title="Show OTT Color Changes?", type=input.bool, defval=true) highlighting = input(title="Highlighter On/Off ?", type=input.bool, defval=true) barcoloing = input(title="Barcolor On/Off ?", type=input.bool, defval=true) showlabels = input(title="Show OTT BUY/SELl Labels?", type=input.bool, defval=false) // === INPUT BACKTEST RANGE === FromMonth = input(defval = 1, title = "From Month", minval = 1, maxval = 12) FromDay = input(defval = 1, title = "From Day", minval = 1, maxval = 31) FromYear = input(defval = 2020, title = "From Year", minval = 2017) ToMonth = input(defval = 1, title = "To Month", minval = 1, maxval = 12) ToDay = input(defval = 1, title = "To Day", minval = 1, maxval = 31) ToYear = input(defval = 9999, title = "To Year", minval = 2017) // === FUNCTION EXAMPLE === start = timestamp(FromYear, FromMonth, FromDay, 00, 00) // backtest start window finish = timestamp(ToYear, ToMonth, ToDay, 23, 59) // backtest finish window window() => time >= start and time <= finish ? true : false // create function "within window of time" alpha=2/(pds+1) ud1=src>src[1] ? src-src[1] : src dd1=src<src[1] ? src[1]-src : src UD=sum(ud1,9) DD=sum(dd1,9) CMO=(UD-DD)/(UD+DD) k= abs(CMO) Var=0.0 Var:=(alpha*k*src)+(1-alpha*k)*nz(Var[1]) fark=Var*percent*0.01 longStop = Var - fark longStopPrev = nz(longStop[1], longStop) longStop := Var > longStopPrev ? max(longStop, longStopPrev) : longStop shortStop = Var + fark shortStopPrev = nz(shortStop[1], shortStop) shortStop := Var < shortStopPrev ? min(shortStop, shortStopPrev) : shortStop dir = 1 dir := nz(dir[1], dir) dir := dir == -1 and Var > shortStopPrev ? 1 : dir == 1 and Var < longStopPrev ? -1 : dir MT = dir==1 ? longStop: shortStop OTT=Var>MT ? MT*(200+percent)/200 : MT*(200-percent)/200 plot(showsupport ? Var : na, color=#0585E1, linewidth=2, title="Support Line") OTTC = highlight ? OTT[2] > OTT[3] ? color.green : color.red : #B800D9 pALL=plot(nz(OTT[2]), color=OTTC, linewidth=2, title="OTT", transp=0) buySignalk = window() and crossover(Var, OTT[2]) sellSignallk = window() and crossunder(Var, OTT[2]) buySignalc = window() and crossover(src, OTT[2]) sellSignallc = window() and crossunder(src, OTT[2]) plotshape(condition == "Support Line Crossing Signals" ? showlabels and buySignalk ? OTT*0.995 : na : showlabels and buySignalc ? OTT*0.995 : na, title="BUY", text="BUY", location=location.belowbar, style=shape.labelup, size=size.tiny, color=#0F18BF, textcolor=color.white, transp=0) plotshape(condition == "Support Line Crossing Signals" ? showlabels and sellSignallk ? OTT*1.005 : na : showlabels and sellSignallc ? OTT*1.005 : na, title="SELL", text="SELL", location=location.abovebar, style=shape.labeldown, size=size.tiny, color=#0F18BF, textcolor=color.white, transp=0) ottBuyColor=#77DD77 ottSellColor=#FF0000 vColor = strategy.position_size > 0 ? ottBuyColor : ottSellColor if condition == "Support Line Crossing Signals" strategy.entry("BUY", true, 1, when = buySignalk) strategy.entry("SELL", false, 1, when = sellSignallk) else strategy.entry("BUY", true, 1, when = buySignalc) strategy.entry("SELL", false, 1, when = sellSignallc) mPlot = plot(close, title="", style=plot.style_circles, linewidth=0,display=display.none) longFillColor = highlighting ? (Var>OTT ? color.green : na) : na shortFillColor = highlighting ? (Var<OTT ? color.red : na) : na fill(mPlot, pALL, title="UpTrend Highligter", color=longFillColor) fill(mPlot, pALL, title="DownTrend Highligter", color=shortFillColor) barcolor(barcoloing ? vColor : na)
charl macd ema rsi
https://www.tradingview.com/script/lAhCLSmQ-charl-macd-ema-rsi/
CharlmFx
https://www.tradingview.com/u/CharlmFx/
40
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © mbuthiacharles4 //Good with trending markets //@version=4 strategy("CHARL MACD EMA RSI") fast = 12, slow = 26 fastMA = ema(close, fast) slowMA = ema(close, slow) macd = fastMA - slowMA signal = sma(macd, 9) ema = ema(close, input(200)) rsi = rsi(close, input(14)) //when delta > 0 and close above ema buy delta = macd - signal buy_entry= close>ema and delta > 0 sell_entry = close<ema and delta<0 var bought = false var sold = false var reversal = false if (buy_entry and bought == false and rsi <= 70) strategy.entry("Buy",true , when=buy_entry) bought := true strategy.close("Buy",when= delta<0 or rsi > 70) if (delta<0 and bought==true) bought := false //handle sells if (sell_entry and sold == false and rsi >= 30) strategy.entry("Sell",false , when=sell_entry) sold := true strategy.close("Sell",when= delta>0 or rsi < 30) if (delta>0 and sold==true) sold := false if (rsi > 70 or rsi < 30) reversal := true placing = rsi > 70 ? high :low label.new(bar_index, placing, style=label.style_flag, color=color.blue, size=size.tiny) if (reversal == true) if (rsi < 70 and sold == false and delta < 0) strategy.entry("Sell",false , when= delta < 0) sold := true reversal := false else if (rsi > 30 and bought == false and delta > 0) strategy.entry("Buy",true , when= delta > 0) bought := true reversal := false
Etlers Instantenous Trendline
https://www.tradingview.com/script/TfyKYVfO-Etlers-Instantenous-Trendline/
OrcChieftain
https://www.tradingview.com/u/OrcChieftain/
225
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © greenmask9, @cheatcountry //@version=4 strategy(title= "Etlers Instantenous Trendline", shorttitle = "Instantenous Trendline", overlay=true) //commission_type=strategy.commission.percent, commission_value=.5 // //Capital Management capitaltype = input(defval="Initial", title="Capital Settings", options=["Initial", "Growing","Manual"], type=input.string) manualcapital = input(title="Manual Position Size", defval=100.3, type=input.float) leverage = input(title="Leverage", defval=1, type=input.float) capitalsystem(capitaltype) => v1 = floor(strategy.initial_capital/close) * leverage v2 = floor((strategy.initial_capital + strategy.netprofit)/close) * leverage v3 = manualcapital capitaltype== "Initial"? v1 : capitaltype == "Growing" ? v2 : v3 ordersize=capitalsystem(capitaltype) //Targets, Stops percentages = input(title="Percentage stop 🎯", defval=true) targetpercentage = input(title="Profit (%)", type=input.float, minval=0.0, step=0.1, defval=1) * 0.01 stoppercentage = input(title="Stop Loss (%)", type=input.float, minval=0.0, step=0.1, defval=1) * 0.01 longtp = strategy.position_avg_price * (1 + targetpercentage) shorttp = strategy.position_avg_price * (1 - targetpercentage) longStopPrice = strategy.position_avg_price * (1 - stoppercentage) shortStopPrice = strategy.position_avg_price * (1 + stoppercentage) //Cheatcountry's part // Copyright (c) 2019-present, Franklin Moormann (cheatcountry) // Ehlers Instantaneous Trendline V2 [CC] script may be freely distributed under the MIT license. inp = input(title="Source", type=input.source, defval=hl2) res = input(title="Resolution", type=input.resolution, defval="") src = security(syminfo.tickerid, res, inp[barstate.isrealtime ? 1 : 0])[barstate.isrealtime ? 0 : 1] alpha = input(title="Alpha", type=input.float, defval=0.07, minval=0.01, step = 0.01) itrend = 0.0 itrend := bar_index < 7 ? (src + (2 * nz(src[1])) + nz(src[2])) / 4 : ((alpha - (pow(alpha, 2) / 4)) * src) + (0.5 * pow(alpha, 2) * nz(src[1])) - ((alpha - (0.75 * pow(alpha, 2))) * nz(src[2])) + (2 * (1 - alpha) * nz(itrend[1])) - (pow(1 - alpha, 2) * nz(itrend[2])) trigger = (2 * itrend) - nz(itrend[2]) sig = trigger > itrend ? 1 : trigger < itrend ? -1 : 0 itColor = sig > 0 ? color.green : sig < 0 ? color.red : color.black plot(trigger, title="Trigger", color=itColor, linewidth=2) plot(itrend, title="ITrend", color=color.black, linewidth=1) //End Cheatcountry's part //Things buy = crossover(trigger, itrend) sell = crossunder(trigger, itrend) if (buy) strategy.entry("Buy", strategy.long, ordersize) if (percentages) strategy.exit( "Buy", from_entry="Buy", stop=longStopPrice, limit= longtp) // if (target and stop) // strategy.exit( "Set Value tp/sl", from_entry="Buy", profit=targetticks, loss=stopnumberticks) // if (target and not stop) // strategy.exit( "Set Value tp/sl", from_entry="Buy", profit=targetticks) // if (stop and not target) // strategy.exit( "Set Value tp/sl", from_entry="Buy", loss=stopnumberticks) //strategy.close("Buy", buyend) if (sell) strategy.entry("Short", strategy.short, ordersize) if (percentages) strategy.exit( "Short", from_entry="Short", stop=shortStopPrice, limit = shorttp) plot(series=(strategy.position_size > 0) ? longStopPrice : na, color=color.red, style=plot.style_linebr, linewidth=2, title="Long Stop Loss") plot(series=(strategy.position_size < 0) ? shortStopPrice : na, color=color.red, style=plot.style_linebr, linewidth=2, title="Short Stop Loss") plot(series=(strategy.position_size > 0) ? longtp : na, color=color.lime, style=plot.style_linebr, linewidth=2, title="Long Stop Loss") plot(series=(strategy.position_size < 0) ? shorttp : na, color=color.lime, style=plot.style_linebr, linewidth=2, title="Short Stop Loss")
Double Exponential Moving Average 8-20-63 Strategy
https://www.tradingview.com/script/AbRhwDeX-Double-Exponential-Moving-Average-8-20-63-Strategy/
Noldo
https://www.tradingview.com/u/Noldo/
1,017
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © Noldo //@version=4 //Quoted by Author HighProfit //Lead-In strategy("Double Exponential Moving Average 8-20-63 Strategy", shorttitle="DEMA-8-20-63", overlay=true, max_bars_back = 5000, initial_capital=100000, max_bars_back = 5000, default_qty_type=strategy.percent_of_equity, default_qty_value=100, commission_type=strategy.commission.percent, commission_value=0.1, pyramiding = 0) short = input(8, minval=1) srcShort = input(ohlc4, title="Source Dema 1") long = input(20, minval=1) srcLong = input(low, title="Source Dema 2") long2 = input(63, minval=1) srcLong2 = input(close, title="Source Dema 3") e1 = ema(srcShort, short) e2 = ema(e1, short) dema1 = 2 * e1 - e2 plot(dema1, color=color.green, linewidth=2) e3 = ema(srcLong, long) e4 = ema(e3, long) dema2 = 2 * e3 - e4 plot(dema2, color=color.blue, linewidth=2) e5 = ema(srcLong2, long2) e6 = ema(e5, long2) dema3 = 2 * e5 - e6 plot(dema3, color=color.black, linewidth=2) longC = dema1 > dema2 and dema1 > dema3 shortC = dema1 < dema2 and dema1 < dema3 alertlong = longC and not longC[1] alertshort = shortC and not shortC[1] strategy.entry("Long" , strategy.long , when = longC ,comment="Long") strategy.entry("Short", strategy.short, when = shortC,comment="Short") // Alerts alertcondition(longC , title='Long' , message=' Buy Signal ') alertcondition(shortC , title='Short', message=' Sell Signal ')
Ehlers Bandpass Filter
https://www.tradingview.com/script/rdWkaPU9-Ehlers-Bandpass-Filter/
OrcChieftain
https://www.tradingview.com/u/OrcChieftain/
123
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © greenmask9, @cheatcountry //@version=4 strategy(title= "Ehlers Bandpass Filter", shorttitle = "Bandpass Filter", overlay=false) //commission_type=strategy.commission.percent, commission_value=.5 // //Capital Management capitaltype = input(defval="Initial", title="Capital Settings", options=["Initial", "Growing","Manual"], type=input.string) manualcapital = input(title="Manual Position Size", defval=100.3, type=input.float) leverage = input(title="Leverage", defval=1, type=input.float) capitalsystem(capitaltype) => v1 = floor(strategy.initial_capital/close) * leverage v2 = floor((strategy.initial_capital + strategy.netprofit)/close) * leverage v3 = manualcapital capitaltype== "Initial"? v1 : capitaltype == "Growing" ? v2 : v3 ordersize=capitalsystem(capitaltype) //Targets, Stops percentages = input(title="Percentage stop 🎯", defval=true) targetpercentage = input(title="Profit (%)", type=input.float, minval=0.0, step=0.1, defval=1.3) * 0.01 stoppercentage = input(title="Stop Loss (%)", type=input.float, minval=0.0, step=0.1, defval=0.6) * 0.01 longtp = strategy.position_avg_price * (1 + targetpercentage) shorttp = strategy.position_avg_price * (1 - targetpercentage) longStopPrice = strategy.position_avg_price * (1 - stoppercentage) shortStopPrice = strategy.position_avg_price * (1 + stoppercentage) //Cheatcountry's part // Copyright (c) 2019-present, Franklin Moormann (cheatcountry) // Ehlers Bandpass Filter script may be freely distributed under the MIT license. inp = input(title="Source", type=input.source, defval=close) res = input(title="Resolution", type=input.resolution, defval="") rep = input(title="Allow Repainting?", type=input.bool, defval=false) src = security(syminfo.tickerid, res, inp[rep ? 0 : barstate.isrealtime ? 1 : 0])[rep ? 0 : barstate.isrealtime ? 0 : 1] length = input(title="Length", type=input.integer, defval=20, minval=1) bw = input(title="Bandwidth", type=input.float, defval=0.3, minval=0.01, step = 0.01) pi = 2 * asin(1) twoPiPrd1 = 0.25 * bw * 2 * pi / length twoPiPrd2 = 1.5 * bw * 2 * pi / length beta = cos(2 * pi / length) gamma = 1.0 / cos(2 * pi * bw / length) alpha1 = gamma - sqrt((gamma * gamma) - 1) alpha2 = (cos(twoPiPrd1) + sin(twoPiPrd1) - 1) / cos(twoPiPrd1) alpha3 = (cos(twoPiPrd2) + sin(twoPiPrd2) - 1) / cos(twoPiPrd2) hp = 0.0 hp := ((1 + (alpha2 / 2)) * (src - nz(src[1]))) + ((1 - alpha2) * nz(hp[1])) bp = 0.0 bp := bar_index > 2 ? (0.5 * (1 - alpha1) * (hp - nz(hp[2]))) + (beta * (1 + alpha1) * nz(bp[1])) - (alpha1 * nz(bp[2])) : 0 peak = 0.0 peak := 0.991 * nz(peak[1]) peak := abs(bp) > peak ? abs(bp) : peak signal = peak != 0 ? bp / peak : 0 trigger = 0.0 trigger := ((1 + (alpha3 / 2)) * (signal - nz(signal[1]))) + ((1 - alpha3) * nz(trigger[1])) sig = trigger > nz(trigger[1]) ? 1 : trigger < nz(trigger[1]) ? -1 : 0 sigColor = sig > 0 ? color.green : sig < 0 ? color.red : color.black plot(signal, title="Signal", color=sigColor, linewidth=2) plot(trigger, title="Trigger", color=color.black, linewidth=1) //End Cheatcountry's part //Things buy = crossover(trigger, signal) sell = crossunder(trigger, signal) if (buy) strategy.entry("Buy", strategy.long, ordersize) if (percentages) strategy.exit( "Buy", from_entry="Buy", stop=longStopPrice, limit= longtp) // if (target and stop) // strategy.exit( "Set Value tp/sl", from_entry="Buy", profit=targetticks, loss=stopnumberticks) // if (target and not stop) // strategy.exit( "Set Value tp/sl", from_entry="Buy", profit=targetticks) // if (stop and not target) // strategy.exit( "Set Value tp/sl", from_entry="Buy", loss=stopnumberticks) //strategy.close("Buy", buyend) if (sell) strategy.entry("Short", strategy.short, ordersize) if (percentages) strategy.exit( "Short", from_entry="Short", stop=shortStopPrice, limit = shorttp) //plot(series=(strategy.position_size > 0) ? longStopPrice : na, // color=color.red, style=plot.style_linebr, // linewidth=2, title="Long Stop Loss") //plot(series=(strategy.position_size < 0) ? shortStopPrice : na, // color=color.red, style=plot.style_linebr, // linewidth=2, title="Short Stop Loss") //plot(series=(strategy.position_size > 0) ? longtp : na, // color=color.lime, style=plot.style_linebr, // linewidth=2, title="Long Stop Loss") //plot(series=(strategy.position_size < 0) ? shorttp : na, // color=color.lime, style=plot.style_linebr, // linewidth=2, title="Short Stop Loss")
CCI-RSI MR
https://www.tradingview.com/script/nJENARTz-CCI-RSI-MR/
monikabhay
https://www.tradingview.com/u/monikabhay/
82
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © sg1999 //@version=4 // >>>>>strategy name strategy(title = "CCI-RSI MR", shorttitle = "CCI-RSI MR", overlay = true) // >>>>input variables // 1. risk per trade as % of initial capital risk_limit = input(title="Risk Limit (%)", type=input.float, minval=0.1, defval=2.0, step=0.1) // 2. drawdown Draw_down = input(title="Max Drawdown (x ATR)", type=input.float, minval=0.5, maxval=10, defval=2.0, step=0.1) // 3. type of stop loss to be used original_sl_type = input(title="SL Based on", defval="Close Price", options=["Close Price","Last Traded Price"]) // 4. entry signal validity for bollinger strategies dist_from_signal= input(title="Entry distance from signal", type=input.integer, minval=1, maxval=20, defval=3, step=1) cross_val = input(title="Cross(over/under) validity", type=input.integer, minval=1, maxval=5, defval=3, step=1) // cross(under/over) of either RSI or CCI is valid for 'n' no.of days // 5. multiple exit points exit_1_pft_pct = input(title="1st exit when reward is", type=input.float, minval=0.5, maxval=100, defval=1.0, step=0.1) exit_1_qty_pct = input(title="1st exit quantity %", type=input.float, minval=1, maxval=100, defval=100, step=5) exit_2_pft_pct = input(title="2nd exit when reward is", type=input.float, minval=0.5, maxval=100, defval=1.5, step=0.1) sl_trail_pct = input(title="Trailing SL compared to original SL", type=input.float, minval=0.5, maxval=100, defval=0.5, step=0.5) //show signal bool plotBB = input(title="Show BB", type=input.bool, defval=true) plotSignals = input(title="Show Signals", type=input.bool, defval=true) // 6. date range to be used for backtesting fromMonth = input(defval = 1, title = "From Month", type = input.integer, minval = 1, maxval = 12) fromDay = input(defval = 1, title = "From Day", type = input.integer, minval = 1, maxval = 31) fromYear = input(defval = 1990, title = "From Year", type = input.integer, minval = 1970) thruMonth = input(defval = 1, title = "Thru Month", type = input.integer, minval = 1, maxval = 12) thruDay = input(defval = 1, title = "Thru Day", type = input.integer, minval = 1, maxval = 31) thruYear = input(defval = 2022, title = "Thru Year", type = input.integer, minval = 1970) start = timestamp(fromYear, fromMonth, fromDay, 00, 00) // backtest start window finish = timestamp(thruYear, thruMonth, thruDay, 23, 59) // backtest finish window window() => time >= start and time <= finish ? true : false // >>>>>strategy variables //input variables current_high = highest(high, 5) // swing high (5 period) current_low = lowest(low, 5) // swing low (5 period) current_ma = sma(close, 5) // Simple Moving average (5 period) atr_length = atr(20) // ATR (20 period) CCI = cci(close,20) // CCI (20 period) RSI = rsi(close,14) // RSI (14 period) RSI_5 = sma (RSI, 5) // Simple moving average of RSI (5 period) // 1. for current candle long_entry = false short_entry = false risk_reward_ok = false sl_hit_flag = false tsl_hit_flag = false sl_cross = false // 2. across candles var RSI_short = false //short signal boolean var RSI_long = false //long signal boolean var cci_sell = false //sellsignal crossunder boolean var cci_buy = false //buy signal crossover boolean var bar_count_long = 0 // Number of bars after a long signal var bar_count_short = 0 // Number of bars after a short signal var candles_on_trade = 0 var entry_price = 0.00 var sl_price = 0.00 var qty = 0 var exit_1_qty = 0 var exit_2_qty = 0 var exit_1_price = 0.0 var exit_2_price = 0.0 var hold_high = 0.0 // variable used to calculate Trailing sl var hold_low = 0.0 // variable used to calculate Trailing sl var tsl_size = 0.0 // Trailing Stop loss size(xR) var sl_size = 0.0 // Stop loss size (R) var tsl_price = 0.0 //Trailing stoploss price // >>>>>strategy conditions. // Bollinger bands (2 std) [mBB0,uBB0,lBB0] = bb(close,20,2) uBB0_low= lowest(uBB0,3) // lowest among upper BB of past 3 periods lBB0_high= highest(lBB0,3) //highest among upper BB of past 3 periods //RSI and CCI may not necessarily crossunder on the same candle. t_sell_RSI = sum( crossunder(RSI,RSI_5)? 1 : 0, cross_val) == 1 // checks if crossunder has happened in the last 3 candles (including the current candle) t_sell_CCI = sum( crossunder(CCI,100)? 1 : 0, cross_val) == 1 t_buy_RSI = sum( crossover(RSI,RSI_5)? 1 : 0, cross_val) == 1 //checks if crossover has happened in the last 3 candles (including the current candle) t_buy_CCI = sum( crossover(CCI,-100) ? 1 : 0, cross_val) == 1 // CONDITIONS FOR A SELL signal if t_sell_RSI and t_sell_CCI and (current_high >= uBB0_low) cci_sell := true bar_count_short := 0 if cci_sell and strategy.position_size ==0 bar_count_short := bar_count_short + 1 if cci_sell and bar_count_short<= dist_from_signal and close <= current_ma and strategy.position_size ==0 RSI_short := true //conditions for a BUY signal if t_buy_RSI and t_buy_CCI and (current_low <= lBB0_high) // or current_low_close <= lBB01_high) cci_buy := true bar_count_long := 0 if cci_buy and strategy.position_size ==0 bar_count_long := bar_count_long + 1 if cci_buy and bar_count_long<= dist_from_signal and close >= current_ma and strategy.position_size ==0 RSI_long := true if RSI_long and RSI_short RSI_long := false RSI_short := false // >>>>>entry and target specifications if strategy.position_size == 0 and RSI_short short_entry := true entry_price := close sl_price := current_high + syminfo.mintick // (swing high + one tick) is the stop loss sl_size := abs(entry_price - sl_price) candles_on_trade := 0 tsl_size := abs(entry_price - sl_price)*sl_trail_pct // Here sl_trail_pct is the multiple of R which is used to calculate TSL size if strategy.position_size == 0 and RSI_long long_entry := true entry_price := close sl_price := current_low - syminfo.mintick //(swing low - one tick) is the stop loss candles_on_trade := 0 sl_size := abs(entry_price - sl_price) tsl_size := abs(entry_price - sl_price)*sl_trail_pct // Here sl_trail_pct is the multiple of R which is used to calculate TSL size if long_entry and short_entry long_entry := false short_entry := false // >>>>risk evaluation criteria //>>>>> quantity determination and exit point specifications. if (long_entry or short_entry) and strategy.position_size == 0 // Based on our risk (R), no.of lots is calculated by considering a risk per trade limit formula qty := round((strategy.equity) * (risk_limit/100)/(abs(entry_price - sl_price)*syminfo.pointvalue)) exit_1_qty := round(qty * (exit_1_qty_pct/100)) exit_2_qty := qty - (exit_1_qty) if long_entry exit_1_price := entry_price + (sl_size * exit_1_pft_pct) exit_2_price := entry_price + (sl_size * exit_2_pft_pct) if short_entry exit_1_price := entry_price - (sl_size * exit_1_pft_pct) exit_2_price := entry_price - (sl_size * exit_2_pft_pct) // trail SL after 1st target is hit if abs(strategy.position_size) == 0 hold_high := 0 hold_low := 0 if strategy.position_size > 0 and high > exit_1_price if high > hold_high or hold_high == 0 hold_high := high tsl_price := hold_high - tsl_size if strategy.position_size < 0 and low < exit_1_price if low < hold_low or hold_low == 0 hold_low := low tsl_price := hold_low + tsl_size //>>>> entry conditons if long_entry and strategy.position_size == 0 strategy.cancel("BUY", window()) // add another window condition which considers day time (working hours) strategy.order("BUY", strategy.long, qty, comment="BUY @ "+ tostring(entry_price),when=window()) if short_entry and strategy.position_size == 0 strategy.cancel("SELL", window()) // add another window condition which considers day time (working hours) strategy.order("SELL", strategy.short, qty, comment="SELL @ "+ tostring(entry_price),when=window()) //>>>> exit conditons tsl_hit_flag := false //exit at tsl if strategy.position_size > 0 and close < tsl_price and abs(strategy.position_size)!=qty strategy.order("EXIT at TSL", strategy.short, abs(strategy.position_size), comment="EXIT TSL @ "+ tostring(close)) RSI_short := false RSI_long := false bar_count_long := 0 bar_count_short := 0 tsl_hit_flag := true cci_sell := false cci_buy := false strategy.cancel("EXIT 1", true) strategy.cancel("EXIT 2", true) strategy.cancel("Exit Drawd",true) strategy.cancel("EXIT at SL",true) if strategy.position_size < 0 and close > tsl_price and abs(strategy.position_size)!=qty strategy.order("EXIT at TSL", strategy.long, abs(strategy.position_size), comment="EXIT TSL @ "+ tostring(close)) RSI_short := false RSI_long := false bar_count_long := 0 bar_count_short := 0 tsl_hit_flag := true cci_sell := false cci_buy := false strategy.cancel("EXIT 1", true) strategy.cancel("EXIT 2", true) strategy.cancel("Exit Drawd",true) strategy.cancel("EXIT at SL",true) //>>>>exit at sl if strategy.position_size > 0 and original_sl_type == "Close Price" and close < sl_price and abs(strategy.position_size)==qty strategy.cancel("EXIT at SL", true) strategy.order("EXIT at SL", strategy.short, abs(strategy.position_size),stop= sl_price, comment="EXIT SL @ "+ tostring(close)) RSI_short := false RSI_long := false bar_count_long := 0 bar_count_short := 0 cci_buy := false cci_sell := false sl_hit_flag := true strategy.cancel("EXIT 1", true) strategy.cancel("EXIT 2", true) strategy.cancel("Exit Drawd",true) strategy.cancel("EXIT at TSL",true) if strategy.position_size < 0 and original_sl_type == "Close Price" and close > sl_price and abs(strategy.position_size)==qty strategy.cancel("EXIT at SL", true) strategy.order("EXIT at SL", strategy.long, abs(strategy.position_size), stop = sl_price, comment="EXIT SL @ "+ tostring(close)) RSI_short := false RSI_long := false bar_count_long := 0 bar_count_short := 0 cci_buy := false cci_sell := false sl_hit_flag := true strategy.cancel("EXIT 1", true) strategy.cancel("EXIT 2", true) strategy.cancel("Exit Drawd",true) strategy.cancel("EXIT at TSL",true) //>>>>>for ltp sl setting if strategy.position_size > 0 and original_sl_type == "Last Traded Price" and abs(strategy.position_size) ==qty strategy.order("EXIT at SL", strategy.short, abs(strategy.position_size),stop= sl_price, comment="EXIT SL @ "+ tostring(close)) RSI_short := false RSI_long := false bar_count_long := 0 bar_count_short := 0 cci_buy := false cci_sell := false strategy.cancel("EXIT 1", true) strategy.cancel("EXIT 2", true) strategy.cancel("Exit Drawd",true) strategy.cancel("EXIT at TSL",true) if strategy.position_size < 0 and original_sl_type == "Last Traded Price" and abs(strategy.position_size) ==qty strategy.order("EXIT at SL", strategy.long, abs(strategy.position_size), stop = sl_price, comment="EXIT SL @ "+ tostring(close)) RSI_short := false RSI_long := false bar_count_long := 0 bar_count_short := 0 cci_buy := false cci_sell := false strategy.cancel("EXIT 1", true) strategy.cancel("EXIT 2", true) strategy.cancel("Exit Drawd",true) strategy.cancel("EXIT at TSL",true) //>>>>>exit at target if strategy.position_size > 0 and abs(strategy.position_size) == qty and not tsl_hit_flag strategy.order("EXIT 1", strategy.short, exit_1_qty, limit=exit_1_price, comment="EXIT TG1 @ "+ tostring(exit_1_price)) strategy.cancel("Exit Drawd",true) cci_sell := false cci_buy := false if strategy.position_size > 0 and abs(strategy.position_size) < qty and abs(strategy.position_size) != qty and not tsl_hit_flag strategy.order("EXIT 2", strategy.short, exit_2_qty, limit=exit_2_price, comment="EXIT TG2 @ "+ tostring(exit_2_price)) RSI_short := false RSI_long := false bar_count_long := 0 bar_count_short := 0 cci_buy := false cci_sell := false strategy.cancel("Exit Drawd",true) strategy.cancel("EXIT at SL", true) if strategy.position_size < 0 and abs(strategy.position_size) == qty and not tsl_hit_flag strategy.order("EXIT 1", strategy.long, exit_1_qty, limit=exit_1_price, comment="EXIT TG1 @ "+ tostring(exit_1_price)) strategy.cancel("Exit Drawd",true) cci_buy := false cci_sell := false if strategy.position_size < 0 and abs(strategy.position_size) < qty and abs(strategy.position_size) != qty strategy.order("EXIT 2", strategy.long, exit_2_qty, limit=exit_2_price, comment="EXIT TG2 @ "+ tostring(exit_2_price)) RSI_short := false RSI_long := false bar_count_long := 0 bar_count_short := 0 cci_buy := false cci_sell := false strategy.cancel("Exit Drawd",true) strategy.cancel("EXIT at SL", true) //>>>>>>drawdown execution if strategy.position_size < 0 and original_sl_type == "Close Price" and not tsl_hit_flag strategy.cancel("Exit Drawd",true) strategy.order("Exit Drawd", strategy.long, abs(strategy.position_size), stop= (entry_price + Draw_down*atr_length) ,comment="Drawdown exit S") RSI_short := false RSI_long := false bar_count_long := 0 bar_count_short := 0 cci_buy := false cci_sell := false if strategy.position_size > 0 and original_sl_type == "Close Price" and not tsl_hit_flag and not sl_hit_flag strategy.cancel("Exit Drawd",true) strategy.order("Exit Drawd", strategy.short, abs(strategy.position_size), stop= (entry_price - Draw_down*atr_length) ,comment="Drawdown exit B") RSI_short := false RSI_long := false bar_count_long := 0 bar_count_short := 0 cci_buy := false cci_sell := false //>>>>to add sl hit sign if strategy.position_size != 0 and sl_hit_flag //For symbols on chart sl_cross := true //>>>>>cancel all pending orders if the trade is booked strategy.cancel_all(strategy.position_size == 0 and not (long_entry or short_entry)) //>>>>plot indicators p_mBB = plot(plotBB ? mBB0 : na, color=color.teal) p_uBB = plot(plotBB ? uBB0 : na, color=color.teal, style=plot.style_stepline) p_lBB = plot(plotBB ? lBB0 : na, color=color.teal, style=plot.style_stepline) plot(sma(close,5), color=color.blue, title="MA") //>>>>plot signals plotshape(plotSignals and RSI_short, style=shape.triangledown, location=location.abovebar, color=color.red) plotshape(plotSignals and RSI_long, style=shape.triangleup, location=location.belowbar, color=color.green) plotshape(sl_cross, text= "Stoploss Hit",size= size.normal,style=shape.xcross , location=location.belowbar, color=color.red) //>>>>plot signal high low if strategy.position_size != 0 candles_on_trade := candles_on_trade + 1 if strategy.position_size != 0 and candles_on_trade == 1 line.new(x1=bar_index[1], y1=high[1], x2=bar_index[0], y2=high[1], color=color.black, width=2) line.new(x1=bar_index[1], y1=low[1], x2=bar_index[0], y2=low[1], color=color.black, width=2) //>>>>end of program
Ichimoku Kinko Hyo Strategy
https://www.tradingview.com/script/E8317mg6-Ichimoku-Kinko-Hyo-Strategy/
mdeous
https://www.tradingview.com/u/mdeous/
134
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © mdeous //@version=4 strategy( title="Ichimoku Kinko Hyo Strategy", shorttitle="Ichimoku Strategy", overlay=true, pyramiding=0, default_qty_type=strategy.percent_of_equity, default_qty_value=100, initial_capital=1000, currency="USD", commission_type=strategy.commission.percent, commission_value=0.0 ) // // SETTINGS // // Ichimoku int TENKAN_LEN = input(title="Tenkan-Sen Length", defval=9, minval=1, step=1) int KIJUN_LEN = input(title="Kijun-Sen Length", defval=26, minval=1, step=1) int SSB_LEN = input(title="Senkou Span B Length", defval=52, minval=1, step=1) int OFFSET = input(title="Offset For Chikou Span / Kumo", defval=26, minval=1, step=1) // Strategy int COOLDOWN = input(title="Orders Cooldown Period", defval=5, minval=0, step=1) // bool USE_CHIKOU = input(title="Use Imperfect Chikou Position Detection", defval=false) bool USE_CHIKOU = false // Display bool SHOW_INDICATOR = input(title="Show Ichimoku Kinko Hyo Indicator", defval=true) // // HELPERS // color _red = color.red color _blue = color.blue color _lime = color.lime color _fuchsia = color.fuchsia color _silver = color.silver color _aqua = color.aqua f_donchian(_len) => avg(lowest(_len), highest(_len)) // // ICHIMOKU INDICATOR // float tenkan = f_donchian(TENKAN_LEN) float kijun = f_donchian(KIJUN_LEN) float ssa = avg(tenkan, kijun) float ssb = f_donchian(SSB_LEN) plot(SHOW_INDICATOR ? tenkan : na, title="Tenkan", color=_silver) plot(SHOW_INDICATOR ? close : na, title="Chikou", offset=-OFFSET+1, color=_aqua) _ssa = plot(SHOW_INDICATOR ? ssa : na, title="SSA", offset=OFFSET-1, color=_lime) _ssb = plot(SHOW_INDICATOR ? ssb : na, title="SSB", offset=OFFSET-1, color=_red) fill(_ssa, _ssb, color=ssa > ssb ? _lime : _fuchsia, transp=90) // // STRATEGY // // Check if price is "above or below" Chikou (i.e. historic price line): // This detection is highly imperfect, as it can only know what was Chikou's // position 2*offset candles in the past, therefore if Chikou crossed the price // line in the last 2*offset periods it won't be detected. // Use of this detection is disabled by default. float _chikou_val = close[OFFSET*2+1] float _last_val = close[OFFSET+1] bool above_chikou = USE_CHIKOU ? _last_val > _chikou_val : true bool below_chikou = USE_CHIKOU ? _last_val < _chikou_val : true // Identify short-term trend with Tenkan bool _above_tenkan = min(open, close) > tenkan bool _below_tenkan = max(open, close) < tenkan // Check price position compared to Kumo bool _above_kumo = min(open, close) > ssa bool _below_kumo = max(open, close) < ssb // Check if Kumo is bullish or bearish bool bullish_kumo = ssa > ssb bool bearish_kumo = ssa < ssb // Correlate indicators to confirm the trend bool bullish_trend = _above_tenkan and _above_kumo and bullish_kumo bool bearish_trend = _below_tenkan and _below_kumo and bearish_kumo // Build signals bool buy1 = (close > open) and ((close > ssa) and (open < ssa)) // green candle crossing over SSA bool buy2 = bullish_kumo and bearish_kumo[1] // bullish Kumo twist bool sell1 = (close < open) and ((close < ssb) and (open > ssb)) // red candle crossing under SSB bool sell2 = bearish_kumo and bullish_kumo[1] // bearish Kumo twist bool go_long = below_chikou and (bullish_trend and (buy1 or buy2)) bool exit_long = above_chikou and (bearish_trend and (sell1 or sell2)) // // COOLDOWN // f_cooldown() => _cd_needed = false for i = 1 to COOLDOWN by 1 if go_long[i] _cd_needed := true break _cd_needed go_long := COOLDOWN == 0 ? go_long : (f_cooldown() ? false : go_long) // // ORDERS // strategy.entry("buy", strategy.long, when=go_long) strategy.close_all(when=exit_long) // // ALERTS // alertcondition( condition=go_long, title="Buy Signal", message="{{exchange}}:{{ticker}}: A buy signal for {{strategy.position_size}} units has been detected (last close: {{close}})." ) alertcondition( condition=exit_long, title="Sell Signal", message="{{exchange}}:{{ticker}}: A sell signal for {{strategy.position_size}} units has been detected (last close: {{close}})." )
Simple SMA Strategy Backtest
https://www.tradingview.com/script/36kUqFP8-Simple-SMA-Strategy-Backtest/
HPotter
https://www.tradingview.com/u/HPotter/
266
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © HPotter // Simple SMA strategy // // WARNING: // - For purpose educate only // - This script to change bars colors //@version=4 strategy(title="Simple SMA Strategy Backtest", shorttitle="SMA Backtest", precision=6, overlay=true) Resolution = input(title="Resolution", type=input.resolution, defval="D") Source = input(title="Source", type=input.source, defval=close) xSeries = security(syminfo.tickerid, Resolution, Source) Length = input(title="Length", type=input.integer, defval=14, minval=2) TriggerPrice = input(title="Trigger Price", type=input.source, defval=close) BarColors = input(title="Painting bars", type=input.bool, defval=true) ShowLine = input(title="Show Line", type=input.bool, defval=true) UseAlerts = input(title="Use Alerts", type=input.bool, defval=false) reverse = input(title="Trade Reverse", type=input.bool, defval=false) pos = 0 xSMA = sma(xSeries, Length) pos := iff(TriggerPrice > xSMA, 1, iff(TriggerPrice < xSMA, -1, nz(pos[1], 0))) nRes = ShowLine ? xSMA : na alertcondition(UseAlerts == true and pos != pos[1] and pos == 1, title='Signal Buy', message='Strategy to change to BUY') alertcondition(UseAlerts == true and pos != pos[1] and pos == -1, title='Signal Sell', message='Strategy to change to SELL') alertcondition(UseAlerts == true and pos != pos[1] and pos == 0, title='FLAT', message='Strategy get out from position') possig = iff(reverse and pos == 1, -1, iff(reverse and pos == -1, 1, pos)) if (possig == 1) strategy.entry("Long", strategy.long) if (possig == -1) strategy.entry("Short", strategy.short) if (possig == 0) strategy.close_all() nColor = BarColors ? possig == -1 ? color.red : possig == 1 ? color.green : color.blue : na barcolor(nColor) plot(nRes, title='SMA', color=#00ffaa, linewidth=2, style=plot.style_line)
sa-strategy with HTF-TSL
https://www.tradingview.com/script/wy0ls91i-sa-strategy-with-HTF-TSL/
ringashish
https://www.tradingview.com/u/ringashish/
31
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © ringashish //@version=4 strategy("sa-strategy with HTF-TSL", overlay=true) Pd = input(title="ATR Period", type=input.integer, defval=4) Factor = input(title="ATR Multiplier", type=input.float, step=0.1, defval=2) ST= supertrend(Factor, Pd) heikinashi_close = security(heikinashi(syminfo.tickerid), timeframe.period, close) heikinashi_low = security(heikinashi(syminfo.tickerid), timeframe.period, low) heikinashi_open = security(heikinashi(syminfo.tickerid), timeframe.period, open) heikinashi_high = security(heikinashi(syminfo.tickerid), timeframe.period, high) heikinashi_close30 = security(heikinashi(syminfo.tickerid), "30", close) //res1 = input("30", type=input.resolution, title="higher Timeframe") //CCI TSL res = input("240",type=input.resolution,title = "Higher Time Frame") CCI = input(20) ATR = input(5) Multiplier=input(1,title='ATR Multiplier') original=input(false,title='original coloring') thisCCI = cci(close, CCI) lastCCI = nz(thisCCI[1]) calcx()=> bufferDn= high + Multiplier * sma(tr,ATR) bufferUp= low - Multiplier * sma(tr,ATR) if (thisCCI >= 0 and lastCCI < 0) bufferUp := bufferDn[1] if (thisCCI <= 0 and lastCCI > 0) bufferDn := bufferUp[1] if (thisCCI >= 0) if (bufferUp < bufferUp[1]) bufferUp := bufferUp[1] else if (thisCCI <= 0) if (bufferDn > bufferDn[1]) bufferDn := bufferDn[1] x = 0.0 x := thisCCI >= 0 ?bufferUp:thisCCI <= 0 ?bufferDn:x[1] x tempx = calcx() calcswap() => swap = 0.0 swap := tempx>tempx[1]?1:tempx<tempx[1]?-1:swap[1] swap tempswap = calcswap() swap2=tempswap==1?color.blue:color.orange swap3=thisCCI >=0 ?color.blue:color.orange swap4=original?swap3:swap2 //display current timeframe's Trend plot(tempx,"CTF",color=swap4,transp=0,linewidth=2, style = plot.style_stepline) htfx = security(syminfo.tickerid,res,tempx[1],lookahead = barmerge.lookahead_on) htfswap4 = security(syminfo.tickerid,res,swap4[1],lookahead = barmerge.lookahead_on) plot(htfx,"HTF",color=htfswap4,transp=0,linewidth=3,style = plot.style_stepline) //supertrend Supertrend(Factor, Pd) => Up=hl2-(Factor*atr(Pd)) Dn=hl2+(Factor*atr(Pd)) TrendUp = 0.0 TrendUp := heikinashi_close[1]>TrendUp[1] ? max(Up,TrendUp[1]) : Up TrendDown = 0.0 TrendDown := heikinashi_close[1]<TrendDown[1]? min(Dn,TrendDown[1]) : Dn Trend = 0.0 Trend := heikinashi_close > TrendDown[1] ? 1: heikinashi_close< TrendUp[1]? -1: nz(Trend[1],1) Tsl = Trend==1? TrendUp: TrendDown S_Buy = Trend == 1 ? 1 : 0 S_Sell = Trend != 1 ? 1 : 0 [Trend, Tsl] [Trend,Tsl] = Supertrend(Factor, Pd) // Security //ST1_Trend_MTF = security(syminfo.tickerid, res1, Tsl,barmerge.lookahead_on) //plot(ST1_Trend_MTF, "higher ST") crossdn = crossunder(heikinashi_close,Tsl) or crossunder(heikinashi_close[1],Tsl) or crossunder(heikinashi_close[2],Tsl) or heikinashi_close < Tsl crossup = crossover(heikinashi_close,Tsl) or crossover(heikinashi_close[1],Tsl) or crossover(heikinashi_close[2],Tsl) or heikinashi_close > Tsl plot(Tsl,"ST",color = color.black,linewidth =2) plot(ema(heikinashi_close,20),"EMA 20",color=color.red) plot(hma(heikinashi_close,15),"HMA 15",color=color.green) plot(ema(heikinashi_close,15),"EMA 15",color=color.black) closedown = (heikinashi_close < hma(heikinashi_close,15) and heikinashi_high > hma(heikinashi_close,15)) or(heikinashi_close < ema(heikinashi_close,20) and heikinashi_high > ema(heikinashi_close,20)) closeup = (heikinashi_close > hma(heikinashi_close,15) and heikinashi_low < hma(heikinashi_close,15)) or (heikinashi_close > ema(heikinashi_close,20) and heikinashi_low < ema(heikinashi_close,20)) buy = heikinashi_open == heikinashi_low and closeup and crossup and close > htfx //buy = heikinashi_open == heikinashi_low and heikinashi_close > ema(close,20) and heikinashi_low < ema(close,20) and crossup buyexit = cross(close,tempx) //heikinashi_open == heikinashi_high //and heikinashi_close < ema(close,15) and heikinashi_high > ema(close,15) //if heikinashi_close30[1] < ST1_Trend_MTF //sell = heikinashi_open == heikinashi_high and heikinashi_close < ema(close,20) and heikinashi_high > ema(close,20) and rsi(close,14)<60 and crossdn sell = heikinashi_open == heikinashi_high and closedown and rsi(close,14)<55 and crossdn and close < htfx sellexit = cross(close,tempx) //heikinashi_open == heikinashi_low //and heikinashi_close > ema(close,15) and heikinashi_low < ema(close,15) rg = 0 rg := buy ? 1 : buyexit ? 2 : nz(rg[1]) longLogic = rg != rg[1] and rg == 1 longExit = rg != rg[1] and rg == 2 //plotshape(longExit,"exit buy",style = shape.arrowup,location = location.belowbar,color = color.red, text ="buy exit", textcolor = color.red) //plotshape(longLogic,"BUY",style = shape.arrowup,location = location.belowbar,color = color.green, text ="buy", textcolor= color.green) nm = 0 nm := sell ? 1 : sellexit ? 2 : nz(nm[1]) shortLogic = nm != nm[1] and nm == 1 shortExit = nm != nm[1] and nm == 2 //plotshape(shortExit,"exit sell",style = shape.arrowup,location = location.belowbar,color = color.red, text ="sell exit", textcolor = color.red) //plotshape(shortLogic,"SELL",style = shape.arrowup,location = location.belowbar,color = color.green, text ="sell", textcolor= color.green) //Exit at particular time ExitHour = input(title="Exit Hour Of Day", type=input.integer, defval=15, step = 5, maxval = 24, minval = 0) ExitMint = input(title="Exit Minute Of Day", type=input.integer, defval=15, step = 5, maxval = 24, minval = 0) bgc = input(title="Highlight Background Color?", type=input.bool, defval=true) mRound(num,rem) => (floor(num/rem)*rem) exitTime = (hour(time) >= ExitHour and (minute == mRound(ExitMint, timeframe.multiplier))) ? 1 : 0 exitTime := exitTime == 0 ? (hour(time) >= ExitHour and (minute + timeframe.multiplier >= ExitMint)) ? 1 : 0 : exitTime MarketClose = exitTime and not exitTime[1] alertcondition(exitTime and not exitTime[1], title="Intraday Session Close Time", message="Close All Positions") bgcolor(exitTime and not exitTime[1] and bgc ? #445566 : na, transp =40) longCondition = longLogic if (longCondition) strategy.entry("long", strategy.long) shortCondition = shortLogic if (shortCondition) strategy.entry("short", strategy.short) strategy.close("short", when =cross(close,tempx) or MarketClose) strategy.close( "long", when =cross(close,tempx) or MarketClose )
EMA Crossover Strategy
https://www.tradingview.com/script/tnFHknMz-EMA-Crossover-Strategy/
BrendanW98
https://www.tradingview.com/u/BrendanW98/
608
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © BrendanW98 //@version=4 strategy("My Strategy", overlay=true) ema5 = ema(close, 9) ema20 = ema(close, 21) ema50 = ema(close, 55) //RSI Signals // Get user input rsiSource = close rsiLength = 14 rsiOverbought = 70 rsiOversold = 30 rsiMid = 50 // Get RSI value rsiValue = rsi(rsiSource, rsiLength) //See if RSI crosses 50 doBuy = crossover(rsiValue, rsiOversold) and rsiValue < 50 doSell = crossunder(rsiValue, rsiOverbought) and rsiValue > 50 emacrossover = crossover(ema5, ema20) and ema5 > ema50 and ema20 > ema50 and close > ema50 emacrossunder = crossunder(ema5, ema20) and ema5 < ema50 and ema20 < ema50 and close < ema50 //Entry and Exit longCondition = emacrossover closelongCondition = doSell strategy.entry("Long", strategy.long, 10000.0, when=longCondition) strategy.close("Long", when=closelongCondition) shortCondition = emacrossunder closeshortCondition = doBuy strategy.entry("Short", strategy.short, 10000.0, when=shortCondition) strategy.close("Short", when=closeshortCondition)
longWickStrategy
https://www.tradingview.com/script/9lqUQ4Z3-longWickStrategy/
ondrej17
https://www.tradingview.com/u/ondrej17/
109
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © ondrej17 //@version=4 strategy("longWickstrategy", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=0.1) // Inputs st_yr_inp = input(defval=2020, title='Backtest Start Year') st_mn_inp = input(defval=01, title='Backtest Start Month') st_dy_inp = input(defval=01, title='Backtest Start Day') en_yr_inp = input(defval=2025, title='Backtest End Year') en_mn_inp = input(defval=01, title='Backtest End Month') en_dy_inp = input(defval=01, title='Backtest End Day') sltp_inp = input(defval=0.8, title='N - % offset for N*SL and (2N)*TP')/100 // Dates start = timestamp(st_yr_inp, st_mn_inp, st_dy_inp,00,00) end = timestamp(en_yr_inp, en_mn_inp, en_dy_inp,00,00) canTrade = time >= start and time <= end // Indicators Setup // Strategy Calcuations lowerWick = (open > close) ? close-low : open - low upperWick = (open > close) ? high-open : high-close wickLength = max(lowerWick,upperWick) candleLength = high-low wickToCandleRatio = wickLength / candleLength entryFilterCandleLength = candleLength > 0.75*atr(48) // Entries and Exits longCondition = entryFilterCandleLength and wickToCandleRatio > 0.5 and lowerWick > upperWick and canTrade and strategy.position_size == 0 shortCondition = entryFilterCandleLength and wickToCandleRatio > 0.5 and lowerWick < upperWick and canTrade and strategy.position_size == 0 strategy.entry("pendingLong", strategy.long, limit=low+wickLength/2, when = longCondition) strategy.entry("pendingShort", strategy.short, limit=high-wickLength/2, when = shortCondition) longStop = strategy.position_size > 0 ? strategy.position_avg_price*(1-sltp_inp) : na longTP = strategy.position_size > 0 ? strategy.position_avg_price*(1+2*sltp_inp) : na shortStop = strategy.position_size < 0 ? strategy.position_avg_price*(1+sltp_inp) : na shortTP = strategy.position_size < 0 ? strategy.position_avg_price*(1-2*sltp_inp) : na strategy.exit("longSLTP","pendingLong", stop=longStop, limit = longTP) strategy.exit("shortSLTP","pendingShort", stop=shortStop, limit = shortTP) plot(longStop, color=color.red, style=plot.style_linebr, linewidth=2) plot(shortStop, color=color.red, style=plot.style_linebr, linewidth=2) plot(longTP, color=color.green, style=plot.style_linebr, linewidth=2) plot(shortTP, color=color.green, style=plot.style_linebr, linewidth=2) plotLongCondition = longCondition ? high+abs(open-close) : na plot(plotLongCondition, style=plot.style_circles, linewidth=4, color=color.green) plotShortCondition = shortCondition ? high+abs(open-close) : na plot(plotShortCondition, style=plot.style_circles, linewidth=4, color=color.red)
Trend Reversal / Potential pressure
https://www.tradingview.com/script/w58JPHxf-Trend-Reversal-Potential-pressure/
BardiaB2
https://www.tradingview.com/u/BardiaB2/
91
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © BardiaB2 //@version=4 strategy("TR", calc_on_every_tick=true) ATR=atr(7) * 1 trendMA = ema(close, 500) is_trend_up = close>trendMA is_red(i) => (close[i] < open[i]) ? 1 : 0 is_green(i) => is_red(i) ? 0 : 1 is_hammer(i) => is_red(i) ? ((high[i]-close[i]) < (high[i]-low[i])/3 ) : ((high[i]-open[i]) < (high[i]-low[i])/3 ) is_stick(i) => is_red(i) ? ((open[i]-low[i]) < (high[i]-low[i])/3 ) : ((close[i]-low[i]) < (high[i]-low[i])/3 ) if is_hammer(1) and is_red(2) and is_green(0) and close>close[1] and open[1]>open and low>low[1] and is_trend_up strategy.entry("LE", strategy.long, 10000) strategy.exit("TP/SL LE", "LE", stop = low[1]-ATR, limit=close+(high[1]-low[1])+ATR) if is_stick(1) and is_green(2) and is_red(0) and close<close[1] and open[1]<open and high<high[1] and (not is_trend_up) strategy.entry("SE", strategy.short, 10000) strategy.exit("TP/SL SE", "SE", stop = high[1]+ATR, limit=close-(high[1]-low[1])-ATR)
Nifty Volume profile + VWAP + EMA
https://www.tradingview.com/script/MIi3WUU2-Nifty-Volume-profile-VWAP-EMA/
aashish2137
https://www.tradingview.com/u/aashish2137/
712
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © aashish2137 //@version=4 strategy("NF VWAP and EMA",overlay=true) // custom function sym(s) => security(s,timeframe.period, volume) // make the weighted index A = (10.34*sym("NSE:HDFCBANK")/100+11.88*sym("NSE:RELIANCE")/100+7.2*sym("NSE:HDFC")/100+5.39*sym("NSE:ICICIBANK")/100+6.35*sym("NSE:INFY")/100+5.2*sym("NSE:TCS")/100+4.11*sym("NSE:KOTAKBANK")/100+4.32*sym("NSE:ITC")/100+2.18*sym("NSE:AXISBANK")/100+2.89*sym("NSE:LT")/100+3.69*sym("NSE:HINDUNILVR")/100+1.55*sym("NSE:SBIN")/100+1.3*sym("NSE:BAJFINANCE")/100+1.87*sym("NSE:MARUTI")/100+1.82*sym("NSE:INDUSINDBK")/100+3.1*sym("NSE:BHARTIARTL")/100+1.9*sym("NSE:ASIANPAINT")/100+1.5*sym("NSE:HCLTECH")/100+1.13*sym("NSE:BAJAJFINSV")/100+1.19*sym("NSE:NTPC")/100+1.57*sym("NSE:NESTLEIND")/100+0.93*sym("NSE:TITAN")/100+1.05*sym("NSE:M_M")/100+0.82*sym("NSE:TECHM")/100+1.28*sym("NSE:SUNPHARMA")/100+1.13*sym("NSE:ULTRACEMCO")/100+1.01*sym("NSE:POWERGRID")/100+0.76*sym("NSE:ONGC")/100+0.89*sym("NSE:BAJAJ_AUTO")/100+0.74*sym("NSE:COALINDIA")/100+0.69*sym("NSE:BPCL")/100+0.79*sym("NSE:WIPRO")/100+1*sym("NSE:BRITANNIA")/100+0.71*sym("NSE:TATASTEEL")/100+1.24*sym("NSE:DRREDDY")/100+0.66*sym("NSE:TATAMOTORS")/100+0.64*sym("NSE:IOC")/100+0.64*sym("NSE:UPL")/100+0.63*sym("NSE:EICHERMOT")/100+0.77*sym("NSE:HEROMOTOCO")/100) colorofbar = open < close ? color.green : color.red volumePeriod = input(14, "Period") fastEmaPeriod = input(8, "Period") slowEmaPeriod = input(5, "Period") priceValue = (high + low + close) / 3 priceVolume = priceValue * A cumulativePriceVolume = sum(priceVolume, volumePeriod) cumulativeVolume = sum(A, volumePeriod) vwapValue = cumulativePriceVolume / cumulativeVolume fastEma = ema(close, fastEmaPeriod) slowEma = ema(close, slowEmaPeriod) plot(series=vwapValue, title="VWAP BNF", style=plot.style_line, color= color.black) plot(series=fastEma, title="Fast EMA", style=plot.style_line, color= color.green) plot(series=slowEma, title="Slow EMA", style=plot.style_line, color= color.red) longCond = crossover(fastEma, slowEma) shortCond = crossunder(fastEma, slowEma) plotshape(series=longCond, title="Long", style=shape.cross, location=location.bottom, color=color.green, text="LONG", size=size.small) plotshape(series=shortCond, title="Short", style=shape.cross, location=location.bottom, color=color.red, text="SHORT", size=size.small)
RSI W Pattern strategy
https://www.tradingview.com/script/f80Cfpfp-RSI-W-Pattern-strategy/
mohanee
https://www.tradingview.com/u/mohanee/
663
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © mohanee //@version=4 strategy(title="RSI W Pattern strategy", pyramiding=2, shorttitle="RSI W Pattern", overlay = false) //Strategy Rules //ema20 is above ema50 //RSI5 making W pattern in oversold area or just below 70 level , you can define the value for parameter buyRsiEntry --- dont go beyond 70 //Exit when RSI reaches 75 len = input(title="RSI Period", minval=1, defval=5) buyRsiEntry = input(title="look for W pattern bottom edges well below RSI level (BUY) ", minval=10, defval=65, maxval=70) //numberOfBars = input(title="Number of Bars in W pattern ", minval=4, defval=4, maxval=6) emaL = input(title="Long Term EMA", minval=1, defval=50, maxval=200) emaS = input(title="Short Term EMA", minval=1, defval=20, maxval=200) stopLoss = input(title="Stop Loss %", minval=1, defval=8, maxval=10) //rsiWp1=false myRsi = rsi(close,len) //longEmaVal=ema(close,emaL) //shortEmaVal=ema(close,emaS) entryEma=ema(close,5) // This is used as filetr for BUY isEma20AboveEma50=ema(close,emaS)>ema(close,emaL) ? true : false //W Pattern //rsiWp1 = myRsi>myRsi[1] and myRsi>=30 and myRsi[1]<myRsi[2] and myRsi[2]>myRsi[3] and myRsi[3]<myRsi[4] //This is published one rsiWp1 = myRsi>myRsi[1] and myRsi>=30 and myRsi[1]<myRsi[2] and myRsi[2]>myRsi[3] and myRsi[3]<myRsi[4] and (low[1]<=low[4] or low[3]<=low[4] ) // looking for recent low //rsiWp1 = myRsi>myRsi[1] and myRsi>=30 and myRsi[1]<myRsi[2] and myRsi[2]>myRsi[3] and myRsi[3]<myRsi[4] //Ths one has 92% win rate and 4.593 prfit factor //long condition filters //1. ema20 > ema50 //2. Rsi5 has W pattern //3. current RSI <= 65 (parameter buyRsiEntry) (dont go beyond 70 , becuase that is already overbought area) //4. current price low/close is below 5 ema --- looking for pullback -- Optional longCondition = isEma20AboveEma50 and rsiWp1 and (myRsi<=buyRsiEntry and myRsi>=30) //and (low<entryEma or close<entryEma) --- if this optional required , add it to above condition patternText=" W " barcolor(longCondition?color.yellow:na) //initial entry strategy.entry("RSI_W_LE", comment="Buy" , long=true, when=longCondition ) //legging in to existing strategy.entry("RSI_W_LE",comment="Add", long=true, when=strategy.position_size>0 and crossover(myRsi,10 )) //calculate stoploss value stopLossValue=strategy.position_avg_price - (strategy.position_avg_price*stopLoss/100) rsiPlotColor=longCondition ?color.yellow:color.purple plot(myRsi, title="RSI", linewidth=2, color=color.purple) // plot(myRsi, title="RSI", linewidth=2, color=rsiWp1?color.yellow:color.purple) //plot(myRsi[1], title="RSI", linewidth=2, color=rsiWp1==true?color.yellow:color.purple) //plot(myRsi[2], title="RSI", linewidth=2, color=rsiWp1?color.yellow:color.purple) //plot(myRsi[3], title="RSI", linewidth=2, color=rsiWp1?color.yellow:color.purple) //plot(myRsi[4], title="RSI", linewidth=2, color=rsiWp1?color.yellow:color.purple) hline(40, title="Middle Line", color=color.blue, linestyle=hline.style_dashed) obLevel = hline(75, title="Overbought", color=color.red, linestyle=hline.style_dashed) osLevel = hline(30, title="Oversold", color=color.purple, linestyle=hline.style_dashed) fill(obLevel, osLevel, title="Background", color=#9915FF, transp=90) plotshape( longCondition ? myRsi[1] : na, offset=-1, title="W Pattern", text=patternText, style=shape.labelup, location=location.absolute, color=color.purple, textcolor=color.yellow, transp=0 ) bgcolor(strategy.position_size>0?color.green:na, transp=40, title='In Long Position') //take profit or close when RSI reaches 75 takeProfit=crossover(myRsi,75) //close when RSi reaches profit level strategy.close("RSI_W_LE", comment="TP Exit", qty=strategy.position_size,when=crossover(myRsi,75) and close>strategy.position_avg_price ) //close everything when stoploss hit longCloseCondition=close<(strategy.position_avg_price - (strategy.position_avg_price*stopLoss/100) ) //or crossunder(myRsi,30) strategy.close("RSI_W_LE", comment="SL Exit", qty=strategy.position_size,when=longCloseCondition )
[Strategy] - EMA 10,20 59 with Profit Displayed
https://www.tradingview.com/script/pBTV21RO-Strategy-EMA-10-20-59-with-Profit-Displayed/
mattehalen
https://www.tradingview.com/u/mattehalen/
108
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © mattehalen //@version=4 //study("EMA 10,20 59",overlay=true) strategy("EMA 10,20 59",overlay=true, process_orders_on_close = true, default_qty_type = strategy.fixed, default_qty_value = 1000, initial_capital=250, currency=currency.USD) infoBox = input(true, title="infoBox", type=input.bool) infoBox2 = input(false, title="infoBox2", type=input.bool) BuySellSignal_Bool = input(false, title="Buy & SellSignal", type=input.bool) infoBoxSize = input(title="infoBoxSize", defval=size.large, options=[size.auto, size.tiny, size.small, size.normal, size.large, size.huge]) ema1Value = input(10) ema2Value = input(20) ema3Value = input(59) maxLoss = input(3000) ema1 = ema(close,ema1Value) ema2 = ema(close,ema2Value) ema3 = ema(close,ema3Value) objcnt = 0 buyTitle = tostring(close[1]) myProfit = float(0) plot(ema1,title="ema1",color=color.red,linewidth=2) plot(ema2,title="ema2",color=color.green,linewidth=2) plot(ema3,title="ema3",color=color.black,linewidth=2) Buytrend = (ema1 and ema2 > ema3) and (ema1[1] and ema2[1] > ema3[1]) BarssinceBuyTrend = barssince(Buytrend) BarssinceSellTrend = barssince(not Buytrend) closeAtBuyTrend = close[1] bgcolor(Buytrend ? color.green : color.red,transp=70) BuySignal = Buytrend and not Buytrend[1] and BuySellSignal_Bool BuySignalOut = Buytrend and (crossunder(ema1,ema2)) and BuySellSignal_Bool BarssinceBuy = barssince(BuySignal) bgcolor(BuySignal ? color.green : na , transp=30) bgcolor(BuySignalOut ? color.black : na , transp=30) plot(BarssinceBuy,title="BarssinceBuy",display=display.none) SellSignal = not Buytrend and Buytrend[1] and BuySellSignal_Bool SellSignalOut = not Buytrend and (crossover(ema1,ema2)) and BuySellSignal_Bool BarssinceSell = barssince(SellSignal) bgcolor(SellSignal ? color.red : na , transp=30) bgcolor(SellSignalOut ? color.black : na , transp=30) plot(BarssinceSell,title="BarssinceSell",display=display.none) buyProfit = float(0) cntBuy =0 sellProfit = float(0) cntSell =0 buyProfit := Buytrend and not Buytrend[1]? nz(buyProfit[1]) + (close[BarssinceBuyTrend[1]]-close) : nz(buyProfit[1]) cntBuy := Buytrend and not Buytrend[1]? nz(cntBuy[1]) + 1: nz(cntBuy[1]) sellProfit := not Buytrend and Buytrend[1]? nz(sellProfit[1]) + (close-close[BarssinceSellTrend[1]]) : nz(sellProfit[1]) cntSell := not Buytrend and Buytrend[1]? nz(cntSell[1]) + 1 : nz(cntSell[1]) totalProfit = buyProfit + sellProfit if (Buytrend and not Buytrend[1] and infoBox==true) l = label.new(bar_index - (BarssinceBuyTrend[1]/2), na,text="Close = " + tostring(close) + "\n" + "Start = "+tostring(close[BarssinceBuyTrend[1]]) + "\n" + "Profit = "+tostring(close[BarssinceBuyTrend[1]]-close) ,style=label.style_labelup, yloc=yloc.belowbar,color=color.red,size=infoBoxSize) if (not Buytrend and Buytrend[1] and infoBox==true) l = label.new(bar_index - (BarssinceSellTrend[1]/2), na,text="Close = " + tostring(close) + "\n" + "Start = "+tostring(close[BarssinceSellTrend[1]]) + "\n" + "Profit = "+tostring(close-close[BarssinceSellTrend[1]]) ,style=label.style_labeldown, yloc=yloc.abovebar,color=color.green,size=infoBoxSize) if (BuySignalOut and not BuySignalOut[1] and infoBox2==true) // l = label.new(bar_index - (BarssinceBuy[0]/2), na,text="Close = " + tostring(close) + "\n" + "Start = "+tostring(close[BarssinceBuy[0]]) + "\n" + "Profit = "+tostring(close-close[BarssinceBuy[0]]) ,style=label.style_labelup, yloc=yloc.belowbar,color=color.purple,size=infoBoxSize l = label.new(bar_index, na,text="Close = " + tostring(close) + "\n" + "Start = "+tostring(close[BarssinceBuy[0]]) + "\n" + "Profit = "+tostring(close-close[BarssinceBuy[0]]) ,style=label.style_labelup, yloc=yloc.belowbar,color=color.lime,size=infoBoxSize) if (SellSignalOut and not SellSignalOut[1] and infoBox2==true) // l = label.new(bar_index - (BarssinceSell[0]/2), na,text="Close = " + tostring(close) + "\n" + "Start = "+tostring(close[BarssinceSell[0]]) + "\n" + "Profit = "+tostring(close[BarssinceSell[0]]-close) ,style=label.style_labeldown, yloc=yloc.abovebar,color=color.purple,size=infoBoxSize) l = label.new(bar_index, na,text="Close = " + tostring(close) + "\n" + "Start = "+tostring(close[BarssinceSell[0]]) + "\n" + "Profit = "+tostring(close[BarssinceSell[0]]-close) ,style=label.style_labeldown, yloc=yloc.abovebar,color=color.fuchsia,size=infoBoxSize) l2 = label.new(bar_index, na, 'buyProfit in pip = '+tostring(buyProfit)+"\n"+ 'cntBuy = '+tostring(cntBuy) +"\n"+ 'sellProfit in pip = '+tostring(sellProfit)+"\n"+ 'cntSell = '+tostring(cntSell) +"\n"+ 'totalProfit in pip = '+tostring(totalProfit) , color=totalProfit>0 ? color.green : color.red, textcolor=color.white, style=label.style_labeldown, yloc=yloc.abovebar, size=size.large) label.delete(l2[1]) //-------------------------------------------------- //-------------------------------------------------- if (Buytrend) strategy.close("short", comment = "Exit short") strategy.entry("long", true) strategy.exit("Max Loss", "long", loss = maxLoss) //if BuySignalOut // strategy.close("long", comment = "Exit Long") if (not Buytrend) // Enter trade and issue exit order on max loss. strategy.close("long", comment = "Exit Long") strategy.entry("short", false) strategy.exit("Max Loss", "short", loss = maxLoss) //if SellSignalOut // Force trade exit. //strategy.close("short", comment = "Exit short") //-------------------------------------------------- //-------------------------------------------------- //--------------------------------------------------
CoGrid Management
https://www.tradingview.com/script/3kMUl7fJ/
UnknownUnicorn2151907
https://www.tradingview.com/u/UnknownUnicorn2151907/
887
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © XaviZ //@version=4 strategy(title = "CoGrid Management", shorttitle = "CoGrid💹", overlay = true, pyramiding = 1000, default_qty_value = 0) // ———————————————————— Inputs WOption = input('PRICE', " 》 WIDTH TYPE", options = ['PRICE','% PP']) Width = input(500, " 》 WIDTH", type = input.float, minval = 0) ppPeriod = input('Month', " 》 PP PERIOD", options = ['Day','Week','15D','Month']) BuyType = input("CASH", " 》 BUY TYPE", options = ["CONTRACTS","CASH","% EQUITY"]) BuyQ = input(10000, " 》 QUANTITY TO BUY", type = input.float, minval = 0) SellType = input('CONTRACTS', " 》 SELL TYPE", options = ["CONTRACTS","CASH","% EQUITY"]) SellQ = input(2, " 》 QUANTITY TO SELL", type = input.float, minval = 0) // ———————————————————— Vars // ————— Final Buy Price & Final Sell Price var float FinalBuyPrice = na var float FinalSellPrice = na var float FinalOpenPrice = na // ————— Average Price var int nBuys = na nBuys := nz(nBuys[1]) var int nSells = na nSells := nz(nSells[1]) var float sumBuy = na sumBuy := nz(sumBuy[1]) var float sumSell = na sumSell := nz(sumSell[1]) var float sumQtyBuy = na sumQtyBuy := nz(sumQtyBuy[1]) var float sumQtySell = na sumQtySell := nz(sumQtySell[1]) var float AveragePrice = na color Color = na // ————— Fibonacci Pivots Level Calculation var float PP = na // ————— Backtest BuyFactor = BuyType == "CONTRACTS" ? 1 : BuyType == "% EQUITY" ? (100 / (strategy.equity / close)) : close SellFactor = SellType == "CASH" ? close : 1 BuyQuanTity = BuyQ / BuyFactor SellQuanTity = SellQ / SellFactor // ————— Width between levels float GridWidth = WOption == 'PRICE' ? Width : PP * (Width/100) // ————— Origin from Rounded Pivot Points or last Sell var float PPdownOrigin = na PPdownOrigin := floor(PP / GridWidth) * GridWidth PPdownOrigin := (fixnan(FinalSellPrice[1]) <= PP ? (floor(fixnan(FinalSellPrice[1]) / GridWidth) * GridWidth) - GridWidth : floor(PP / GridWidth) * GridWidth) // ————— Origin from Rounded Position Price var float PPupOrigin = na PPupOrigin := nz(PPupOrigin[1]) PPupOrigin := (ceil(fixnan(AveragePrice[1]) / GridWidth) * GridWidth) + GridWidth // ———————————————————— Pivot Points // ————— Pivot Points Period res = ppPeriod == '15D' ? '15D' : ppPeriod == 'Week' ? 'W' : ppPeriod == 'Day' ? 'D' : 'M' // ————— High, Low, Close Calc. // "Function to securely and simply call `security()` so that it never repaints and never looks ahead" (@PineCoders) f_secureSecurity(_symbol, _res, _src) => security(_symbol, _res, _src[1], lookahead = barmerge.lookahead_on) phigh = f_secureSecurity(syminfo.tickerid, res, high) plow = f_secureSecurity(syminfo.tickerid, res, low) pclose = f_secureSecurity(syminfo.tickerid, res, close) // ————— Fibonacci Pivots Level Calculation PP := (phigh + plow + pclose) / 3 // ———————————————————— Grid Strategy // ————— Grid Calculation fGrid(_1, _2, _n) => _a = _1, _b = _2, _c = 0.0 for _i = 1 to _n if _i == 1 _c := _a else _c := _a + _b _a := _c // ————— Buy at better Price fBuyCondition(_n) => var float _ldown = na _ldown := nz(_ldown[1]) var bool _pb = na _pb := nz(_pb[1]) var bool _BuyCondition = na _BuyCondition := nz(_BuyCondition[1]) for _i = 1 to _n _ldown := fGrid(PPdownOrigin, -GridWidth, _i) _pb := crossunder(low, _ldown) and high >= _ldown _BuyCondition := na(FinalOpenPrice) ? _pb : _pb and _ldown < (FinalOpenPrice[1] - GridWidth / 4) _BuyCondition // ————— Sell at better Price fSellCondition(_n) => var float _lup = na _lup := nz(_lup[1]) var bool _ps = na _ps := nz(_ps[1]) var bool _SellCondition = na _SellCondition := nz(_SellCondition[1]) for _i = 1 to _n _lup := fGrid(PPupOrigin, GridWidth, _i) _ps := crossover(high, _lup) and low <= _lup _SellCondition := na(FinalOpenPrice) ? _ps : _ps and _lup > (FinalOpenPrice[1] + GridWidth / 4) _SellCondition // ————— Final Trade Price, Average Price & Backtest for _i = 1 to 15 // Buys if fBuyCondition(_i) FinalBuyPrice := fGrid(PPdownOrigin, -GridWidth, _i) FinalSellPrice := na FinalOpenPrice := fGrid(PPdownOrigin, -GridWidth, _i) nBuys := nBuys + 1 nSells := na sumBuy := FinalOpenPrice * BuyQuanTity + nz(sumBuy[1]) sumQtyBuy := BuyQuanTity + nz(sumQtyBuy[1]) AveragePrice := sumBuy / sumQtyBuy Color := color.lime // Numbering label.new(x = time, y = FinalOpenPrice, text = ' ' + tostring(nBuys), textcolor = color.lime, style = label.style_none, xloc = xloc.bar_time, yloc = yloc.price, size = size.small) // Backtest Buys strategy.entry("BUY", strategy.long, qty = BuyQuanTity) else // Sells if fSellCondition(_i) FinalBuyPrice := na FinalSellPrice := fGrid(PPupOrigin, GridWidth, _i) FinalOpenPrice := fGrid(PPupOrigin, GridWidth, _i) nBuys := na nSells := nSells + 1 sumBuy := na sumQtyBuy := na Color := color.orange // Numbering label.new(x = time, y = FinalOpenPrice, text = ' ' + tostring(nSells), textcolor = color.orange, style = label.style_none, xloc = xloc.bar_time, yloc = yloc.price, size = size.small) // Backtest Sells strategy.close("BUY", qty = SellType != "% EQUITY" ? SellQuanTity : na, qty_percent = (SellType == "% EQUITY" ? SellQuanTity : na), comment = "SELL") // ———————————————————— Plotting // ————— Plotting Pivot Points plot(PP, title = "PP", style = plot.style_circles, color = color.aqua, linewidth = 2) // ————— Plotting the average price plot(nBuys > 1 ? AveragePrice[1] : na, title = "Average Price", style = plot.style_circles, color = color.fuchsia, linewidth = 2) // ————— Buy Shapes fPlotBuySell(_n) => if fBuyCondition(_n) fGrid(PPdownOrigin, -GridWidth, _n) else if fSellCondition(_n) fGrid(PPupOrigin, GridWidth, _n) plotshape(fPlotBuySell(1), title = "Buy/Sell 1", style = shape.diamond, location = location.absolute, color = Color, size = size.tiny) plotshape(fPlotBuySell(2), title = "Buy/Sell 2", style = shape.diamond, location = location.absolute, color = Color, size = size.tiny) plotshape(fPlotBuySell(3), title = "Buy/Sell 3", style = shape.diamond, location = location.absolute, color = Color, size = size.tiny) plotshape(fPlotBuySell(4), title = "Buy/Sell 4", style = shape.diamond, location = location.absolute, color = Color, size = size.tiny) plotshape(fPlotBuySell(5), title = "Buy/Sell 5", style = shape.diamond, location = location.absolute, color = Color, size = size.tiny) plotshape(fPlotBuySell(6), title = "Buy/Sell 6", style = shape.diamond, location = location.absolute, color = Color, size = size.tiny) plotshape(fPlotBuySell(7), title = "Buy/Sell 7", style = shape.diamond, location = location.absolute, color = Color, size = size.tiny) plotshape(fPlotBuySell(8), title = "Buy/Sell 8", style = shape.diamond, location = location.absolute, color = Color, size = size.tiny) plotshape(fPlotBuySell(9), title = "Buy/Sell 9", style = shape.diamond, location = location.absolute, color = Color, size = size.tiny) plotshape(fPlotBuySell(10), title = "Buy/Sell 10", style = shape.diamond, location = location.absolute, color = Color, size = size.tiny) plotshape(fPlotBuySell(11), title = "Buy/Sell 11", style = shape.diamond, location = location.absolute, color = Color, size = size.tiny) plotshape(fPlotBuySell(12), title = "Buy/Sell 12", style = shape.diamond, location = location.absolute, color = Color, size = size.tiny) plotshape(fPlotBuySell(13), title = "Buy/Sell 13", style = shape.diamond, location = location.absolute, color = Color, size = size.tiny) plotshape(fPlotBuySell(14), title = "Buy/Sell 14", style = shape.diamond, location = location.absolute, color = Color, size = size.tiny) plotshape(fPlotBuySell(15), title = "Buy/Sell 15", style = shape.diamond, location = location.absolute, color = Color, size = size.tiny) // ————— Plotting Lines under PP fBuySellLevel(_n) => if low < fGrid(PPdownOrigin, -GridWidth, _n) and PP > fGrid(PPdownOrigin, -GridWidth, _n) fGrid(PPdownOrigin, -GridWidth, _n) else if high > fGrid(PPupOrigin, GridWidth, _n) and PP < fGrid(PPupOrigin, GridWidth, _n) fGrid(PPupOrigin, GridWidth, _n) plot(fBuySellLevel(1), title = "Level down/up 1", style = plot.style_circles, color = high > PP ? color.green : color.red) plot(fBuySellLevel(2), title = "Level down/up 2", style = plot.style_circles, color = high > PP ? color.green : color.red) plot(fBuySellLevel(3), title = "Level down/up 3", style = plot.style_circles, color = high > PP ? color.green : color.red) plot(fBuySellLevel(4), title = "Level down/up 4", style = plot.style_circles, color = high > PP ? color.green : color.red) plot(fBuySellLevel(5), title = "Level down/up 5", style = plot.style_circles, color = high > PP ? color.green : color.red) plot(fBuySellLevel(6), title = "Level down/up 6", style = plot.style_circles, color = high > PP ? color.green : color.red) plot(fBuySellLevel(7), title = "Level down/up 7", style = plot.style_circles, color = high > PP ? color.green : color.red) plot(fBuySellLevel(8), title = "Level down/up 8", style = plot.style_circles, color = high > PP ? color.green : color.red) plot(fBuySellLevel(9), title = "Level down/up 9", style = plot.style_circles, color = high > PP ? color.green : color.red) plot(fBuySellLevel(10), title = "Level down/up 10", style = plot.style_circles, color = high > PP ? color.green : color.red) plot(fBuySellLevel(11), title = "Level down/up 11", style = plot.style_circles, color = high > PP ? color.green : color.red) plot(fBuySellLevel(12), title = "Level down/up 12", style = plot.style_circles, color = high > PP ? color.green : color.red) plot(fBuySellLevel(13), title = "Level down/up 13", style = plot.style_circles, color = high > PP ? color.green : color.red) plot(fBuySellLevel(14), title = "Level down/up 14", style = plot.style_circles, color = high > PP ? color.green : color.red) plot(fBuySellLevel(15), title = "Level down/up 15", style = plot.style_circles, color = high > PP ? color.green : color.red) // by XaviZ💤
Tale Indicators Strategy
https://www.tradingview.com/script/jrY1mkXK-Tale-Indicators-Strategy/
ehaarjee
https://www.tradingview.com/u/ehaarjee/
114
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © ehaarjee, ECHKAY, JackBauer007 //@version=4 //study(title="Tale_indicators", overlay=true) strategy("Tale Indicators Strategy", overlay=true, precision=8, max_bars_back=200, pyramiding=0, initial_capital=20000, commission_type="percent", commission_value=0.1) len_fast = input(3, minval=1, title="FAST EMA") src_fast = input(close, title="Source for Fast") fastMA = ema(src_fast, len_fast) plot(fastMA, title="Slow EMA", color=color.orange) len_slow = input(15, minval=1, title="SLOW EMA") src_slow = input(close, title="Source for Slow") slowMA = ema(src_slow, len_slow) plot(slowMA, title="Fast EMA", color=color.blue) len_fast_exit = input(3, minval=1, title="FAST EMA Exit") src_fast_exit = input(close, title="Source for Fast Exit") fastMAE = ema(src_fast_exit, len_fast_exit) plot(fastMAE, title="Fast EMA Ex", color=color.red) src_slow_enter_short = input(low, title="Source for Short Entry") slowMASEn = ema(src_slow_enter_short, len_slow) src_slow_enter_long = input(high, title="Source for Long Entry") slowMALEn = ema(src_slow_enter_long, len_slow) src_slow_exit_short = input(high, title="Source for Short Exit") slowMASEx = ema(src_slow_exit_short, len_slow) src_slow_exit_long = input(low, title="Source for Long Exit") slowMALEx = ema(src_slow_exit_long, len_slow) enter_long = crossover(fastMA, slowMALEn) enter_short = crossunder(fastMA, slowMASEn) exit_long = crossunder(fastMAE, slowMALEx) exit_short = crossover(fastMAE, slowMASEx) out_enter = iff(enter_long == true, 1, iff(enter_short == true, -1, 0)) plotarrow(out_enter, "Plot Enter Points", colorup=color.green, colordown=color.red, maxheight = 30) bull = fastMA > slowMALEn bear = fastMA < slowMASEn c = bull ? color.green : bear ? color.red : color.white bgcolor(c) exit_tuner = input(0.005, title="Exit Tuner to touch slowEMA") bull_exit = (low>(fastMAE*(1+exit_tuner))) or exit_long bear_exit = ((fastMAE*(1-exit_tuner))>high) or exit_short bull_r = (bull and ((bull_exit[1]) or (bull_exit[2] and bull_exit[1])) and (low<=fastMAE)) bear_r = (bear and ((bear_exit[1]) or (bull_exit[2] and bull_exit[1])) and (fastMAE<=high)) bull_re = (bull and (low<slowMALEn)) and not(enter_long) bear_re = (bear and (high>slowMASEn)) and not(enter_short) bull_ree = (bull and ((low<slowMALEn) and not(bull_re[1] or enter_long[1]))) bear_ree = (bear and ((high>slowMASEn) and not(bear_re[1] or enter_short[1]))) bull_reenter = (bull_r or bull_ree) and not(enter_long) bear_reenter = (bear_r or bear_ree) and not(enter_short) plotshape(bull_exit, "Plot Bull Exit", style = shape.arrowdown, color=color.green, size=size.small, text="ExL", location=location.abovebar) plotshape(bear_exit, "Plot Bear Exit", style = shape.arrowup, color=color.red, size=size.small, text="ExS", location=location.belowbar) plotshape(bull_reenter, "Plot Bull ReEnter", style = shape.arrowup, color=color.green, size=size.small, text="ReL", location=location.belowbar) plotshape(bear_reenter, "Plot Bear ReEnter", style = shape.arrowdown, color=color.red, size=size.small, text="ReS", location=location.abovebar) run_strategy = input(false, title="Run Strategy") // === INPUT BACKTEST RANGE === fromMonth = input(defval = 1, title = "From Month", type = input.integer, minval = 1, maxval = 12) fromDay = input(defval = 1, title = "From Day", type = input.integer, minval = 1, maxval = 31) fromYear = input(defval = 2020, title = "From Year", type = input.integer, minval = 2000) thruMonth = input(defval = 1, title = "Thru Month", type = input.integer, minval = 1, maxval = 12) thruDay = input(defval = 1, title = "Thru Day", type = input.integer, minval = 1, maxval = 31) thruYear = input(defval = 2100, title = "Thru Year", type = input.integer, minval = 2000) // === INPUT SHOW PLOT === showDate = input(defval = true, title = "Show Date Range", type = input.bool) // === FUNCTION EXAMPLE === start = timestamp(fromYear, fromMonth, fromDay, 00, 00) // backtest start window finish = timestamp(thruYear, thruMonth, thruDay, 23, 59) // backtest finish window window() => time >= start and time <= finish ? true : false // create function "within window of time" var long_position_open = false var short_position_open = false if (enter_long and not(bull_exit) and not(long_position_open)) long_position_open := true if (bull_reenter and not(long_position_open)) long_position_open := true if (bull_exit and long_position_open) long_position_open := false if (enter_short and not(bear_exit) and not(short_position_open)) short_position_open := true if (bear_reenter and not(short_position_open)) short_position_open := true if (bear_exit and short_position_open) short_position_open := false if(run_strategy) strategy.entry("LO", strategy.long, when=(window() and enter_long and not(bull_exit)), qty=4) strategy.entry("LO", strategy.long, when=(window() and bull_reenter), qty=1) strategy.close("LO", when=(window() and bull_exit)) strategy.entry("SO", strategy.short, when=(window() and enter_short and not(bear_exit)), qty=4) strategy.entry("SO", strategy.short, when=(window() and bear_reenter), qty=1) strategy.close("SO", when=(window() and bear_exit))
Ichimoku Cloud Strategy v2.0
https://www.tradingview.com/script/2Co5NKpi-Ichimoku-Cloud-Strategy-v2-0/
iamskrv
https://www.tradingview.com/u/iamskrv/
112
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © iamskrv //@version=4 strategy("Ichimoku Cloud Strategy v2.0", overlay=true) //@version=4 // study(title="Ichimoku Cloud", shorttitle="Ichimoku", overlay=true) conversionPeriods = input(9, minval=1, title="Conversion Line Periods"), basePeriods = input(26, minval=1, title="Base Line Periods") laggingSpan2Periods = input(52, minval=1, title="Lagging Span 2 Periods"), displacement = input(26, minval=1, title="Displacement") donchian(len) => avg(lowest(len), highest(len)) conversionLine = donchian(conversionPeriods) baseLine = donchian(basePeriods) leadLine1 = avg(conversionLine, baseLine) leadLine2 = donchian(laggingSpan2Periods) plot(conversionLine, color=#0496ff, title="Conversion Line") plot(baseLine, color=#991515, title="Base Line") plot(close, offset = -displacement + 1, color=#459915, title="Lagging Span") p1 = plot(leadLine1, offset = displacement - 1, color=color.green, title="Lead 1") p2 = plot(leadLine2, offset = displacement - 1, color=color.red, title="Lead 2") fill(p1, p2, color = leadLine1 > leadLine2 ? color.green : color.red) // Strategy longCondition = crossover(conversionLine,baseLine) if (longCondition) strategy.entry("Buy", strategy.long) shortCondition = crossover(baseLine, conversionLine) if (shortCondition) strategy.entry("Short", strategy.short)
RSI5_50 with Divergence
https://www.tradingview.com/script/16yhUQN3-RSI5-50-with-Divergence/
mohanee
https://www.tradingview.com/u/mohanee/
364
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © mohanee //@version=4 //GOOGL setting 5 ,50 close, 3 , 1 profitLevel at 75 and No stop Loss shows win rate 99.03 % profit factor 5830.152 strategy(title="RSI5_50 with Divergence", overlay=false,pyramiding=2, default_qty_type=strategy.fixed, default_qty_value=3, initial_capital=10000, currency=currency.USD) len = input(title="RSI Period", minval=1, defval=5) longRSILen = input(title="Long RSI Period", minval=10, defval=50) src = input(title="RSI Source", defval=close) lbR = input(title="Pivot Lookback Right", defval=3) lbL = input(title="Pivot Lookback Left", defval=1) takeProfitRSILevel = input(title="Take Profit at RSI Level", minval=50, defval=75) stopLoss = input(title="Stop Loss%(if checked 8% rule applied)", defval=false) shortTermRSI = rsi(close,len) longTermRSI = rsi(close,longRSILen) rangeUpper = input(title="Max of Lookback Range", defval=60) rangeLower = input(title="Min of Lookback Range", defval=5) plotBull = input(title="Plot Bullish", defval=true) plotHiddenBull = input(title="Plot Hidden Bullish", defval=true) plotBear = input(title="Plot Bearish", defval=true) plotHiddenBear = input(title="Plot Hidden Bearish", defval=false) bearColor = color.purple bullColor = color.green hiddenBullColor = color.new(color.green, 80) hiddenBearColor = color.new(color.red, 80) textColor = color.white noneColor = color.new(color.white, 100) plot(shortTermRSI, title="RSI", linewidth=2, color=#8D1699) plot(longTermRSI, title="longTermRSI", linewidth=2, color=color.orange) hline(50, title="Middle Line", linestyle=hline.style_dotted) obLevel = hline(70, title="Overbought", linestyle=hline.style_dotted) osLevel = hline(30, title="Oversold", linestyle=hline.style_dotted) fill(obLevel, osLevel, title="Background", color=longTermRSI >=50 ? color.green:color.purple, transp=65) // longTermRSI >=50 plFound = na(pivotlow(shortTermRSI, lbL, lbR)) ? false : true phFound = na(pivothigh(shortTermRSI, lbL, lbR)) ? false : true _inRange(cond) => bars = barssince(cond == true) rangeLower <= bars and bars <= rangeUpper //------------------------------------------------------------------------------ // Regular Bullish // shortTermRSI: Higher Low oscHL = shortTermRSI[lbR] > valuewhen(plFound, shortTermRSI[lbR], 1) and _inRange(plFound[1]) // Price: Lower Low priceLL = low[lbR] < valuewhen(plFound, low[lbR], 1) bullCond = plotBull and priceLL and oscHL and plFound plot( plFound ? shortTermRSI[lbR] : na, offset=-lbR, title="Regular Bullish", linewidth=2, color=(bullCond ? bullColor : noneColor), transp=0 ) plotshape( bullCond ? shortTermRSI[lbR] : na, offset=-lbR, title="Regular Bullish Label", text=" Bull ", style=shape.labelup, location=location.absolute, color=bullColor, textcolor=textColor, transp=0 ) //------------------------------------------------------------------------------ // Hidden Bullish // shortTermRSI: Lower Low oscLL = shortTermRSI[lbR] < valuewhen(plFound, shortTermRSI[lbR], 1) and _inRange(plFound[1]) // Price: Higher Low priceHL = low[lbR] > valuewhen(plFound, low[lbR], 1) hiddenBullCond = plotHiddenBull and priceHL and oscLL and plFound plot( plFound ? shortTermRSI[lbR] : na, offset=-lbR, title="Hidden Bullish", linewidth=2, color=(hiddenBullCond ? hiddenBullColor : noneColor), transp=0 ) plotshape( hiddenBullCond ? shortTermRSI[lbR] : na, offset=-lbR, title="Hidden Bullish Label", text=" H Bull ", style=shape.labelup, location=location.absolute, color=bullColor, textcolor=textColor, transp=0 ) longCondition= longTermRSI >=50 and ( (bullCond or hiddenBullCond ) ) or (strategy.position_size>0 and crossover(shortTermRSI,20) ) //last condition above is to leg in if you are already in the Long trade, strategy.entry(id="RSIDivLE", long=true, when=longCondition) //------------------------------------------------------------------------------ // Regular Bearish // shortTermRSI: Lower High oscLH = shortTermRSI[lbR] < valuewhen(phFound, shortTermRSI[lbR], 1) and _inRange(phFound[1]) // Price: Higher High priceHH = high[lbR] > valuewhen(phFound, high[lbR], 1) bearCond = plotBear and priceHH and oscLH and phFound plot( phFound ? shortTermRSI[lbR] : na, offset=-lbR, title="Regular Bearish", linewidth=2, color=(bearCond ? bearColor : noneColor), transp=0 ) plotshape( bearCond ? shortTermRSI[lbR] : na, offset=-lbR, title="Regular Bearish Label", text=" Bear ", style=shape.labeldown, location=location.absolute, color=bearColor, textcolor=textColor, transp=0 ) //------------------------------------------------------------------------------ // Hidden Bearish // shortTermRSI: Higher High oscHH = shortTermRSI[lbR] > valuewhen(phFound, shortTermRSI[lbR], 1) and _inRange(phFound[1]) // Price: Lower High priceLH = high[lbR] < valuewhen(phFound, high[lbR], 1) hiddenBearCond = plotHiddenBear and priceLH and oscHH and phFound plot( phFound ? shortTermRSI[lbR] : na, offset=-lbR, title="Hidden Bearish", linewidth=2, color=(hiddenBearCond ? hiddenBearColor : noneColor), transp=0 ) plotshape( hiddenBearCond ? shortTermRSI[lbR] : na, offset=-lbR, title="Hidden Bearish Label", text=" H Bear ", style=shape.labeldown, location=location.absolute, color=bearColor, textcolor=textColor, transp=0 ) //calculate stop Loss stopLossVal = stopLoss==true ? ( strategy.position_avg_price - (strategy.position_avg_price*0.08) ) : 0 //partial profit strategy.close(id="RSIDivLE", comment="TP1", qty=strategy.position_size*3/4, when=strategy.position_size>0 and (longTermRSI>=takeProfitRSILevel or crossover(longTermRSI,90))) strategy.close(id="RSIDivLE",comment="TP2", qty=strategy.position_size*3/4 , when=crossover(longTermRSI,70)) strategy.close(id="RSIDivLE",comment="TP3", qty=strategy.position_size/2, when=crossover(longTermRSI,65)) strategy.close(id="RSIDivLE",comment="TP4", qty=strategy.position_size/2 , when=crossover(longTermRSI,60)) //close the whole position when stoploss hits or longTermRSI goes below 30 strategy.close(id="RSIDivLE",comment="Exit", when=crossunder(longTermRSI,30) or close<stopLossVal)
EMA Slope Trend Follower Strategy
https://www.tradingview.com/script/TKg40Ska/
lukescream
https://www.tradingview.com/u/lukescream/
2,113
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © lukescream //@version=4 strategy("EMA Slope Trend Follower", initial_capital=10000, default_qty_type=strategy.percent_of_equity, commission_type=strategy.commission.percent, commission_value=0.06, slippage = 2, default_qty_value=30, overlay=false) //definizione input average = input (title="Source MA Type", type=input.string, defval="EMA",options=["EMA","SMA"]) len = input(130, minval=1, title="Source MA Length") slopeFlen = input (9,title="Fast Slope MA Length") slopeSlen= input (21,title="Slow Slope MA Length") trendfilter=input(true,title="Trend Filter") trendfilterperiod=input(200,title="Trend Filter MA Period") trendfiltertype=input (title="Trend Filter MA Type", type=input.string, defval="EMA",options=["EMA","SMA"]) volatilityfilter=input(false,title="Volatility Filter") volatilitystdevlength=input(20,title="Vol Filter STDev Length") volatilitystdevmalength=input(30,title="Vol Filter STDev MA Length") //variabili out = if average == "EMA" ema(close,len) else sma(close,len) slp = change(out)/out emaslopeF = ema(slp,slopeFlen) emaslopeS = ema(slp,slopeSlen) //variabili accessorie e condizioni TrendConditionL=if trendfiltertype =="EMA" close>ema(close,trendfilterperiod) else close>sma(close,trendfilterperiod) TrendConditionS=if trendfiltertype =="EMA" close<ema(close,trendfilterperiod) else close<sma(close,trendfilterperiod) VolatilityCondition=stdev(close,volatilitystdevlength)>sma(stdev(close,volatilitystdevlength),volatilitystdevmalength) ConditionEntryL= if trendfilter == true if volatilityfilter == true emaslopeF>emaslopeS and TrendConditionL and VolatilityCondition else emaslopeF>emaslopeS and TrendConditionL else if volatilityfilter == true emaslopeF>emaslopeS and VolatilityCondition else emaslopeF>emaslopeS ConditionEntryS= if trendfilter == true if volatilityfilter == true emaslopeF<emaslopeS and TrendConditionS and VolatilityCondition else emaslopeF<emaslopeS and TrendConditionS else if volatilityfilter == true emaslopeF<emaslopeS and VolatilityCondition else emaslopeF<emaslopeS ConditionExitL=crossunder(emaslopeF,emaslopeS) ConditionExitS=crossover(emaslopeF,emaslopeS) //plot plot (slp, color=color.white) plot (emaslopeF,color=color.yellow) plot (emaslopeS,color=color.red) //ingressi e uscite if ConditionExitS if strategy.position_size < 0 strategy.close("SLPShort") if ConditionExitL if strategy.position_size > 0 strategy.close("SLPLong") if ConditionEntryL strategy.entry("SLPLong",long=true) if ConditionEntryS strategy.entry("SLPShort",long=false)
MACD Trend Following Strategy
https://www.tradingview.com/script/WhhrjwC5-MACD-Trend-Following-Strategy/
DeMindSET
https://www.tradingview.com/u/DeMindSET/
67
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © DeMindSET //@version=4 strategy("MACD Trend Follow Strategy", overlay=false) // Getting inputs LSB = input(title="Long/Short", defval="Long only", options=["Long only", "Short only" , "Both"]) fast_length = input(title="Fast Length", type=input.integer, defval=12) slow_length = input(title="Slow Length", type=input.integer, defval=26) src = input(title="Source", type=input.source, defval=close) signal_length = input(title="Signal Smoothing", type=input.integer, minval = 1, maxval = 50, defval = 9) sma_source = input(title="Simple MA(Oscillator)", type=input.bool, defval=false) sma_signal = input(title="Simple MA(Signal Line)", type=input.bool, defval=false) // Plot colors col_grow_above = #26A69A col_grow_below = #FFCDD2 col_fall_above = #B2DFDB col_fall_below = #EF5350 col_macd = #0094ff col_signal = #ff6a00 // Calculating fast_ma = sma_source ? sma(src, fast_length) : ema(src, fast_length) slow_ma = sma_source ? sma(src, slow_length) : ema(src, slow_length) macd = fast_ma - slow_ma signal = sma_signal ? sma(macd, signal_length) : ema(macd, signal_length) hist = macd - signal plot(hist, title="Histogram", style=plot.style_columns, color=(hist>=0 ? (hist[1] < hist ? col_grow_above : col_fall_above) : (hist[1] < hist ? col_grow_below : col_fall_below) ), transp=0 ) plot(macd, title="MACD", color=col_macd, transp=0) plot(signal, title="Signal", color=col_signal, transp=0) // Bull= macd > signal Bear= macd < signal ConBull=macd>0 ConBear=macd<0 // Green= Bull and ConBull Red= Bear and ConBear Yellow= Bull and ConBear Blue= Bear and ConBull // bcolor = Green ? color.green : Red ? color.red : Yellow ? color.yellow : Blue ? color.blue : na barcolor(color=bcolor) // === INPUT BACKTEST RANGE === FromYear = input(defval = 2010, title = "From Year", minval = 1920) FromMonth = input(defval = 1, title = "From Month", minval = 1, maxval = 12) FromDay = input(defval = 1, title = "From Day", minval = 1, maxval = 31) ToYear = input(defval = 9999, title = "To Year", minval = 2009) ToMonth = input(defval = 12, title = "To Month", minval = 1, maxval = 12) ToDay = input(defval = 31, title = "To Day", minval = 1, maxval = 31) // === FUNCTION EXAMPLE === start = timestamp(FromYear, FromMonth, FromDay, 00, 00) // backtest start window finish = timestamp(ToYear, ToMonth, ToDay, 23, 59) // backtest finish window window() => time >= start and time <= finish ? true : false // create function "within window of time" if LSB == "Long only" and Green and window() strategy.entry("L",true) if LSB == "Long only" and Red and window() strategy.close("L",qty_percent=100,comment="TP Long") if LSB == "Both" and Green and window() strategy.entry("L",true) if LSB == "Both" and Red and window() strategy.entry("S",false) if LSB == "Short only" and Red and window() strategy.entry("S",false) if LSB == "Short only" and Green and window() strategy.close("S",qty_percent=100,comment="TP Short")
STRATEGY:RETRACEMENT
https://www.tradingview.com/script/1x7Dutbk-STRATEGY-RETRACEMENT/
ponml
https://www.tradingview.com/u/ponml/
283
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © ponml //@version=4 strategy(title = "STRATEGY:RETRACEMENT", format = format.price, max_bars_back = 5000, precision = 2, overlay = true, pyramiding = 0, calc_on_order_fills = false, calc_on_every_tick = false, default_qty_type = strategy.percent_of_equity, default_qty_value = 100, initial_capital = 100, currency = "BTC", slippage = 0, commission_type = strategy.commission.percent, commission_value = 0.075) //----------------------------------------------------------------------------------------------------------------------------------------------------------------- //Functions //----------------------------------------------------------------------------------------------------------------------------------------------------------------- //Line Drawing Function drawLine(_y1, _y2, _period, _width, _text)=> int _x1 = nz(bar_index[_period], 0) int _x2 = bar_index var line _line = na var label _label = na if bar_index != nz(bar_index[1], 0) line.delete(_line) _line := line.new(x1 = _x1, y1 = _y1, x2 = _x2, y2 = _y2, xloc = xloc.bar_index, extend = extend.none, color = color.black, style = line.style_solid, width = _width) label.delete(_label) _label := label.new(bar_index - 3, _y2, _text, style = label.style_none) //----------------------------------------------------------------------------------------------------------------------------------------------------------------- //Inputs //----------------------------------------------------------------------------------------------------------------------------------------------------------------- //Lookback Periods high_lookback_period = input(defval = 200, type = input.integer, title = "High Lookback Period", minval = 1, step = 1) low_lookback_period = input(defval = 200, type = input.integer, title = "Low Lookback Period", minval = 1, step = 1) //Backtest Range from_month = input(defval = 1, type = input.integer, title = "From Month", minval = 1, maxval = 12) from_day = input(defval = 1, type = input.integer, title = "From Day", minval = 1, maxval = 31) from_year = input(defval = 2019, type = input.integer, title = "From Year", minval = 1970) thru_month = input(defval = 1, type = input.integer, title = "Thru Month", minval = 1, maxval = 12) thru_day = input(defval = 1, type = input.integer, title = "Thru Day", minval = 1, maxval = 31) thru_year = input(defval = 2021, type = input.integer, title = "Thru Year", minval = 1970) //----------------------------------------------------------------------------------------------------------------------------------------------------------------- //Definitions //----------------------------------------------------------------------------------------------------------------------------------------------------------------- //Backtest Window start = timestamp(from_year, from_month, from_day, 00, 00) finish = timestamp(thru_year, thru_month, thru_day, 23, 59) window()=> time >= start and time <= finish ? true : false last_high = 0.0 last_high := na(last_high[1]) ? 0.0 : last_high[1] //Highest High for Lookback Period highest = highest(high, high_lookback_period) //Lowest Low for Lookback Period lowest = lowest(low, low_lookback_period) //Period for Lines period = max(-highestbars(high, high_lookback_period), -lowestbars(low, low_lookback_period)) //----------------------------------------------------------------------------------------------------------------------------------------------------------------- //Plots //----------------------------------------------------------------------------------------------------------------------------------------------------------------- //Plot Highest if (window()) drawLine(highest, highest, period, 2, "1.000") //Plot Lowest if (window()) drawLine(lowest, lowest, period, 2, "0.000") //Plot Fib if (window()) drawLine((highest - lowest) * 0.236 + lowest, (highest - lowest) * 0.236 + lowest, period, 1, "0.236") drawLine((highest - lowest) * 0.382 + lowest, (highest - lowest) * 0.382 + lowest, period, 1, "0.382") drawLine((highest - lowest) * 0.618 + lowest, (highest - lowest) * 0.618 + lowest, period, 1, "0.618") drawLine((highest - lowest) * 0.786 + lowest, (highest - lowest) * 0.786 + lowest, period, 1, "0.786")
RSI Divergence X Ichimoku Cloud X 200EMA
https://www.tradingview.com/script/IDBU7W3o-RSI-Divergence-X-Ichimoku-Cloud-X-200EMA/
tradethrills
https://www.tradingview.com/u/tradethrills/
601
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © tradethrills //@version=4 strategy("RSI Divergence X Ichimoku Cloud X 200EMA", overlay=true) //RSI Indicator len = input(defval=14, minval=1) src = input(defval=close) lbR = input(defval=5) lbL = input(defval=5) takeProfitLevellong = input(minval = 70, defval = 75) takeProfitLevelshort = input(minval = 30, defval = 25) rangeUpper = input(defval=60) rangeLower = input(defval=5) //200 EMA ema200 = ema(close, 200) //Ichimoku Cloud Indicator conversionPeriods = input(9, minval=1) basePeriods = input(26, minval=1) laggingSpan2Periods = input(52, minval=1) displacement = input(26, minval=1) donchian(len) => avg(lowest(len), highest(len)) conversionLine = donchian(conversionPeriods) baseLine = donchian(basePeriods) leadLine1 = avg(conversionLine, baseLine) leadLine2 = donchian(laggingSpan2Periods) abovecloud = max(leadLine1, leadLine2) belowcloud = min(leadLine1, leadLine2) //RSI Divergence Strategy osc = rsi(src, len) _inrange(cond) => bars = barssince(cond == true) rangeLower <= bars and bars <= rangeUpper pricelowfound = na(pivotlow(osc, lbL, lbR)) ? false : true pricehighfound = na(pivothigh(osc, lbL, lbR)) ? false : true //Regular Bullish osc_higherlow = osc[lbR] > valuewhen(pricelowfound, osc[lbR], 1) and _inrange(pricelowfound[1]) price_lowerlow = low[lbR] < valuewhen(pricelowfound, low[lbR], 1) bullCond = price_lowerlow and osc_higherlow and pricelowfound //Hidden Bullish osc_lowerlow = osc[lbR] < valuewhen(pricelowfound, osc[lbR], 1) and _inrange(pricelowfound[1]) price_higherlow = low[lbR] > valuewhen(pricelowfound, low[lbR], 1) hiddenbullCond = price_higherlow and osc_lowerlow and pricelowfound //Regular Bearish osc_lowerhigh = osc[lbR] < valuewhen(pricehighfound, osc[lbR], 1) and _inrange(pricehighfound[1]) price_higherhigh = high[lbR] > valuewhen(pricehighfound, high[lbR], 1) bearCond = price_higherhigh and osc_lowerhigh and pricehighfound //Hidden Bearish osc_higherhigh = osc[lbR] > valuewhen(pricehighfound, osc[lbR], 1) and _inrange(pricehighfound[1]) price_lowerhigh = high[lbR] < valuewhen(pricehighfound, high[lbR], 1) hiddenbearCond = price_lowerhigh and osc_higherhigh and pricehighfound //Entry and Exit longCondition = (bullCond or hiddenbullCond) and (abovecloud > ema200) closelongCondition = crossover(osc, takeProfitLevellong) shortCondition = (bearCond or hiddenbearCond) and (ema200 > belowcloud) closeshortCondition = crossover(osc, takeProfitLevelshort) strategy.entry("Long", strategy.long, 10000.0, when=longCondition) strategy.close("Long", when=closelongCondition) strategy.entry("Short", strategy.short, 10000.0, when=shortCondition) strategy.close("Short", when=closeshortCondition)
McGinley Dynamic Indicator
https://www.tradingview.com/script/WHMsbRLs/
LucasZancheta
https://www.tradingview.com/u/LucasZancheta/
257
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © LucasZancheta //@version=4 strategy(shorttitle="Maguila", title="McGinley Dynamic Indicator", overlay=true) //Médias móveis MA1Period=input(21, title="MA1") MA2Period=input(42, title="MA2") MA1 = ema(close, MA1Period) MA2 = ema(close, MA2Period) aboveAverage = MA1 >= MA2 hunderAverage = MA2 >= MA1 //Período do backtest startDate = input(title="Start Date", type=input.integer, defval=28, minval=1, maxval=31) startMonth = input(title="Start Month", type=input.integer, defval=5, minval=1, maxval=12) startYear = input(title="Start Year", type=input.integer, defval=2019, minval=1800, maxval=2100) endDate = input(title="End Date", type=input.integer, defval=28, minval=1, maxval=31) endMonth = input(title="End Month", type=input.integer, defval=5, minval=1, maxval=12) endYear = input(title="End Year", type=input.integer, defval=2020, minval=1800, maxval=2100) //Verifica se o candle está dentro do período do backtest inDateRange = (time >= timestamp(syminfo.timezone, startYear, startMonth, startDate, 0, 0)) and (time < timestamp(syminfo.timezone, endYear, endMonth, endDate, 0, 0)) //Número de periodos da média móvel period = input(title="Períodos", type=input.integer, defval=20) //Constante K (0.6) k = input(title="Constante K", type=input.float, defval=0.6) //Preço de fechamento closePrice = input(title="Preço", type=input.source, defval=close) mdi = 0.0 //Fórmula de McGinley mdi := na(mdi[1]) ? closePrice : mdi[1] + (closePrice - mdi[1]) / max((k * period * pow(closePrice / mdi[1], 4)), 1) //Regra de coloração mdiColor = closePrice > mdi ? color.green : closePrice < mdi ? color.red : color.black //Inserindo as informações no gráfico plot(MA1, color=color.blue, linewidth=2) plot(MA2, color=color.purple, linewidth=2) barcolor(mdiColor) //Estratégia buySignal = aboveAverage and closePrice > mdi and crossunder(low, MA1) and close > MA1 buyLoss = closePrice < mdi and close < MA1 and close < MA2 if (inDateRange) strategy.entry("Compra", strategy.long, qty=1, when= buySignal) strategy.exit("Gain da compra", "Compra", qty=1, profit=20) strategy.close("Compra", qty=1, when= buyLoss, comment="Loss na operação") sellSignal = hunderAverage and closePrice < mdi and crossover(high, MA1) and close < MA1 sellLoss = closePrice > mdi and close > MA1 and close > MA2 if (inDateRange) strategy.entry("Venda", strategy.short, qty=1, when= sellSignal) strategy.exit("Gain da venda", "Venda", qty=1, profit=20) strategy.close("Venda", qty=1, when= sellLoss, comment="Loss na operação") if (not inDateRange) strategy.close_all()
MacD 200 Day Moving Average Signal Crossover Strategy
https://www.tradingview.com/script/3zO6NXsn-MacD-200-Day-Moving-Average-Signal-Crossover-Strategy/
Gentleman-Goat
https://www.tradingview.com/u/Gentleman-Goat/
320
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © x11joe //@version=4 //This strategy is based on a youtube strategy that suggested I do this...so I did! strategy(title="MacD 200 Day Moving Average Signal Crossover Strategy", overlay=false, precision=2,commission_value=0.26, initial_capital=10000, currency=currency.USD, default_qty_type=strategy.percent_of_equity, default_qty_value=100) // Getting inputs fast_length = input(title="Fast Length", type=input.integer, defval=12) slow_length = input(title="Slow Length", type=input.integer, defval=26) src = input(title="Source", type=input.source, defval=close) signal_length = input(title="Signal Smoothing", type=input.integer, minval = 1, maxval = 50, defval = 9) sma_source = input(title="Simple MA(Oscillator)", type=input.bool, defval=false) sma_signal = input(title="Simple MA(Signal Line)", type=input.bool, defval=false) // Plot colors col_grow_above = #26A69A col_grow_below = #FFCDD2 col_fall_above = #B2DFDB col_fall_below = #EF5350 col_macd = #0094ff col_signal = #ff6a00 // Calculating fast_ma = sma_source ? sma(src, fast_length) : ema(src, fast_length) slow_ma = sma_source ? sma(src, slow_length) : ema(src, slow_length) macd = fast_ma - slow_ma signal = sma_signal ? sma(macd, signal_length) : ema(macd, signal_length) hist = macd - signal moving_avg_length = input(title="Moving Average Length", type=input.integer, defval=200) moving_avg = sma(close,moving_avg_length) moving_avg_normalized = close - moving_avg plot(moving_avg_normalized, title="Moving Average Normalized", style=plot.style_line, color=color.orange,linewidth=3) plot(hist, title="Histogram", style=plot.style_columns, color=(hist>=0 ? (hist[1] < hist ? col_grow_above : col_fall_above) : (hist[1] < hist ? col_grow_below : col_fall_below) ), transp=0 ) plot(macd, title="MACD", color=col_macd, transp=0) plot(signal, title="Signal", color=col_signal, transp=0) if(macd>signal and macd<0 and close>moving_avg) strategy.entry("buy",strategy.long) if(close<moving_avg and macd<signal and macd>0) strategy.entry("sell",strategy.short)
Strategy Timeframe
https://www.tradingview.com/script/CgQqmkXM-Strategy-Timeframe/
melihtuna
https://www.tradingview.com/u/melihtuna/
70
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © melihtuna //@version=4 strategy("Strategy Timeframe", overlay=true) // === INPUT BACKTEST RANGE === FromMonth = input(defval = 1, title = "From Month", minval = 1, maxval = 12) FromDay = input(defval = 1, title = "From Day", minval = 1, maxval = 31) FromYear = input(defval = 2020, title = "From Year", minval = 2017) ToMonth = input(defval = 1, title = "To Month", minval = 1, maxval = 12) ToDay = input(defval = 1, title = "To Day", minval = 1, maxval = 31) ToYear = input(defval = 9999, title = "To Year", minval = 2017) // === FUNCTION EXAMPLE === start = timestamp(FromYear, FromMonth, FromDay, 00, 00) finish = timestamp(ToYear, ToMonth, ToDay, 23, 59) window() => time >= start and time <= finish ? true : false longCondition = crossover(sma(close, 14), sma(close, 28)) if (window() and longCondition) strategy.entry("My Long Entry Id", strategy.long) shortCondition = crossunder(sma(close, 14), sma(close, 28)) if (window() and shortCondition) strategy.entry("My Short Entry Id", strategy.short)
Strategy Tester EMA-SMA-RSI-MACD
https://www.tradingview.com/script/akcty6VI-Strategy-Tester-EMA-SMA-RSI-MACD/
fikira
https://www.tradingview.com/u/fikira/
544
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © fikira //@version=4 strategy("Strategy Tester EMA-SMA-RSI-MACD", shorttitle="Strat-test", overlay=true, max_bars_back=5000, default_qty_type= strategy.percent_of_equity, calc_on_order_fills=false, calc_on_every_tick=false, pyramiding=0, default_qty_value=100, initial_capital=100) //////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// // "&" issue when added to _L_ : //L_S = "Long & Short" , _L_ = "Long & Only" , _S_ = "Short Only" // no issue (initial correct working version) : L_S = "Long & Short" , _L_ = "Long Only" , _S_ = "Short Only" //////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// Tiny = "Tiny" Small = "Small" Normal = "Normal" Large = "Large" cl = "close" , op = "open" , hi = "high" , lo = "low" c4 = "ohlc4" , c3 = "hlc3" , hl = "hl2" co = "xMA 1 > xMA 2" cu = "xMA 3 < xMA 4" co_HTF = "xMA 1 (HTF) > xMA 2 (HTF)" cu_HTF = "xMA 3 (HTF) < xMA 4 (HTF)" cla = "Close above xMA 1" clu = "Close under xMA 3" cla_HTF = "Close above xMA 1 (HTF)" clu_HTF = "Close under xMA 3 (HTF)" rsi = "RSI strategy" notBuy = "BUY = false" , none = "NONE" mch = "macd > signal" , mcl = "macd < signal" mch0 = "macd > 0" , mcl0 = "macd < 0" sgh0 = "signal > 0" , sgl0 = "signal < 0" hisbl = "hist > hist[1]" , hisbr = "hist < hist[1]" mch_HTF = "macd (HTF) > signal (HTF)" , mcl_HTF = "macd (HTF) < signal (HTF)" mch0HTF = "macd (HTF) > 0" , mcl0HTF = "macd (HTF) < 0" sgh0HTF = "signal (HTF) > 0" , sgl0HTF = "signal (HTF) < 0" //s = input(cl, "Source" , options=[cl, op, hi, lo, c4, c3, hl]) src = input(title="Source", type=input.source, defval=close) //src = // s == cl ? close : // s == op ? open : // s == hi ? high : // s == lo ? low : // s == c4 ? ohlc4 : // s == c3 ? hlc3 : // s == hl ? hl2 : // source __1_ = input(false, ">=< >=< [STRATEGIES] >=< >=<") Type = input(_L_, "Type Strategy", options=[L_S, _L_, _S_]) _1a_ = input(false, ">=< >=< [BUY/LONG] >=< >=<") ENT = input(co, "Pick your poison:", options=[co, cla, rsi, mch, mch0, sgh0]) EH = input(0, " if RSI >") EL = input(100, " if RSI <") EH_HTF = input(0, " if RSI (HTF) >") EL_HTF = input(100, " if RSI (HTF) <") EX = input(none, " Extra argument", options=[none, mch, mch0, sgh0, hisbl]) EX2 = input(none, " Second argument", options=[none, mch_HTF, mch0HTF, sgh0HTF, co_HTF, cla_HTF]) _1b_ = input(false, ">=< [xMA settings (Buy/Long)] >=<") ma1 = input(defval="SMA", title="  xMA 1" , options=["SMA", "EMA", "WMA", "HullMA", "VWMA", "RMA", "TEMA"]) len1 = input(50, "     Length" ) ma2 = input(defval="SMA", title="  xMA 2" , options=["SMA", "EMA", "WMA", "HullMA", "VWMA", "RMA", "TEMA"]) len2 = input(100, "     Length" ) ma1HTF = input(defval="SMA", title="  xMA 1 - HTF" , options=["SMA", "EMA", "WMA", "HullMA", "VWMA", "RMA", "TEMA"]) len1HTF = input(50, "     Length" ) ma2HTF = input(defval="SMA", title="  xMA 2 - HTF" , options=["SMA", "EMA", "WMA", "HullMA", "VWMA", "RMA", "TEMA"]) len2HTF = input(100, "     Length" ) _2a_ = input(false, ">=< >=< [SELL/SHORT] >=< >=<") CLO = input(cu, "Pick your poison:", options=[notBuy, cu, clu, rsi, mcl, mcl0, sgl0]) CH = input(0, " if RSI >") CL = input(100, " if RSI <") CH_HTF = input(0, " if RSI (HTF) >") CL_HTF = input(100, " if RSI (HTF) <") CX = input(none, " Extra argument", options=[none, mcl, mcl0, sgl0, hisbr]) CX2 = input(none, " Second argument", options=[none, mcl_HTF, mcl0HTF, sgl0HTF, cu_HTF, clu_HTF]) _2b_ = input(false, ">=< [xMA settings (Sell/Short)] >=<") ma3 = input(defval="SMA", title="  xMA 3" , options=["SMA", "EMA", "WMA", "HullMA", "VWMA", "RMA", "TEMA"]) len3 = input(50, "     Length" ) ma4 = input(defval="SMA", title="  xMA 4" , options=["SMA", "EMA", "WMA", "HullMA", "VWMA", "RMA", "TEMA"]) len4 = input(100, "     Length" ) ma3HTF = input(defval="SMA", title="  xMA 3 - HTF" , options=["SMA", "EMA", "WMA", "HullMA", "VWMA", "RMA", "TEMA"]) len3HTF = input(50, "     Length" ) ma4HTF = input(defval="SMA", title="  xMA 4 - HTF" , options=["SMA", "EMA", "WMA", "HullMA", "VWMA", "RMA", "TEMA"]) len4HTF = input(100, "     Length" ) __3_ = input(false, ">=< >=< [RSI]  >=< >=< >=<") ler = input(20 , "  RSI Length") __4_ = input(false, ">=< >=< [MACD] >=< >=< >=<") fst = input(12, "  Fast Length") slw = input(26, "  Slow Length") sgn = input(9 , "  Signal Smoothing") sma_source = input(false, "Simple MA(Oscillator)") sma_signal = input(false, "Simple MA(Signal Line)") __5_ = input(false, ">=< >=< [HTF settings] >=< >=<") MA_HTF = input("D", "  xMA HTF" , type = input.resolution) RSI_HTF = input("D", "  RSI HTF" , type = input.resolution) MACD_HTF= input("D", "  MACD HTF" , type = input.resolution) __6_ = input(false, ">=< >=< [SL/TP] >=< >=< >=<") SL = input(10.0, title="  Stop Loss %" ) / 100 TP = input(20.0, title="  Take Profit %") / 100 SL_B = strategy.position_avg_price * (1 - SL) TP_B = strategy.position_avg_price * (1 + TP) SL_S = strategy.position_avg_price * (1 + SL) TP_S = strategy.position_avg_price * (1 - TP) // Limitation in time // (= inspired from a script of "Che_Trader") xox = input(false, ">=< >=< [TIME] >=< >=< >=<") ystr1 = input(2010, "  Since Year" ) ystp1 = input(2099, "  Till Year" ) mstr1 = input(1 , "  Since Month") mstp1 = input(12 , "  Till Month" ) dstr1 = input(1 , "  Since Day" ) dstp1 = input(31 , "  Till Day" ) _Str1 = timestamp(ystr1, mstr1, dstr1, 1, 1) Stp1_ = timestamp(ystp1, mstp1, dstp1, 23, 59) TIME = time >= _Str1 and time <= Stp1_ ? true : false //////////////////////////////////////////////////////////////////////////////////////////// f_xma(type, len) => type == "SMA" ? sma(src,len) : type == "EMA" ? ema(src,len) : type == "WMA" ? wma(src,len) : type == "VWMA" ? vwma(src,len) : type == "RMA" ? rma(src,len) : type == "HullMA" ? wma(2*wma(src, len/2)-wma(src, len), round(sqrt(len))) : 3 * (ema(src, len) - ema(ema(src, len), len)) + ema(ema(ema(src, len), len), len) _1 = f_xma(ma1 , len1 ) _2 = f_xma(ma2 , len2 ) _3 = f_xma(ma3 , len3 ) _4 = f_xma(ma4 , len4 ) _1b = f_xma(ma1HTF, len1HTF) _2b = f_xma(ma2HTF, len2HTF) _3b = f_xma(ma3HTF, len3HTF) _4b = f_xma(ma4HTF, len4HTF) _1_HTF = security(syminfo.tickerid, MA_HTF, _1b , lookahead = barmerge.lookahead_on) _2_HTF = security(syminfo.tickerid, MA_HTF, _2b , lookahead = barmerge.lookahead_on) _3_HTF = security(syminfo.tickerid, MA_HTF, _3b , lookahead = barmerge.lookahead_on) _4_HTF = security(syminfo.tickerid, MA_HTF, _4b , lookahead = barmerge.lookahead_on) cl_HTF = security(syminfo.tickerid, MA_HTF, close, lookahead = barmerge.lookahead_on) //////////////////////////////////////////////////////////////////////////////////////////// plot(ENT == co or ENT == cla ? _1 : na , "xMA 1" , color.lime ) plot(ENT == co ? _2 : na , "xMA 2" , color.red ) plot(CLO == cu or CLO == clu ? _3 : na , "xMA 3" , _3 == _1 ? color.lime : color.yellow ) plot(CLO == cu ? _4 : na , "xMA 4" , _4 == _2 ? color.red : color.blue , 2, plot.style_line ) plot(EX2 == co_HTF or EX2 == cla_HTF ? _1_HTF : na, "xMA 1 HTF", color.lime , 2, plot.style_line, false, 50) plot(EX2 == co_HTF ? _2_HTF : na, "xMA 2 HTF", color.red , 2, plot.style_line, false, 50) plot(CX2 == cu_HTF or CX2 == clu_HTF ? _3_HTF : na, "xMA 3 HTF", _3_HTF == _1_HTF ? color.lime : color.yellow, 2, plot.style_line, false, 50) plot(CX2 == cu_HTF or CX2 == clu_HTF ? _3_HTF : na, "xMA 3 HTF", _3_HTF == _1_HTF ? color.lime : color.yellow, 2, plot.style_line, false, 50) plot(CX2 == cu_HTF ? _4_HTF : na, "xMA 4 HTF", _4_HTF == _2_HTF ? color.red : color.blue , 2, plot.style_line, false, 50) //plot(series, title, color, linewidth, style, trackprice, transp, histbase, offset, join, editable, show_last, display) → plot //////////////////////////////////////////////////////////////////////////////////////////// // RSI rsi_ = rsi(src, ler) rsi_HTF = security(syminfo.tickerid, RSI_HTF , rsi_ , lookahead = barmerge.lookahead_on) //////////////////////////////////////////////////////////////////////////////////////////// // MACD fast_ma = sma_source ? sma(src, fst) : ema(src , fst) slow_ma = sma_source ? sma(src, slw) : ema(src , slw) macd = fast_ma - slow_ma signal = sma_signal ? sma(macd, sgn) : ema(macd, sgn) hist = macd - signal macd_HTF = security(syminfo.tickerid, MACD_HTF, macd , lookahead = barmerge.lookahead_on) signal_HTF = security(syminfo.tickerid, MACD_HTF, signal, lookahead = barmerge.lookahead_on) //////////////////////////////////////////////////////////////////////////////////////////// extra = EX == none ? true : EX == mch ? macd > signal : EX == mch0 ? macd > 0 : EX == sgh0 ? signal > 0 : EX == hisbl ? hist[1] < 0 and hist > hist[1] : false cxtra = CX == none ? true : CX == mcl ? macd <= signal : CX == mcl0 ? macd <= 0 : CX == sgl0 ? signal <= 0 : CX == hisbr ? hist[1] > 0 and hist < hist[1] : false EXTRA = EX2 == none ? true : EX2 == mch_HTF ? macd_HTF > signal_HTF : EX2 == mch0HTF ? macd_HTF > 0 : EX2 == sgh0HTF ? signal_HTF > 0 : EX2 == co_HTF ? _1_HTF > _2_HTF : EX2 == cla_HTF ? cl_HTF > _1_HTF : false CXTRA = CX2 == none ? true : CX2 == mcl_HTF ? macd_HTF <= signal_HTF : CX2 == mcl0HTF ? macd_HTF <= 0 : CX2 == sgl0HTF ? signal_HTF <= 0 : CX2 == cu_HTF ? _3_HTF <= _4_HTF : CX2 == clu_HTF ? cl_HTF <= _3_HTF : false RSI = rsi_ > EH and rsi_ <= EL and rsi_HTF > EH_HTF and rsi_HTF <= EL_HTF ///////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// BUY = ENT == co and TIME and extra and EXTRA and RSI ? _1 > _2 : ENT == cla and TIME and extra and EXTRA and RSI ? src > _1 : ENT == rsi and TIME and extra and EXTRA ? RSI : ENT == mch and TIME and extra and EXTRA and RSI ? macd > signal : ENT == mch0 and TIME and extra and EXTRA and RSI ? macd > 0 : ENT == sgh0 and TIME and extra and EXTRA and RSI ? signal > 0 : na SELL = CLO == notBuy ? not BUY : CLO == cu and TIME and cxtra and CXTRA and RSI ? _3 <= _4 : CLO == clu and TIME and cxtra and CXTRA and RSI ? src <= _3 : CLO == rsi and TIME and cxtra and CXTRA ? RSI : CLO == mcl and TIME and cxtra and CXTRA and RSI ? macd <= signal : CLO == mcl0 and TIME and cxtra and CXTRA and RSI ? macd <= 0 : CLO == sgl0 and TIME and cxtra and CXTRA and RSI ? signal <= 0 : na if BUY if (Type == _S_) strategy.close("[S]") else strategy.entry("[B]", strategy.long) if SELL if (Type == _L_) strategy.close("[B]") else strategy.entry("[S]", strategy.short) if SL_B strategy.exit("[SL/TP]" , "[B]", stop= SL_B, limit= TP_B) if SL_S strategy.exit("[SL/TP]" , "[S]", stop= SL_S, limit= TP_S) SLTP_long = Type != _S_ and BUY [1] and (low <= SL_B [1] or high >= TP_B[1]) SLTP_short = Type != _L_ and SELL[1] and (high >= SL_S [1] or low <= TP_S[1]) TP_long = Type != _S_ and BUY [1] and high >= TP_B [1] TP_short = Type != _L_ and SELL[1] and low <= TP_S [1] close_long = not SLTP_long and Type == _L_ and SELL and BUY [1] close_short = not SLTP_short and Type == _S_ and BUY and SELL[1] SLTP = SLTP_long[1] or SLTP_short[1] Long = Type != _S_ and ((BUY and not BUY[1] ) or (BUY and SLTP)) and not close_short Short = Type != _L_ and ((SELL and not SELL[1]) or (SELL and SLTP)) and not close_long plotshape(series=Short , title="Short" , style=shape.triangledown, location=location.abovebar, color=color.orange, size=size.tiny ) plotshape(series=Long , title="Long" , style=shape.triangleup , location=location.belowbar, color=color.lime , size=size.tiny ) plotshape(series=SLTP_long , title="SL/TP Long" , style=shape.xcross , location=location.abovebar, color=color.lime , size=size.tiny ) plotshape(series=SLTP_short , title="SL/TP Short", style=shape.xcross , location=location.belowbar, color=color.red , size=size.tiny ) plotshape(series=close_long , title="Close Long" , style=shape.square , location=location.abovebar, color=color.lime , size=size.tiny ) plotshape(series=close_short , title="Close Short", style=shape.square , location=location.belowbar, color=color.red , size=size.tiny ) //////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// // Debugging // //////////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// //plot = Type == _S_ and BUY ? 1 : Type != _S_ and BUY ? 2 : Type == _L_ and SELL ? -1 : Type != _L_ and SELL ? -2 :na //plot(plot) //plotchar(BUY, "", color=na) //plotchar(SL_B, "", color=na) //plotchar(SELL, "", color=na) //plotchar(SL_S, "", color=na)
Ranged Volume Strategy - evo
https://www.tradingview.com/script/YbzbEyDY-Ranged-Volume-Strategy-evo/
EvoCrypto
https://www.tradingview.com/u/EvoCrypto/
453
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © EvoCrypto //@version=4 strategy("Ranged Volume Strategy - evo", shorttitle="Ranged Volume", format=format.volume) // INPUTS { Range_Length = input(5, title="Range Length", minval=1) Heikin_Ashi = input(true, title="Heikin Ashi Colors") Display_Bars = input(true, title="Show Bar Colors") Display_Break = input(true, title="Show Break-Out") Display_Range = input(true, title="Show Range") // } // SETTINGS { Close = Heikin_Ashi ? security(heikinashi(syminfo.tickerid), timeframe.period, close) : close Open = Heikin_Ashi ? security(heikinashi(syminfo.tickerid), timeframe.period, open) : open Positive = volume Negative = -volume Highest = highest(volume, Range_Length) Lowest = lowest(-volume, Range_Length) Up = Highest > Highest[1] and Close > Open Dn = Highest > Highest[1] and Close < Open Volume_Color = Display_Break and Up ? color.new(#ffeb3b, 0) : Display_Break and Dn ? color.new(#f44336, 0) : Close > Open ? color.new(#00c0ff, 60) : Close < Open ? color.new(#000000, 60) : na // } //PLOTS { plot(Positive, title="Positive Volume", color=Volume_Color, style=plot.style_histogram, linewidth=4) plot(Negative, title="Negative Volume", color=Volume_Color, style=plot.style_histogram, linewidth=4) plot(Display_Range ? Highest : na, title="Highest", color=color.new(#000000, 0), style=plot.style_line, linewidth=2) plot(Display_Range ? Lowest : na, title="Lowest", color=color.new(#000000, 0), style=plot.style_line, linewidth=2) barcolor(Display_Bars ? Volume_Color : na) // } if (Up) strategy.entry("Long Entry", strategy.long) if (Dn) strategy.entry("Short Entry", strategy.short)
Monthly MA Close
https://www.tradingview.com/script/jdxANexH-Monthly-MA-Close/
universique
https://www.tradingview.com/u/universique/
108
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © universique //@version=4 strategy("Monthly MA Close ", shorttitle="MMAC", overlay=true, default_qty_type = strategy.percent_of_equity, default_qty_value = 100) //MAY 6 2020 18:00 // No repaint function // Function to securely and simply call `security()` so that it never repaints and never looks ahead. f_secureSecurity(_symbol, _res, _src) => security(_symbol, _res, _src[1], lookahead = barmerge.lookahead_on) //sec10 = f_secureSecurity(syminfo.tickerid, higherTf, data) // ————— Converts current chart resolution into a float minutes value. f_resInMinutes() => _resInMinutes = timeframe.multiplier * ( timeframe.isseconds ? 1. / 60 : timeframe.isminutes ? 1. : timeframe.isdaily ? 60. * 24 : timeframe.isweekly ? 60. * 24 * 7 : timeframe.ismonthly ? 60. * 24 * 30.4375 : na) // ————— Returns the float minutes value of the string _res. f_tfResInMinutes(_res) => // _res: resolution of any TF (in "timeframe.period" string format). // Dependency: f_resInMinutes(). security(syminfo.tickerid, _res, f_resInMinutes()) // —————————— Determine if current timeframe is smaller that higher timeframe selected in Inputs. // Get higher timeframe in minutes. //higherTfInMinutes = f_tfResInMinutes(higherTf) // Get current timeframe in minutes. currentTfInMinutes = f_resInMinutes() // Compare current TF to higher TF to make sure it is smaller, otherwise our plots don't make sense. //chartOnLowerTf = currentTfInMinutes < higherTfInMinutes // Input switch1=input(true, title="Show MA") exponential = input(true, title="Exponential MA") ticker = input(false, title="Other ticker MA") tic_ma = input(title="Ticker MA", type=input.symbol, defval="SPY") res_ma = input(title="Time MA (W, D, [min])", type=input.string, defval="M") len_ma = input(8, minval=1, title="Period MA") ma_cus = exponential?f_secureSecurity(tic_ma, res_ma, ema(close,len_ma)) : f_secureSecurity(tic_ma, res_ma, sma(close,len_ma)) ma_long = exponential?f_secureSecurity(syminfo.tickerid, res_ma, ema(close,len_ma)) : f_secureSecurity(syminfo.tickerid, res_ma, sma(close,len_ma)) cl1 = f_secureSecurity(syminfo.tickerid, 'M', close) cl2 = f_secureSecurity(tic_ma, 'M', close) // Input Backtest Range showDate = input(defval = false, title = "Show Date Range", type = input.bool) fromMonth = input(defval = 1, title = "From Month", type = input.integer, minval = 1, maxval = 12) fromDay = input(defval = 1, title = "From Day", type = input.integer, minval = 1, maxval = 31) fromYear = input(defval = 1995, title = "From Year", type = input.integer, minval = 1850) thruMonth = input(defval = 1, title = "Thru Month", type = input.integer, minval = 1, maxval = 12) thruDay = input(defval = 1, title = "Thru Day", type = input.integer, minval = 1, maxval = 31) thruYear = input(defval = 2112, title = "Thru Year", type = input.integer, minval = 1850) // Funcion Example start = timestamp(fromYear, fromMonth, fromDay, 00, 00) // backtest start window finish = timestamp(thruYear, thruMonth, thruDay, 23, 59) // backtest finish window window() => time >= start and time <= finish ? true : false // create function "within window of time" // Calculation bullish_cross = ticker?cl2>ma_cus : cl1>ma_long bearish_cross = ticker?cl2<ma_cus : cl1<ma_long MAColor = bullish_cross ? color.green : bearish_cross ? color.red : color.orange // Strategy strategy.entry("long", strategy.long, when = window() and bullish_cross) strategy.close("long", when = window() and bearish_cross) // Output plot(switch1?ma_long:na,color = MAColor,linewidth=4) // Alerts alertcondition(bullish_cross, title='Bullish', message='Bullish') alertcondition(bearish_cross, title='Bearish', message='Bearish')
Noro's Trend Ribbon Strategy
https://www.tradingview.com/script/ZsKsLiUU-noro-s-trend-ribbon-strategy/
ROBO_Trading
https://www.tradingview.com/u/ROBO_Trading/
1,903
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © noro //@version=4 strategy(title = "Noro's Trend Ribbon Strategy", shorttitle = "Trend Ribbon str", overlay = true, default_qty_type = strategy.percent_of_equity, default_qty_value = 100, pyramiding = 0, commission_value = 0.1) //Settings needlong = input(true, defval = true, title = "Long") needshort = input(true, defval = true, title = "Short") type = input(defval = "SMA", options = ["SMA", "EMA", "VWMA", "RMA"], title = "MA Type") len = input(20, minval = 5, title = "MA Length (min. 5)") src1 = input(ohlc4, title = "MA Source") src2 = input(ohlc4, title = "Signal Source") showrib = input(true, title = "Show ribbon") showbg = input(true, title = "Show color") fromyear = input(1900, defval = 1900, minval = 1900, maxval = 2100, title = "From Year") toyear = input(2100, defval = 2100, minval = 1900, maxval = 2100, title = "To Year") frommonth = input(01, defval = 01, minval = 01, maxval = 12, title = "From Month") tomonth = input(12, defval = 12, minval = 01, maxval = 12, title = "To Month") fromday = input(01, defval = 01, minval = 01, maxval = 31, title = "From day") today = input(31, defval = 31, minval = 01, maxval = 31, title = "To day") //MA ma = type == "SMA" ? sma(src1, len) : type == "EMA" ? ema(src1, len) : type == "VWMA" ? vwma(src1, len) : rma(src1, len) colorma = showrib ? color.black : na pm = plot(ma, color = colorma, title = "MA") //Price Channel h = highest(ma, len) l = lowest(ma, len) colorpc = showrib ? color.blue : na ph = plot(h, color = colorpc, title = "Upper line") pl = plot(l, color = colorpc, title = "Lower Line") //Trend trend = 0 trend := src2 > h[1] ? 1 : src2 < l[1] ? -1 : trend[1] //BG colorbg1 = showbg ? color.red : na colorbg2 = showbg ? color.blue : na fill(ph, pm, color = colorbg1, transp = 50) fill(pl, pm, color = colorbg2, transp = 50) //Trading truetime = time > timestamp(fromyear, frommonth, fromday, 00, 00) and time < timestamp(toyear, tomonth, today, 23, 59) if trend == 1 and needlong strategy.entry("Long", strategy.long, when = truetime) if trend == -1 and needshort strategy.entry("Short", strategy.short, when = truetime) if trend == 1 and needlong == false strategy.close_all() if trend == -1 and needshort == false strategy.close_all() if time > timestamp(toyear, tomonth, today, 23, 59) strategy.close_all()
Noro's Channel Close Strategy
https://www.tradingview.com/script/12DtNLFY-noro-s-channel-close-strategy/
ROBO_Trading
https://www.tradingview.com/u/ROBO_Trading/
206
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © noro //@version=4 strategy(title = "noro's Channel Close Strategy", shorttitle = "Channel Close str", overlay = true, default_qty_type = strategy.percent_of_equity, default_qty_value = 100, pyramiding = 0, commission_value = 0.1) len = input(10) h = highest(high, len) l = lowest(low, len) plot(h) plot(l) if close > h[1] strategy.entry("Long", strategy.long) if close < l[1] strategy.entry("Short", strategy.short)
Multiple %% profit exits example
https://www.tradingview.com/script/kHhCik9f-Multiple-profit-exits-example/
adolgov
https://www.tradingview.com/u/adolgov/
531
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © adolgov //@version=4 strategy("Multiple %% profit exits example", overlay=false, default_qty_value = 100) longCondition = crossover(sma(close, 14), sma(close, 28)) if (longCondition) strategy.entry("My Long Entry Id", strategy.long) shortCondition = crossunder(sma(close, 14), sma(close, 28)) if (shortCondition) strategy.entry("My Short Entry Id", strategy.short) percentAsPoints(pcnt) => strategy.position_size != 0 ? round(pcnt / 100 * strategy.position_avg_price / syminfo.mintick) : float(na) lossPnt = percentAsPoints(2) strategy.exit("x1", qty_percent = 25, profit = percentAsPoints(1), loss = lossPnt) strategy.exit("x2", qty_percent = 25, profit = percentAsPoints(2), loss = lossPnt) strategy.exit("x3", qty_percent = 25, profit = percentAsPoints(3), loss = lossPnt) strategy.exit("x4", profit = percentAsPoints(4), loss = lossPnt) profitPercent(price) => posSign = strategy.position_size > 0 ? 1 : strategy.position_size < 0 ? -1 : 0 (price - strategy.position_avg_price) / strategy.position_avg_price * posSign * 100 p1 = plot(profitPercent(high), style=plot.style_linebr, title = "open profit % upper bound") p2 = plot(profitPercent(low), style=plot.style_linebr, title = "open profit % lower bound") fill(p1, p2, color = color.red)
Double MA Cross
https://www.tradingview.com/script/kIYRF7KS-Double-MA-Cross/
RafaelPiccolo
https://www.tradingview.com/u/RafaelPiccolo/
101
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © RafaelPiccolo //@version=4 strategy("Double MA Cross", overlay=true, initial_capital=1) type1 = input("EMA", "MA Type 1", options=["SMA", "EMA", "WMA", "HMA", "VWMA", "RMA", "TEMA"]) len1 = input(10, minval=1, title="Length 1") src1 = input(close, "Source 1", type=input.source) type2 = input("EMA", "MA Type 2", options=["SMA", "EMA", "WMA", "HMA", "VWMA", "RMA", "TEMA"]) len2 = input(20, minval=2, title="Length 2") src2 = input(close, "Source 2", type=input.source) yearStart = input(2000, 'Year start') monthStart = input(1, 'Month start', minval=1, maxval=12) tema(src, len)=> ema1 = ema(src, len) ema2 = ema(ema1, len) ema3 = ema(ema2, len) return = 3 * (ema1 - ema2) + ema3 getPoint(type, len, src)=> return = type == "SMA" ? sma(src, len) : type == "EMA" ? ema(src, len) : type == "WMA" ? wma(src, len) : type == "HMA" ? hma(src, len) : type == "VWMA" ? vwma(src, len) : type == "RMA" ? rma(src, len) : tema(src, len) p1 = getPoint(type1, len1, src1) p2 = getPoint(type2, len2, src2) timeFilter = (year >= yearStart) and (year > yearStart or (month >= monthStart)) shortCondition = crossunder(p1, p2) and timeFilter longCondition = crossover(p1, p2) and timeFilter if (shortCondition) strategy.entry("Short", strategy.short) if (longCondition) strategy.entry("Long", strategy.long) plot(p1, "MA 1", p1 < p2 ? color.red : color.green) plot(p2, "MA 2", color.blue)
Price X MA Cross
https://www.tradingview.com/script/UvI5z2DC-Price-X-MA-Cross/
RafaelPiccolo
https://www.tradingview.com/u/RafaelPiccolo/
125
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © RafaelPiccolo //@version=4 strategy("Price X MA Cross", overlay=true, initial_capital=1) typ = input("HMA", "MA Type", options=["SMA", "EMA", "WMA", "HMA", "VWMA", "RMA", "TEMA"]) len = input(100, minval=1, title="Length") src = input(close, "Source", type=input.source) tol = input(0, minval=0, title="Tolerance (%)", type=input.float) startYear = input(2000, 'Start Year') startMonth = input(1, 'Start Month', minval=1, maxval=12) tema(src, len)=> ema1 = ema(src, len) ema2 = ema(ema1, len) ema3 = ema(ema2, len) return = 3 * (ema1 - ema2) + ema3 getMAPoint(type, len, src)=> return = type == "SMA" ? sma(src, len) : type == "EMA" ? ema(src, len) : type == "WMA" ? wma(src, len) : type == "HMA" ? hma(src, len) : type == "VWMA" ? vwma(src, len) : type == "RMA" ? rma(src, len) : tema(src, len) ma = getMAPoint(typ, len, src) upperTol = ma * (1 + tol/100) lowerTol = ma * (1 - tol/100) timeFilter = (year >= startYear) and (year > startYear or (month >= startMonth)) longCondition = crossover(close, upperTol) and timeFilter shortCondition = crossunder(close, lowerTol) and timeFilter if (shortCondition) strategy.entry("Short", strategy.short) if (longCondition) strategy.entry("Long", strategy.long) plot(ma, "Moving Average", close > ma ? color.green : color.red, linewidth = 2) t1 = plot(tol > 0 ? upperTol : na, transp = 70) t2 = plot(tol > 0 ? lowerTol : na, transp = 70) fill(t1, t2, color = tol > 0 ? color.blue : na)
Super Z strategy - Thanks to Rafael Zioni
https://www.tradingview.com/script/NIGCEUME-Super-Z-strategy-Thanks-to-Rafael-Zioni/
03.freeman
https://www.tradingview.com/u/03.freeman/
1,882
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ //Original script //https://www.tradingview.com/script/wYknDlLx-super-Z/ //@version=4 strategy("Super Z strategy - Thanks to Rafael Zioni", shorttitle="Super Z strategy",overlay=true,precision=6, initial_capital=10000,calc_on_every_tick=true, pyramiding=10, default_qty_type=strategy.fixed, default_qty_value=10000, currency=currency.EUR) src5 = input(close) tf = input(1440) len5 = timeframe.isintraday and timeframe.multiplier >= 1 ? tf / timeframe.multiplier * 7 : timeframe.isintraday and timeframe.multiplier < 60 ? 60 / timeframe.multiplier * 24 * 7 : 7 ma = ema(src5*volume, len5) / ema(volume, len5) //script taken from https://www.tradingview.com/script/kChCRRZI-Hull-Moving-Average/ src1 = ma p(src1, len5) => n = 0.0 s = 0.0 for i = 0 to len5 - 1 w = (len5 - i) * len5 n := n + w s := s + src5[i] * w s / n hm = 2.0 * p(src1, floor(len5 / 2)) - p(src1, len5) vhma = p(hm, floor(sqrt(len5))) lineColor = vhma > vhma[1] ? color.lime : color.red plot(vhma, title="VHMA", color=lineColor ,linewidth=3) hColor = true,vis = true hu = hColor ? (vhma > vhma[2] ? #00ff00 : #ff0000) : #ff9800 vl = vhma[0] ll = vhma[1] m1 = plot(vl, color=hu, linewidth=1, transp=60) m2 = plot(vis ? ll : na, color=hu, linewidth=2, transp=80) fill(m1, m2, color=hu, transp=70) // b = timeframe.isintraday and timeframe.multiplier >= 1 ? 60 / timeframe.multiplier * 7 : timeframe.isintraday and timeframe.multiplier < 60 ? 60 / timeframe.multiplier * 24 * 7 : 7 // res5 = input("D", type=input.resolution) o = security(syminfo.tickerid, res5, open, barmerge.gaps_off, barmerge.lookahead_on) c = security(syminfo.tickerid, res5, close, barmerge.gaps_off, barmerge.lookahead_on) hz = security(syminfo.tickerid, res5, high, barmerge.gaps_off, barmerge.lookahead_on) l = security(syminfo.tickerid, res5, low, barmerge.gaps_off, barmerge.lookahead_on) col = c >= o ? color.lime : color.red ppo = plot(b ? o >= c ? hz : l : o, color=col, title="Open", style=plot.style_stepline, transp=100) ppc = plot(b ? o <= c ? hz : l : c, color=col, title="Close", style=plot.style_stepline, transp=100) plot(b and hz > c ? hz : na, color=col, title="High", style=plot.style_circles, linewidth=2,transp=60) plot(b and l < c ? l : na, color=col, title="Low", style=plot.style_circles,linewidth=2, transp=60) fill(ppo, ppc, col) // // INPUTS // st_mult = input(1, title = 'SuperTrend Multiplier', minval = 0, maxval = 100, step = 0.01) st_period = input(50, title = 'SuperTrend Period', minval = 1) // CALCULATIONS // up_lev =l - (st_mult * atr(st_period)) dn_lev = hz + (st_mult * atr(st_period)) up_trend = 0.0 up_trend := c[1] > up_trend[1] ? max(up_lev, up_trend[1]) : up_lev down_trend = 0.0 down_trend := c[1] < down_trend[1] ? min(dn_lev, down_trend[1]) : dn_lev // Calculate trend var trend = 0 trend := c > down_trend[1] ? 1: c < up_trend[1] ? -1 : nz(trend[1], 1) // Calculate SuperTrend Line st_line = trend ==1 ? up_trend : down_trend // Plotting //plot(st_line[1], color = trend == 1 ? color.green : color.red , style = plot.style_cross, linewidth = 2, title = "SuperTrend") buy=crossover( c, st_line) sell=crossunder(c, st_line) signal=input(false) /////////////// Plotting /////////////// plotshape(signal and buy, style=shape.triangleup, size=size.normal, location=location.belowbar, color=color.lime) plotshape(signal and sell, style=shape.triangledown, size=size.normal, location=location.abovebar, color=color.red) if (buy) strategy.entry("My Long Entry Id", strategy.long) if (sell) strategy.entry("My Short Entry Id", strategy.short)
Noro's TrendMA Strategy
https://www.tradingview.com/script/BRDFaufy-noro-s-trendma-strategy/
ROBO_Trading
https://www.tradingview.com/u/ROBO_Trading/
727
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © noro // 2020 //@version=4 strategy(title = "Noro's TrendMA Strategy", shorttitle = "TrendMA str", overlay = true, default_qty_type = strategy.percent_of_equity, default_qty_value = 100, pyramiding = 0, commission_value = 0.1) //Settings needlong = input(true, title = "Long") needshort = input(true, title = "Short") fast = input(10, minval = 1, title = "MA Fast (red)") slow = input(30, minval = 2, title = "MA Slow (blue)") type = input(defval = "SMA", options = ["SMA", "EMA"], title = "MA Type") src = input(ohlc4, title = "MA Source") showma = input(true, title = "Show MAs") showbg = input(false, title = "Show Background") //MAs fastma = type == "EMA" ? ema(src, fast) : sma(src, fast) slowma = type == "EMA" ? ema(src, slow) : sma(src, slow) //Lines colorfast = showma ? color.red : na colorslow = showma ? color.blue : na plot(fastma, color = colorfast, title = "MA Fast") plot(slowma, color = colorslow, title = "MA Slow") //Trend trend1 = fastma > fastma[1] ? 1 : -1 trend2 = slowma > slowma[1] ? 1 : -1 trend = 0 trend := trend1 == 1 and trend2 == 1 ? 1 : trend1 == -1 and trend2 == -1 ? -1 : trend[1] //Backgrouns colbg = showbg == false ? na : trend == 1 ? color.lime : trend == -1 ? color.red : na bgcolor(colbg, transp = 80) //Trading if trend == 1 if needlong strategy.entry("Long", strategy.long) if needlong == false strategy.close_all() if trend == -1 if needshort strategy.entry("Short", strategy.short) if needshort == false strategy.close_all()
FTSMA - Trend is your frend
https://www.tradingview.com/script/wffJotUo-FTSMA-Trend-is-your-frend/
03.freeman
https://www.tradingview.com/u/03.freeman/
2,454
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © 03.freeman //@version=4 strategy("FTSMA", overlay=true, precision=6, initial_capital=10000,calc_on_every_tick=true, pyramiding=10, default_qty_type=strategy.fixed, default_qty_value=10000, currency=currency.EUR) src=input(close,"Source") slowMA=input(200,"Slow MA period") mediumMA=input(20,"Mid MA period") fastMA=input(5,"Fast MA period") plotSMA=input(true,"Use MA") sin1=input(1,"First sinusoid",minval=1) sin2=input(2,"Second sinusoid",minval=1) sin3=input(3,"Third sinusoid",minval=1) smoothinput = input('EMA', title = "MA Type", options =['EMA', 'SMA', 'ALMA','FRAMA','RMA', 'SWMA', 'VWMA','WMA','LinearRegression']) linearReg=input(false, "Use linear regression?") linregLenght=input(13, "Linear regression lenght") linregOffset=input(0, "Linear regression offset") //------FRAMA ma--------- ma(src, len) => float result = 0 int len1 = len/2 frama_SC=200 frama_FC=1 e = 2.7182818284590452353602874713527 w = log(2/(frama_SC+1)) / log(e) // Natural logarithm (ln(2/(SC+1))) workaround H1 = highest(high,len1) L1 = lowest(low,len1) N1 = (H1-L1)/len1 H2_ = highest(high,len1) H2 = H2_[len1] L2_ = lowest(low,len1) L2 = L2_[len1] N2 = (H2-L2)/len1 H3 = highest(high,len) L3 = lowest(low,len) N3 = (H3-L3)/len dimen1 = (log(N1+N2)-log(N3))/log(2) dimen = iff(N1>0 and N2>0 and N3>0,dimen1,nz(dimen1[1])) alpha1 = exp(w*(dimen-1)) oldalpha = alpha1>1?1:(alpha1<0.01?0.01:alpha1) oldN = (2-oldalpha)/oldalpha N = (((frama_SC-frama_FC)*(oldN-1))/(frama_SC-1))+frama_FC alpha_ = 2/(N+1) alpha = alpha_<2/(frama_SC+1)?2/(frama_SC+1):(alpha_>1?1:alpha_) frama = 0.0 frama :=(1-alpha)*nz(frama[1]) + alpha*src result := frama result // ----------MA calculation - ChartArt and modified by 03.freeman------------- calc_ma(src,l) => _ma = smoothinput=='SMA'?sma(src, l):smoothinput=='EMA'?ema(src, l):smoothinput=='WMA'?wma(src, l):smoothinput=='LinearRegression'?linreg(src, l,0):smoothinput=='VWMA'?vwma(src,l):smoothinput=='RMA'?rma(src, l):smoothinput=='ALMA'?alma(src,l,0.85,6):smoothinput=='SWMA'?swma(src):smoothinput=='FRAMA'?ma(sma(src,1),l):na //---------------------------------------------- //pi = acos(-1) // Approximation of Pi in _n terms --- thanks to e2e4mfck f_pi(_n) => _a = 1. / (4. * _n + 2) _b = 1. / (6. * _n + 3) _pi = 0. for _i = _n - 1 to 0 _a := 1 / (4. * _i + 2) - _a / 4. _b := 1 / (6. * _i + 3) - _b / 9. _pi := (4. * _a) + (4. * _b) - _pi pi=f_pi(20) //---Thanks to xyse----https://www.tradingview.com/script/UTPOoabQ-Low-Frequency-Fourier-Transform/ //Declaration of user-defined variables N = input(defval=64, title="Lookback Period", type=input.integer, minval=2, maxval=600, confirm=false, step=1, options=[2,4,8,16,32,64,128,256,512,1024,2048,4096]) //Real part of the Frequency Domain Representation ReX(k) => sum = 0.0 for i=0 to N-1 sum := sum + src[i]*cos(2*pi*k*i/N) return = sum //Imaginary part of the Frequency Domain Representation ImX(k) => sum = 0.0 for i=0 to N-1 sum := sum + src[i]*sin(2*pi*k*i/N) return = -sum //Get sinusoidal amplitude from frequency domain ReX_(k) => case = 0.0 if(k!=0 and k!=N/2) case := 2*ReX(k)/N if(k==0) case := ReX(k)/N if(k==N/2) case := ReX(k)/N return = case //Get sinusoidal amplitude from frequency domain ImX_(k) => return = -2*ImX(k)/N //Get full Fourier Transform x(i, N) => sum1 = 0.0 sum2 = 0.0 for k=0 to N/2 sum1 := sum1 + ReX_(k)*cos(2*pi*k*i/N) for k=0 to N/2 sum2 := sum2 + ImX_(k)*sin(2*pi*k*i/N) return = sum1+sum2 //Get single constituent sinusoid sx(i, k) => sum1 = ReX_(k)*cos(2*pi*k*i/N) sum2 = ImX_(k)*sin(2*pi*k*i/N) return = sum1+sum2 //Calculations for strategy SLOWMA = plotSMA?calc_ma(close+sx(0,sin1),slowMA):close+sx(0,sin1) MEDMA = plotSMA?calc_ma(close+sx(0,sin2),mediumMA):close+sx(0,sin2) FASTMA = plotSMA?calc_ma(close+sx(0,sin3),fastMA):close+sx(0,sin3) SLOWMA := linearReg?linreg(SLOWMA,linregLenght,linregOffset):SLOWMA MEDMA := linearReg?linreg(MEDMA,linregLenght,linregOffset):MEDMA FASTMA := linearReg?linreg(FASTMA,linregLenght,linregOffset):FASTMA //Plot 3 Low-Freq Sinusoids plot(SLOWMA, color=color.green) plot(MEDMA, color=color.red) plot(FASTMA, color=color.blue) // Strategy: (Thanks to JayRogers) // === STRATEGY RELATED INPUTS === // the risk management inputs inpTakeProfit = input(defval = 0, title = "Take Profit Points", minval = 0) inpStopLoss = input(defval = 0, title = "Stop Loss Points", minval = 0) inpTrailStop = input(defval = 0, title = "Trailing Stop Loss Points", minval = 0) inpTrailOffset = input(defval = 0, title = "Trailing Stop Loss Offset Points", minval = 0) // === RISK MANAGEMENT VALUE PREP === // if an input is less than 1, assuming not wanted so we assign 'na' value to disable it. useTakeProfit = inpTakeProfit >= 1 ? inpTakeProfit : na useStopLoss = inpStopLoss >= 1 ? inpStopLoss : na useTrailStop = inpTrailStop >= 1 ? inpTrailStop : na useTrailOffset = inpTrailOffset >= 1 ? inpTrailOffset : na longCondition = FASTMA>MEDMA and close > SLOWMA //crossover(FASTMA, MEDMA) and close > SLOWMA if (longCondition) strategy.entry("Long Entry", strategy.long) shortCondition = FASTMA<MEDMA and close < SLOWMA //crossunder(FASTMA, MEDMA) and close < SLOWMA if (shortCondition) strategy.entry("Short Entry", strategy.short) // === STRATEGY RISK MANAGEMENT EXECUTION === // finally, make use of all the earlier values we got prepped strategy.exit("Exit Buy", from_entry = "Long Entry", profit = useTakeProfit, loss = useStopLoss, trail_points = useTrailStop, trail_offset = useTrailOffset) strategy.exit("Exit Sell", from_entry = "Short Entry", profit = useTakeProfit, loss = useStopLoss, trail_points = useTrailStop, trail_offset = useTrailOffset)
Starbux
https://www.tradingview.com/script/A9hMX1ft-Starbux/
FenixCapital
https://www.tradingview.com/u/FenixCapital/
101
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © FenixCapital //@version=4 strategy("Starbux", overlay=true) //VARIABLES //Candlestick Variables body=close-open range=high-low middle=(open+close)/2 abody=abs(body) arange=abs(range) ratio=abody/range longcandle= (ratio>0.6) bodytop=max(open, close) bodybottom=min(open, close) shadowtop=high-bodytop shadowbottom=bodybottom-low //Closing Variables macd=macd(close,12,26,9) [macdLine, signalLine, histLine] = macd(close, 12, 26, 9) //plot(macdLine, color=color.blue) //plot(signalLine, color=color.orange) //plot(histLine, color=color.red, style=plot.style_histogram) rsi=rsi(close,14) sma50= sma(close,50) sma200= sma(close,200) exitrsi=rsi > 76 exitmacd=macdLine >0 and signalLine>0 //exitmacd=crossunder(macdLine,signalLine) stopprice= crossunder(sma50,sma200) //Candlestick Plotting blh = (arange*0.33>=abody and close>open and shadowbottom>=abody*2 and shadowtop<=arange*0.1) plotshape(blh, title= "Bullish Hammer", location=location.belowbar, color=color.lime, style=shape.arrowup, text="Bull\nHammer") //beh = (arange*0.25>=abody and close<open and shadowtop>=abody*2 and shadowbottom<=arange*0.05) //plotshape(beh, title= "Bearish Hammer", color=color.orange, style=shape.arrowdown, text="Bear\nHammer") //bpu = (open>close and close>low and shadowbottom>2*abody) //plotshape(bpu, title= "Black Paper Umbrella", color=color.red, style=shape.arrowdown, text="Black\nPaper\nUmbrella") //Trend Signal bull5= sma50 > sma200 bullmacd=macdLine>=0 and signalLine>=0 bearmacd=macdLine<= 0 and signalLine<=0 //Trading Algorithm longCondition = blh and bearmacd and volume>volume[1] if (longCondition) strategy.order("Buy", true, 1, when=longCondition) strategy.risk.max_position_size(10) //strategy.risk.max_drawdown(25,strategy.percent_of_equity) exitlong = exitmacd if (exitlong) strategy.close_all()
Gap Filling Strategy
https://www.tradingview.com/script/ghocsiv7-Gap-Filling-Strategy/
alexgrover
https://www.tradingview.com/u/alexgrover/
888
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © alexgrover //@version=4 strategy("Gap Filling Strategy",overlay=true) invert = input(false),clw = input("New Session","Close When:", options=["New Session","New Gap","Reverse Position"]) //---- ses = change(time("D")) o = open,c = close //---- upgap = o > high[1] and min(c,o) > max(c[1],o[1]) dngap = o < low[1] and min(c[1],o[1]) > max(c,o) //---- val = upgap ? max(c[1],o[1]) : min(c[1],o[1]) lim = valuewhen(ses and (upgap or dngap),val,0) //---- strategy.close_all(clw == "New Session" ? ses : clw == "New Gap" ? ses and (upgap or dngap) : false) if invert strategy.entry("Buy", strategy.long, when=ses and upgap) strategy.entry("Sell", strategy.short, when=ses and dngap) else strategy.entry("Buy", strategy.long, when=ses and dngap) strategy.entry("Sell", strategy.short, when=ses and upgap) if invert strategy.exit("ExitBuy","Buy",stop=lim) strategy.exit("ExitSell","Sell",stop=lim) else strategy.exit("ExitBuy","Buy",limit=lim) strategy.exit("ExitSell","Sell",limit=lim) //---- plot(lim,"Limit/Stop",#ff1100,2)
Vortex with TSI strategy
https://www.tradingview.com/script/LWVlHnqk-vortex-with-tsi-strategy/
hydrelev
https://www.tradingview.com/u/hydrelev/
40
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © hydrelev //@version=4 strategy("Vortex TSI strategy", overlay=false) ///////////////////INDICATOR TSI long = input(title="Long Length", type=input.integer, defval=25) short = input(title="Short Length", type=input.integer, defval=13) signal = input(title="Signal Length", type=input.integer, defval=13) price = close double_smooth(src, long, short) => fist_smooth = ema(src, long) ema(fist_smooth, short) pc = change(price) double_smoothed_pc = double_smooth(pc, long, short) double_smoothed_abs_pc = double_smooth(abs(pc), long, short) tsi_blue = 100 * (double_smoothed_pc / double_smoothed_abs_pc) tsi_red = ema(tsi_blue, signal) // plot(tsi_blue, color=#3BB3E4) // plot(tsi_red, color=#FF006E) // hline(0, title="Zero") /////////////////INDICATOR VI period_ = input(14, title="Period", minval=2) VMP = sum( abs( high - low[1]), period_ ) VMM = sum( abs( low - high[1]), period_ ) STR = sum( atr(1), period_ ) VIP_blue = VMP / STR VIM_red = VMM / STR // plot(VIP_blue, title="VI +", color=#3BB3E4) // plot(VIM_red, title="VI -", color=#FF006E) ////////////////////STRATEGY bar=input(1, title="Close after x bar", minval=1, maxval=50) tsi_long = crossover(tsi_blue, tsi_red) tsi_short = crossunder(tsi_blue, tsi_red) vi_long = crossover(VIP_blue, VIM_red) vi_short = crossunder(VIP_blue, VIM_red) LongConditionOpen = tsi_long and vi_long ? true : false LongConditionClose = tsi_long[bar] and vi_long[bar] ? true : false ShortConditionOpen = tsi_short and vi_short ? true : false ShortConditionClose = tsi_short[bar] and vi_short[bar] ? true : false if (LongConditionOpen) strategy.entry("Long Entry", strategy.long) if (LongConditionClose) strategy.close("Long Entry") if (ShortConditionOpen) strategy.entry("Short Entry", strategy.short) if (ShortConditionClose) strategy.close("Short Entry")
MA-EMA Crossover LT
https://www.tradingview.com/script/NhCP9iBs-MA-EMA-Crossover-LT/
Masa_1234
https://www.tradingview.com/u/Masa_1234/
172
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // This is a Trend Following strategy. Strategy Logic as follows - // Very simple MA and EMA crossover for Entry (Short or Long) // Re-entry is on EMA crossover // Dynamic Zones are used for Stop Loss exit - Dynamic Zone is simply a % of "X" period price range. I use 128 periods for checking range. // Dynamic Zones script is taken from @allanster https://tradingview.com/script/AoChfBer-How-To-Use-Dynamic-Zones. It's beautiful, neat script. // I have found that it gives good results (at least on-paper results) on 3 hours timeframe or Daily timeframes. // I have kept certain default parameters like quantity, trade type long/short, etc since they were convinient for the kind of stocks I was checking. // One can change many of these parameters to optimise the results. // There are still some changes to be done to script as follows - //12Apr20 // 1. If on Long Entry, the entry point is below the dynamic zone line, then the stop loss is calculated above the entry point. I will fix it one of these days. // 2. Additional re-entry logic or take-profit logic in case the stock runs much ahead // 3. I need to write a Alerts script that would have 10s of stocks built into one script. // 4. Any other feedback // Please note I am not a programmer by profession. I am just trying to code a few simple trading ideas for my personal use. // So, any suggestions / help in changing / optimizing code is most welcome. //@version=4 strategy("MA-EMA Crossover LT", shorttitle="MA-EMA XO", max_bars_back = 200, overlay=true, precision=9, default_qty_type=strategy.fixed,default_qty_value=100) //==================== STRATEGY CODE ====================== tradeType = input("BOTH", title="Trade Type ", options=["LONG", "SHORT", "BOTH"]) // === BACKTEST RANGE === FromMonth = 01//input(defval=01, title="From Month", minval=1) FromDay = 01//input(defval=01, title="From Day", minval=1) FromYear = input(defval=2017, title="From Year", minval=2000) ToMonth = 12//input(defval=12, title="To Month", minval=1) ToDay = 31//input(defval=31, title="To Day", minval=1) ToYear = input(defval=9999, title="To Year", minval=2000) testPeriod() => time > timestamp(FromYear, FromMonth, FromDay, 00, 00) and time < timestamp(ToYear, ToMonth, ToDay, 23, 59) stopLossPercent = input(1.00, "Stop Loss Percent") profitPercent_long = input(3.50, "Profit Percent LONG") profitPercent_short = input(3.0, "Profit Percent SHORT") atr_multi_PT = input(1.50, "ATR Multiple for PT") atr_multi_SL = input(1.50, "ATR Multiple for SL") ////////////////////////////// isLongOpen = false isShortOpen = false //Order open on previous ticker? isLongOpen := nz(isLongOpen[1]) isShortOpen := nz(isShortOpen[1]) ///////////////////// //Trailing and Profit variables trigger = 0.0 trigger := na profitTrigger = 0.0 profitTrigger := na //obtain values from last ticker entryPrice = 0.0 entryPrice := nz(entryPrice[1]) stopLossLevel = 0.0 stopLossLevel := nz(stopLossLevel[1]) profitPriceLevel = 0.0 profitPriceLevel := nz(profitPriceLevel[1]) //If in active trade, lets load with current value if isLongOpen profitTrigger := profitPriceLevel ? high : na trigger := stopLossLevel ? ohlc4 : na trigger if isShortOpen profitTrigger := profitPriceLevel ? low : na trigger := stopLossLevel ? ohlc4 : na trigger isStopLoss = isLongOpen ? trigger < stopLossLevel : isShortOpen ? trigger > stopLossLevel : na isProfitCatch = isLongOpen ? profitTrigger > profitPriceLevel : isShortOpen ? profitTrigger < profitPriceLevel : na //=================== Optional Entry Condition ============ src = close len = input(defval = 128, title = "DZ Length", type = input.integer, minval = 1) // use_dz = input(false, title="Use Dynamic Zone") pcntAbove = input(defval = 40, title = "Hi is Above X% of Sample", type = input.float, minval = 0, maxval = 100, step = 1.0) pcntBelow = input(defval = 60, title = "Lo is Below X% of Sample", type = input.float, minval = 0, maxval = 100, step = 1.0) smplAbove = percentile_nearest_rank(src, len, pcntAbove) smplBelow = percentile_nearest_rank(src, len, 100 - pcntBelow) above = plot(src > smplAbove ? src : smplAbove, title = "Above Line", color = na) probOB = plot(smplAbove, title = "OB", color = color.green) probOS = plot(smplBelow, title = "OS", color = color.red) below = plot(src < smplBelow ? src : smplBelow, title = "Below Line", color = na) fill(above, probOB, color = #00FF00, transp = 80) fill(below, probOS, color = #FF0000, transp = 80) // long_dz = close > smplAbove // short_dz = close < smplBelow //============== Entry Conditions ===================== timeframe = input("5D", title="MA16 Resolution", type=input.resolution) _ma = sma(hlc3, 16) ma=security(syminfo.tickerid, timeframe, _ma, barmerge.gaps_off, barmerge.lookahead_on) _ema=ema(hlc3,7) ema=security(syminfo.tickerid, timeframe, _ema, barmerge.gaps_off, barmerge.lookahead_on) long = ma[1] > ema[1] ? crossover(ema, ma) : abs(ma - ema)/ma > 0.025 ? crossover(close, ema) : false short = ma[1] < ema[1] ? crossunder(ema,ma) : abs(ma - ema)/ma > 0.025 ? crossunder(close, ema): false //:crossunder(close, ema) longEntry = (tradeType == "LONG" or tradeType == "BOTH") and long shortEntry = (tradeType == "SHORT" or tradeType == "BOTH") and short //Upon Entry, do this. if longEntry or shortEntry entryPrice := ohlc4 entryPrice //set price points for new orders use_dz_sl = input(true, title="Use DZ SL") if isLongOpen stopLossLevel := use_dz_sl? max(smplAbove, ma) : ema - 0.25*atr_multi_PT* atr(32) //ma profitTrail = ma + atr_multi_PT* atr(32) profitPriceLevel := max( (1 + 0.01 * profitPercent_long) * entryPrice, profitTrail) profitPriceLevel if isShortOpen stopLossLevel := use_dz_sl? min(smplBelow, ma) : ema + 0.25*atr_multi_PT* atr(32) //ma profitTrail = ma - atr_multi_PT* atr(32) profitPriceLevel := min( (1 - 0.01 * profitPercent_short) * entryPrice, profitTrail) profitPriceLevel shortExit = isShortOpen[1] and (isStopLoss or isProfitCatch or longEntry) longExit = isLongOpen[1] and (isStopLoss or isProfitCatch or shortEntry) if (longExit or shortExit) and not(longEntry or shortEntry) trigger := na profitTrigger := na entryPrice := na stopLossLevel := na profitPriceLevel := na // highest := na // lowest := na // lowest if testPeriod() and (tradeType == "LONG" or tradeType == "BOTH") strategy.entry("long", strategy.long, when=longEntry) strategy.close("long", when=longExit) if testPeriod() and (tradeType == "SHORT" or tradeType == "BOTH") strategy.entry("short", strategy.short, when=shortEntry) strategy.close("short", when=shortExit) //If the value changed to invoke a buy, lets set it before we leave isLongOpen := longEntry ? true : longExit == true ? false : isLongOpen isShortOpen := shortEntry ? true : shortExit == true ? false : isShortOpen plotshape(isShortOpen, title="Short Open", color=color.red, style=shape.triangledown, location=location.bottom) plotshape(isLongOpen, title="Long Open", color=color.green, style=shape.triangleup, location=location.bottom) plotshape(entryPrice ? entryPrice : na, title="Entry Level", color=color.black, style=shape.cross, location=location.absolute) plotshape(stopLossLevel ? stopLossLevel : na, title="Stop Loss Level", color=color.orange, style=shape.xcross, location=location.absolute) plotshape(profitPriceLevel ? profitPriceLevel : na, title="Profit Level", color=color.blue, style=shape.xcross, location=location.absolute) plotshape(profitTrigger[1] ? isProfitCatch : na, title="Profit Exit Triggered", style=shape.diamond, location=location.abovebar, color=color.blue, size=size.small) plotshape(trigger[1] ? isStopLoss : na, title="Stop Loss Triggered", style=shape.diamond, location=location.belowbar, color=color.orange, size=size.small) plot(ma, title="MA 16", color=color.yellow) plot(ema, title="EMA 7", color=color.blue)
Chaloke System Strategy
https://www.tradingview.com/script/9ID5apv1/
ceyhun
https://www.tradingview.com/u/ceyhun/
371
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © ceyhun //@version=4 strategy("Chaloke System Strategy",overlay=true) P1=input(9,title="ShortTerm Period") P2=input(15,title="MidTerm Period") P3=input(24,title="LongTerm Period") P4=input(5,title="Invesment Term") P5=input(5,title="ATR Period") Barcolor=input(true,title="Barcolor") Sm=2*P5/10 ATRX=Sm*atr(P4) S=ema(close,P1)-ATRX M=ema(close,P2)-ATRX Lg=ema(close,P3)-ATRX Sht=iff(close==highest(close,3),S,ema(close[1],P1)-ATRX) Mid=iff(close==highest(close,3),M,ema(close[1],P2)-ATRX) Lng=iff(close==highest(close,3),Lg,ema(close[1],P3)-ATRX) colors=iff(Sht>Mid and close > Sht ,color.green,iff(close < Lng or Sht<Lng,color.red,color.black)) plot(Sht,"Short",color=color.green,linewidth=2) plot(Mid,"Middle",color=color.black,linewidth=2) plot(Lng,"Long",color=color.red,linewidth=2) barcolor(Barcolor ? colors :na) long = crossover(Sht,Mid) and close > Sht short = crossunder(Sht,Lng) or close < Lng if long strategy.entry("Long", strategy.long, comment="Long") if short strategy.entry("Short", strategy.short, comment="Short")
GMS: Mean Reversion Strategy
https://www.tradingview.com/script/JinDGmg4-GMS-Mean-Reversion-Strategy/
GlobalMarketSignals
https://www.tradingview.com/u/GlobalMarketSignals/
219
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © GlobalMarketSignals //@version=4 strategy("GMS: Mean Reversion Strategy", overlay=true) LongShort = input(title="Long Only or Short Only or Both?", type=input.string, defval="Both", options=["Both", "Long Only", "Short Only"]) Lookback = input(title="Length", type=input.integer, defval=10, minval=0) LThr1 = input(title="Upper threshold", type=input.float, defval=1, minval=0) LThr = input(title="Lower threshold", type=input.float, defval=-1, maxval=0) src = input(title="Source", type=input.source, defval=close) LongShort2 = input(title="Linear Regression Exit or Moving Average Exit?", type=input.string, defval="MA", options=["LR", "MA"]) SMAlenL = input(title="MA/LR Exit Length", type = input.integer ,defval=10) SMALen2 = input(title="Trend SMA Length", type = input.integer ,defval=200) AboveBelow = input(title="Above or Below Trend SMA?", type=input.string, defval="Above", options=["Above", "Below", "Don't Include"]) PTbutton = input(title="Profit Target On/Off", type=input.bool, defval=true) ProfitTarget = input(title="Profit Target %", type=input.float, defval=1, step=0.1, minval=0) SLbutton = input(title="Stop Loss On/Off", type=input.bool, defval=true) StopLoss = input(title="Stop Loss %", type=input.float, defval=-1, step=0.1, maxval=0) x = (src-linreg(src,Lookback,0))/(stdev(src,Lookback)) plot(linreg(src,Lookback,0)) //PROFIT TARGET & STOPLOSS if PTbutton == true and SLbutton == true strategy.exit("EXIT", profit=((close*(ProfitTarget*0.01))/syminfo.mintick), loss=((close*(StopLoss*-0.01))/syminfo.mintick)) else if PTbutton == true and SLbutton == false strategy.exit("PT EXIT", profit=((close*(ProfitTarget*0.01))/syminfo.mintick)) else if PTbutton == false and SLbutton == true strategy.exit("SL EXIT", loss=((close*(StopLoss*-0.01))/syminfo.mintick)) else strategy.cancel("PT EXIT") //////////////////////// //MOVING AVERAGE EXIT// ////////////////////// if LongShort=="Long Only" and AboveBelow=="Above" and LongShort2 =="MA" strategy.entry("LONG", true, when = x<LThr and close<sma(close,SMAlenL) and close>sma(close,SMALen2)) strategy.close("LONG", when = close>sma(close,SMAlenL)) if LongShort=="Long Only" and AboveBelow=="Below" and LongShort2 =="MA" strategy.entry("LONG", true, when = x<LThr and close<sma(close,SMAlenL) and close<sma(close,SMALen2)) strategy.close("LONG", when = close>sma(close,SMAlenL)) if LongShort=="Long Only" and AboveBelow=="Don't Include" and LongShort2 =="MA" strategy.entry("LONG", true, when = x<LThr and close<sma(close,SMAlenL) ) strategy.close("LONG", when = close>sma(close,SMAlenL)) /////// if LongShort=="Short Only" and AboveBelow=="Above" and LongShort2 =="MA" strategy.entry("SHORT", false, when = x>LThr1 and close>sma(close,SMAlenL) and close>sma(close,SMALen2)) strategy.close("SHORT", when = close<sma(close,SMAlenL)) if LongShort=="Short Only" and AboveBelow=="Below" and LongShort2 =="MA" strategy.entry("SHORT", false, when = x>LThr1 and close>sma(close,SMAlenL) and close<sma(close,SMALen2)) strategy.close("SHORT", when = close<sma(close,SMAlenL)) if LongShort=="Short Only" and AboveBelow=="Don't Include" and LongShort2 =="MA" strategy.entry("SHORT", false, when = x>LThr1 and close>sma(close,SMAlenL) ) strategy.close("SHORT", when = close<sma(close,SMAlenL)) ////// if LongShort=="Both" and AboveBelow=="Above" and LongShort2 =="MA" strategy.entry("LONG", true, when = x<LThr and close<sma(close,SMAlenL) and close>sma(close,SMALen2)) strategy.close("LONG", when = close>sma(close,SMAlenL)) if LongShort=="Both" and AboveBelow=="Below" and LongShort2 =="MA" strategy.entry("LONG", true, when = x<LThr and close<sma(close,SMAlenL) and close<sma(close,SMALen2)) strategy.close("LONG", when = close>sma(close,SMAlenL)) if LongShort=="Both" and AboveBelow=="Don't Include" and LongShort2 =="MA" strategy.entry("LONG", true, when = x<LThr and close<sma(close,SMAlenL) ) strategy.close("LONG", when = close>sma(close,SMAlenL)) /////// if LongShort=="Both" and AboveBelow=="Above" and LongShort2 =="MA" strategy.entry("SHORT", false, when = x>LThr1 and close>sma(close,SMAlenL) and close>sma(close,SMALen2)) strategy.close("SHORT", when = close<sma(close,SMAlenL)) if LongShort=="Both" and AboveBelow=="Below" and LongShort2 =="MA" strategy.entry("SHORT", false, when = x>LThr1 and close>sma(close,SMAlenL) and close<sma(close,SMALen2)) strategy.close("SHORT", when = close<sma(close,SMAlenL)) if LongShort=="Both" and AboveBelow=="Don't Include" and LongShort2 =="MA" strategy.entry("SHORT", false, when = x>LThr1 and close>sma(close,SMAlenL) ) strategy.close("SHORT", when = close<sma(close,SMAlenL)) ///////////////// //LIN REG EXIT// /////////////// if LongShort=="Long Only" and AboveBelow=="Above" and LongShort2 =="LR" strategy.entry("LONG", true, when = x<LThr and close<linreg(close,SMAlenL,0) and close>sma(close,SMALen2)) strategy.close("LONG", when = close>linreg(close,SMAlenL,0)) if LongShort=="Long Only" and AboveBelow=="Below" and LongShort2 =="LR" strategy.entry("LONG", true, when = x<LThr and close<linreg(close,SMAlenL,0) and close<sma(close,SMALen2)) strategy.close("LONG", when = close>linreg(close,SMAlenL,0)) if LongShort=="Long Only" and AboveBelow=="Don't Include" and LongShort2 =="LR" strategy.entry("LONG", true, when = x<LThr and close<linreg(close,SMAlenL,0) ) strategy.close("LONG", when = close>linreg(close,SMAlenL,0)) /////// if LongShort=="Short Only" and AboveBelow=="Above" and LongShort2 =="LR" strategy.entry("SHORT", false, when = x>LThr1 and close>linreg(close,SMAlenL,0) and close>sma(close,SMALen2)) strategy.close("SHORT", when = close<linreg(close,SMAlenL,0)) if LongShort=="Short Only" and AboveBelow=="Below" and LongShort2 =="LR" strategy.entry("SHORT", false, when = x>LThr1 and close>linreg(close,SMAlenL,0) and close<sma(close,SMALen2)) strategy.close("SHORT", when = close<linreg(close,SMAlenL,0)) if LongShort=="Short Only" and AboveBelow=="Don't Include" and LongShort2 =="LR" strategy.entry("SHORT", false, when = x>LThr1 and close>linreg(close,SMAlenL,0) ) strategy.close("SHORT", when = close<linreg(close,SMAlenL,0)) ////// if LongShort=="Both" and AboveBelow=="Above" and LongShort2 =="LR" strategy.entry("LONG", true, when = x<LThr and close<linreg(close,SMAlenL,0) and close>sma(close,SMALen2)) strategy.close("LONG", when = close>linreg(close,SMAlenL,0)) if LongShort=="Both" and AboveBelow=="Below" and LongShort2 =="LR" strategy.entry("LONG", true, when = x<LThr and close<linreg(close,SMAlenL,0) and close<sma(close,SMALen2)) strategy.close("LONG", when = close>linreg(close,SMAlenL,0)) if LongShort=="Both" and AboveBelow=="Don't Include" and LongShort2 =="LR" strategy.entry("LONG", true, when = x<LThr and close<linreg(close,SMAlenL,0) ) strategy.close("LONG", when = close>linreg(close,SMAlenL,0)) /////// if LongShort=="Both" and AboveBelow=="Above" and LongShort2 =="LR" strategy.entry("SHORT", false, when = x>LThr1 and close>linreg(close,SMAlenL,0) and close>sma(close,SMALen2)) strategy.close("SHORT", when = close<linreg(close,SMAlenL,0)) if LongShort=="Both" and AboveBelow=="Below" and LongShort2 =="LR" strategy.entry("SHORT", false, when = x>LThr1 and close>linreg(close,SMAlenL,0) and close<sma(close,SMALen2)) strategy.close("SHORT", when = close<linreg(close,SMAlenL,0)) if LongShort=="Both" and AboveBelow=="Don't Include" and LongShort2 =="LR" strategy.entry("SHORT", false, when = x>LThr1 and close>linreg(close,SMAlenL,0) ) strategy.close("SHORT", when = close<linreg(close,SMAlenL,0))
Distance Oscillator Strategy- evo
https://www.tradingview.com/script/w391Z7WS-Distance-Oscillator-Strategy-evo/
EvoCrypto
https://www.tradingview.com/u/EvoCrypto/
311
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © EvoCrypto //@version=4 strategy("Distance Oscillator Strategy- evo", shorttitle="Distance Oscillator Strategy") // INPUTS { na_1 = input(false, title="────────────{ Oscillator }──────────────") // Osc_Src = input(close, title="Oscillator Source                                ") Example_Length = input(20, title="Example Length", minval=1) Osc_Src = (highest(Example_Length) + lowest(Example_Length)) / 2 // Strategy can not let you choose a Moving Average to connect with like the study version, so I use the MA above as example Osc_Format = input("Percent",title="Oscillator Format", options=["Percent", "Currency"]) na_2 = input(false, title="─────────────{ Average }──────────────") Average_Type = input("Hull", title="Average Type", options=["Hull", "Sma", "Ema", "Wma"]) Length = input(50, title="Average Length", minval=1) Lagg = input(12, title="Average Lagg", minval=1) Display_MA = input(true, title="Display Average") // } // SETTINGS { Osc_Sum = Osc_Format == "Percent" ? (close - Osc_Src) / close * 100 : Osc_Format == "Currency" ? (close - Osc_Src) : na Osc_MA = Display_MA == false ? na: Average_Type == "Hull"? hma(Osc_Sum, Length) : Average_Type == "Sma" ? sma(Osc_Sum, Length) : Average_Type == "Ema" ? ema(Osc_Sum, Length) : Average_Type == "Wma" ? wma(Osc_Sum, Length) : na Osc_MA_1 = Osc_MA[Lagg] Cross_Up = crossover( Osc_MA, Osc_MA_1) Cross_Down = crossunder(Osc_MA, Osc_MA_1) Osc_Color = Osc_Sum > 0 ? color.new(#bbdefb, 70) : Osc_Sum < 0 ? color.new(#000000, 70) : na Average_Color = Osc_MA > Osc_MA_1 ? color.new(#311b92, 100) : Osc_MA < Osc_MA_1 ? color.new(#b71c1c, 100) : na // } // PLOT { plot(Osc_Sum, title="Oscillator", color=Osc_Color, style=plot.style_histogram, linewidth=2) Plot_0 = plot(Osc_MA, title="Osc Average",color=#b71c1c, linewidth=2) Plot_1 = plot(Osc_MA_1, title="Osc Average",color=#311b92, linewidth=2) fill(Plot_0, Plot_1, title="Average", color=Average_Color) plotshape(Cross_Up ? Osc_MA_1 : na, title="Cross Up", color=#bbdefb, location=location.absolute, size=size.tiny, style=shape.circle) plotshape(Cross_Down ? Osc_MA_1 : na, title="Cross Down", color=#000000, location=location.absolute, size=size.tiny, style=shape.circle) // } // STRATEGY { if (Cross_Up) strategy.entry("Long", strategy.long) if (Cross_Down) strategy.entry("Short", strategy.short) // }
volume high standard deviation stystem
https://www.tradingview.com/script/SipKWYGZ/
dongyun
https://www.tradingview.com/u/dongyun/
39
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © dongyun //@version=4 strategy("高交易量交易系统", overlay=true) rule = input(3,'') length = input(40,'') factor = input(1.0,'') vavg = 0.0 vsd = 0.0 uplimit = 0.0 mavg = 0.0 aror = 0.0 adjvol = 0.0 savevol = 0.0 //Find average volume, replacing bad values adjvol := volume if (volume != 0) savevol := volume else savevol := savevol[1] adjvol := savevol // Replace high volume days because they distort standard deviation if (adjvol > vavg + 2 * factor * vsd) adjvol := savevol else adjvol := adjvol[1] vavg := sma(adjvol,length) vsd := stdev(adjvol,length) // Extreme volume limit uplimit := vavg + 2*factor*vsd // System rules based on moving average trend mavg := sma(close,length/2) // Only enter on new trend signals without high volume if (rule == 0 or rule == 2) if (mavg > mavg[1] and strategy.position_size != 1) strategy.entry("Long", strategy.long) if (mavg < mavg[1] and strategy.position_size != -1) strategy.entry("Short", strategy.short) // Don't reenter after high volume exit if ( rule == 1 or rule == 3) if (mavg > mavg[1] and volume < uplimit and strategy.position_size != 1) strategy.entry("Long", strategy.long) if (mavg < mavg[1] and volume < uplimit and strategy.position_size != -1) strategy.entry("Short", strategy.short) // Exit on profitable high volume if (rule == 0 or rule == 1) if (mavg < mavg[1]) strategy.close("Long") if (mavg > mavg[1]) strategy.close("Short") if (rule == 2 or rule == 3) if (mavg < mavg[1] or (close > close[1] and volume > uplimit)) strategy.close("Long") if (mavg>mavg[1] or (close<close[1] and volume>uplimit)) strategy.close("Short")
DEMA Strategy with MACD
https://www.tradingview.com/script/xeqJN1KH-DEMA-Strategy-with-MACD/
melihtuna
https://www.tradingview.com/u/melihtuna/
818
strategy
1
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © melihtuna //@version=1 strategy("DEMA Strategy with MACD", overlay=true) // === Trend Trader Strategy === DemaLength = input(21, minval=1) MacdControl = input(false, title="Control 'MACD Histogram is positive?' when Buy condition") e1 = ema(close, DemaLength) e2 = ema(e1, DemaLength) dema1 = 2 * e1 - e2 pos = close > dema1 ? 1 : 0 barcolor(pos == 0 ? red: pos == 1 ? green : blue ) plot(dema1, color= blue , title="DEMA Strategy with MACD") // === INPUT BACKTEST RANGE === FromMonth = input(defval = 1, title = "From Month", minval = 1, maxval = 12) FromDay = input(defval = 1, title = "From Day", minval = 1, maxval = 31) FromYear = input(defval = 2020, title = "From Year", minval = 2017) ToMonth = input(defval = 1, title = "To Month", minval = 1, maxval = 12) ToDay = input(defval = 1, title = "To Day", minval = 1, maxval = 31) ToYear = input(defval = 9999, title = "To Year", minval = 2017) // === FUNCTION EXAMPLE === start = timestamp(FromYear, FromMonth, FromDay, 00, 00) // backtest start window finish = timestamp(ToYear, ToMonth, ToDay, 23, 59) // backtest finish window window() => time >= start and time <= finish ? true : false // create function "within window of time" // === MACD === [macdLine, signalLine, histLine] = macd(close, 12, 26, 9) macdCond= MacdControl ? histLine[0] > 0 ? true : false : true strategy.entry("BUY", strategy.long, when = window() and pos == 1 and macdCond) strategy.entry("SELL", strategy.short, when = window() and pos == 0)
volume low standard deviation stystem
https://www.tradingview.com/script/eLzxKzjE/
dongyun
https://www.tradingview.com/u/dongyun/
104
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © dongyun //@version=4 strategy("交易量底部标准差系统", overlay=true) options = input(1,'') length = input(40,'') nlow = input(5,'') factor = input(1.0,'') vavg = 0.0 vavgn = 0.0 vsd = 0.0 lowlimit = 0.0 uplimit = 0.0 mavg = 0.0 aror = 0.0 adjvol = 0.0 savevol = 0.0 //Find average volume, replacing bad values adjvol := volume if (volume != 0) savevol := volume else savevol := savevol[1] adjvol := savevol // Replace high volume days because they distort standard deviation if (adjvol > 2 * factor * nz(vsd[1])) adjvol := savevol else adjvol := adjvol[1] vavg := sma(adjvol,length) vsd := stdev(adjvol,length) vavgn := sma(adjvol,nlow) // Extreme volume limits lowlimit := vavg - factor * vsd uplimit := vavg + 2 * factor * vsd // System rules based on moving average trend mavg := sma(close,length/2) // Only enter on new trend signals if (options == 2) if (mavg > mavg[1] and mavg[1] <= mavg[2]) strategy.entry("Long", strategy.long) if (mavg<mavg[1] and mavg[1]>=mavg[2]) strategy.entry("Short", strategy.short) else if (mavg > mavg[1] and vavgn > lowlimit) strategy.entry("Long", strategy.long) if (mavg < mavg[1] and vavgn > lowlimit) strategy.entry("Short", strategy.short) // Exit on low volume if (options != 1) if (mavg<mavg[1] or (strategy.position_size > 0 and vavgn<= lowlimit)) strategy.close("Long") if (mavg>mavg[1] or (strategy.position_size > 0 and vavgn<= lowlimit)) strategy.close("Short") else if (mavg < mavg[1]) strategy.close("Long") if (mavg > mavg[1]) strategy.close("Short")
MAMA (Ehlers) MESA Adaptive Moving Average
https://www.tradingview.com/script/qF12FAVo/
dongyun
https://www.tradingview.com/u/dongyun/
183
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © dongyun //@version=4 strategy("自适应移动平均的MESA系统", overlay=true) fastlimit = input(0.5,'') slowlimit = input(0.05,'') smooth = 0.0 detrender = 0.0 I1 = 0.0 Q1 = 0.0 JI = 0.0 JQ = 0.0 I2 = 0.0 Q2 = 0.0 Re = 0.0 Im = 0.0 period = 0.0 smoothperiod = 0.0 phase = 0.0 deltaphase = 0.0 alpha = 0.0 MAMA = 0.0 FAMA = 0.0 price = 0.0 price := (high + low)/2 PI = 2 * asin(1) if (bar_index > 5) smooth := (4*price + 3*price[1] + 2*price[2] + price[3])/10 detrender := (.0962*smooth + .5769*nz(smooth[2]) - .5769*nz(smooth[4]) - .0962*nz(smooth[6]))*(.075*nz(period[1]) + .54) // compute InPhase and Quadrature components Q1 := (.0962*detrender + .5769*nz(detrender[2]) - .5769*nz(detrender[4]) - .0962*nz(detrender[6]))*(.075*nz(period[1]) + .54) I1 := nz(detrender[3]) // advance the pulse of i1 and q1 by 90 degrees JI := (.0962*I1 + .5769*nz(I1[2]) - .5769*nz(I1[4]) - .0962*nz(I1[6]))*(.075*nz(period[1]) + .54) JQ := (.0962*Q1 + .5769*nz(Q1[2]) - .5769*nz(Q1[4]) - .0962*nz(Q1[6]))*(.075*nz(period[1]) + .54) //phase addition for 3-bar averaging I2 := I1 - JQ Q2 := Q1 + JI //smooth the i and q components before applying I2 := .2*I2 + .8*nz(I2[1]) Q2 := .2*Q2 + .8*nz(Q2[1]) // hymodyne discriminator Re := I2*I2[1] + Q2*nz(Q2[1]) Im := I2*Q2[1] + Q2*nz(I2[1]) Re := .2*Re + .8*nz(Re[1]) Im := .2*Im + .8*nz(Im[1]) if (Im != 0 and Re != 0) period := 2 * PI/atan(Im/Re) if (period > 1.5 * nz(period[1])) period := 1.5*nz(period[1]) if (period < .67*nz(period[1])) period := .67*nz(period[1]) if (period < 6) period := 6 if (period > 50) period := 50 period := .2*period + .8*nz(period[1]) smoothperiod := .33*period + .67*nz(smoothperiod[1]) if (I1 != 0) phase := (180/PI) * atan(Q1/I1) deltaphase := nz(phase[1]) - phase if (deltaphase < 1) deltaphase := 1 alpha := fastlimit/deltaphase if(alpha < slowlimit) alpha := slowlimit MAMA := alpha*price + (1 - alpha)*nz(MAMA[1]) FAMA := .5*alpha*MAMA + (1 - .5*alpha)*nz(FAMA[1]) if (FAMA < MAMA) strategy.entry("Long", strategy.long) else if (FAMA > MAMA) strategy.entry("Short", strategy.short)
Moving Average profit targets with var size
https://www.tradingview.com/script/RtkfiSLH/
dongyun
https://www.tradingview.com/u/dongyun/
44
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © dongyun //@version=4 strategy("利润目标止损的移动平均线", overlay=true) period = input(80,'') ptper = input(252,'') ptfactor = input(12,'') sizeper = input(20, '') trend = 0.0 signal = 0 size = 1.0 investment = 100000 atrange = 0.0 ptrange = 0.0 stoph = 0.0 stopl = 0.0 if sizeper != 0 atrange := atr(sizeper) if atrange == 0 or sizeper == 0 size := 1 else size := investment/atrange * 0.1 trend := sma(close,period) if signal != 1 and nz(trend[1]) < nz(trend[2]) and trend > nz(trend[1]) strategy.entry('long',strategy.long, comment='open_long') signal := 1 else signal := nz(signal[1]) if signal != -1 and nz(trend[1]) > nz(trend[2]) and trend < nz(trend[1]) strategy.entry('short',strategy.short, comment='open_short') signal := -1 else if signal == 0 signal := nz(signal[1]) ptrange := atr(ptper) if strategy.position_size > 0 strategy.exit("exit_long", "long", qty = strategy.position_size, limit = close + ptfactor*ptrange , comment='trail_long') else if strategy.position_size < 0 strategy.exit("exit_short", "short", qty = abs(strategy.position_size), limit = close - ptfactor*ptrange, comment='trail_short')
Full Candle Outside BB [Bishnu103]
https://www.tradingview.com/script/cdsymDFl-Full-Candle-Outside-BB-Bishnu103/
Bishnu103
https://www.tradingview.com/u/Bishnu103/
174
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © Bishnu103 //@version=4 strategy(title="Full Candle Outside BB [Bishnu103]",shorttitle="OUTSIDE BB",overlay=true,calc_on_every_tick=true,backtest_fill_limits_assumption=2) // *********************************************************************************************************************** // input variables buy_session = input(title="Trade Session", type=input.session, defval="0915-1430") exit_inraday = input(title="Exit Intraday?", type=input.bool, defval=true) entry_distance = input(title="Entry distance from alert", minval=1, maxval=10, defval=3) show_bb_switch = input(title="Show BB", type=input.bool, defval=true) risk_limit = input(title="Risk Limit (%)", type=input.float, defval=1.5, minval=0.5, maxval=5.0, step=0.5) target_option = input(title="Target Options", options=["BB","Profit %"], defval="Profit %") target_pct = input(title="Profit (%)", type=input.float, defval=3.0, minval=0.5, maxval=10.0, step=0.5) // bbLength = input(title="BB Length", minval=1, defval=20) bbStdDev = input(title="BB StdDev", minval=1, defval=2) // *********************************************************************************************************************** // global variables long_entry = false short_entry = false long_exit = false short_exit = false // variable values available across candles var entry_price = 0.0 var sl_price = 0.0 var exit_price_1 = 0.0 var exit_price_2 = 0.0 var candle_count = 0 var qty_hold = 0.0 // *********************************************************************************************************************** // function to return bollinger band values based on candle poition passed getBB(pos) => [mBB, uBB, lBB] = bb(close[pos], bbLength, bbStdDev) // function returns true if current time is within intraday byuing session set in input BarInSession(sess) => time(timeframe.period, sess) != 0 // *********************************************************************************************************************** // strategy // // get current bb value [mBB_0,uBB_0,lBB_0] = getBB(0) // check if full candle outside upper BB outside_uBB = low > uBB_0 and close <= open and (high > open or low < close) outside_lBB = high < lBB_0 and close >= open and (high > close or low < open) // check if SL greater than the risk limit % defined by user risk_in_limit = outside_uBB ? (high - low) < (low * (risk_limit/100)) : (outside_lBB ? (high - low) < (high * (risk_limit/100)) : false) // *********************************************************************************************************************** // entry conditions long_entry := outside_lBB and risk_in_limit short_entry := outside_uBB and risk_in_limit // keep candle count since the alert generated so that order can be cancelled after N number of candle calling it out as invalid alert candle_count := candle_count + 1 if long_entry or short_entry candle_count := 0 // *********************************************************************************************************************** // risk management // // decide entry and sl price if long_entry entry_price := high if short_entry entry_price := low if long_entry sl_price := low if short_entry sl_price := high // first exit is when price hits middle BB, gets updated for each candle based on it's middle BB value. second exit at upper/ lower band exit_price_1 := mBB_0 // if strategy.position_size > 0 exit_price_2 := uBB_0 if strategy.position_size < 0 exit_price_2 := lBB_0 // *********************************************************************************************************************** // position sizing price = if close[0] > 25000 25000 else price = close[0] qty = round(25000/price) // *********************************************************************************************************************** // entry if long_entry and strategy.position_size == 0 strategy.order("BUY", strategy.long, qty, stop=entry_price, comment="BUY @ "+ tostring(entry_price)) qty_hold := qty if short_entry and strategy.position_size == 0 strategy.order("SELL", strategy.short, qty, stop=entry_price, comment="SELL @ "+ tostring(entry_price)) qty_hold := qty // cancel an order if N number of candles are completed after alert candle strategy.cancel_all(candle_count > (entry_distance-1)) // if current time is outside byuing session then do not enter intraday trade strategy.cancel_all(timeframe.isintraday and not BarInSession(buy_session)) // *********************************************************************************************************************** // exit if strategy.position_size > 0 and target_option == "BB" mBB_qty = round(abs(strategy.position_size)/2) strategy.cancel("EXIT at MBB", true) strategy.cancel("EXIT at UBB", true) strategy.cancel("EXIT at SL", true) if qty_hold == abs(strategy.position_size) strategy.order("EXIT at MBB", strategy.short, mBB_qty, limit=exit_price_1, comment="EXIT TG1 @ "+ tostring(exit_price_1)) if qty_hold != abs(strategy.position_size) strategy.order("EXIT at UBB", strategy.short, abs(strategy.position_size), limit=exit_price_2, comment="EXIT TG2 @ "+ tostring(exit_price_2)) strategy.order("EXIT at SL", strategy.short, abs(strategy.position_size), stop=sl_price, comment="EXIT SL @ "+ tostring(sl_price)) if strategy.position_size < 0 and target_option == "BB" mBB_qty = round(abs(strategy.position_size)/2) strategy.cancel("EXIT at MBB", true) strategy.cancel("EXIT at LBB", true) strategy.cancel("EXIT at SL", true) if qty_hold == abs(strategy.position_size) strategy.order("EXIT at MBB", strategy.long, mBB_qty, limit=exit_price_1, comment="EXIT TG1 @ "+ tostring(exit_price_1)) if qty_hold != abs(strategy.position_size) strategy.order("EXIT at LBB", strategy.long, abs(strategy.position_size), limit=exit_price_2, comment="EXIT TG2 @ "+ tostring(exit_price_1)) strategy.order("EXIT at SL", strategy.long, abs(strategy.position_size), stop=sl_price, comment="EXIT SL @ "+ tostring(sl_price)) if strategy.position_size > 0 and target_option == "Profit %" exit_price_1 := entry_price + (entry_price * (target_pct/100)) strategy.order("EXIT at Target %", strategy.short, abs(strategy.position_size), limit=exit_price_1, comment="EXIT TG% @ "+ tostring(exit_price_1)) strategy.order("EXIT at SL", strategy.short, abs(strategy.position_size), stop=sl_price, comment="EXIT SL @ "+ tostring(sl_price)) if strategy.position_size < 0 and target_option == "Profit %" exit_price_1 := entry_price - (entry_price * (target_pct/100)) strategy.order("EXIT at Target %", strategy.long, abs(strategy.position_size), limit=exit_price_1, comment="EXIT TG% @ "+ tostring(exit_price_1)) strategy.order("EXIT at SL", strategy.long, abs(strategy.position_size), stop=sl_price, comment="EXIT SL @ "+ tostring(sl_price)) //plot(qty_hold) // if intraday trade, close the trade at open of 15:15 candle exit_intraday_time = timestamp(syminfo.timezone,year,month,dayofmonth,15,14,0) if timeframe.isintraday and exit_inraday and time_close >= exit_intraday_time strategy.cancel_all(true) strategy.close("BUY", when=strategy.position_size > 0, qty=strategy.position_size, comment="EXIT TM @ "+ tostring(close)) strategy.close("SELL", when=strategy.position_size < 0, qty=strategy.position_size, comment="EXIT TM @ "+ tostring(close)) // *********************************************************************************************************************** // plots // // plot BB [mBBp,uBBp,lBBp] = getBB(0) p_mBB = plot(show_bb_switch ? mBBp : na, color=color.teal) p_uBB = plot(show_bb_switch ? uBBp : na, color=color.teal) p_lBB = plot(show_bb_switch ? lBBp : na, color=color.teal) fill(p_uBB,p_lBB,color=color.teal,transp=95)
OBV Trend
https://www.tradingview.com/script/dG2enMXm/
dongyun
https://www.tradingview.com/u/dongyun/
74
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © dongyun //@version=4 strategy("均衡交易量指标系统", overlay=true) //strategy.risk.allow_entry_in(strategy.direction.long) period = input(60,'') OBVlocal = 0.0 if close > close[1] OBVlocal := nz(OBVlocal[1]) + volume else if close < close[1] OBVlocal := nz(OBVlocal[1]) - volume else OBVlocal := nz(OBVlocal[1]) MAOBV = sma(OBVlocal,period) if MAOBV > MAOBV[1] strategy.entry("Long", strategy.long, when=strategy.position_size <= 0) else if MAOBV < MAOBV[1] strategy.entry("Short", strategy.short, when=strategy.position_size > 0)
Modified 3MA cross : Modified 3 moving average crossover
https://www.tradingview.com/script/FgksfsTm/
dongyun
https://www.tradingview.com/u/dongyun/
77
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © dongyun //@version=4 strategy("三重交叉修正模式系统", overlay=true) //strategy.risk.allow_entry_in(strategy.direction.long) length1 = input(18,'长线') length2 = input(9,'中线') length3 = input(4,'短线') ma1 =0.0 ma2 = 0.0 ma3 = 0.0 ma1 := sma(close,length1) ma2 := sma(close,length2) ma3 := sma(close,length3) plot(ma1) plot(ma2) plot(ma3) if ma2 > ma1 and ma3 > ma3[1] strategy.entry("Long", strategy.long, when=strategy.position_size <= 0) if ma2 < ma1 and ma3 < ma3[1] strategy.entry("Short", strategy.short, when=strategy.position_size > 0)
Rsi, Ema , Ma and Bollinger Bands for 1 min Btcusdt
https://www.tradingview.com/script/az3Tnoj1-Rsi-Ema-Ma-and-Bollinger-Bands-for-1-min-Btcusdt/
lepstick
https://www.tradingview.com/u/lepstick/
183
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © lepstick-TC //@version=4 strategy("1", overlay=true) length = input(5, minval=1) src = input(close, title="Source") mult = input(1.5, minval=0.001, maxval=50) basis = sma(src, length) dev = mult * stdev(src, length) upper = basis + dev lower = basis - dev plot(basis, color=color.red) p1 = plot(upper, color=color.blue) p2 = plot(lower, color=color.blue) fill(p1, p2) rsicok=input(75,minval=0,title="Rsi yüksek") rsiaz=input(25,maxval=50,title="Rsi düşük") rsizaman=input(7,minval=0,title="Rsi zaman") smadeger=input(10,minval=0,title="Ma üst") smadeger2=input(5,minval=0,title="Ma alt") emadeger=input(30,minval=0,title="Ema üst") emadeger2=input(20,minval=0,title="Ema alt") myrsi=rsi(close,rsizaman) myrsi2=rsi(close,rsiaz) myrsi3=rsi(close,rsicok) myma=sma(close,smadeger) myma2=sma(close,smadeger2) myema=ema(close,emadeger) myema2=ema(close,emadeger2) mycond =myrsi >rsicok and close> myma and close>myema mycond2=myrsi<rsiaz and close<myma2 and close<myema2 barcolor(mycond? #2196F3: na) barcolor(mycond2? #FF9800: na) plot(myma,title="Ma yüksek",color=color.black,linewidth=0) plot(myma2,title="Ma düşük",color=color.blue,linewidth=0) plot(myema,title="Ema yüksek",color=color.yellow,linewidth=0) plot(myema2,title="Ema düşük",color=color.gray,linewidth=0) idunno =close< sma(close,smadeger2) and close < sma(close,smadeger) and close<ema(close,emadeger)and close<ema(close,emadeger2)and crossunder(close,lower)and crossunder(myrsi,myrsi2)and crossunder(close,basis) plotchar(idunno,char="A",color=#808000 ,location=location.belowbar) idunno2 =close> sma(close,smadeger2) and close> sma(close,smadeger) and close>ema(close,emadeger)and close>ema(close,emadeger2)and crossover(close,upper)and crossover(myrsi,myrsi3)and crossover(close,basis) plotchar(idunno2,char="S",color=#787B86 ,location=location.abovebar) strategy.entry("Al",true,when =idunno) strategy.entry("Sat",false,when = idunno2) strategy.close("Al",when=ema(close,emadeger)and crossover(open,upper)) strategy.close("Sat",when=sma(close,smadeger2)and crossunder(open,lower)) //strategy.exit("Al çıkış","Al",limit=upper) //strategy.exit("Sat çıkış","Sat",limit=lower) //strategy.exit("Al çıkış","Al",trail_points=close*0.1/syminfo.mintick,trail_offset=close*0.005/syminfo.mintick) //strategy.exit("Sat çıkış","Sat",trail_points=close*0.1/syminfo.mintick,trail_offset=close*0.005/syminfo.mintick)
Uhl MA System - Strategy Analysis
https://www.tradingview.com/script/4S9Yz3DB-Uhl-MA-System-Strategy-Analysis/
alexgrover
https://www.tradingview.com/u/alexgrover/
903
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © alexgrover //@version=4 strategy("Uhl MA System - Strategy Analysis") length = input(100),mult = input(1.),src = input(close) //---- out = 0., cma = 0., cts = 0. Var = variance(src,length) ,sma = sma(src,length) secma = pow(nz(sma - cma[1]),2) ,sects = pow(nz(src - cts[1]),2) ka = Var < secma ? 1 - Var/secma : 0 ,kb = Var < sects ? 1 - Var/sects : 0 cma := ka*sma+(1-ka)*nz(cma[1],src) ,cts := kb*src+(1-kb)*nz(cts[1],src) //---- if crossover(cts,cma) strategy.entry("Buy", strategy.long) if crossunder(cts,cma) strategy.entry("Sell", strategy.short) //---- cap = strategy.initial_capital eq = strategy.equity rmax = 0. rmax := max(eq,nz(rmax[1])) //---- css = eq > cap ? #0cb51a : #e65100 a = plot(eq,"Equity",#2196f3,2,transp=0) b = plot(rmax,"Maximum",css,2,transp=0) fill(a,b,css,80)
GMS: RSI & ROC Strategy
https://www.tradingview.com/script/shKG0EbF-GMS-RSI-ROC-Strategy/
GlobalMarketSignals
https://www.tradingview.com/u/GlobalMarketSignals/
216
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © GlobalMarketSignals //@version=4 strategy("GMS: RSI & ROC Strategy", overlay=true) LongShort = input(title="Long Only or Short Only or Both?", type=input.string, defval="Both", options=["Both", "Long Only", "Short Only"]) RSIroc = input(title="RSI Only, ROC Only, Both?", type=input.string, defval="Both", options=["Both", "RSI Only", "ROC Only"]) RSILength = input(title="RSI Length", type = input.integer ,defval=14) RSIUpper = input(title="RSI Upper Threshold", type = input.float ,defval=70) RSILower = input(title="RSI Lower Threshold", type = input.float ,defval=30) ROCLength = input(title="ROC Length", type = input.integer ,defval=14) ROCUpper = input(title="ROC Upper Threshold", type = input.float ,defval=1) ROCLower = input(title="ROC Lower Threshold", type = input.float ,defval=-1) LongExit = input(title="Long Exit SMA Length", type = input.integer ,defval=5) ShortExit = input(title="Short Exit SMA Length", type = input.integer ,defval=5) AboveBelow = input(title="Trend SMA Filter?", type=input.string, defval="Above", options=["Above", "Below", "Don't Include"]) TrendLength = input(title="Trend SMA Length", type = input.integer ,defval=200) PTbutton = input(title="Profit Target On/Off", type=input.bool, defval=true) ProfitTarget = input(title="Profit Target %", type=input.float, defval=1, step=0.01, minval=0) SLbutton = input(title="Stop Loss On/Off", type=input.bool, defval=true) StopLoss = input(title="Stop Loss %", type=input.float, defval=-1, step=0.01, maxval=0) //PROFIT TARGET & STOPLOSS if PTbutton == true and SLbutton == true strategy.exit("EXIT", profit=((close*(ProfitTarget*0.01))/syminfo.mintick), loss=((close*(StopLoss*-0.01))/syminfo.mintick)) else if PTbutton == true and SLbutton == false strategy.exit("PT EXIT", profit=((close*(ProfitTarget*0.01))/syminfo.mintick)) else if PTbutton == false and SLbutton == true strategy.exit("SL EXIT", loss=((close*(StopLoss*-0.01))/syminfo.mintick)) else strategy.cancel("PT EXIT") //RSI ONLY //Long Side if LongShort =="Long Only" and AboveBelow == "Above" and RSIroc == "RSI Only" strategy.entry("LONG", true, when = rsi(close,RSILength)<RSILower and close< sma(close,LongExit) and close>sma(close,TrendLength)) strategy.close("LONG", when = close>sma(close,LongExit)) if LongShort =="Long Only" and AboveBelow == "Below" and RSIroc == "RSI Only" strategy.entry("LONG", true, when = rsi(close,RSILength)<RSILower and close< sma(close,LongExit) and close<sma(close,TrendLength)) strategy.close("LONG", when = close>sma(close,LongExit)) if LongShort =="Long Only" and AboveBelow == "Don't Include" and RSIroc == "RSI Only" strategy.entry("LONG", true, when = rsi(close,RSILength)<RSILower and close< sma(close,LongExit)) strategy.close("LONG", when = close>sma(close,LongExit)) if LongShort =="Both" and AboveBelow == "Above" and RSIroc == "RSI Only" strategy.entry("LONG", true, when = rsi(close,RSILength)<RSILower and close< sma(close,LongExit) and close>sma(close,TrendLength)) strategy.close("LONG", when = close>sma(close,LongExit)) if LongShort =="Both" and AboveBelow == "Below" and RSIroc == "RSI Only" strategy.entry("LONG", true, when = rsi(close,RSILength)<RSILower and close< sma(close,LongExit) and close<sma(close,TrendLength)) strategy.close("LONG", when = close>sma(close,LongExit)) if LongShort =="Both" and AboveBelow == "Don't Include" and RSIroc == "RSI Only" strategy.entry("LONG", true, when = rsi(close,RSILength)<RSILower and close< sma(close,LongExit)) strategy.close("LONG", when = close>sma(close,LongExit)) //RSI ONLY //SHORT SIDE if LongShort =="Short Only" and AboveBelow == "Above" and RSIroc == "RSI Only" strategy.entry("SHORT", false, when = rsi(close,RSILength)>RSIUpper and close> sma(close,ShortExit) and close>sma(close,TrendLength)) strategy.close("SHORT", when = close<sma(close,ShortExit)) if LongShort =="Short Only" and AboveBelow == "Below" and RSIroc == "RSI Only" strategy.entry("SHORT", false, when = rsi(close,RSILength)>RSIUpper and close> sma(close,ShortExit) and close<sma(close,TrendLength)) strategy.close("SHORT", when = close<sma(close,ShortExit)) if LongShort =="Short Only" and AboveBelow == "Don't Include" and RSIroc == "RSI Only" strategy.entry("SHORT", false, when = rsi(close,RSILength)>RSIUpper and close> sma(close,ShortExit)) strategy.close("SHORT", when = close<sma(close,ShortExit)) if LongShort =="Both" and AboveBelow == "Above" and RSIroc == "RSI Only" strategy.entry("SHORT", false, when = rsi(close,RSILength)>RSIUpper and close> sma(close,ShortExit) and close>sma(close,TrendLength)) strategy.close("SHORT", when = close<sma(close,ShortExit)) if LongShort =="Both" and AboveBelow == "Below" and RSIroc == "RSI Only" strategy.entry("SHORT", false, when = rsi(close,RSILength)>RSIUpper and close> sma(close,ShortExit) and close<sma(close,TrendLength)) strategy.close("SHORT", when = close<sma(close,ShortExit)) if LongShort =="Both" and AboveBelow == "Don't Include" and RSIroc == "RSI Only" strategy.entry("SHORT", false, when = rsi(close,RSILength)>RSIUpper and close> sma(close,ShortExit)) strategy.close("SHORT", when = close<sma(close,ShortExit)) ///////-----------------///////////// ///////-----------------///////////// ///////-----------------///////////// //ROC ONLY //Long Side if LongShort =="Long Only" and AboveBelow == "Above" and RSIroc == "ROC Only" strategy.entry("LONG", true, when = roc(close,ROCLength)<ROCLower and close< sma(close,LongExit) and close>sma(close,TrendLength)) strategy.close("LONG", when = close>sma(close,LongExit)) if LongShort =="Long Only" and AboveBelow == "Below" and RSIroc == "ROC Only" strategy.entry("LONG", true, when = roc(close,ROCLength)<ROCLower and close< sma(close,LongExit) and close<sma(close,TrendLength)) strategy.close("LONG", when = close>sma(close,LongExit)) if LongShort =="Long Only" and AboveBelow == "Don't Include" and RSIroc == "ROC Only" strategy.entry("LONG", true, when = roc(close,ROCLength)<ROCLower and close< sma(close,LongExit)) strategy.close("LONG", when = close>sma(close,LongExit)) if LongShort =="Both" and AboveBelow == "Above" and RSIroc == "ROC Only" strategy.entry("LONG", true, when = roc(close,ROCLength)<ROCLower and close< sma(close,LongExit) and close>sma(close,TrendLength)) strategy.close("LONG", when = close>sma(close,LongExit)) if LongShort =="Both" and AboveBelow == "Below" and RSIroc == "ROC Only" strategy.entry("LONG", true, when = roc(close,ROCLength)<ROCLower and close< sma(close,LongExit) and close<sma(close,TrendLength)) strategy.close("LONG", when = close>sma(close,LongExit)) if LongShort =="Both" and AboveBelow == "Don't Include" and RSIroc == "ROC Only" strategy.entry("LONG", true, when = rsi(close,ROCLength)<ROCLower and close< sma(close,LongExit)) strategy.close("LONG", when = close>sma(close,LongExit)) //ROC ONLY //SHORT SIDE if LongShort =="Short Only" and AboveBelow == "Above" and RSIroc == "ROC Only" strategy.entry("SHORT", false, when = roc(close,ROCLength)>ROCUpper and close> sma(close,ShortExit) and close>sma(close,TrendLength)) strategy.close("SHORT", when = close<sma(close,ShortExit)) if LongShort =="Short Only" and AboveBelow == "Below" and RSIroc == "ROC Only" strategy.entry("SHORT", false, when = roc(close,ROCLength)>ROCUpper and close> sma(close,ShortExit) and close<sma(close,TrendLength)) strategy.close("SHORT", when = close<sma(close,ShortExit)) if LongShort =="Short Only" and AboveBelow == "Don't Include" and RSIroc == "ROC Only" strategy.entry("SHORT", false, when = roc(close,ROCLength)>ROCUpper and close> sma(close,ShortExit)) strategy.close("SHORT", when = close<sma(close,ShortExit)) if LongShort =="Both" and AboveBelow == "Above" and RSIroc == "ROC Only" strategy.entry("SHORT", false, when = roc(close,ROCLength)>ROCUpper and close> sma(close,ShortExit) and close>sma(close,TrendLength)) strategy.close("SHORT", when = close<sma(close,ShortExit)) if LongShort =="Both" and AboveBelow == "Below" and RSIroc == "ROC Only" strategy.entry("SHORT", false, when = roc(close,ROCLength)>ROCUpper and close> sma(close,ShortExit) and close<sma(close,TrendLength)) strategy.close("SHORT", when = close<sma(close,ShortExit)) if LongShort =="Both" and AboveBelow == "Don't Include" and RSIroc == "ROC Only" strategy.entry("SHORT", false, when = roc(close,ROCLength)>ROCUpper and close> sma(close,ShortExit)) strategy.close("SHORT", when = close<sma(close,ShortExit)) ///////-----------------///////////// ///////-----------------///////////// ///////-----------------///////////// //BOTH //Long Side if LongShort =="Long Only" and AboveBelow == "Above" and RSIroc == "Both" strategy.entry("LONG", true, when = rsi(close,RSILength)<RSILower and roc(close,ROCLength)<ROCLower and close< sma(close,LongExit) and close>sma(close,TrendLength)) strategy.close("LONG", when = close>sma(close,LongExit)) if LongShort =="Long Only" and AboveBelow == "Below" and RSIroc == "Both" strategy.entry("LONG", true, when = rsi(close,RSILength)<RSILower and roc(close,ROCLength)<ROCLower and close< sma(close,LongExit) and close<sma(close,TrendLength)) strategy.close("LONG", when = close>sma(close,LongExit)) if LongShort =="Long Only" and AboveBelow == "Don't Include" and RSIroc == "Both" strategy.entry("LONG", true, when = rsi(close,RSILength)<RSILower and roc(close,ROCLength)<ROCLower and close< sma(close,LongExit)) strategy.close("LONG", when = close>sma(close,LongExit)) if LongShort =="Both" and AboveBelow == "Above" and RSIroc == "Both" strategy.entry("LONG", true, when = rsi(close,RSILength)<RSILower and roc(close,ROCLength)<ROCLower and close< sma(close,LongExit) and close>sma(close,TrendLength)) strategy.close("LONG", when = close>sma(close,LongExit)) if LongShort =="Both" and AboveBelow == "Below" and RSIroc == "Both" strategy.entry("LONG", true, when = rsi(close,RSILength)<RSILower and roc(close,ROCLength)<ROCLower and close< sma(close,LongExit) and close<sma(close,TrendLength)) strategy.close("LONG", when = close>sma(close,LongExit)) if LongShort =="Both" and AboveBelow == "Don't Include" and RSIroc == "Both" strategy.entry("LONG", true, when = rsi(close,RSILength)<RSILower and roc(close,ROCLength)<ROCLower and close< sma(close,LongExit)) strategy.close("LONG", when = close>sma(close,LongExit)) //BOTH //SHORT SIDE if LongShort =="Short Only" and AboveBelow == "Above" and RSIroc == "Both" strategy.entry("SHORT", false, when = rsi(close,RSILength)>RSIUpper and roc(close,ROCLength)>ROCUpper and close> sma(close,ShortExit) and close>sma(close,TrendLength)) strategy.close("SHORT", when = close<sma(close,ShortExit)) if LongShort =="Short Only" and AboveBelow == "Below" and RSIroc == "Both" strategy.entry("SHORT", false, when = rsi(close,RSILength)>RSIUpper and roc(close,ROCLength)>ROCUpper and close> sma(close,ShortExit) and close<sma(close,TrendLength)) strategy.close("SHORT", when = close<sma(close,ShortExit)) if LongShort =="Short Only" and AboveBelow == "Don't Include" and RSIroc == "Both" strategy.entry("SHORT", false, when = rsi(close,RSILength)>RSIUpper and roc(close,ROCLength)>ROCUpper and close> sma(close,ShortExit)) strategy.close("SHORT", when = close<sma(close,ShortExit)) if LongShort =="Both" and AboveBelow == "Above" and RSIroc == "Both" strategy.entry("SHORT", false, when = rsi(close,RSILength)>RSIUpper and roc(close,ROCLength)>ROCUpper and close> sma(close,ShortExit) and close>sma(close,TrendLength)) strategy.close("SHORT", when = close<sma(close,ShortExit)) if LongShort =="Both" and AboveBelow == "Below" and RSIroc == "Both" strategy.entry("SHORT", false, when = rsi(close,RSILength)>RSIUpper and roc(close,ROCLength)>ROCUpper and close> sma(close,ShortExit) and close<sma(close,TrendLength)) strategy.close("SHORT", when = close<sma(close,ShortExit)) if LongShort =="Both" and AboveBelow == "Don't Include" and RSIroc == "Both" strategy.entry("SHORT", false, when = rsi(close,RSILength)>RSIUpper and roc(close,ROCLength)>ROCUpper and close> sma(close,ShortExit)) strategy.close("SHORT", when = close<sma(close,ShortExit))
Pivot Point Breakout
https://www.tradingview.com/script/PuGrfn7G/
dongyun
https://www.tradingview.com/u/dongyun/
95
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © dongyun //@version=4 strategy("枢轴点突破策略", overlay=true) //strategy.risk.allow_entry_in(strategy.direction.long) // btcusdt 最好参数为4 period = input(3,'观察数') startday = 2*period + 1 lasthigh = 0.0 lastlow = 0.0 if high[period + 1] >= highest(high,startday) lasthigh := high[period+1] else lasthigh := lasthigh[1] if low[period+1] <= lowest(low,startday) lastlow := low[period+1] else lastlow := lastlow[1] if high > lasthigh strategy.entry("Long", strategy.long, when=strategy.position_size <= 0) else if low < lastlow strategy.entry("Short", strategy.short, when=strategy.position_size > 0)
ChannelsBreakout
https://www.tradingview.com/script/nNt11l6M-ChannelsBreakout/
Giovanni_Trombetta
https://www.tradingview.com/u/Giovanni_Trombetta/
241
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © Giovanni_Trombetta // Strategy to capture price channel breakouts //@version=4 strategy("ChannelsBreakout", max_bars_back=50, overlay=true) instrument = input(1, title = "Select 1: Stock/Forex, 2: Future") money = input(10000, title = "Money for each trade") backtest_start = input(2000, "Insert first year to backtest") period = input(50, title = "Period in bars of Donchian Channel") monetary_stoploss = input(1000, title = "Monetary Stop Loss") quantity = if instrument != 1 1 else int(money / close) upBarrier = highest(high,period) downBarrier = lowest(low,period) up = highest(high,period / 4) down = lowest(low,period / 4) plot(upBarrier, color=color.green, linewidth=2) plot(downBarrier, color=color.red, linewidth=2) plot(up, color=color.lime, linewidth=1) plot(down, color=color.orange, linewidth=2) longCondition = crossover(close, upBarrier[1]) and year >= backtest_start if (longCondition) strategy.entry("Long", strategy.long, quantity, when = strategy.position_size == 0) closeCondition = crossunder(close, down[1]) or down < down[1] if (closeCondition) strategy.close("Long", comment = "Trailing") stop_level = strategy.position_avg_price - monetary_stoploss / strategy.position_size strategy.exit("StopLoss", from_entry = "Long", stop = stop_level) plot(stop_level, color=color.yellow, linewidth=2) l = label.new(bar_index, na, text="PineScript Code", color= color.lime, textcolor = color.white, style=label.style_labelup, yloc=yloc.belowbar, size=size.normal) label.delete(l[1])
WMA + MACD strategy with trailing stop
https://www.tradingview.com/script/0sS5Urzv/
heniu_1
https://www.tradingview.com/u/heniu_1/
88
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © heniu_1 //@version=4 strategy("WMA + MACD strategy", overlay=true, initial_capital=1000, default_qty_type=strategy.percent_of_equity, default_qty_value=20, commission_type=strategy.commission.percent, commission_value=0.39) [_, _, histogram] = macd(close, 10, 20, 10) ma = wma(close, 120) a = close - (close * 0.03) b = close[1] - (close[1] * 0.03) sl = iff(a > b, a, b) plot(sl, color=color.yellow, style=plot.style_stepline) longCondition = close > ma and histogram > 0 closeCondition = close <= sl if (longCondition) strategy.entry("Kup", strategy.long) if (closeCondition) strategy.exit("Sprzedaj", stop = sl)
Ichimoku Kinko Hyo Cloud + QQE
https://www.tradingview.com/script/0IY0ERtK-Ichimoku-Kinko-Hyo-Cloud-QQE/
GreggJ
https://www.tradingview.com/u/GreggJ/
477
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © KryptoNight //@version=4 // comment/uncomment Study/Strategy to easily switch modes // study("Ichimoku Kinko Hyo Cloud - no offset - no repaint - RSI filter - alerts", shorttitle="IchiCloud + RSI - alerts", overlay=true) // ============================================================================== Strategy mode - uncomment to activate strategy("Ichimoku Kinko Hyo Cloud - no offset - no repaint - RSI filter - strategy", shorttitle="IchiCloud + RSI - Strategy Tester Mode", overlay=true, pyramiding = 0, currency = currency.EUR, initial_capital = 2000, default_qty_type = strategy.percent_of_equity, default_qty_value = 100, calc_on_every_tick = true, calc_on_order_fills = true, commission_type = strategy.commission.percent, commission_value = 0.15) // ============================================================================== // ------------------------------------------------------------------------------ ichiCloud_offset = input(false, title="Standard Ichimoku Cloud") // with the visual offset ichiCloud_noOffset = input(true, title="Ichimoku Cloud - no offset - no repaint") // without the visual offset conversion_prd = input(9, minval=1, title="Conversion Line Period - Tenkan-Sen") baseline_prd = input(27, minval=1, title="Base Line Period - Kijun-Sen") baselineA_prd = input(52, minval=1, title="Base Line Period - Kijun-Sen (auxiliary)") leadingSpan_2prd = input(52, minval=1, title="Lagging Span 2 Periods - Senkou Span B") displacement = input(26, minval=0, title="Displacement: (-) Chikou Span; (+) Senkou Span A") extra_bars = input(1, minval=0, title="Displacement: additional bars") laggingSpan_src = input(close, title="Lagging Span price source - Chikou-Span") donchian(len) => avg(lowest(len), highest(len)) displ = displacement-extra_bars // ------------------------------------------------------------------------------ // OFFSET: conversion = donchian(conversion_prd) // Conversion Line - Tenkan-Sen (9 Period) baseline = donchian(baseline_prd) // Base Line - Kijun-Sen (26 Period) baselineA = donchian(baselineA_prd) // Base Line Period - Kijun-Sen (auxiliary) leadingSpanA = avg(conversion, baseline) leadingSpanB = donchian(leadingSpan_2prd) laggingSpan = laggingSpan_src // Color - bullish, bearish col_cloud = leadingSpanA>=leadingSpanB ? color.green : color.red // Cloud Lines spanA = plot(ichiCloud_offset? leadingSpanA : na, offset=displ, title="Offset: Lead Line 1 - Senkou Span A cloud", color=color.green) spanB = plot(ichiCloud_offset? leadingSpanB : na, offset=displ, title="Offset: Lead Line 2 - Senkou Span B cloud", color=color.red) fill(spanA, spanB, color=col_cloud, transp=80, title="Offset: Ichimoku Cloud - Leading Span 1 & 2 based coloring") // Other Lines conversion_p = plot(ichiCloud_offset? conversion : na, title="Offset: Conversion Line - Tenkan-Sen", color=#0496ff) standard_p = plot(ichiCloud_offset? baseline : na, title="Offset: Base Line - Kijun-Sen", color=#991515) standardA_p = plot(ichiCloud_offset? baselineA : na, title="Offset: Base Line - Kijun-Sen (auxiliary)", color=color.teal) lagging_Span_p = plot(ichiCloud_offset? laggingSpan : na, offset=-displ, title="Offset: Chikou Span (Lagging Span)", color=#459915) // ------------------------------------------------------------------------------ // NO OFFSET: conversion_noOffset = conversion[displ] // Conversion Line - Tenkan-Sen (9 Period) baseline_noOffset = baseline[displ] // Base Line - Kijun-Sen (26 Period) baselineA_noOffset = baselineA[displ] // Base Line Period - Kijun-Sen (auxiliary) leadingSpanA_noOffset = leadingSpanA[displ*2] leadingSpanB_noOffset = leadingSpanB[displ*2] laggingSpan_noOffset = laggingSpan[0] // Color - bullish, bearish col_cloud_noOffset = leadingSpanA_noOffset>=leadingSpanB_noOffset ? color.green : color.red // Cloud Lines spanA_noOffset = plot(ichiCloud_noOffset? leadingSpanA_noOffset : na, title="No offset: Lead Line 1 - Senkou Span A cloud", color=color.green, transp=0) spanB_noOffset = plot(ichiCloud_noOffset? leadingSpanB_noOffset : na, title="No offset: Lead Line 2 - Senkou Span B cloud", color=color.red, transp=0) fill(spanA_noOffset, spanB_noOffset, color=col_cloud_noOffset, transp=80, title="No offset: Ichimoku Cloud - Leading Span 1 & 2 based coloring") // Other Lines conversion_p_noOffset = plot(ichiCloud_noOffset? conversion_noOffset : na, title="No offset: Conversion Line - Tenkan-Sen", color=#0496ff, transp=0) baseline_p_noOffset = plot(ichiCloud_noOffset? baseline_noOffset : na, title="No offset: Base Line - Kijun-Sen", color=#991515, transp=0) baselineA_p_noOffset = plot(ichiCloud_noOffset? baselineA_noOffset : na, title="No offset: Base Line - Kijun-Sen (auxiliary)", color=color.teal, transp=0) laggingSpan_p_noOffset = plot(ichiCloud_noOffset? laggingSpan_noOffset : na, title="No offset: Chikou Span (Lagging Span)", color=#459915, transp=0) // ============================================================================== // Conditions & Alerts (based on the lines without offset) maxC = max(leadingSpanA_noOffset,leadingSpanB_noOffset) minC = min(leadingSpanA_noOffset,leadingSpanB_noOffset) // Trend start signals: crosses between Chikou Span (Lagging Span) and the Cloud (Senkou Span A, Senkou Span B) uptrend_start = crossover(laggingSpan_noOffset,maxC) downtrend_start = crossunder(laggingSpan_noOffset,minC) // Trends uptrend = laggingSpan_noOffset>maxC // Above Cloud downtrend = laggingSpan_noOffset<minC // Below Cloud // No trend: choppy trading - the price is in transition notrend = maxC>=laggingSpan_noOffset and laggingSpan_noOffset>=minC // Confirmations uptrend_confirm = crossover(leadingSpanA_noOffset,leadingSpanB_noOffset) downtrend_confirm = crossunder(leadingSpanA_noOffset,leadingSpanB_noOffset) // Signals - crosses between Conversion Line (Tenkan-Sen) and Base Line (Kijun-Sen) bullish_signal = crossover(conversion_noOffset,baseline_noOffset) bearish_signal = crossunder(conversion_noOffset,baseline_noOffset) // Various alerts alertcondition(uptrend_start, title="Uptrend Started", message="Uptrend Started") alertcondition(downtrend_start, title="Downtrend Started", message="Downtrend Started") alertcondition(uptrend_confirm, title="Uptrend Confirmed", message="Uptrend Confirmed") alertcondition(downtrend_confirm, title="Downtrend Confirmed", message="Downtrend Confirmed") alertcondition(bullish_signal, title="Buy Signal", message="Buy Signal") alertcondition(bearish_signal, title="Sell Signal", message="Sell Signal") rsi_OBlevel = input(50, title="RSI Filter: Overbought level (0 = off)") rsi_OSlevel = input(100,title="RSI Filter: Oversold level (100 = off)") rsi_len = input(14,title="RSI Length") rsi_src = input(close,title="RSI Price source") rsi = rsi(rsi_src,rsi_len) // Strategy ------------------------------- long_signal = bullish_signal and uptrend and rsi<=rsi_OSlevel // breakout filtered by the rsi exit_long = bearish_signal and uptrend short_signal = bearish_signal and downtrend and rsi>=rsi_OBlevel // breakout filtered by the rsi exit_short = bullish_signal and downtrend // Strategy alerts alertcondition(long_signal, title="Long Signal - Uptrend", message="Long Signal - Uptrend") alertcondition(exit_long, title="Long Exit Signal - Uptrend", message="Long Exit Signal - Uptrend") alertcondition(short_signal, title="Long Signal - Downtrend", message="Long Signal - Downtrend") alertcondition(exit_short, title="Short Exit Signal - Downtrend", message="Short Exit Signal - Downtrend") // Plot areas for trend and transition color_trend = uptrend? #00FF00 : downtrend? #FF0000 : notrend? color.new(#FFFFFF, 50) : na fill(spanA_noOffset, spanB_noOffset, color=color_trend, transp=90, title="No offset: Ichimoku Cloud - Lagging Span & Cloud based coloring") plotshape(ichiCloud_noOffset?uptrend_start:na, title="No offset: Uptrend Started", color=color.green, style=shape.circle, location=location.belowbar, size=size.tiny, text="Up") plotshape(ichiCloud_noOffset?downtrend_start:na, title="No offset: Downtrend Started", color=color.red, style=shape.circle,location=location.abovebar, size=size.tiny, text="Down") plotshape(ichiCloud_noOffset?uptrend_confirm:na, title="No offset: Uptrend Confirmed", color=color.green, style=shape.circle, location=location.belowbar, size=size.small, text="Confirm Up") plotshape(ichiCloud_noOffset?downtrend_confirm:na, title="No offset: Downtrend Confirmed", color=color.red, style=shape.circle, location=location.abovebar, size=size.small, text="Confirm Down") plotshape(ichiCloud_noOffset?long_signal:na, title="No offset: Long Signal", color=#00FF00, style=shape.triangleup, location=location.belowbar, size=size.small, text="Long") plotshape(ichiCloud_noOffset?exit_long:na, title="No offset: Exit Long Signal", color=color.fuchsia, style=shape.triangledown, location=location.abovebar, size=size.small, text="Exit long") plotshape(ichiCloud_noOffset?short_signal:na, title="No offset: Short Signal", color=#FF0000, style=shape.triangledown, location=location.abovebar, size=size.small, text="Short") plotshape(ichiCloud_noOffset?exit_short:na, title="No offset: Exit Short Signal", color=color.fuchsia, style=shape.triangleup, location=location.belowbar, size=size.small, text="Exit short") // ============================================================================== Strategy Component - uncomment to activate if (long_signal) strategy.entry("Long",strategy.long) if (exit_long) strategy.close("Long") // if (short_signal) // strategy.entry("Short",strategy.short) // if (exit_short) // strategy.close("Short") // ============================================================================== //@version=4 // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © colinmck RSI_Period = input(10, title='RSI Length') SF = input(5, title='RSI Smoothing') QQE = input(2.438, title='Fast QQE Factor') ThreshHold = input(10, title="Thresh-hold") src = close Wilders_Period = RSI_Period * 3 - 1 Rsi = rsi(src, RSI_Period) RsiMa = ema(Rsi, SF) AtrRsi = abs(RsiMa[1] - RsiMa) MaAtrRsi = ema(AtrRsi, Wilders_Period) dar = ema(MaAtrRsi, Wilders_Period) * QQE longband = 0.0 shortband = 0.0 trend = 0 DeltaFastAtrRsi = dar RSIndex = RsiMa newshortband = RSIndex + DeltaFastAtrRsi newlongband = RSIndex - DeltaFastAtrRsi longband := RSIndex[1] > longband[1] and RSIndex > longband[1] ? max(longband[1], newlongband) : newlongband shortband := RSIndex[1] < shortband[1] and RSIndex < shortband[1] ? min(shortband[1], newshortband) : newshortband cross_1 = cross(longband[1], RSIndex) trend := cross(RSIndex, shortband[1]) ? 1 : cross_1 ? -1 : nz(trend[1], 1) FastAtrRsiTL = trend == 1 ? longband : shortband // Find all the QQE Crosses QQExlong = 0 QQExlong := nz(QQExlong[1]) QQExshort = 0 QQExshort := nz(QQExshort[1]) QQExlong := FastAtrRsiTL < RSIndex ? QQExlong + 1 : 0 QQExshort := FastAtrRsiTL > RSIndex ? QQExshort + 1 : 0 //Conditions qqeLong = QQExlong == 1 ? FastAtrRsiTL[1] - 50 : na qqeShort = QQExshort == 1 ? FastAtrRsiTL[1] - 50 : na // Plotting plotshape(qqeLong, title="QQE long", text="Long", textcolor=color.white, style=shape.labelup, location=location.belowbar, color=color.green, transp=0, size=size.tiny) plotshape(qqeShort, title="QQE short", text="Short", textcolor=color.white, style=shape.labeldown, location=location.abovebar, color=color.red, transp=0, size=size.tiny) // Alerts alertcondition(qqeLong, title="Long", message="Long") alertcondition(qqeShort, title="Short", message="Short")
GMS: Moving Average Crossover Strategy
https://www.tradingview.com/script/FERReBsH-GMS-Moving-Average-Crossover-Strategy/
GlobalMarketSignals
https://www.tradingview.com/u/GlobalMarketSignals/
371
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © GlobalMarketSignals //@version=4 strategy("GMS: Moving Average Cross Over", overlay=true) LongShort = input(title="Long Only or Short Only or Both?", type=input.string, defval="Both", options=["Both", "Long Only", "Short Only"]) MAs1 = input(title="Which Moving Average? (1)", type=input.string, defval="SMA", options=["SMA", "EMA", "WMA", "VWMA"]) MAs2 = input(title="Which Moving Average? (2)", type=input.string, defval="SMA", options=["SMA", "EMA", "WMA", "VWMA"]) MA1 = input(title="Moving Average Length 1", type = input.integer ,defval=10) MAL2 = input(title="Moving Average Length 2", type = input.integer ,defval=20) AboveBelow = input(title="Trend SMA Filter?", type=input.string, defval="Above", options=["Above", "Below", "Don't Include"]) TLen = input(title="Trend SMA Length", type = input.integer ,defval=200) PTbutton = input(title="Profit Target On/Off", type=input.bool, defval=true) ProfitTarget = input(title="Profit Target %", type=input.float, defval=1, step=0.01, minval=0) SLbutton = input(title="Stop Loss On/Off", type=input.bool, defval=true) StopLoss = input(title="Stop Loss %", type=input.float, defval=-1, step=0.01, maxval=0) //PROFIT TARGET & STOPLOSS if PTbutton == true and SLbutton == true strategy.exit("EXIT", profit=((close*(ProfitTarget*0.01))/syminfo.mintick), loss=((close*(StopLoss*-0.01))/syminfo.mintick)) else if PTbutton == true and SLbutton == false strategy.exit("PT EXIT", profit=((close*(ProfitTarget*0.01))/syminfo.mintick)) else if PTbutton == false and SLbutton == true strategy.exit("SL EXIT", loss=((close*(StopLoss*-0.01))/syminfo.mintick)) else strategy.cancel("PT EXIT") //////////////////////// ///////LONG ONLY//////// //////////////////////// //ABOVE if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "SMA" and MAs2 == "SMA" strategy.entry("LONG", true, when = crossover(sma(close,MA1),sma(close,MAL2)) and close>sma(close,TLen)) strategy.close("LONG", when = crossunder(sma(close,MA1),sma(close,MAL2))) if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "SMA" and MAs2 == "EMA" strategy.entry("LONG", true, when = crossover(sma(close,MA1),ema(close,MAL2)) and close>sma(close,TLen)) strategy.close("LONG", when = crossunder(sma(close,MA1),ema(close,MAL2))) if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "SMA" and MAs2 == "VWMA" strategy.entry("LONG", true, when = crossover(sma(close,MA1),vwma(close,MAL2)) and close>sma(close,TLen)) strategy.close("LONG", when = crossunder(sma(close,MA1),vwma(close,MAL2))) if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "SMA" and MAs2 == "WMA" strategy.entry("LONG", true, when = crossover(sma(close,MA1),wma(close,MAL2)) and close>sma(close,TLen)) strategy.close("LONG", when = crossunder(sma(close,MA1),wma(close,MAL2))) ///--/// if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "EMA" and MAs2 == "SMA" strategy.entry("LONG", true, when = crossover(ema(close,MA1),sma(close,MAL2)) and close>sma(close,TLen)) strategy.close("LONG", when = crossunder(ema(close,MA1),sma(close,MAL2))) if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "EMA" and MAs2 == "EMA" strategy.entry("LONG", true, when = crossover(ema(close,MA1),ema(close,MAL2)) and close>sma(close,TLen)) strategy.close("LONG", when = crossunder(ema(close,MA1),ema(close,MAL2))) if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "EMA" and MAs2 == "VWMA" strategy.entry("LONG", true, when = crossover(ema(close,MA1),vwma(close,MAL2)) and close>sma(close,TLen)) strategy.close("LONG", when = crossunder(ema(close,MA1),vwma(close,MAL2))) if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "EMA" and MAs2 == "WMA" strategy.entry("LONG", true, when = crossover(ema(close,MA1),wma(close,MAL2)) and close>sma(close,TLen)) strategy.close("LONG", when = crossunder(ema(close,MA1),wma(close,MAL2))) ///--/// if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "VWMA" and MAs2 == "VWMA" strategy.entry("LONG", true, when = crossover(vwma(close,MA1),vwma(close,MAL2)) and close>sma(close,TLen)) strategy.close("LONG", when = crossunder(vwma(close,MA1),vwma(close,MAL2))) if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "VWMA" and MAs2 == "SMA" strategy.entry("LONG", true, when = crossover(vwma(close,MA1),sma(close,MAL2)) and close>sma(close,TLen)) strategy.close("LONG", when = crossunder(vwma(close,MA1),sma(close,MAL2))) if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "VWMA" and MAs2 == "EMA" strategy.entry("LONG", true, when = crossover(vwma(close,MA1),ema(close,MAL2)) and close>sma(close,TLen)) strategy.close("LONG", when = crossunder(vwma(close,MA1),ema(close,MAL2))) if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "VWMA" and MAs2 == "WMA" strategy.entry("LONG", true, when = crossover(vwma(close,MA1),wma(close,MAL2)) and close>sma(close,TLen)) strategy.close("LONG", when = crossunder(vwma(close,MA1),wma(close,MAL2))) ///--/// if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "WMA" and MAs2 == "WMA" strategy.entry("LONG", true, when = crossover(wma(close,MA1),wma(close,MAL2)) and close>sma(close,TLen)) strategy.close("LONG", when = crossunder(wma(close,MA1),wma(close,MAL2))) if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "WMA" and MAs2 == "SMA" strategy.entry("LONG", true, when = crossover(wma(close,MA1),sma(close,MAL2)) and close>sma(close,TLen)) strategy.close("LONG", when = crossunder(wma(close,MA1),sma(close,MAL2))) if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "WMA" and MAs2 == "EMA" strategy.entry("LONG", true, when = crossover(wma(close,MA1),ema(close,MAL2)) and close>sma(close,TLen)) strategy.close("LONG", when = crossunder(wma(close,MA1),ema(close,MAL2))) if LongShort =="Long Only" and AboveBelow == "Above" and MAs1 == "WMA" and MAs2 == "VWMA" strategy.entry("LONG", true, when = crossover(wma(close,MA1),vwma(close,MAL2)) and close>sma(close,TLen)) strategy.close("LONG", when = crossunder(wma(close,MA1),vwma(close,MAL2))) // BELOW if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "SMA" and MAs2 == "SMA" strategy.entry("LONG", true, when = crossover(sma(close,MA1),sma(close,MAL2)) and close<sma(close,TLen)) strategy.close("LONG", when = crossunder(sma(close,MA1),sma(close,MAL2))) if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "SMA" and MAs2 == "EMA" strategy.entry("LONG", true, when = crossover(sma(close,MA1),ema(close,MAL2)) and close<sma(close,TLen)) strategy.close("LONG", when = crossunder(sma(close,MA1),ema(close,MAL2))) if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "SMA" and MAs2 == "VWMA" strategy.entry("LONG", true, when = crossover(sma(close,MA1),vwma(close,MAL2)) and close<sma(close,TLen)) strategy.close("LONG", when = crossunder(sma(close,MA1),vwma(close,MAL2))) if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "SMA" and MAs2 == "WMA" strategy.entry("LONG", true, when = crossover(sma(close,MA1),wma(close,MAL2)) and close<sma(close,TLen)) strategy.close("LONG", when = crossunder(sma(close,MA1),wma(close,MAL2))) ///--/// if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "EMA" and MAs2 == "SMA" strategy.entry("LONG", true, when = crossover(ema(close,MA1),sma(close,MAL2)) and close<sma(close,TLen)) strategy.close("LONG", when = crossunder(ema(close,MA1),sma(close,MAL2))) if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "EMA" and MAs2 == "EMA" strategy.entry("LONG", true, when = crossover(ema(close,MA1),ema(close,MAL2)) and close<sma(close,TLen)) strategy.close("LONG", when = crossunder(ema(close,MA1),ema(close,MAL2))) if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "EMA" and MAs2 == "VWMA" strategy.entry("LONG", true, when = crossover(ema(close,MA1),vwma(close,MAL2)) and close<sma(close,TLen)) strategy.close("LONG", when = crossunder(ema(close,MA1),vwma(close,MAL2))) if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "EMA" and MAs2 == "WMA" strategy.entry("LONG", true, when = crossover(ema(close,MA1),wma(close,MAL2)) and close<sma(close,TLen)) strategy.close("LONG", when = crossunder(ema(close,MA1),wma(close,MAL2))) ///--/// if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "VWMA" and MAs2 == "VWMA" strategy.entry("LONG", true, when = crossover(vwma(close,MA1),vwma(close,MAL2)) and close<sma(close,TLen)) strategy.close("LONG", when = crossunder(vwma(close,MA1),vwma(close,MAL2))) if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "VWMA" and MAs2 == "SMA" strategy.entry("LONG", true, when = crossover(vwma(close,MA1),sma(close,MAL2)) and close<sma(close,TLen)) strategy.close("LONG", when = crossunder(vwma(close,MA1),sma(close,MAL2))) if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "VWMA" and MAs2 == "EMA" strategy.entry("LONG", true, when = crossover(vwma(close,MA1),ema(close,MAL2)) and close<sma(close,TLen)) strategy.close("LONG", when = crossunder(vwma(close,MA1),ema(close,MAL2))) if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "VWMA" and MAs2 == "WMA" strategy.entry("LONG", true, when = crossover(vwma(close,MA1),wma(close,MAL2)) and close<sma(close,TLen)) strategy.close("LONG", when = crossunder(vwma(close,MA1),wma(close,MAL2))) ///--/// if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "WMA" and MAs2 == "WMA" strategy.entry("LONG", true, when = crossover(wma(close,MA1),wma(close,MAL2)) and close<sma(close,TLen)) strategy.close("LONG", when = crossunder(wma(close,MA1),wma(close,MAL2))) if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "WMA" and MAs2 == "SMA" strategy.entry("LONG", true, when = crossover(wma(close,MA1),sma(close,MAL2)) and close<sma(close,TLen)) strategy.close("LONG", when = crossunder(wma(close,MA1),sma(close,MAL2))) if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "WMA" and MAs2 == "EMA" strategy.entry("LONG", true, when = crossover(wma(close,MA1),ema(close,MAL2)) and close<sma(close,TLen)) strategy.close("LONG", when = crossunder(wma(close,MA1),ema(close,MAL2))) if LongShort =="Long Only" and AboveBelow == "Below" and MAs1 == "WMA" and MAs2 == "VWMA" strategy.entry("LONG", true, when = crossover(wma(close,MA1),vwma(close,MAL2)) and close<sma(close,TLen)) strategy.close("LONG", when = crossunder(wma(close,MA1),vwma(close,MAL2))) // DONT INCLUDE if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "SMA" and MAs2 == "SMA" strategy.entry("LONG", true, when = crossover(sma(close,MA1),sma(close,MAL2)) ) strategy.close("LONG", when = crossunder(sma(close,MA1),sma(close,MAL2))) if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "SMA" and MAs2 == "EMA" strategy.entry("LONG", true, when = crossover(sma(close,MA1),ema(close,MAL2)) ) strategy.close("LONG", when = crossunder(sma(close,MA1),ema(close,MAL2))) if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "SMA" and MAs2 == "VWMA" strategy.entry("LONG", true, when = crossover(sma(close,MA1),vwma(close,MAL2)) ) strategy.close("LONG", when = crossunder(sma(close,MA1),vwma(close,MAL2))) if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "SMA" and MAs2 == "WMA" strategy.entry("LONG", true, when = crossover(sma(close,MA1),wma(close,MAL2)) ) strategy.close("LONG", when = crossunder(sma(close,MA1),wma(close,MAL2))) ///--/// if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "EMA" and MAs2 == "SMA" strategy.entry("LONG", true, when = crossover(ema(close,MA1),sma(close,MAL2)) ) strategy.close("LONG", when = crossunder(ema(close,MA1),sma(close,MAL2))) if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "EMA" and MAs2 == "EMA" strategy.entry("LONG", true, when = crossover(ema(close,MA1),ema(close,MAL2)) ) strategy.close("LONG", when = crossunder(ema(close,MA1),ema(close,MAL2))) if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "EMA" and MAs2 == "VWMA" strategy.entry("LONG", true, when = crossover(ema(close,MA1),vwma(close,MAL2)) ) strategy.close("LONG", when = crossunder(ema(close,MA1),vwma(close,MAL2))) if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "EMA" and MAs2 == "WMA" strategy.entry("LONG", true, when = crossover(ema(close,MA1),wma(close,MAL2)) ) strategy.close("LONG", when = crossunder(ema(close,MA1),wma(close,MAL2))) ///--/// if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "VWMA" and MAs2 == "VWMA" strategy.entry("LONG", true, when = crossover(vwma(close,MA1),vwma(close,MAL2)) ) strategy.close("LONG", when = crossunder(vwma(close,MA1),vwma(close,MAL2))) if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "VWMA" and MAs2 == "SMA" strategy.entry("LONG", true, when = crossover(vwma(close,MA1),sma(close,MAL2)) ) strategy.close("LONG", when = crossunder(vwma(close,MA1),sma(close,MAL2))) if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "VWMA" and MAs2 == "EMA" strategy.entry("LONG", true, when = crossover(vwma(close,MA1),ema(close,MAL2)) ) strategy.close("LONG", when = crossunder(vwma(close,MA1),ema(close,MAL2))) if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "VWMA" and MAs2 == "WMA" strategy.entry("LONG", true, when = crossover(vwma(close,MA1),wma(close,MAL2)) ) strategy.close("LONG", when = crossunder(vwma(close,MA1),wma(close,MAL2))) ///--/// if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "WMA" and MAs2 == "WMA" strategy.entry("LONG", true, when = crossover(wma(close,MA1),wma(close,MAL2)) ) strategy.close("LONG", when = crossunder(wma(close,MA1),wma(close,MAL2))) if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "WMA" and MAs2 == "SMA" strategy.entry("LONG", true, when = crossover(wma(close,MA1),sma(close,MAL2)) ) strategy.close("LONG", when = crossunder(wma(close,MA1),sma(close,MAL2))) if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "WMA" and MAs2 == "EMA" strategy.entry("LONG", true, when = crossover(wma(close,MA1),ema(close,MAL2)) ) strategy.close("LONG", when = crossunder(wma(close,MA1),ema(close,MAL2))) if LongShort =="Long Only" and AboveBelow == "Don't Include" and MAs1 == "WMA" and MAs2 == "VWMA" strategy.entry("LONG", true, when = crossover(wma(close,MA1),vwma(close,MAL2)) ) strategy.close("LONG", when = crossunder(wma(close,MA1),vwma(close,MAL2))) //////////////////////// ///////SHORT ONLY/////// //////////////////////// //ABOVE if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "SMA" and MAs2 == "SMA" strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),sma(close,MAL2)) and close>sma(close,TLen)) strategy.close("SHORT", when = crossover(sma(close,MA1),sma(close,MAL2))) if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "SMA" and MAs2 == "EMA" strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),ema(close,MAL2)) and close>sma(close,TLen)) strategy.close("SHORT", when = crossover(sma(close,MA1),ema(close,MAL2))) if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "SMA" and MAs2 == "VWMA" strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),vwma(close,MAL2)) and close>sma(close,TLen)) strategy.close("SHORT", when = crossover(sma(close,MA1),vwma(close,MAL2))) if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "SMA" and MAs2 == "WMA" strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),wma(close,MAL2)) and close>sma(close,TLen)) strategy.close("SHORT", when = crossover(sma(close,MA1),wma(close,MAL2))) ///--/// if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "EMA" and MAs2 == "SMA" strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),sma(close,MAL2)) and close>sma(close,TLen)) strategy.close("SHORT", when = crossover(ema(close,MA1),sma(close,MAL2))) if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "EMA" and MAs2 == "EMA" strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),ema(close,MAL2)) and close>sma(close,TLen)) strategy.close("SHORT", when = crossover(ema(close,MA1),ema(close,MAL2))) if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "EMA" and MAs2 == "VWMA" strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),vwma(close,MAL2)) and close>sma(close,TLen)) strategy.close("SHORT", when = crossover(ema(close,MA1),vwma(close,MAL2))) if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "EMA" and MAs2 == "WMA" strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),wma(close,MAL2)) and close>sma(close,TLen)) strategy.close("SHORT", when = crossover(ema(close,MA1),wma(close,MAL2))) ///--/// if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "VWMA" and MAs2 == "VWMA" strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),vwma(close,MAL2)) and close>sma(close,TLen)) strategy.close("SHORT", when = crossover(vwma(close,MA1),vwma(close,MAL2))) if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "VWMA" and MAs2 == "SMA" strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),sma(close,MAL2)) and close>sma(close,TLen)) strategy.close("SHORT", when = crossover(vwma(close,MA1),sma(close,MAL2))) if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "VWMA" and MAs2 == "EMA" strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),ema(close,MAL2)) and close>sma(close,TLen)) strategy.close("SHORT", when = crossover(vwma(close,MA1),ema(close,MAL2))) if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "VWMA" and MAs2 == "WMA" strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),wma(close,MAL2)) and close>sma(close,TLen)) strategy.close("SHORT", when = crossover(vwma(close,MA1),wma(close,MAL2))) ///--/// if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "WMA" and MAs2 == "WMA" strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),wma(close,MAL2)) and close>sma(close,TLen)) strategy.close("SHORT", when = crossover(wma(close,MA1),wma(close,MAL2))) if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "WMA" and MAs2 == "SMA" strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),sma(close,MAL2)) and close>sma(close,TLen)) strategy.close("SHORT", when = crossover(wma(close,MA1),sma(close,MAL2))) if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "WMA" and MAs2 == "EMA" strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),ema(close,MAL2)) and close>sma(close,TLen)) strategy.close("SHORT", when = crossover(wma(close,MA1),ema(close,MAL2))) if LongShort =="Short Only" and AboveBelow == "Above" and MAs1 == "WMA" and MAs2 == "VWMA" strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),vwma(close,MAL2)) and close>sma(close,TLen)) strategy.close("SHORT", when = crossover(wma(close,MA1),vwma(close,MAL2))) // BELOW if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "SMA" and MAs2 == "SMA" strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),sma(close,MAL2)) and close<sma(close,TLen)) strategy.close("SHORT", when = crossover(sma(close,MA1),sma(close,MAL2))) if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "SMA" and MAs2 == "EMA" strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),ema(close,MAL2)) and close<sma(close,TLen)) strategy.close("SHORT", when = crossover(sma(close,MA1),ema(close,MAL2))) if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "SMA" and MAs2 == "VWMA" strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),vwma(close,MAL2)) and close<sma(close,TLen)) strategy.close("SHORT", when = crossover(sma(close,MA1),vwma(close,MAL2))) if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "SMA" and MAs2 == "WMA" strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),wma(close,MAL2)) and close<sma(close,TLen)) strategy.close("SHORT", when = crossover(sma(close,MA1),wma(close,MAL2))) ///--/// if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "EMA" and MAs2 == "SMA" strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),sma(close,MAL2)) and close<sma(close,TLen)) strategy.close("SHORT", when = crossover(ema(close,MA1),sma(close,MAL2))) if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "EMA" and MAs2 == "EMA" strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),ema(close,MAL2)) and close<sma(close,TLen)) strategy.close("SHORT", when = crossover(ema(close,MA1),ema(close,MAL2))) if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "EMA" and MAs2 == "VWMA" strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),vwma(close,MAL2)) and close<sma(close,TLen)) strategy.close("SHORT", when = crossover(ema(close,MA1),vwma(close,MAL2))) if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "EMA" and MAs2 == "WMA" strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),wma(close,MAL2)) and close<sma(close,TLen)) strategy.close("SHORT", when = crossover(ema(close,MA1),wma(close,MAL2))) ///--/// if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "VWMA" and MAs2 == "VWMA" strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),vwma(close,MAL2)) and close<sma(close,TLen)) strategy.close("SHORT", when = crossover(vwma(close,MA1),vwma(close,MAL2))) if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "VWMA" and MAs2 == "SMA" strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),sma(close,MAL2)) and close<sma(close,TLen)) strategy.close("SHORT", when = crossover(vwma(close,MA1),sma(close,MAL2))) if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "VWMA" and MAs2 == "EMA" strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),ema(close,MAL2)) and close<sma(close,TLen)) strategy.close("SHORT", when = crossover(vwma(close,MA1),ema(close,MAL2))) if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "VWMA" and MAs2 == "WMA" strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),wma(close,MAL2)) and close<sma(close,TLen)) strategy.close("SHORT", when = crossover(vwma(close,MA1),wma(close,MAL2))) ///--/// if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "WMA" and MAs2 == "WMA" strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),wma(close,MAL2)) and close<sma(close,TLen)) strategy.close("SHORT", when = crossover(wma(close,MA1),wma(close,MAL2))) if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "WMA" and MAs2 == "SMA" strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),sma(close,MAL2)) and close<sma(close,TLen)) strategy.close("SHORT", when = crossover(wma(close,MA1),sma(close,MAL2))) if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "WMA" and MAs2 == "EMA" strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),ema(close,MAL2)) and close<sma(close,TLen)) strategy.close("SHORT", when = crossover(wma(close,MA1),ema(close,MAL2))) if LongShort =="Short Only" and AboveBelow == "Below" and MAs1 == "WMA" and MAs2 == "VWMA" strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),vwma(close,MAL2)) and close<sma(close,TLen)) strategy.close("SHORT", when = crossover(wma(close,MA1),vwma(close,MAL2))) // DONT INCLUDE if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "SMA" and MAs2 == "SMA" strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),sma(close,MAL2)) ) strategy.close("SHORT", when = crossover(sma(close,MA1),sma(close,MAL2))) if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "SMA" and MAs2 == "EMA" strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),ema(close,MAL2)) ) strategy.close("SHORT", when = crossover(sma(close,MA1),ema(close,MAL2))) if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "SMA" and MAs2 == "VWMA" strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),vwma(close,MAL2)) ) strategy.close("SHORT", when = crossover(sma(close,MA1),vwma(close,MAL2))) if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "SMA" and MAs2 == "WMA" strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),wma(close,MAL2)) ) strategy.close("SHORT", when = crossover(sma(close,MA1),wma(close,MAL2))) ///--/// if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "EMA" and MAs2 == "SMA" strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),sma(close,MAL2)) ) strategy.close("SHORT", when = crossover(ema(close,MA1),sma(close,MAL2))) if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "EMA" and MAs2 == "EMA" strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),ema(close,MAL2)) ) strategy.close("SHORT", when = crossover(ema(close,MA1),ema(close,MAL2))) if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "EMA" and MAs2 == "VWMA" strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),vwma(close,MAL2)) ) strategy.close("SHORT", when = crossover(ema(close,MA1),vwma(close,MAL2))) if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "EMA" and MAs2 == "WMA" strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),wma(close,MAL2)) ) strategy.close("SHORT", when = crossover(ema(close,MA1),wma(close,MAL2))) ///--/// if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "VWMA" and MAs2 == "VWMA" strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),vwma(close,MAL2)) ) strategy.close("SHORT", when = crossover(vwma(close,MA1),vwma(close,MAL2))) if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "VWMA" and MAs2 == "SMA" strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),sma(close,MAL2)) ) strategy.close("SHORT", when = crossover(vwma(close,MA1),sma(close,MAL2))) if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "VWMA" and MAs2 == "EMA" strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),ema(close,MAL2)) ) strategy.close("SHORT", when = crossover(vwma(close,MA1),ema(close,MAL2))) if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "VWMA" and MAs2 == "WMA" strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),wma(close,MAL2)) ) strategy.close("SHORT", when = crossover(vwma(close,MA1),wma(close,MAL2))) ///--/// if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "WMA" and MAs2 == "WMA" strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),wma(close,MAL2)) ) strategy.close("SHORT", when = crossover(wma(close,MA1),wma(close,MAL2))) if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "WMA" and MAs2 == "SMA" strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),sma(close,MAL2)) ) strategy.close("SHORT", when = crossover(wma(close,MA1),sma(close,MAL2))) if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "WMA" and MAs2 == "EMA" strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),ema(close,MAL2)) ) strategy.close("SHORT", when = crossover(wma(close,MA1),ema(close,MAL2))) if LongShort =="Short Only" and AboveBelow == "Don't Include" and MAs1 == "WMA" and MAs2 == "VWMA" strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),vwma(close,MAL2)) ) strategy.close("SHORT", when = crossover(wma(close,MA1),vwma(close,MAL2))) //////////////////////// /////// BOTH /////////// //////////////////////// //ABOVE if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "SMA" and MAs2 == "SMA" strategy.entry("LONG", true, when = crossover(sma(close,MA1),sma(close,MAL2)) and close>sma(close,TLen)) strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),sma(close,MAL2))) if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "SMA" and MAs2 == "EMA" strategy.entry("LONG", true, when = crossover(sma(close,MA1),ema(close,MAL2)) and close>sma(close,TLen)) strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),ema(close,MAL2))) if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "SMA" and MAs2 == "VWMA" strategy.entry("LONG", true, when = crossover(sma(close,MA1),vwma(close,MAL2)) and close>sma(close,TLen)) strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),vwma(close,MAL2))) if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "SMA" and MAs2 == "WMA" strategy.entry("LONG", true, when = crossover(sma(close,MA1),wma(close,MAL2)) and close>sma(close,TLen)) strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),wma(close,MAL2))) ///--/// if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "EMA" and MAs2 == "SMA" strategy.entry("LONG", true, when = crossover(ema(close,MA1),sma(close,MAL2)) and close>sma(close,TLen)) strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),sma(close,MAL2))) if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "EMA" and MAs2 == "EMA" strategy.entry("LONG", true, when = crossover(ema(close,MA1),ema(close,MAL2)) and close>sma(close,TLen)) strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),ema(close,MAL2))) if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "EMA" and MAs2 == "VWMA" strategy.entry("LONG", true, when = crossover(ema(close,MA1),vwma(close,MAL2)) and close>sma(close,TLen)) strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),vwma(close,MAL2))) if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "EMA" and MAs2 == "WMA" strategy.entry("LONG", true, when = crossover(ema(close,MA1),wma(close,MAL2)) and close>sma(close,TLen)) strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),wma(close,MAL2))) ///--/// if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "VWMA" and MAs2 == "VWMA" strategy.entry("LONG", true, when = crossover(vwma(close,MA1),vwma(close,MAL2)) and close>sma(close,TLen)) strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),vwma(close,MAL2))) if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "VWMA" and MAs2 == "SMA" strategy.entry("LONG", true, when = crossover(vwma(close,MA1),sma(close,MAL2)) and close>sma(close,TLen)) strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),sma(close,MAL2))) if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "VWMA" and MAs2 == "EMA" strategy.entry("LONG", true, when = crossover(vwma(close,MA1),ema(close,MAL2)) and close>sma(close,TLen)) strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),ema(close,MAL2))) if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "VWMA" and MAs2 == "WMA" strategy.entry("LONG", true, when = crossover(vwma(close,MA1),wma(close,MAL2)) and close>sma(close,TLen)) strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),wma(close,MAL2))) ///--/// if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "WMA" and MAs2 == "WMA" strategy.entry("LONG", true, when = crossover(wma(close,MA1),wma(close,MAL2)) and close>sma(close,TLen)) strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),wma(close,MAL2))) if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "WMA" and MAs2 == "SMA" strategy.entry("LONG", true, when = crossover(wma(close,MA1),sma(close,MAL2)) and close>sma(close,TLen)) strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),sma(close,MAL2))) if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "WMA" and MAs2 == "EMA" strategy.entry("LONG", true, when = crossover(wma(close,MA1),ema(close,MAL2)) and close>sma(close,TLen)) strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),ema(close,MAL2))) if LongShort =="Both" and AboveBelow == "Above" and MAs1 == "WMA" and MAs2 == "VWMA" strategy.entry("LONG", true, when = crossover(wma(close,MA1),vwma(close,MAL2)) and close>sma(close,TLen)) strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),vwma(close,MAL2))) // BELOW if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "SMA" and MAs2 == "SMA" strategy.entry("LONG", true, when = crossover(sma(close,MA1),sma(close,MAL2)) and close<sma(close,TLen)) strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),sma(close,MAL2))) if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "SMA" and MAs2 == "EMA" strategy.entry("LONG", true, when = crossover(sma(close,MA1),ema(close,MAL2)) and close<sma(close,TLen)) strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),ema(close,MAL2))) if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "SMA" and MAs2 == "VWMA" strategy.entry("LONG", true, when = crossover(sma(close,MA1),vwma(close,MAL2)) and close<sma(close,TLen)) strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),vwma(close,MAL2))) if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "SMA" and MAs2 == "WMA" strategy.entry("LONG", true, when = crossover(sma(close,MA1),wma(close,MAL2)) and close<sma(close,TLen)) strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),wma(close,MAL2))) ///--/// if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "EMA" and MAs2 == "SMA" strategy.entry("LONG", true, when = crossover(ema(close,MA1),sma(close,MAL2)) and close<sma(close,TLen)) strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),sma(close,MAL2))) if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "EMA" and MAs2 == "EMA" strategy.entry("LONG", true, when = crossover(ema(close,MA1),ema(close,MAL2)) and close<sma(close,TLen)) strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),ema(close,MAL2))) if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "EMA" and MAs2 == "VWMA" strategy.entry("LONG", true, when = crossover(ema(close,MA1),vwma(close,MAL2)) and close<sma(close,TLen)) strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),vwma(close,MAL2))) if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "EMA" and MAs2 == "WMA" strategy.entry("LONG", true, when = crossover(ema(close,MA1),wma(close,MAL2)) and close<sma(close,TLen)) strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),wma(close,MAL2))) ///--/// if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "VWMA" and MAs2 == "VWMA" strategy.entry("LONG", true, when = crossover(vwma(close,MA1),vwma(close,MAL2)) and close<sma(close,TLen)) strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),vwma(close,MAL2))) if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "VWMA" and MAs2 == "SMA" strategy.entry("LONG", true, when = crossover(vwma(close,MA1),sma(close,MAL2)) and close<sma(close,TLen)) strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),sma(close,MAL2))) if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "VWMA" and MAs2 == "EMA" strategy.entry("LONG", true, when = crossover(vwma(close,MA1),ema(close,MAL2)) and close<sma(close,TLen)) strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),ema(close,MAL2))) if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "VWMA" and MAs2 == "WMA" strategy.entry("LONG", true, when = crossover(vwma(close,MA1),wma(close,MAL2)) and close<sma(close,TLen)) strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),wma(close,MAL2))) ///--/// if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "WMA" and MAs2 == "WMA" strategy.entry("LONG", true, when = crossover(wma(close,MA1),wma(close,MAL2)) and close<sma(close,TLen)) strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),wma(close,MAL2))) if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "WMA" and MAs2 == "SMA" strategy.entry("LONG", true, when = crossover(wma(close,MA1),sma(close,MAL2)) and close<sma(close,TLen)) strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),sma(close,MAL2))) if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "WMA" and MAs2 == "EMA" strategy.entry("LONG", true, when = crossover(wma(close,MA1),ema(close,MAL2)) and close<sma(close,TLen)) strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),ema(close,MAL2))) if LongShort =="Both" and AboveBelow == "Below" and MAs1 == "WMA" and MAs2 == "VWMA" strategy.entry("LONG", true, when = crossover(wma(close,MA1),vwma(close,MAL2)) and close<sma(close,TLen)) strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),vwma(close,MAL2))) // DONT INCLUDE if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "SMA" and MAs2 == "SMA" strategy.entry("LONG", true, when = crossover(sma(close,MA1),sma(close,MAL2)) ) strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),sma(close,MAL2))) if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "SMA" and MAs2 == "EMA" strategy.entry("LONG", true, when = crossover(sma(close,MA1),ema(close,MAL2)) ) strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),ema(close,MAL2))) if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "SMA" and MAs2 == "VWMA" strategy.entry("LONG", true, when = crossover(sma(close,MA1),vwma(close,MAL2)) ) strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),vwma(close,MAL2))) if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "SMA" and MAs2 == "WMA" strategy.entry("LONG", true, when = crossover(sma(close,MA1),wma(close,MAL2)) ) strategy.entry("SHORT", false, when = crossunder(sma(close,MA1),wma(close,MAL2))) ///--/// if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "EMA" and MAs2 == "SMA" strategy.entry("LONG", true, when = crossover(ema(close,MA1),sma(close,MAL2)) ) strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),sma(close,MAL2))) if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "EMA" and MAs2 == "EMA" strategy.entry("LONG", true, when = crossover(ema(close,MA1),ema(close,MAL2)) ) strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),ema(close,MAL2))) if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "EMA" and MAs2 == "VWMA" strategy.entry("LONG", true, when = crossover(ema(close,MA1),vwma(close,MAL2)) ) strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),vwma(close,MAL2))) if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "EMA" and MAs2 == "WMA" strategy.entry("LONG", true, when = crossover(ema(close,MA1),wma(close,MAL2)) ) strategy.entry("SHORT", false, when = crossunder(ema(close,MA1),wma(close,MAL2))) ///--/// if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "VWMA" and MAs2 == "VWMA" strategy.entry("LONG", true, when = crossover(vwma(close,MA1),vwma(close,MAL2)) ) strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),vwma(close,MAL2))) if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "VWMA" and MAs2 == "SMA" strategy.entry("LONG", true, when = crossover(vwma(close,MA1),sma(close,MAL2)) ) strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),sma(close,MAL2))) if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "VWMA" and MAs2 == "EMA" strategy.entry("LONG", true, when = crossover(vwma(close,MA1),ema(close,MAL2)) ) strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),ema(close,MAL2))) if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "VWMA" and MAs2 == "WMA" strategy.entry("LONG", true, when = crossover(vwma(close,MA1),wma(close,MAL2)) ) strategy.entry("SHORT", false, when = crossunder(vwma(close,MA1),wma(close,MAL2))) ///--/// if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "WMA" and MAs2 == "WMA" strategy.entry("LONG", true, when = crossover(wma(close,MA1),wma(close,MAL2)) ) strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),wma(close,MAL2))) if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "WMA" and MAs2 == "SMA" strategy.entry("LONG", true, when = crossover(wma(close,MA1),sma(close,MAL2)) ) strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),sma(close,MAL2))) if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "WMA" and MAs2 == "EMA" strategy.entry("LONG", true, when = crossover(wma(close,MA1),ema(close,MAL2)) ) strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),ema(close,MAL2))) if LongShort =="Both" and AboveBelow == "Don't Include" and MAs1 == "WMA" and MAs2 == "VWMA" strategy.entry("LONG", true, when = crossover(wma(close,MA1),vwma(close,MAL2)) ) strategy.entry("SHORT", false, when = crossunder(wma(close,MA1),vwma(close,MAL2)))
Patient Trendfollower (7)(alpha) Backtesting Algorithm
https://www.tradingview.com/script/8Pm6VUL5-Patient-Trendfollower-7-alpha-Backtesting-Algorithm/
OrcChieftain
https://www.tradingview.com/u/OrcChieftain/
429
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © greenmask9 //@version=4 strategy("Patient Trendfollower (7) Strategy", overlay=true) // 21 EMA emalength = input(21, title="Short EMA") emashort = ema(close, emalength) plot(emashort, color = color.purple, linewidth=1) // 55 EMA emalength2 = input(55, title="Long EMA") ema = ema(close, emalength2) plot(ema, color = color.green, linewidth=1) //CCI calculation and inputs lengthcci = input(20, minval=1, title="Overbought/sold detector period") src = input(close, title="Overbought/sold detector source") ma = sma(src, lengthcci) ccivalue = (src - ma) / (0.015 * dev(src, lengthcci)) //CCI plotting ccioverbought = input(defval=100, title="Overbought level 1") ccioverbought2 = input(defval=140, title="Overbought level 2") ccioverbought3 = input(defval=180, title="Overbought level 3") ccioversold = input(defval=-100, title="Oversold level 1") ccioversold2 = input(defval=-140, title="Oversold level 2") ccioversold3 = input(defval=-180, title="Oversold level 3") cciOB = (ccivalue >= ccioverbought and ccivalue < ccioverbought2) plotshape(cciOB, title= "Overbought", location=location.abovebar, color=color.lime, transp=0, style=shape.circle) cciOS = (ccivalue <= ccioversold and ccivalue > ccioversold2) plotshape(cciOS, title= "Oversold", location=location.belowbar, color=color.lime, transp=0, style=shape.circle) cciOB2 = (ccivalue >= ccioverbought2 and ccivalue < ccioverbought3) plotshape(cciOB2, title= "Overbought", location=location.abovebar, color=color.red, transp=0, style=shape.circle) cciOS2 = (ccivalue <= ccioversold and ccivalue > ccioversold3) plotshape(cciOS2, title= "Oversold", location=location.belowbar, color=color.red, transp=0, style=shape.circle) cciOB3 = (ccivalue >= ccioverbought3) plotshape(cciOB3, title= "Overbought", location=location.abovebar, color=color.black, transp=0, style=shape.circle) cciOS3 = (ccivalue <= ccioversold3) plotshape(cciOS3, title= "Oversold", location=location.belowbar, color=color.black, transp=0, style=shape.circle) //Supertrend length = input(title="ATR Period", type=input.integer, defval=55) mult = input(title="ATR Multiplier", type=input.float, step=0.1, defval=5.0) wicks = input(title="Take Wicks into Account ?", type=input.bool, defval=true) illuminate = input(title="Illuminate Trend", type=input.bool, defval=true) atr = mult * atr(length) longStop = hl2 - atr longStopPrev = nz(longStop[1], longStop) longStop := (wicks ? low[1] : close[1]) > longStopPrev ? max(longStop, longStopPrev) : longStop shortStop = hl2 + atr shortStopPrev = nz(shortStop[1], shortStop) shortStop := (wicks ? high[1] : close[1]) < shortStopPrev ? min(shortStop, shortStopPrev) : shortStop dir = 1 dir := nz(dir[1], dir) dir := dir == -1 and (wicks ? high : close) > shortStopPrev ? 1 : dir == 1 and (wicks ? low : close) < longStopPrev ? -1 : dir longColor = color.new(color.green, 90) shortColor = color.new(color.red, 90) noneColor = color.new(color.white, 100) longStopPlot = plot(dir == 1 ? longStop : na, title="Long Stop", style=plot.style_linebr, linewidth=2, color=longColor) shortStopPlot = plot(dir == 1 ? na : shortStop, title="Short Stop", style=plot.style_linebr, linewidth=2, color=shortColor) midPricePlot = plot(ohlc4, title="", style=plot.style_circles, linewidth=0) longFillColor = illuminate ? (dir == 1 ? longColor : noneColor) : noneColor shortFillColor = illuminate ? (dir == -1 ? shortColor : noneColor) : noneColor fill(midPricePlot, longStopPlot, title="Long State Filling", color=longFillColor) fill(midPricePlot, shortStopPlot, title="Short State Filling", color=shortFillColor) //entries uptrend = emashort>ema and dir == 1 upsignal = ccivalue<=ccioversold and ccivalue>ccioversold2 upsignal2 = ccivalue<=ccioversold2 and ccivalue>ccioversold3 upsignal3 = ccivalue<=ccioversold3 downtrend = emashort<ema and dir == -1 downsignal = ccivalue>=ccioverbought and ccivalue<ccioverbought2 downsignal2 = ccivalue>=ccioverbought2 and ccivalue<ccioverbought3 downsignal3 = ccivalue>=ccioverbought3 //adapts to the current bar, I need to save the bars number when the condition for buy was true, static number is spread spread = input (0.00020, title="Spread") upstoploss = longStop - spread downstoploss = shortStop + spread ordersize=floor(strategy.initial_capital/close) testlong = input(title="Test longs", type=input.bool, defval=true) testshort = input(title="Test shorts", type=input.bool, defval=true) //new degree = input(title="Test level 1 overbought/sold levels", type=input.bool, defval=true) degree2 = input(title="Test level 2 overbought/sold levels", type=input.bool, defval=false) degree3 = input(title="Test level 3 overbought/sold levels", type=input.bool, defval=false) statictarget = input(title="Use static target", type=input.bool, defval=true) statictargetvalue = input(title="Static target in pips", type=input.integer, defval=400) //timetrade = input(title="Open trades only withing specified time", type=input.bool, defval=true) //timtrade = input() //přidat možnost TP podle ATR a sl podle ATR buy1 = uptrend and upsignal and strategy.opentrades==0 and testlong and degree x1 = barssince (buy1) if (buy1) //bodlo by zakázat atrtarget v tomto případě if (statictarget) strategy.entry("Long1", strategy.long, ordersize) strategy.exit( "Exitlong", from_entry="Long1" , profit=statictargetvalue,stop=upstoploss[x1]) buy2 = uptrend and upsignal2 and strategy.opentrades==0 and testlong and degree2 x2 = barssince (buy2) if (buy2) //bodlo by zakázat atrtarget v tomto případě if (statictarget) strategy.entry("Long2", strategy.long, ordersize) strategy.exit( "Exitlong", from_entry="Long2" , profit=statictargetvalue,stop=upstoploss[x2]) buy3 = uptrend and upsignal3 and strategy.opentrades==0 and testlong and degree3 x3 = barssince (buy3) if (buy3) //bodlo by zakázat atrtarget v tomto případě if (statictarget) strategy.entry("Long3", strategy.long, ordersize) strategy.exit( "Exitlong", from_entry="Long3" , profit=statictargetvalue,stop=upstoploss[x3]) sell1 = downtrend and downsignal and strategy.opentrades==0 and testshort and degree y1 = barssince (sell1) if (sell1) if (statictarget) strategy.entry("Sell1", strategy.short, ordersize) strategy.exit( "Exitshort", from_entry="Sell1" , profit=statictargetvalue,stop=downstoploss[y1]) sell2 = downtrend and downsignal2 and strategy.opentrades==0 and testshort and degree2 y2 = barssince (sell2) if (sell2) if (statictarget) strategy.entry("Sell2", strategy.short, ordersize) strategy.exit( "Exitshort", from_entry="Sell2" , profit=statictargetvalue,stop=downstoploss[y2]) sell3 = downtrend and downsignal3 and strategy.opentrades==0 and testshort and degree3 y3 = barssince (sell3) if (sell3) if (statictarget) strategy.entry("Sell3", strategy.short, ordersize) strategy.exit( "Exitshort", from_entry="Sell3" , profit=statictargetvalue,stop=downstoploss[y3])
FRAMA - Supertrend strategy
https://www.tradingview.com/script/y81orwSC-FRAMA-Supertrend-strategy/
03.freeman
https://www.tradingview.com/u/03.freeman/
1,849
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © 03.freeman //@version=4 strategy("FRAMA strategy", overlay=true,precision=6, initial_capital=1000,calc_on_every_tick=true, pyramiding=0, default_qty_type=strategy.fixed, default_qty_value=10000, currency=currency.EUR) ma_src = input(title="MA FRAMA Source", type=input.source, defval=close) ma_frama_len = input(title="MA FRAMA Length", type=input.integer, defval=12) res = input(title="Resolution", type=input.resolution, defval="1W") frama_FC = input(defval=1,minval=1, title="* Fractal Adjusted (FRAMA) Only - FC") frama_SC = input(defval=200,minval=1, title="* Fractal Adjusted (FRAMA) Only - SC") High = security(syminfo.tickerid, res, high) Low = security(syminfo.tickerid, res, low) source = security(syminfo.tickerid, res, ma_src) enterRule = input(false,title = "Use supertrend for enter") exitRule = input(false,title = "Use supertrend for exit") ma(src, len) => float result = 0 int len1 = len/2 e = 2.7182818284590452353602874713527 w = log(2/(frama_SC+1)) / log(e) // Natural logarithm (ln(2/(SC+1))) workaround H1 = highest(High,len1) L1 = lowest(Low,len1) N1 = (H1-L1)/len1 H2_ = highest(High,len1) H2 = H2_[len1] L2_ = lowest(Low,len1) L2 = L2_[len1] N2 = (H2-L2)/len1 H3 = highest(High,len) L3 = lowest(Low,len) N3 = (H3-L3)/len dimen1 = (log(N1+N2)-log(N3))/log(2) dimen = iff(N1>0 and N2>0 and N3>0,dimen1,nz(dimen1[1])) alpha1 = exp(w*(dimen-1)) oldalpha = alpha1>1?1:(alpha1<0.01?0.01:alpha1) oldN = (2-oldalpha)/oldalpha N = (((frama_SC-frama_FC)*(oldN-1))/(frama_SC-1))+frama_FC alpha_ = 2/(N+1) alpha = alpha_<2/(frama_SC+1)?2/(frama_SC+1):(alpha_>1?1:alpha_) frama = 0.0 frama :=(1-alpha)*nz(frama[1]) + alpha*src result := frama result frama = ma(sma(source,1),ma_frama_len) signal = ma(frama,ma_frama_len) plot(frama, color=color.red) plot(signal, color=color.green) longCondition = crossover(frama,signal) shortCondition = crossunder(frama,signal) Factor=input(3, minval=1,maxval = 100) Pd=input(7, minval=1,maxval = 100) Up=hl2-(Factor*atr(Pd)) Dn=hl2+(Factor*atr(Pd)) TrendUp = 0.0 TrendDown = 0.0 Trend = 0.0 Tsl = 0.0 TrendUp :=close[1]>TrendUp[1]? max(Up,TrendUp[1]) : Up TrendDown :=close[1]<TrendDown[1]? min(Dn,TrendDown[1]) : Dn Trend := close > TrendDown[1] ? 1: close< TrendUp[1]? -1: nz(Trend[1],1) Tsl := Trend==1? TrendUp: TrendDown linecolor = Trend == 1 ? color.green : color.red //plot(Tsl, color = linecolor , style = plot.style_line , linewidth = 2,title = "SuperTrend") plotshape(cross(close,Tsl) and close>Tsl , "Up Arrow", shape.triangleup,location.belowbar,color.green,0,0) plotshape(cross(Tsl,close) and close<Tsl , "Down Arrow", shape.triangledown , location.abovebar, color.red,0,0) plotarrow(Trend == 1 and Trend[1] == -1 ? Trend : na, title="Up Entry Arrow", colorup=color.lime, maxheight=60, minheight=50, transp=0) plotarrow(Trend == -1 and Trend[1] == 1 ? Trend : na, title="Down Entry Arrow", colordown=color.red, maxheight=60, minheight=50, transp=0) // Strategy: (Thanks to JayRogers) // === STRATEGY RELATED INPUTS === //tradeInvert = input(defval = false, title = "Invert Trade Direction?") // the risk management inputs inpTakeProfit = input(defval = 0, title = "Take Profit Points", minval = 0) inpStopLoss = input(defval = 0, title = "Stop Loss Points", minval = 0) inpTrailStop = input(defval = 0, title = "Trailing Stop Loss Points", minval = 0) inpTrailOffset = input(defval = 0, title = "Trailing Stop Loss Offset Points", minval = 0) // === RISK MANAGEMENT VALUE PREP === // if an input is less than 1, assuming not wanted so we assign 'na' value to disable it. useTakeProfit = inpTakeProfit >= 1 ? inpTakeProfit : na useStopLoss = inpStopLoss >= 1 ? inpStopLoss : na useTrailStop = inpTrailStop >= 1 ? inpTrailStop : na useTrailOffset = inpTrailOffset >= 1 ? inpTrailOffset : na // === STRATEGY - LONG POSITION EXECUTION === enterLong() => enterRule? (longCondition and Trend ==1):longCondition // functions can be used to wrap up and work out complex conditions exitLong() => exitRule and Trend == -1 strategy.entry(id = "Buy", long = true, when = enterLong() ) // use function or simple condition to decide when to get in strategy.close(id = "Buy", when = exitLong() ) // ...and when to get out // === STRATEGY - SHORT POSITION EXECUTION === enterShort() => enterRule? (shortCondition and Trend ==-1):shortCondition exitShort() => exitRule and Trend == 1 strategy.entry(id = "Sell", long = false, when = enterShort()) strategy.close(id = "Sell", when = exitShort() ) // === STRATEGY RISK MANAGEMENT EXECUTION === // finally, make use of all the earlier values we got prepped strategy.exit("Exit Buy", from_entry = "Buy", profit = useTakeProfit, loss = useStopLoss, trail_points = useTrailStop, trail_offset = useTrailOffset) strategy.exit("Exit Sell", from_entry = "Sell", profit = useTakeProfit, loss = useStopLoss, trail_points = useTrailStop, trail_offset = useTrailOffset) // === Backtesting Dates === thanks to Trost testPeriodSwitch = input(false, "Custom Backtesting Dates") testStartYear = input(2020, "Backtest Start Year") testStartMonth = input(1, "Backtest Start Month") testStartDay = input(1, "Backtest Start Day") testStartHour = input(0, "Backtest Start Hour") testPeriodStart = timestamp(testStartYear,testStartMonth,testStartDay,testStartHour,0) testStopYear = input(2020, "Backtest Stop Year") testStopMonth = input(12, "Backtest Stop Month") testStopDay = input(31, "Backtest Stop Day") testStopHour = input(23, "Backtest Stop Hour") testPeriodStop = timestamp(testStopYear,testStopMonth,testStopDay,testStopHour,0) testPeriod() => time >= testPeriodStart and time <= testPeriodStop ? true : false isPeriod = testPeriodSwitch == true ? testPeriod() : true // === /END if not isPeriod strategy.cancel_all() strategy.close_all()
RSI and Smoothed RSI Bull Div Strategy [BigBitsIO]
https://www.tradingview.com/script/NC603cui-RSI-and-Smoothed-RSI-Bull-Div-Strategy-BigBitsIO/
BigBitsIO
https://www.tradingview.com/u/BigBitsIO/
999
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © BigBitsIO //@version=4 strategy(title="RSI and Smoothed RSI Bull Div Strategy [BigBitsIO]", shorttitle="RSI and Smoothed RSI Bull Div Strategy [BigBitsIO]", overlay=true, pyramiding=1, default_qty_type=strategy.percent_of_equity, default_qty_value=100, commission_type=strategy.commission.percent, commission_value=.1, slippage=0) TakeProfitPercent = input(3, title="Take Profit %", type=input.float, step=.25) StopLossPercent = input(1.75, title="Stop Loss %", type=input.float, step=.25) RSICurve = input(14, title="RSI Lookback Period", type=input.integer, step=1) BuyBelowTargetPercent = input(0, title="Buy Below Lowest Low In RSI Divergence Lookback Target %", type=input.float, step=.05) BuyBelowTargetSource = input(close, title="Source of Buy Below Target Price", type=input.source) SRSICurve = input(10, title="Smoothed RSI Lookback Period", type=input.integer, step=1) RSICurrentlyBelow = input(30, title="RSI Currently Below", type=input.integer, step=1) RSIDivergenceLookback = input(25, title="RSI Divergence Lookback Period", type=input.integer, step=1) RSILowestInDivergenceLookbackCurrentlyBelow = input(25, title="RSI Lowest In Divergence Lookback Currently Below", type=input.integer, step=1) RSISellAbove = input(65, title="RSI Sell Above", type=input.integer, step=1) MinimumSRSIDownTrend = input(3, title="Minimum SRSI Downtrend Length", type=input.integer, step=1) SRSICurrentlyBelow = input(35, title="Smoothed RSI Currently Below", type=input.integer, step=1) PlotTarget = input(false, title="Plot Target") RSI = rsi(close, RSICurve) SRSI = wma(2*wma(RSI, SRSICurve/2)-wma(RSI, SRSICurve), round(sqrt(SRSICurve))) // Hull moving average SRSITrendDownLength = 0 if (SRSI < SRSI[1]) SRSITrendDownLength := SRSITrendDownLength[1] + 1 // Strategy Specific ProfitTarget = (close * (TakeProfitPercent / 100)) / syminfo.mintick LossTarget = (close * (StopLossPercent / 100)) / syminfo.mintick BuyBelowTarget = BuyBelowTargetSource[(lowestbars(RSI, RSIDivergenceLookback)*-1)] - (BuyBelowTargetSource[(lowestbars(RSI, RSIDivergenceLookback)*-1)] * (BuyBelowTargetPercent / 100)) plot(PlotTarget ? BuyBelowTarget : na) bool IsABuy = RSI < RSICurrentlyBelow and SRSI < SRSICurrentlyBelow and lowest(SRSI, RSIDivergenceLookback) < RSILowestInDivergenceLookbackCurrentlyBelow and BuyBelowTargetSource < BuyBelowTarget and SRSITrendDownLength >= MinimumSRSIDownTrend and RSI > lowest(RSI, RSIDivergenceLookback) bool IsASell = RSI > RSISellAbove if IsABuy strategy.entry("Positive Trend", true) // buy by market strategy.exit("Take Profit or Stop Loss", "Positive Trend", profit = ProfitTarget, loss = LossTarget) if IsASell strategy.close("Positive Trend")
Trend Balance Point System by Welles Wilder
https://www.tradingview.com/script/w12N5Pq3-Trend-Balance-Point-System-by-Welles-Wilder/
xtradernet
https://www.tradingview.com/u/xtradernet/
137
strategy
3
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © 2020 X-Trader.net //@version=3 strategy("Trend Balance Point System by Welles Wilder", overlay=true, default_qty_type = strategy.percent_of_equity, default_qty_value = 100, initial_capital = 10000) MomPer = input(2, "Momentum Period") isLong = strategy.position_size > 0 isShort = strategy.position_size < 0 longTrigger = mom(close, MomPer)[1] > mom(close, MomPer)[2] and mom(close, MomPer)[1] > mom(close, MomPer)[3] shortTrigger = mom(close, MomPer)[1] < mom(close, MomPer)[2] and mom(close, MomPer)[1] < mom(close, MomPer)[3] longEntry = (not isLong) and longTrigger shortEntry = (not isShort) and shortTrigger longStop = valuewhen(longEntry, ((high[1]+low[1]+close[1])/3 - (high[1]-low[1])), 0) longTP = valuewhen(longEntry, (2*(high[1]+low[1]+close[1])/3 - low[1]), 0) shortStop = valuewhen(shortEntry, ((high[1]+low[1]+close[1])/3 + (high[1]-low[1])), 0) shortTP = valuewhen(shortEntry, (2*(high[1]+low[1]+close[1])/3 - high[1]), 0) strategy.entry(id = "Long", long = true, when = (longEntry and not isShort)) strategy.exit("Exit Long", "Long", profit = longTP, loss = longStop, when = isLong) strategy.entry(id = "Short", long = false, when = (shortEntry and not isLong)) strategy.exit("Exit Short", "Short", profit = shortTP, loss = shortStop, when = isShort)
Trend Following Breakout
https://www.tradingview.com/script/vOfNuQ8n-Trend-Following-Breakout/
TrendSurfersSignals
https://www.tradingview.com/u/TrendSurfersSignals/
685
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © TrendSurfersSignals //@version=4 strategy("Trend Surfers - Breakout + Alerts", calc_on_every_tick =false, overlay=true, initial_capital=2000,commission_value=.1,default_qty_type = strategy.percent_of_equity, default_qty_value = 100) /////////////// INPUT ENTRY EXIT entry= input(100, "ENTRY H/L") exit= input(50, "EXIT H/L") /////////////// Backtest Input FromYear = input(2015, "Backtest Start Year") FromMonth = input(1, "Backtest Start Month") FromDay = input(1, "Backtest Start Day") ToYear = input(2999, "Backtest End Year") ToMonth = input(1, "Backtest End Month") ToDay = input(1, "Backtest End Day") /////////////// Backtest Setting start = timestamp(FromYear, FromMonth, FromDay, 00, 00) finish = timestamp(ToYear, ToMonth, ToDay, 23, 59) window() => time >= start and time <= finish ? true : false /////////////// BUY OPEN PLOT highestpricelong = highest(high,entry)[1] plot(highestpricelong, color=color.green, linewidth=2) /////////////// BUY CLOSE PLOT lowestpricelong = lowest(high,exit)[1] plot(lowestpricelong, color=color.green, linewidth=2) /////////////// SHORT OPEN PLOT lowestpriceshort = lowest(low,entry)[1] plot(lowestpriceshort, color=color.red, linewidth=2) /////////////// SHORT CLOSE PLOT highestpriceshort = highest(low,exit)[1] plot(highestpriceshort, color=color.red, linewidth=2) /////////////////////////////////////////////////////////////////////////////////////////// /////////////////////////////// CONDITION LONG SHORT ////////////////////////////////////// /////////////////////////////////////////////////////////////////////////////////////////// /////////////// SHORT entryshort= crossunder(close, lowestpriceshort) exitshort= crossover(close,highestpriceshort) /////////////// LONG exitlong= crossover(close, lowestpricelong) entrylong= crossover(close,highestpricelong) /////////////////////////////////////////////////////////////////////////////////////////// /////////////////////////////// LONG and SHORT ORDER ////////////////////////////////////// /////////////////////////////////////////////////////////////////////////////////////////// ///////////// Alert Message pair = syminfo.basecurrency + syminfo.currency entry_long_message = '\nGo Long for ' + pair + 'NOW!' + '\nClose any short position that are open!' + '\n\nFind Trend Surfers on Google' + '\nFor automated premium signals (FREE)' entry_short_message ='\nGo Short for ' + pair + 'NOW!' + '\nClose any long position that are open!' + '\n\nFind Trend Surfers on Google' + '\nFor automated premium signals (FREE)' exit_long_message ='\nExit Long for ' + pair + 'NOW!' + '\n\nFind Trend Surfers on Google' + '\nFor automated premium signals (FREE)' exit_short_message ='\nExit Short for ' + pair + 'NOW!' + '\n\nFind Trend Surfers on Google' + '\nFor automated premium signals (FREE)' /////////////// LONG if (entrylong) strategy.entry("LongEntry", strategy.long, alert_message = entry_long_message, when = window()) if (exitlong or entryshort) strategy.close("LongEntry", alert_message = exit_long_message, when=window()) /////////////// SHORT if (entryshort) strategy.entry("short", strategy.short, alert_message = entry_short_message, when = window()) if (exitshort or entrylong) strategy.close("short", alert_message = exit_short_message, when=window())
Pair Trade crypto
https://www.tradingview.com/script/I5aIQVbP-Pair-Trade-crypto/
danilogalisteu
https://www.tradingview.com/u/danilogalisteu/
101
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © danilogalisteu //@version=4 strategy("Pair Trade", default_qty_type=strategy.percent_of_equity, default_qty_value=100) length = input(42, "SMA length", input.integer) // x = log(security((input("100*ltcusd")), timeframe.period, close)) y = log(security((input("xbtusd")), timeframe.period, close)) x_ = sma(x, length) y_ = sma(y, length) mx = stdev(x, length) my = stdev(y, length) c = correlation(x, y, length) spread_entry = input(0.060, "Entry spread", input.float, step=0.005) spread_exit = input(0.055, "Exit spread", input.float, step=0.005) beta = c * (my / mx) alpha = y_ - beta * x_ spread = y - (alpha + x * beta) //plot(alpha, color=color.white, transp=0) //plot(beta, color=color.blue, transp=0) //plot(c, color=color.blue, transp=0) plot(spread, color=color.red, transp=0) strategy.entry("SE", strategy.short, when=spread>spread_entry) strategy.close("SE", when=spread<spread_exit) strategy.entry("LE", strategy.long, when=spread<-spread_entry) strategy.close("LE", when=spread>-spread_exit)
Pair Trade
https://www.tradingview.com/script/UqPGgdR7-Pair-Trade/
danilogalisteu
https://www.tradingview.com/u/danilogalisteu/
138
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © danilogalisteu //@version=4 strategy("Pair Trade", default_qty_type=strategy.percent_of_equity, default_qty_value=100) length = input(37, "SMA length", input.integer) // x = log(security((input("BOVA11")), timeframe.period, close)) y = log(security((input("SMAL11")), timeframe.period, close)) x_ = sma(x, length) y_ = sma(y, length) mx = stdev(x, length) my = stdev(y, length) c = correlation(x, y, length) spread_entry = input(0.035, "Entry spread", input.float, step=0.005) spread_exit = input(-0.015, "Exit spread", input.float, step=0.005) beta = c * (my / mx) alpha = y_ - beta * x_ spread = y - (alpha + x * beta) //plot(alpha, color=color.white, transp=0) //plot(beta, color=color.blue, transp=0) //plot(c, color=color.blue, transp=0) plot(spread, color=color.red, transp=0) strategy.entry("SE", strategy.short, when=spread>spread_entry) strategy.close("SE", when=spread<spread_exit) strategy.entry("LE", strategy.long, when=spread<-spread_entry) strategy.close("LE", when=spread>-spread_exit)
Darvas Box Strategy
https://www.tradingview.com/script/JVVHPkZf/
ceyhun
https://www.tradingview.com/u/ceyhun/
426
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © ceyhun //@version=4 strategy ("Darvas Box Strategy",overlay=true) boxp=input(5, "BOX LENGTH") D_High = security(syminfo.tickerid, 'D', high) D_Low = security(syminfo.tickerid, 'D', low) D_Close = security(syminfo.tickerid, 'D', close) D_Open = security(syminfo.tickerid, 'D', open) LL = lowest(D_Low,boxp) k1 = highest(D_High,boxp) k2 = highest(D_High,boxp-1) k3 = highest(D_High,boxp-2) NH = valuewhen(D_High>k1[1],D_High,0) box1 = k3<k2 TopBox = valuewhen(barssince(D_High>k1[1])==boxp-2 and box1, NH, 0) BottomBox = valuewhen(barssince(D_High>k1[1])==boxp-2 and box1, LL, 0) plot(TopBox, linewidth=2, color=#00FF00, title="TopBox") plot(BottomBox, linewidth=2, color=#FF0000, title="BottomBox") if crossover(D_Close,TopBox) strategy.entry("Long", strategy.long, comment="Long") if crossunder(D_Close,BottomBox) strategy.entry("Short", strategy.short, comment="Short")
EASYMOKU INDICATOR
https://www.tradingview.com/script/w61dAHV7/
UnknownUnicorn2151907
https://www.tradingview.com/u/UnknownUnicorn2151907/
704
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © Xaviz //#####©ÉÉÉɶN############################################### //####*..´´´´´´,,,»ëN######################################## //###ë..´´´´´´,,,,,,''%©##################################### //###'´´´´´´,,,,,,,'''''?¶################################### //##o´´´´´´,,,,,,,''''''''*©################################# //##'´´´´´,,,,,,,'''''''^^^~±################################ //#±´´´´´,,,,,,,''''''''^í/;~*©####æ%;í»~~~~;==I±N########### //#»´´´´,,,,,,'''''''''^;////;»¶X/í~~/~~~;=~~~~~~~~*¶######## //#'´´´,,,,,,''''''''^^;////;%I^~/~~/~~~=~~~;=?;~~~~;?ë###### //©´´,,,,,,,''''''''^^~/////X~/~~/~~/~~»í~~=~~~~~~~~~~^;É#### //¶´,,,,,,,''''''''^^^;///;%;~/~~;í~~»~í?~?~~~?I/~~~~?*=íÑ### //N,,,,,,,'''''''^^^^^///;;o/~~;;~~;£=»í»;IX/=~~~~~~^^^^'*æ## //#í,,,,,''''''''^^^^^;;;;;o~»~~~~íX//~/»~;í?IíI»~~^/*?'''=N# //#%,,,'''''''''^^^^^^í;;;;£;~~~//»I»/£X/X/»í*&~~~^^^^'^*~'É# //#©,,''''''''^^^^^^^^~;;;;&/~/////*X;í;o*í»~=*?*===^'''''*£# //##&''''''''^^^^^^^^^^~;;;;X=í~~~»;;;/~;í»~»±;^^^^^';=''''É# //##N^''''''^^^^^^^^^^~~~;;;;/£;~~/»~~»~~///o~~^^^^''''?^',æ# //###Ñ''''^^^^^^^^^^^~~~~~;;;;;í*X*í»;~~IX?~~^^^^/?'''''=,=## //####X'''^^^^^^^^^^~~~~~~~~;;íííííí~~í*=~~~~Ií^'''=''''^»©## //#####£^^^^^^^^^^^~~~~~~~~~~~íííííí~~~~~*~^^^;/''''='',,N### //######æ~^^^^^^^^~~~~~~~~~~~~~~íííí~~~~~^*^^^'=''''?',,§#### //########&^^^^^^~~~~~~~~~~~~~~~~~~~~~~~^^=^^''=''''?,íN##### //#########N?^^~~~~~~~~~~~~~~~~~~~~~~~~^^^=^''^?''';í@####### //###########N*~~~~~~~~~~~~~~~~~~~~~~~^^^*'''^='''/É######### //##############@;~~~~~~~~~~~~~~~~~~~^^~='''~?'';É########### //#################É=~~~~~~~~~~~~~~^^^*~'''*~?§############## //#####################N§£I/~~~~~~»*?~»o§æN################## //@version=4 strategy("EASYMOKU INDICATOR", overlay = true, initial_capital = 10000, currency = "USD", commission_value = 0.04) // Initial Ichimoku inputs Act_IKH = input(true, "ICHIMOKU KYNKO HYO") Multiplier = input(5.9, "MULTIPLIER", minval = 0.1, type = input.float, step = 0.1) Settings_input = input("OCCIDENTAL 7-22-44-22", "SETTINGS", options = ["ORIENTAL 9-26-52-26", "OCCIDENTAL 7-22-44-22"]) Settings(_oriental,_occidental) => round(((Settings_input == "ORIENTAL 9-26-52-26") ? _oriental : _occidental)*Multiplier) tenkanPeriods = Settings(9,7) kijunPeriods = Settings(26,22) sekouBPeriods = Settings(52,44) displacement = Settings(26,22) // Ichimoku Calculations donchian(_len) => avg(lowest(_len), highest(_len)) tenkan = donchian(tenkanPeriods) kijun = donchian(kijunPeriods) senkouA = avg(tenkan, kijun) senkouB = donchian(sekouBPeriods) // KUMO Conditions var bool KUMO_Cond = na KUMO_Cond := (close > senkouA[displacement-1] and close > senkouB[displacement-1]) ? 1 : (close < senkouA[displacement-1] and close < senkouB[displacement-1]) ? 0 : na // CHIKOU Conditions var bool CHIKOU_Cond = na CHIKOU_Cond := (close > senkouA[2*displacement] and close > senkouB[2*displacement]) ? 1 : (close < senkouA[2*displacement] and close < senkouB[2*displacement]) ? 0 : na // TENKAN & KIJUN Crossings Conditions var bool TENKAN_KIJUN = na TENKAN_KIJUN := crossover(tenkan,kijun) ? 1 : crossunder(tenkan,kijun) ? -1 : nz(TENKAN_KIJUN[1]) // Plottings t = plot(Act_IKH ? tenkan : na, color = color.lime, linewidth = 2, title = "TENKAN SEN") k = plot(Act_IKH ? kijun : na, color = color.red, linewidth = 2, title = "KIJUN SEN") c = plot(Act_IKH ? close : na, offset = -displacement+1, color = color.aqua, title = "CHIKOU SPAN") sA = plot(Act_IKH ? senkouA : na, offset = displacement-1, color = color.green, title = "SENKOU A") sB = plot(Act_IKH ? senkouB : na, offset = displacement-1, color = color.red, title = "SENKOU B") fill(sA, sB, title = "KUMO", color = senkouA > senkouB ? color.green : color.red) // Bar colors according to Ichimoku Conditions barcolor(KUMO_Cond == 1 and CHIKOU_Cond == 1 ? color.lime : KUMO_Cond == 0 and CHIKOU_Cond == 0 ? color.red : color.orange) // Strategy if KUMO_Cond == 1 and CHIKOU_Cond == 1 strategy.entry("LONG", strategy.long, when = TENKAN_KIJUN == 1) strategy.close("LONG", comment = "XLONG", when = TENKAN_KIJUN == -1) if KUMO_Cond == 0 and CHIKOU_Cond == 0 strategy.entry("SHORT", strategy.short, when = TENKAN_KIJUN == -1) strategy.close("SHORT", comment = "XSHORT", when = TENKAN_KIJUN == 1)
Darvas Box Strategy V2
https://www.tradingview.com/script/Uamkz8Ma/
ceyhun
https://www.tradingview.com/u/ceyhun/
1,188
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © ceyhun //@version=4 strategy ("Darvas Box Strategy V2",overlay=true) boxp=input(5, "BOX LENGTH") LL = lowest(low,boxp) k1 = highest(high,boxp) k2 = highest(high,boxp-1) k3 = highest(high,boxp-2) NH = valuewhen(high>k1[1],high,0) box1 = k3<k2 TopBox = valuewhen(barssince(high>k1[1])==boxp-2 and box1, NH, 0) BottomBox = valuewhen(barssince(high>k1[1])==boxp-2 and box1, LL, 0) plot(TopBox, linewidth=2, color=#00FF00, title="TopBox") plot(BottomBox, linewidth=2, color=#FF0000, title="BottomBox") if crossover(close,TopBox) strategy.entry("Long", strategy.long, comment="Long") if crossunder(close,BottomBox) strategy.entry("Short", strategy.short, comment="Short")
PPO Divergence ST
https://www.tradingview.com/script/KooiAYDB-PPO-Divergence-ST/
lukzard
https://www.tradingview.com/u/lukzard/
72
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © luciancapdefier //@version=4 strategy("PPO Divergence ST", overlay=true, initial_capital=30000, calc_on_order_fills=true, default_qty_type=strategy.percent_of_equity, default_qty_value=100) // time FromYear = input(2019, "Backtest Start Year") FromMonth = input(1, "Backtest Start Month") FromDay = input(1, "Backtest Start Day") ToYear = input(2999, "Backtest End Year") ToMonth = input(1, "Backtest End Month") ToDay = input(1, "Backtest End Day") start = timestamp(FromYear, FromMonth, FromDay, 00, 00) // backtest start window finish = timestamp(ToYear, ToMonth, ToDay, 23, 59) // backtest finish window window() => time >= start and time <= finish ? true : false source = close topbots = input(true, title="Show PPO high/low triangles?") long_term_div = input(true, title="Use long term divergences?") div_lookback_period = input(55, minval=1, title="Lookback Period") fastLength = input(12, minval=1, title="PPO Fast") slowLength=input(26, minval=1, title="PPO Slow") signalLength=input(9,minval=1, title="PPO Signal") smoother = input(2,minval=1, title="PPO Smooth") fastMA = ema(source, fastLength) slowMA = ema(source, slowLength) macd = fastMA - slowMA macd2=(macd/slowMA)*100 d = sma(macd2, smoother) // smoothing PPO bullishPrice = low priceMins = bullishPrice > bullishPrice[1] and bullishPrice[1] < bullishPrice[2] or low[1] == low[2] and low[1] < low and low[1] < low[3] or low[1] == low[2] and low[1] == low[3] and low[1] < low and low[1] < low[4] or low[1] == low[2] and low[1] == low[3] and low[1] and low[1] == low[4] and low[1] < low and low[1] < low[5] // this line identifies bottoms and plateaus in the price oscMins= d > d[1] and d[1] < d[2] // this line identifies bottoms in the PPO BottomPointsInPPO = oscMins bearishPrice = high priceMax = bearishPrice < bearishPrice[1] and bearishPrice[1] > bearishPrice[2] or high[1] == high[2] and high[1] > high and high[1] > high[3] or high[1] == high[2] and high[1] == high[3] and high[1] > high and high[1] > high[4] or high[1] == high[2] and high[1] == high[3] and high[1] and high[1] == high[4] and high[1] > high and high[1] > high[5] // this line identifies tops in the price oscMax = d < d[1] and d[1] > d[2] // this line identifies tops in the PPO TopPointsInPPO = oscMax currenttrough4=valuewhen (oscMins, d[1], 0) // identifies the value of PPO at the most recent BOTTOM in the PPO lasttrough4=valuewhen (oscMins, d[1], 1) // NOT USED identifies the value of PPO at the second most recent BOTTOM in the PPO currenttrough5=valuewhen (oscMax, d[1], 0) // identifies the value of PPO at the most recent TOP in the PPO lasttrough5=valuewhen (oscMax, d[1], 1) // NOT USED identifies the value of PPO at the second most recent TOP in the PPO currenttrough6=valuewhen (priceMins, low[1], 0) // this line identifies the low (price) at the most recent bottom in the Price lasttrough6=valuewhen (priceMins, low[1], 1) // NOT USED this line identifies the low (price) at the second most recent bottom in the Price currenttrough7=valuewhen (priceMax, high[1], 0) // this line identifies the high (price) at the most recent top in the Price lasttrough7=valuewhen (priceMax, high[1], 1) // NOT USED this line identifies the high (price) at the second most recent top in the Price delayedlow = priceMins and barssince(oscMins) < 3 ? low[1] : na delayedhigh = priceMax and barssince(oscMax) < 3 ? high[1] : na // only take tops/bottoms in price when tops/bottoms are less than 5 bars away filter = barssince(priceMins) < 5 ? lowest(currenttrough6, 4) : na filter2 = barssince(priceMax) < 5 ? highest(currenttrough7, 4) : na //delayedbottom/top when oscillator bottom/top is earlier than price bottom/top y11 = valuewhen(oscMins, delayedlow, 0) y12 = valuewhen(oscMax, delayedhigh, 0) // only take tops/bottoms in price when tops/bottoms are less than 5 bars away, since 2nd most recent top/bottom in osc y2=valuewhen(oscMax, filter2, 1) // identifies the highest high in the tops of price with 5 bar lookback period SINCE the SECOND most recent top in PPO y6=valuewhen(oscMins, filter, 1) // identifies the lowest low in the bottoms of price with 5 bar lookback period SINCE the SECOND most recent bottom in PPO long_term_bull_filt = valuewhen(priceMins, lowest(div_lookback_period), 1) long_term_bear_filt = valuewhen(priceMax, highest(div_lookback_period), 1) y3=valuewhen(oscMax, currenttrough5, 0) // identifies the value of PPO in the most recent top of PPO y4=valuewhen(oscMax, currenttrough5, 1) // identifies the value of PPO in the second most recent top of PPO y7=valuewhen(oscMins, currenttrough4, 0) // identifies the value of PPO in the most recent bottom of PPO y8=valuewhen(oscMins, currenttrough4, 1) // identifies the value of PPO in the SECOND most recent bottom of PPO y9=valuewhen(oscMins, currenttrough6, 0) y10=valuewhen(oscMax, currenttrough7, 0) bulldiv= BottomPointsInPPO ? d[1] : na // plots dots at bottoms in the PPO beardiv= TopPointsInPPO ? d[1]: na // plots dots at tops in the PPO i = currenttrough5 < highest(d, div_lookback_period) // long term bearish oscilator divergence i2 = y10 > long_term_bear_filt // long term bearish top divergence i3 = delayedhigh > long_term_bear_filt // long term bearish delayedhigh divergence i4 = currenttrough4 > lowest(d, div_lookback_period) // long term bullish osc divergence i5 = y9 < long_term_bull_filt // long term bullish bottom div i6 = delayedlow < long_term_bull_filt // long term bullish delayedbottom div //plot(0, color=gray) //plot(d, color=black) //plot(bulldiv, title = "Bottoms", color=maroon, style=circles, linewidth=3, offset= -1) //plot(beardiv, title = "Tops", color=green, style=circles, linewidth=3, offset= -1) bearishdiv1 = (y10 > y2 and oscMax and y3 < y4) ? true : false bearishdiv2 = (delayedhigh > y2 and y3 < y4) ? true : false bearishdiv3 = (long_term_div and oscMax and i and i2) ? true : false bearishdiv4 = (long_term_div and i and i3) ? true : false bullishdiv1 = (y9 < y6 and oscMins and y7 > y8) ? true : false bullishdiv2 = (delayedlow < y6 and y7 > y8) ? true : false bullishdiv3 = (long_term_div and oscMins and i4 and i5) ? true : false bullishdiv4 = (long_term_div and i4 and i6) ? true : false bearish = bearishdiv1 or bearishdiv2 or bearishdiv3 or bearishdiv4 bullish = bullishdiv1 or bullishdiv2 or bullishdiv3 or bullishdiv4 greendot = beardiv != 0 ? true : false reddot = bulldiv != 0 ? true : false if (reddot[1] and window() and barssince(reddot[1])==0) strategy.entry("Buy Id", strategy.long, comment="BUY") if (greendot[1] and window() and barssince(greendot[1])==0) strategy.entry("Sell Id", strategy.short, comment="SELL") alertcondition( bearish, title="Bearish Signal (Orange)", message="Orange & Bearish: Short " ) alertcondition( bullish, title="Bullish Signal (Purple)", message="Purple & Bullish: Long " ) alertcondition( greendot, title="PPO High (Green)", message="Green High Point: Short " ) alertcondition( reddot, title="PPO Low (Red)", message="Red Low Point: Long " ) // plotshape(bearish ? d : na, text='▼\nP', style=shape.labeldown, location=location.abovebar, color=color(orange,0), textcolor=color(white,0), offset=0) // plotshape(bullish ? d : na, text='P\n▲', style=shape.labelup, location=location.belowbar, color=color(#C752FF,0), textcolor=color(white,0), offset=0) plotshape(topbots and greendot ? d : na, text='', style=shape.triangledown, location=location.abovebar, color=color.red, offset=0, size=size.tiny) plotshape(topbots and reddot ? d : na, text='', style=shape.triangleup, location=location.belowbar, color=color.lime, offset=0, size=size.tiny) //barcolor(bearishdiv1 or bearishdiv2 or bearishdiv3 or bearishdiv4 ? orange : na) //barcolor(bullishdiv1 or bullishdiv2 or bullishdiv3 or bullishdiv4 ? fuchsia : na) //barcolor(#dedcdc)
[fikira] Fibma/Fibema Strategy
https://www.tradingview.com/script/0I6kCcYq-fikira-Fibma-Fibema-Strategy/
fikira
https://www.tradingview.com/u/fikira/
306
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © fikira //@version=4 strategy("[fikira] Fibma/Fibema Strategy", shorttitle="Fibma/Fibema Strategy", overlay=true) SMA = input(true, title="SMA ?") EMA = input(false, title="EMA ?") MA500 = input(true, title="Barcolor X MA 500 ?") EMA500 = input(true, title="Barcolor X EMA 500 ?") str50 = input(true, title="Strategy X MA/EMA 50") str100 = input(true, title="Strategy X MA/EMA 100") str236 = input(true, title="Strategy X MA/EMA 236") str764 = input(true, title="Strategy X MA/EMA 764") str500 = input(true, title="Strategy X MA/EMA 500") str1000 = input(true, title="Strategy X MA/EMA 1000") _24 = input(24, title="MA 24") _24_ = sma(close, _24) _38 = input(38, title="MA 38") _38_ = sma(close, _38) _50 = input(50, title="MA 50") _50_ = sma(close, _50) _62 = input(62, title="MA 62") _62_ = sma(close, _62) _76 = input(76, title="MA 76") _76_ = sma(close, _76) _100 = input(100, title="MA 100") _100_ = sma(close, _100) _236 = input(236, title="MA 236") _236_ = sma(close, _236) _382 = input(382, title="MA 382") _382_ = sma(close, _382) _500 = input(500, title="MA 500") _500_ = sma(close, _500) _618 = input(618, title="MA 618") _618_ = sma(close, _618) _764 = input(764, title="MA 764") _764_ = sma(close, _764) _1000 = input(1000, title="MA 1000") _1000_ = sma(close, _1000) _e24 = input(24, title="EMA 24") _e24_ = ema(close, _e24) _e38 = input(38, title="EMA 38") _e38_ = ema(close, _e38) _e50 = input(50, title="EMA 50") _e50_ = ema(close, _e50) _e62 = input(62, title="EMA 62") _e62_ = ema(close, _e62) _e76 = input(76, title="EMA 76") _e76_ = ema(close, _e76) _e100 = input(100, title="EMA 100") _e100_ = ema(close, _e100) _e236 = input(236, title="EMA 236") _e236_ = ema(close, _e236) _e382 = input(382, title="EMA 382") _e382_ = ema(close, _e382) _e500 = input(500, title="EMA 500") _e500_ = ema(close, _e500) _e618 = input(618, title="EMA 618") _e618_ = ema(close, _e618) _e764 = input(764, title="EMA 764") _e764_ = ema(close, _e764) _e1000 = input(1000, title="EMA 1000") _e1000_ = ema(close, _e1000) p24 = plot(SMA?_24_:na, color=color.blue, linewidth=0, transp=0, title="MA 24") p38 = plot(SMA?_38_:na, color=color.yellow, linewidth=0, transp=0, title="MA 38") plot(SMA?_50_:na, color=color.lime, linewidth=0, transp=0, title="MA 50") p62 = plot(SMA?_62_:na, color=color.orange, linewidth=0, transp=0, title="MA 62") p76 = plot(SMA?_76_:na, color=#EE1749, linewidth=0, transp=0, title="MA 76") plot(SMA?_100_:na, color=color.white, linewidth=0, transp=0, title="MA 100") p236 = plot(SMA?_236_:na, color=color.blue, linewidth=2, transp=0, title="MA 236") p382 = plot(SMA?_382_:na, color=color.yellow, linewidth=2, transp=30, title="MA 382") plot(SMA?_500_:na, color=color.lime, linewidth=2, transp=30, title="MA 500") p618 = plot(SMA?_618_:na, color=color.orange, linewidth=2, transp=30, title="MA 618") p764 = plot(SMA?_764_:na, color=#EE1749, linewidth=2, transp=30, title="MA 764") plot(SMA?_1000_:na, color=color.white, linewidth=2, transp=30, title="MA 1000") pe24 = plot(EMA?_e24_:na, color=color.blue, linewidth=0, transp=0, title="EMA 24") pe38 = plot(EMA?_e38_:na, color=color.yellow, linewidth=0, transp=0, title="EMA 38") plot(EMA?_e50_:na, color=color.lime, linewidth=0, transp=0, title="EMA 50") pe62 = plot(EMA?_e62_:na, color=color.orange, linewidth=0, transp=0, title="EMA 62") pe76 = plot(EMA?_e76_:na, color=#EE1749, linewidth=0, transp=0, title="EMA 76") plot(EMA?_e100_:na, color=color.white, linewidth=0, transp=0, title="EMA 100") pe236 = plot(EMA?_e236_:na, color=color.blue, linewidth=2, transp=0, title="EMA 236") pe382 = plot(EMA?_e382_:na, color=color.yellow, linewidth=2, transp=30, title="EMA 382") plot(EMA?_e500_:na, color=color.lime, linewidth=2, transp=0, title="EMA 500") pe618 = plot(EMA?_e618_:na, color=color.orange, linewidth=2, transp=30, title="EMA 618") pe764 = plot(EMA?_e764_:na, color=#EE1749, linewidth=2, transp=30, title="EMA 764") plot(EMA?_e1000_:na, color=color.white, linewidth=2, transp=30, title="EMA 1000") fill(p38, p62, _62_ > _38_ ? color.red : color.lime, transp=95, title="X MA 38/62") fill(p382, p618, _618_ > _382_ ? color.red : color.lime, transp=95, title="X MA 382/618") fill(p24, p76, _76_ > _24_ ? color.red : color.lime, transp=95, title="X MA 24/76") fill(p236, p764, _764_ > _236_ ? color.red : color.lime, transp=95, title="X MA 236/764") fill(pe38, pe62, _e62_ > _e38_ ? color.red : color.lime, transp=95, title="X EMA 38/62") fill(pe382, pe618, _e618_ > _e382_ ? color.red : color.lime, transp=95, title="X EMA 382/618") fill(pe24, pe76, _e76_ > _e24_ ? color.red : color.lime, transp=95, title="X EMA 24/76") fill(pe236, pe764, _e764_ > _e236_ ? color.red : color.lime, transp=95, title="X EMA 236/764") _500bl = SMA and MA500 and close > _500_ ? true : false _500br = SMA and MA500 and close < _500_ ? true : false barcolor( _500bl and not _500bl[1] ? color.yellow : close > open and _500bl and _500bl[1] ? color.lime : close < open and _500bl and _500bl[1] ? color.orange : _500br and not _500br[1] ? color.purple : na, title="close crosses MA 500") _e500bl = EMA and EMA500 and close > _e500_ ? true : false _e500br = EMA and EMA500 and close < _e500_ ? true : false barcolor( _e500bl and not _e500bl[1] ? color.yellow : close > open and _e500bl and _e500bl[1] ? color.lime : close < open and _e500bl and _e500bl[1] ? color.orange : _e500br and not _e500br[1] ? color.purple : na, title="close crosses EMA 500") _50bl = SMA and close > _50_ ? true : false _50br = SMA and close < _50_ ? true : false _100bl = SMA and close > _100_ ? true : false _100br = SMA and close < _100_ ? true : false _236bl = SMA and close > _236_ ? true : false _236br = SMA and close < _236_ ? true : false _764bl = SMA and close > _764_ ? true : false _764br = SMA and close < _764_ ? true : false _1000bl = SMA and close > _1000_ ? true : false _1000br = SMA and close < _1000_ ? true : false _e50bl = EMA and close > _e50_ ? true : false _e50br = EMA and close < _e50_ ? true : false _e100bl = EMA and close > _e100_ ? true : false _e100br = EMA and close < _e100_ ? true : false _e236bl = EMA and close > _e236_ ? true : false _e236br = EMA and close < _e236_ ? true : false _e764bl = EMA and close > _e764_ ? true : false _e764br = EMA and close < _e764_ ? true : false _e1000bl = EMA and close > _e1000_ ? true : false _e1000br = EMA and close < _e1000_ ? true : false // STRATEGIES // Profit Factor is simply defined as gross profits divided by gross losses, a Profit Factor above 2 is outstanding, // a profit Factor of 3 means your net gains were 3 times greater than your net losses, anything above 3 is unheard of :-) // Please check the profit factor in the D, 3D, W timeframe when for example "Strategy X MA/EMA 50" is enabled :-) // You also can enable/disable each strategy to see what works best in what timeframe if (str50 and _50bl and not _50bl[1]) strategy.entry("L50", strategy.long) if (str50 and _50br and not _50br[1]) strategy.entry("S50", strategy.short) if (str100 and _100bl and not _100bl[1]) strategy.entry("L100", strategy.long) if (str100 and _100br and not _100br[1]) strategy.entry("S100", strategy.short) if (str236 and _236bl and not _236bl[1]) strategy.entry("L236", strategy.long) if (str236 and _236br and not _236br[1]) strategy.entry("S236", strategy.short) if (str764 and _764bl and not _764bl[1]) strategy.entry("L764", strategy.long) if (str764 and _764br and not _764br[1]) strategy.entry("S764", strategy.short) if (str500 and _500bl and not _500bl[1]) strategy.entry("L500", strategy.long) if (str500 and _500br and not _500br[1]) strategy.entry("S500", strategy.short) if (str1000 and _1000bl and not _1000bl[1]) strategy.entry("L1000", strategy.long) if (str1000 and _1000br and not _1000br[1]) strategy.entry("S1000", strategy.short) if (str50 and _e50bl and not _e50bl[1]) strategy.entry("LE50", strategy.long) if (str50 and _e50br and not _e50br[1]) strategy.entry("SE50", strategy.short) if (str100 and _e100bl and not _e100bl[1]) strategy.entry("LE100", strategy.long) if (str100 and _e100br and not _e100br[1]) strategy.entry("SE100", strategy.short) if (str236 and _e236bl and not _e236bl[1]) strategy.entry("LE236", strategy.long) if (str236 and _e236br and not _e236br[1]) strategy.entry("SE236", strategy.short) if (str764 and _e764bl and not _e764bl[1]) strategy.entry("LE764", strategy.long) if (str764 and _e764br and not _e764br[1]) strategy.entry("SE764", strategy.short) if (str500 and _e500bl and not _e500bl[1]) strategy.entry("LE500", strategy.long) if (str500 and _e500br and not _e500br[1]) strategy.entry("SE500", strategy.short) if (str1000 and _e1000bl and not _e1000bl[1]) strategy.entry("LE1000", strategy.long) if (str1000 and _e1000br and not _e1000br[1]) strategy.entry("SE1000", strategy.short)
MACD_RSI strategy
https://www.tradingview.com/script/pjNTFYox/
fangdingjun
https://www.tradingview.com/u/fangdingjun/
692
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © fangdingjun //@version=4 strategy("MACD_RSI strategy", overlay=false) _ema_len = input(20, title="EMA length") _macd_fast = input(12, title="MACD Fast") _macd_slow = input(26, title="MACD Slow") _macd_signal_len = input(20, title="MACD Signal length") _rsi_len = input(14, title="RSI length") _rsi_signal_len = input(20, title="RSI signal length") _ema = ema(close, _ema_len) _macd = ema(close, _macd_fast) - ema(close, _macd_slow) _macd_signal = ema(_macd, _macd_signal_len) _rsi = rsi(close, _rsi_len) _rsi_signal = ema(_rsi, _rsi_signal_len) plot(_rsi, color=color.orange) plot(_rsi_signal, color=color.purple) longCondition = close > _ema and _macd > _macd_signal and _rsi > _rsi_signal if (longCondition) strategy.entry("Buy", strategy.long) shortCondition = close < _ema and _macd < _macd_signal and _rsi < _rsi_signal if (shortCondition) strategy.entry("Sell", strategy.short)
HA smoothed eliminator v2
https://www.tradingview.com/script/7BtbYzxO-ha-smoothed-eliminator-v2/
lsprofit
https://www.tradingview.com/u/lsprofit/
65
strategy
2
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © russtic //@version=2 strategy("HA smoothed eliminator v2 ",pyramiding=1, slippage=10, default_qty_type=strategy.percent_of_equity, commission_type=strategy.commission.percent, commission_value=0.075, overlay=true, default_qty_value=100, initial_capital=1000) FromMonth1 = input(defval=1, title="From Month", minval=1, maxval=12) FromDay1 = input(defval=1, title="From Day", minval=1, maxval=31) FromYear1 = input(defval=2019, title="From Year", minval=2010) ToMonth1 = input(defval=12, title="To Month", minval=1, maxval=12) ToDay1 = input(defval=31, title="To Day", minval=1, maxval=31) ToYear1 = input(defval=2020, title="To Year", minval=2010) start1 = timestamp(FromYear1, FromMonth1, FromDay1, 00, 00) finish1 = timestamp(ToYear1, ToMonth1, ToDay1, 23, 59) window1() => time >= start1 and time <= finish1 ? true : false t1 = time(period, "0300-1200") t2 = time(period, "0930-1700") London = na(t1) ? na : green NY = na(t2) ? na : red bgcolor(London, title="London") bgcolor(NY, title="New York") /////////////////////////// // HA smoothed len=(1 ) o=ema(open,len) c=ema(close,len) h=ema(high,len) l=ema(low,len) haclose = (o+h+l+c)/4 haopen = na(haopen[1]) ? (o + c)/2 : (haopen[1] + haclose[1]) / 2 hahigh = max (h, max(haopen,haclose)) halow = min (l, min(haopen,haclose)) len2=(len) o2=ema(haopen, len2) c2=ema(haclose, len2) h2=ema(hahigh, len2) l2=ema(halow, len2) buy= (o2<c2) closebuy= (o2>c2) sell= (o2>c2) closesell= (o2<c2) // /// END NEW SCRIPT // // // MERGE SCRIPTS a1= o2<c2 b1=o2>c2 is_uptrend = (a1)// and (p> 0) is_downtrend = (b1)// and (p <0) barcolor(b1 ? red: a1 ? lime : blue) //end // =========================start PVT -GIVES EACH BAR A VALUE facton = (true)//, title="arrow elimination (factor) on ") Length1 = 2//input(2, title="PVT Length", minval=1) xPrice = close//input(title="Source", type=source, defval=close) xsma = wma(xPrice, Length1) nRes = xPrice - xsma pos = iff(nRes > 0, 1, iff(nRes < 0, -1, nz(pos[1], 0))) forex= input(true, title = 'strength toggle ') forexyes = (forex == true)? 10000 : (forex == false)? 1: na plot(nRes*forexyes , color=aqua, title="strength", transp=100) // ========================= end pvt // //============================= start factor // ELIMINATES weak signals // start trend // factor = input(600.00, title = "strength elimination") factor1 = factor - (factor*2)//input(-100.00, title = "sell strength elimination ") facton1 = (facton == true) and is_uptrend == 1 and nRes*forexyes>factor ? 1 : (facton == true) and is_downtrend == 1 and nRes*forexyes<factor1 ? -1 : (facton == false) // ==================== ===== // //=========================== end factor nRestrend = (nRes*forexyes) //=========================== plot arrows plot1 = iff(is_uptrend[1] == 1, 0 , 1) plot2 = iff(is_downtrend[1] == 1, 0 , 1) uparrowcond = is_downtrend ? false : nz(uparrowcond[1], false) == true ? uparrowcond[1] : (facton1 and is_uptrend and nRes*forexyes>factor) downarrowcond = is_uptrend ? false : nz(downarrowcond[1], false) == true ? downarrowcond[1] : (facton1 and is_downtrend and nRes*forexyes<factor1) //prevarrowstate = uparrowcond ? 1 : downarrowcond ? -1 : nz(prevarrowstate[1], 0) candledir = (open < close)? 1: (open>close)? -1 : na // ONLY OPENS ON SAME BAR DIRECTION AS SIGNAL up=nz(uparrowcond[1], false) == false and ( is_uptrend and nRes*forexyes>factor) and candledir ? 1:na dn=nz(downarrowcond[1], false) == false and ( is_downtrend and nRes*forexyes<factor1) and candledir? -1:na sig=0 if up==1 sig:=1 else if dn==-1 sig:=-1 else sig:=sig[1] plotarrow(sig[1]!=1 and sig==1?1:na, title="BUY ARROW", colorup=lime, maxheight=80, minheight=50, transp=0)// up arrow plotarrow(sig[1]!=-1 and sig==-1?-1:na, title="SELL ARROW", colordown=red, maxheight=80, minheight=50, transp=0)// down arrow //========================= alert condition alertcondition(sig[1]!=1 and sig==1?1:na, title="BUY eliminator", message="BUY " ) alertcondition(sig[1]!=-1 and sig==-1?-1:na, title="SELL eliminator", message="SELL ") strategy.entry("B", true, when=(sig[1]!=1 and sig==1?1:na) and window1()) strategy.entry("S", false,when=(sig[1]!=-1 and sig==-1?-1:na) and window1())
Hancock - Filtered Volume OBV OSC [Strategy]
https://www.tradingview.com/script/tWdLcYVH-Hancock-Filtered-Volume-OBV-OSC-Strategy/
ahancock
https://www.tradingview.com/u/ahancock/
477
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © ahancock //@version=4 strategy( title = "Hancock - Filtered Volume OBV OSC [Strategy]", initial_capital = 1000, overlay = false, commission_type = strategy.commission.percent, commission_value= 0.075) sma_average = "SMA" ema_average = "EMA" wma_average = "WMA" hma_average = "HMA" vwma_average = "VWMA" rma_average = "RMA" alma_average = "ALMA" // Inputs source = input(close, title = "Source", type = input.source) use_vol_filter = input(true, title = "Use Volume Filter", type = input.bool) vol_filter_length = input(50, title = "Volume Filter - Length", type = input.integer, minval = 1) vol_filter_multiplier = input(2.5, title = "Volume Filter - Multiplier", type = input.float, minval = 0.1, step = 0.1) use_osc = input(true, title = "Use Oscillator", type = input.bool) osc_length = input(50, title = "Oscillator - Signal Length", type = input.integer, minval = 1) osc_type = input(wma_average, title = "Oscillator - Type", options = [sma_average, ema_average, wma_average, hma_average, vwma_average, rma_average, alma_average]) average_alma_offset = input(0.85, title = "Oscillator - ALMA - Offset", type = input.float, minval = 0.05, step = 0.05) average_alma_sigma = input(10, title = "Oscillator - ALMA - Sigma", type = input.integer, minval = 1) channel_length = input(125, title = "Channel - Slow Length", minval = 5, maxval = 200, step = 5) channel_percent = input(35, title = "Channel - Fast Length Percent", minval = 5, maxval = 100, step = 5) trade_both = "Both", trade_long = "Long", trade_short = "Short" trade_direction = input("Both", title = "Trade - Direction", options = [trade_both, trade_long, trade_short]) trade_leverage = input(5, title = "Trade - Leverage", type = input.integer, minval = 1, maxval = 100) trade_stop = input(10, title = "Trade - Stop Loss %", type = input.float, minval = 0.5, step = 0.5, maxval = 100) trade_trail_threshold = input(10, title = "Trade - Trail Stop Threshold %", type = input.float, minval = 0.5, step = 0.5, maxval = 100) trade_trail = input(20, title = "Trade - Trail Stop Minimum %", type = input.float, minval = 0.5, step = 0.5, maxval = 100) trade_risk = input(100, title = "Trade - Risk %", type = input.integer, step = 1, minval = 1, maxval = 100) use_test_range = input(false, "Use Test Range", type = input.bool) test_year = input(2016, "Test - Year", type = input.integer, minval = 1970, maxval = 2222) test_month = input(01, "Test - Month", type = input.integer, minval = 1, maxval = 12) test_day = input(01, "Test - Day", type = input.integer, minval = 1, maxval = 31) // Functions get_round(value, precision) => round(value * (pow(10, precision))) / pow(10, precision) get_average(values, length, type) => type == sma_average ? sma(values, length) : type == ema_average ? ema(values, length) : type == wma_average ? wma(values, length) : type == hma_average ? wma(2 * wma(values, length / 2) - wma(values, length), round(sqrt(length))) : type == vwma_average ? vwma(values, length) : type == rma_average ? rma(values, length) : type == alma_average ? alma(values, length, average_alma_offset, average_alma_sigma) : na get_obv(values, filter_length, filter_multiplier, use_filter, osc_length, osc_type, use_osc) => threshold = abs(avg(volume, filter_length) - (stdev(volume, filter_length) * filter_multiplier)) obv = 0.0 if (use_filter and volume < threshold) obv := nz(obv[1]) else obv := nz(obv[1]) + sign(change(values)) * volume use_osc ? (obv - get_average(obv, osc_length, osc_type)) : obv get_dc(high_values, low_values, length) => top = highest(high_values, length) bot = lowest(low_values, length) mid = bot + ((top - bot) / 2) [top, mid, bot] get_dcs(high_values, low_values, length, length_percent) => slow_length = length fast_length = slow_length * length_percent / 100 [slow_top, slow_mid, slow_bot] = get_dc(high_values, low_values, slow_length) [fast_top, fast_mid, fast_bot] = get_dc(high_values, low_values, fast_length) [slow_top, slow_mid, slow_bot, fast_top, fast_mid, fast_bot] // Strategy obv = get_obv( source, vol_filter_length, vol_filter_multiplier, use_vol_filter, osc_length, osc_type, use_osc) [slow_top_price, _, slow_bot_price, fast_top_price, _, fast_bot_price] = get_dcs(high, low, channel_length, channel_percent) [slow_top_obv, _, slow_bot_obv, fast_top_obv, _, fast_bot_obv] = get_dcs(obv, obv, channel_length, channel_percent) enter_long_price = high > slow_top_price[1] enter_short_price = low < slow_bot_price[1] exit_long_price = low < fast_bot_price[1] exit_short_price = high > fast_top_price[1] enter_long_obv = obv > slow_top_obv[1] and (use_osc ? obv > 0 : true) enter_short_obv = obv < slow_bot_obv[1] and (use_osc ? obv < 0 : true) exit_long_obv = obv < fast_bot_obv[1] exit_short_obv = obv > fast_top_obv[1] // Trade Conditions can_trade = true enter_long_condition = enter_long_obv and enter_long_price exit_long_condition = exit_long_obv and exit_long_price enter_short_condition = enter_short_obv and enter_short_price exit_short_condition = exit_short_obv and exit_short_price // Positions long_high = 0.0, long_high := nz(long_high[1], 0) short_low = 0.0, short_low := nz(short_low[1], 0) long_trail_threshold = 0.0, long_trail_threshold := nz(long_trail_threshold[1], 0) short_trail_threshold = 0.0, short_trail_threshold := nz(short_trail_threshold[1], 0) long_stop = 0.0, long_stop := nz(long_stop[1], 0) short_stop = 0.0, short_stop := nz(short_stop[1], 0) can_long = trade_direction == trade_long or trade_direction == trade_both can_short = trade_direction == trade_short or trade_direction == trade_both if (strategy.position_size > 0) if(high > long_high) long_high := high if (long_high > long_trail_threshold) long_stop := long_high - ((long_high / trade_leverage) * (trade_trail / 100)) strategy.exit("S/L", "LONG", stop = long_stop, qty = abs(get_round(strategy.position_size, 4))) if (strategy.position_size < 0) if (low < short_low) short_low := low if(short_low < short_trail_threshold) short_stop := short_low + ((short_low / trade_leverage) * (trade_trail / 100)) strategy.exit("S/L", "SHORT", stop = short_stop, qty = abs(get_round(strategy.position_size, 4))) if (exit_long_condition) strategy.close("LONG") if (exit_short_condition) strategy.close("SHORT") test_time = timestamp(test_year, test_month, test_day, 0, 0) if (time >= test_time and strategy.opentrades == 0) if (can_long) if(enter_long_condition and strategy.position_size == 0) contracts = get_round((strategy.equity * trade_leverage / close) * (trade_risk / 100), 4) strategy.entry( "LONG", strategy.long, qty = contracts) long_high := low long_trail_threshold := close + ((close / trade_leverage) * (trade_trail_threshold / 100)) long_stop := close - ((close / trade_leverage) * (trade_stop / 100)) if (can_short) if (enter_short_condition and strategy.position_size == 0) contracts = get_round((strategy.equity * trade_leverage / close) * (trade_risk / 100), 4) strategy.entry( "SHORT", strategy.short, qty = contracts) short_low := high short_trail_threshold := close - ((close / trade_leverage) * (trade_trail_threshold / 100)) short_stop := close + ((close / trade_leverage) * (trade_stop / 100)) // Plots plotshape(enter_long_condition, "Enter Long", shape.diamond, location.top, color.green) plotshape(exit_long_condition, "Exit Long", shape.diamond, location.top, color.red) plotshape(enter_short_condition, "Enter Short", shape.diamond, location.bottom, color.green) plotshape(exit_short_condition, "Exit Short", shape.diamond, location.bottom, color.red) color_green = #63b987 color_red = #eb3d5c hline(use_osc ? 0 : na) plot(use_osc ? obv : na, color = color.silver, style = plot.style_area, transp = 90) plot(obv, color = color.white, style = plot.style_line, linewidth = 2, transp = 0) plot_slow_top = plot(slow_top_obv, color = color_green, linewidth = 2, transp = 60) plot_slow_bot = plot(slow_bot_obv, color = color_green, linewidth = 2, transp = 60) fill(plot_slow_top, plot_slow_bot, color = color_green, transp = 90) plot_fast_top = plot(fast_top_obv, color = color_red, linewidth = 2, transp = 60) plot_fast_bot = plot(fast_bot_obv, color = color_red, linewidth = 2, transp = 60) fill(plot_fast_top, plot_fast_bot, color = color_red, transp = 90)
Donchain Breakout
https://www.tradingview.com/script/fF9nC8iP-Donchain-Breakout/
Senthaamizh
https://www.tradingview.com/u/Senthaamizh/
492
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © Senthaamizh //Break out trading system works best in a weekly chart and daily chart of Nifty and BankNifty //@version=4 strategy("Donchain BO",shorttitle = "DBO",default_qty_type = strategy.percent_of_equity,default_qty_value = 100, overlay=true) length = input(20, minval=1) exit = input(1, minval=1, maxval=2,title = "Exit Option") // Use Option 1 to exit using lower band; Use Option 2 to exit using basis line lower = lowest(length) upper = highest(length) basis = avg(upper, lower) l = plot(lower, color=color.blue) u = plot(upper, color=color.blue) plot(basis, color=color.orange) fill(u, l, color=color.blue) longCondition = crossover(close,upper[1]) if (longCondition) strategy.entry("Long", strategy.long) if(exit==1) if (crossunder(close,lower[1])) strategy.close("Long") if(exit==2) if (crossunder(close,basis[1])) strategy.close("Long")
Pair Trade L/S
https://www.tradingview.com/script/BijGRmNw-Pair-Trade-L-S/
femisapien
https://www.tradingview.com/u/femisapien/
169
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © femisapien //@version=4 strategy("Pair Trade L/S", overlay=true) source = close smalength = input(title = "SMA Length", defval = 20, minval=1) entryzscore = input(title = "Entry ZScore", defval = 2.0, minval=0, maxval = 50) startYear = input(title="Backtest Start Year", type=input.integer, defval=2016, minval=1980, maxval=2100) ma = sma(source, smalength) dev = entryzscore * stdev(source, smalength) upper = ma + dev lower = ma - dev longEntrySignal = cross(source, lower) shortEntrySignal = cross(source, upper) exitSignal = cross(source, ma) afterStartDate = (time >= timestamp(syminfo.timezone, startYear,1,1, 0, 0)) if (longEntrySignal and afterStartDate) strategy.entry("le", strategy.long, comment = "Enter Long") if (shortEntrySignal and afterStartDate) strategy.entry("se", strategy.short, comment="Enter Short") if (exitSignal and afterStartDate) strategy.close_all(true)
How To Set Backtest Time Ranges
https://www.tradingview.com/script/xAEG4ZJG-How-To-Set-Backtest-Time-Ranges/
allanster
https://www.tradingview.com/u/allanster/
926
strategy
5
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © allanster //@version=5 strategy(title = "How To Set Time Ranges", shorttitle = "Timed", overlay = true, precision = 8, max_bars_back = 200, pyramiding = 0, initial_capital = 100000, currency = currency.NONE, default_qty_type = strategy.cash, default_qty_value = 100000, commission_type = "percent", commission_value = 0.27) // Revision: 2 // Author: @allanster // Credit: Special thanks to @LucF and @a.tesla2018 for help with including ':1234567' for time ranges on weekends // === INPUT MA LENGTHS === fastMA = input.int(defval = 14, title = "FastMA Length", minval = 1, step = 1) slowMA = input.int(defval = 28, title = "SlowMA Length", minval = 1, step = 1) // === INPUT DATE RANGE === fromMonth = input.int(defval = 1, title = "From Month", minval = 1, maxval = 12) fromDay = input.int(defval = 1, title = "From Day", minval = 1, maxval = 31) fromYear = input.int(defval = 2021, title = "From Year", minval = 1970) thruMonth = input.int(defval = 1, title = "Thru Month", minval = 1, maxval = 12) thruDay = input.int(defval = 1, title = "Thru Day", minval = 1, maxval = 31) thruYear = input.int(defval = 2112, title = "Thru Year", minval = 1970) // === INPUT TIME RANGE === entryTime = input.session('0000-0000', title = "Entry Time") // '0000-0000' is anytime to enter exitTime = input.session('0000-0000', title = "Exit Time") // '0000-0000' is anytime to exit // === INPUT SHOW PLOTS === showDate = input(true, title = "Show Date Range") showTimeE = input(true, title = "Show Time Entry") showTimeX = input(true, title = "Show Time Exit") // === DATE & TIME RANGE FUNCTIONS === isDate() => // create function "within window of dates" start = timestamp(fromYear, fromMonth, fromDay, 00, 00) // date start finish = timestamp(thruYear, thruMonth, thruDay, 23, 59) // date finish isDate = time >= start and time <= finish // current date is "within window of dates" isTime(_position) => // create function "within window of time" isTime = time(timeframe.period, _position + ':1234567') // current time is "within window of time" // === LOGIC === enterLong = ta.crossover (ta.sma(close, fastMA), ta.sma(close, slowMA)) // enter when fastMA crosses over slowMA exitLong = ta.crossunder(ta.sma(close, fastMA), ta.sma(close, slowMA)) // exits when fastMA crosses under slowMA // === EXECUTION === strategy.entry("L", strategy.long, when = isDate() and isTime(entryTime) and enterLong) // enter "within window of dates and time" AND crossover strategy.close("L", when = isDate() and isTime(exitTime) and exitLong) // exits "within window of dates and time" AND crossunder // === PLOTTING === bgcolor(color = showDate and isDate() ? color.new(color.gray, 90) : color(na)) // plot "within window of dates" bgcolor(color = showTimeE and isDate() and isTime(entryTime) ? color.new(color.lime, 90) : color(na)) // plot "within window of entry time" bgcolor(color = showTimeX and isDate() and isTime(exitTime) ? color.new(color.purple, 90) : color(na)) // plot "within window of exit time" plot(ta.sma(close, fastMA), title = 'FastMA', color = color.new(color.yellow, 0), linewidth = 2, style = plot.style_line) // plot FastMA plot(ta.sma(close, slowMA), title = 'SlowMA', color = color.new(color.aqua, 0), linewidth = 2, style = plot.style_line) // plot SlowMA
RSI-VWAP
https://www.tradingview.com/script/4e8SSKeK/
UnknownUnicorn2151907
https://www.tradingview.com/u/UnknownUnicorn2151907/
872
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © Xaviz //#####©ÉÉÉɶN############################################### //####*..´´´´´´,,,»ëN######################################## //###ë..´´´´´´,,,,,,''%©##################################### //###'´´´´´´,,,,,,,'''''?¶################################### //##o´´´´´´,,,,,,,''''''''*©################################# //##'´´´´´,,,,,,,'''''''^^^~±################################ //#±´´´´´,,,,,,,''''''''^í/;~*©####æ%;í»~~~~;==I±N########### //#»´´´´,,,,,,'''''''''^;////;»¶X/í~~/~~~;=~~~~~~~~*¶######## //#'´´´,,,,,,''''''''^^;////;%I^~/~~/~~~=~~~;=?;~~~~;?ë###### //©´´,,,,,,,''''''''^^~/////X~/~~/~~/~~»í~~=~~~~~~~~~~^;É#### //¶´,,,,,,,''''''''^^^;///;%;~/~~;í~~»~í?~?~~~?I/~~~~?*=íÑ### //N,,,,,,,'''''''^^^^^///;;o/~~;;~~;£=»í»;IX/=~~~~~~^^^^'*æ## //#í,,,,,''''''''^^^^^;;;;;o~»~~~~íX//~/»~;í?IíI»~~^/*?'''=N# //#%,,,'''''''''^^^^^^í;;;;£;~~~//»I»/£X/X/»í*&~~~^^^^'^*~'É# //#©,,''''''''^^^^^^^^~;;;;&/~/////*X;í;o*í»~=*?*===^'''''*£# //##&''''''''^^^^^^^^^^~;;;;X=í~~~»;;;/~;í»~»±;^^^^^';=''''É# //##N^''''''^^^^^^^^^^~~~;;;;/£;~~/»~~»~~///o~~^^^^''''?^',æ# //###Ñ''''^^^^^^^^^^^~~~~~;;;;;í*X*í»;~~IX?~~^^^^/?'''''=,=## //####X'''^^^^^^^^^^~~~~~~~~;;íííííí~~í*=~~~~Ií^'''=''''^»©## //#####£^^^^^^^^^^^~~~~~~~~~~~íííííí~~~~~*~^^^;/''''='',,N### //######æ~^^^^^^^^~~~~~~~~~~~~~~íííí~~~~~^*^^^'=''''?',,§#### //########&^^^^^^~~~~~~~~~~~~~~~~~~~~~~~^^=^^''=''''?,íN##### //#########N?^^~~~~~~~~~~~~~~~~~~~~~~~~^^^=^''^?''';í@####### //###########N*~~~~~~~~~~~~~~~~~~~~~~~^^^*'''^='''/É######### //##############@;~~~~~~~~~~~~~~~~~~~^^~='''~?'';É########### //#################É=~~~~~~~~~~~~~~^^^*~'''*~?§############## //#####################N§£I/~~~~~~»*?~»o§æN################## //@version=4 strategy("RSI-VWAP #STRATEGY#", overlay=true, initial_capital = 1000, currency = "USD", pyramiding = 10, default_qty_type = strategy.cash, default_qty_value = 1000, commission_value = 0.04) //Uncomment for alerts //study("RSI-VWAP INDICATOR", overlay=true) // ================================================================================================================================================================================ // VARIABLES // ================================================================================================================================================================================ var bool long = na, var bool short = na var bool longCondition = na, var bool shortCondition = na var bool Xlong = na, var bool Xshort = na, var int CondIni_long = 0, var int CondIni_short = 0 var bool XlongCondition = na, var bool XshortCondition = na var float last_open_longCondition = na, var float last_open_shortCondition = na var int last_longCondition = 0, var int last_shortCondition = 0 var bool in_longCondition = na, var bool in_shortCondition = na var int last_long_sl = na, var int last_short_sl = na var bool CondIni_long_sl = 0, var bool CondIni_short_sl = 0 var int nLongs = na, var int nShorts = na, var int pyr = na var float sum_long = 0.0, var float sum_short = 0.0 var float Position_Price = 0.0, Position_Price := nz(Position_Price[1]) var bool Final_Long_sl = na, var bool Final_Short_sl = na, var bool Act_sl = na, var float sl = na var int last_long_tp = na, var int last_short_tp = na var bool CondIni_long_tp = 0, var bool CondIni_short_tp = 0 var float Quantity = na, var float Increase = na var float sum_qty_l = na, var float sum_qty_s = na // ================================================================================================================================================================================ // RSI VWAP INDICATOR // ================================================================================================================================================================================ // Initial inputs Long_only = input(true, "🐮 ACTIVATE BULLS") RSI_VWAP_length_long = input(17, "RSI-VWAP LENGTH", minval = 1, maxval = 99) RSI_VWAP_overSold_long = input(19, "OVERSOLD (LONG)", type=input.float, minval = 1, maxval = 99) RSI_VWAP_overBought_long = input(78, "OVERBOUGHT (XLONG)", type=input.float, minval = 1, maxval = 99) RSI_VWAP_overSold_long2 = input(38, "OVERSOLD 2 (LONG)", type=input.float, minval = 1, maxval = 99) Short_only = input(false, "🐻 ACTIVATE BEARS") RSI_VWAP_length_short = input(17, "RSI-VWAP LENGTH", minval = 1, maxval = 99) RSI_VWAP_overSold_short = input(19, "OVERSOLD (XSHORT)", type=input.float, minval = 1, maxval = 99) RSI_VWAP_overBought_short = input(80, "OVERBOUGHT (SHORT)", type=input.float, minval = 1, maxval = 99) RSI_VWAP_overBought_short2 = input(59, "OVERBOUGHT 2 (SHORT)", type=input.float, minval = 1, maxval = 99) // RSI with VWAP as source RSI_VWAP_long = rsi(vwap(close), RSI_VWAP_length_long) RSI_VWAP_short = rsi(vwap(close), RSI_VWAP_length_short) // ================================================================================================================================================================================ // STRATEGY // ================================================================================================================================================================================ // Long/Short conditions, next entry always at better price long := (((crossover(RSI_VWAP_long, RSI_VWAP_overSold_long2)) and nz(CondIni_long[1]) == -1) or (crossover(RSI_VWAP_long, RSI_VWAP_overSold_long))) and (nz(nLongs[1]) < pyr) and Long_only longCondition := in_longCondition and nLongs > 0 ? long and (close < fixnan(Position_Price[1])) : long short := (((crossunder(RSI_VWAP_short, RSI_VWAP_overBought_short2)) and nz(CondIni_short[1]) == -1) or (crossunder(RSI_VWAP_short, RSI_VWAP_overBought_short))) and (nz(nShorts[1]) < pyr) and Short_only shortCondition := in_shortCondition and nShorts > 0 ? short and (close > fixnan(Position_Price[1])) : short // Xlong/Xshort Conditions, closing with profit only? Xlong := (crossunder(RSI_VWAP_long, RSI_VWAP_overBought_long)) and Long_only and not Short_only Xshort := (crossover(RSI_VWAP_short, RSI_VWAP_overSold_short)) and Short_only and not Long_only CondIni_long := longCondition ? 1 : Xlong or shortCondition ? -1 : nz(CondIni_long[1]) CondIni_short := shortCondition ? 1 : Xshort or longCondition ? -1 : nz(CondIni_short[1]) XlongCondition := Xlong and nz(CondIni_long[1]) == 1 XshortCondition := Xshort and nz(CondIni_short[1]) == 1 // Get the price of the last opened long or short last_open_longCondition := longCondition ? close : nz(last_open_longCondition[1]) last_open_shortCondition := shortCondition ? close : nz(last_open_shortCondition[1]) // Get the bar time of the last opened long or short last_longCondition := longCondition ? time : nz(last_longCondition[1]) last_shortCondition := shortCondition ? time : nz(last_shortCondition[1]) // In long/short conditions in_longCondition := last_longCondition > last_shortCondition in_shortCondition := last_shortCondition > last_longCondition // ================================================================================================================================================================================ // PRICE AVERAGE / PYRAMIDING // ================================================================================================================================================================================ // Pyramiding pyr := input(10, "MAX. PYRAMIDING 🎢" , minval = 1, maxval = 10) // Counting long & short iterations nLongs := nz(nLongs[1]) nShorts := nz(nShorts[1]) // Longs Counter if longCondition or (Final_Long_sl and not Act_sl) nLongs := nLongs + 1 nShorts := 0 // Shorts Counter if shortCondition or (Final_Short_sl and not Act_sl) nLongs := 0 nShorts := nShorts + 1 // Quantity Factor QF_l = Quantity+(Increase*(nLongs-1)) QF_s = Quantity+(Increase*(nShorts-1)) // Price average of your position according to the quantities if longCondition sum_long := nz(last_open_longCondition)*QF_l + nz(sum_long[1]) sum_short := 0.0 sum_qty_l := QF_l + nz(sum_qty_l[1]) sum_qty_s := na if Final_Long_sl and not Act_sl sum_long := ((1-(sl/100))*last_open_longCondition)*QF_l + nz(sum_long[1]) sum_short := 0.0 sum_qty_l := QF_l + nz(sum_qty_l[1]) sum_qty_s := na if shortCondition sum_short := nz(last_open_shortCondition)*QF_s + nz(sum_short[1]) sum_long := 0.0 sum_qty_s := QF_s + nz(sum_qty_s[1]) sum_qty_l := na if Final_Short_sl and not Act_sl sum_long := 0.0 sum_short := ((1+(sl/100))*last_open_shortCondition)*QF_s + nz(sum_short[1]) sum_qty_s := QF_s + nz(sum_qty_s[1]) sum_qty_l := na // Calculating and Plotting the price average Position_Price := nz(Position_Price[1]) Position_Price := longCondition or (Final_Long_sl and not Act_sl) ? sum_long/(sum_qty_l) : shortCondition or (Final_Short_sl and not Act_sl) ? sum_short/(sum_qty_s) : na plot(Position_Price[1], title = "Average Price", color = in_longCondition ? color.blue : color.red, linewidth = 2, style = plot.style_cross, transp = 0) // ================================================================================================================================================================================ // STOP LOSS / RE-ENTRY // ================================================================================================================================================================================ // SL initial inputs Act_sl := input(false, "ACTIVATE SL / DEACTIVATE RE-ENTRY") sl := input(10, "STOP LOSS / RE-ENTRY %", type = input.float, minval = 0, step = 0.5) // Initial SL conditions long_sl = crossunder(low, (1-(sl/100))*last_open_longCondition) and in_longCondition and not longCondition short_sl = crossover(high, (1+(sl/100))*last_open_shortCondition) and in_shortCondition and not shortCondition // Get the time of the last sl last_long_sl := long_sl ? time : nz(last_long_sl[1]) last_short_sl := short_sl ? time : nz(last_short_sl[1]) // Sl counter CondIni_long_sl := long_sl or XlongCondition ? 1 : longCondition ? -1 : nz(CondIni_long_sl[1]) CondIni_short_sl := short_sl or XshortCondition ? 1 : shortCondition ? -1 : nz(CondIni_short_sl[1]) // Final SL conditions Final_Long_sl := long_sl and nz(CondIni_long_sl[1]) == -1 and in_longCondition and not longCondition Final_Short_sl := short_sl and nz(CondIni_short_sl[1]) == -1 and in_shortCondition and not shortCondition // ================================================================================================================================================================================ // TAKE PROFIT // ================================================================================================================================================================================ // Take Profit input Act_tp = input(false, "ACTIVATE TAKE PROFIT") tp = input(5.0, "TAKE PROFIT %", type = input.float, minval = 0, step = 0.5) qty_TP = input(50, "QUANTITY TO CLOSE TP %", minval = 0, maxval = 100) // Initial TP conditions long_tp = crossover(high, (1+(tp/100))*fixnan(Position_Price)) and in_longCondition and not longCondition and not Final_Long_sl and Act_tp short_tp = crossunder(low, (1-(tp/100))*fixnan(Position_Price)) and in_shortCondition and not shortCondition and not Final_Short_sl and Act_tp // Get the time of the last tp last_long_tp := long_tp ? time : nz(last_long_tp[1]) last_short_tp := short_tp ? time : nz(last_short_tp[1]) // Tp signal ordering CondIni_long_tp := (Final_Long_sl and Act_sl) or XlongCondition ? 1 : longCondition ? -1 : nz(CondIni_long_tp[1]) CondIni_short_tp := Final_Short_sl and Act_sl ? 1 : shortCondition ? -1 : nz(CondIni_short_tp[1]) // Final tp condition Final_Long_tp = long_tp and last_longCondition > nz(last_long_tp[1]) and nz(CondIni_long_tp[1]) == -1 Final_Short_tp = short_tp and last_shortCondition > nz(last_short_tp[1]) and nz(CondIni_short_tp[1]) == -1 if Final_Long_tp or (Final_Long_sl and Act_sl) or XlongCondition sum_long := 0.0 nLongs := na CondIni_long_sl := 1 sum_qty_l := na if Final_Short_tp or (Final_Short_sl and Act_sl) or XshortCondition sum_short := 0.0 nShorts := na CondIni_short_sl := 1 sum_qty_s := na // ================================================================================================================================================================================ // SIGNALS // ================================================================================================================================================================================ // Longs //label.new( // x = longCondition[1] ? time : na, // y = na, // text = 'LONG '+tostring(nLongs), // color = color.blue, // textcolor = color.black, // style = label.style_labelup, // xloc = xloc.bar_time, // yloc = yloc.belowbar, // size = size.tiny // ) // Shorts //label.new( // x = shortCondition[1] ? time : na, // y = na, // text = 'SHORT '+tostring(nShorts), // color = color.red, // textcolor = color.black, // style = label.style_labeldown, // xloc = xloc.bar_time, // yloc = yloc.abovebar, // size = size.tiny // ) // XLongs //label.new( // x = XlongCondition[1] ? time : na, // y = na, // text = 'XLONG', // color = color.yellow, // textcolor = color.black, // style = label.style_labeldown, // xloc = xloc.bar_time, // yloc = yloc.abovebar, // size = size.tiny // ) // XShorts //label.new( // x = XshortCondition[1] ? time : na, // y = na, // text = 'XSHORT', // color = color.yellow, // textcolor = color.black, // style = label.style_labelup, // xloc = xloc.bar_time, // yloc = yloc.belowbar, // size = size.tiny // ) // Tp on longs //label.new( // x = Final_Long_tp ? time : na, // y = na, // text = 'TP '+tostring(tp)+'%', // color = color.orange, // textcolor = color.black, // style = label.style_labeldown, // xloc = xloc.bar_time, // yloc = yloc.abovebar, // size = size.tiny // ) //ltp = iff(Final_Long_tp, (fixnan(Position_Price)*(1+(tp/100))), na), plot(ltp, style=plot.style_cross, linewidth=3, color = color.white, editable = false) // Tp on shorts //label.new( // x = Final_Short_tp ? time : na, // y = na, // text = 'TP '+tostring(tp)+'%', // color = color.orange, // textcolor = color.black, // style = label.style_labelup, // xloc = xloc.bar_time, // yloc = yloc.belowbar, // size = size.tiny // ) //stp = iff(Final_Short_tp, (fixnan(Position_Price)*(1-(tp/100))), na), plot(stp, style=plot.style_cross, linewidth=3, color = color.white, editable = false) // Sl on Longs //label.new( // x = Final_Long_sl ? time : na, // y = na, // text = Act_sl ? ('SL '+tostring(sl)+'%') : ('RE '+tostring(sl)+'%'), // color = color.green, // textcolor = color.black, // style = label.style_labelup, // xloc = xloc.bar_time, // yloc = yloc.belowbar, // size = size.tiny // ) // Sl on Longs dot //lsl = iff(Final_Long_sl, (last_open_longCondition*(1-(sl/100))), na), plot(lsl, style=plot.style_cross, linewidth=3, color = color.white, editable = false) // Sl on Shorts //label.new( // x = Final_Short_sl ? time : na, // y = na, // text = Act_sl ? ('SL '+tostring(sl)+'%') : ('RE '+tostring(sl)+'%'), // color = color.maroon, // textcolor = color.black, // style = label.style_labeldown, // xloc = xloc.bar_time, // yloc = yloc.abovebar, // size = size.tiny // ) // Sl on Shorts dot //ssl = iff(Final_Short_sl, (last_open_shortCondition*(1+(sl/100))), na), plot(ssl, style=plot.style_cross, linewidth=3, color = color.white, editable = false) // ================================================================================================================================================================================ // BACKTEST // ================================================================================================================================================================================ // Backtest inputs Act_BT = input(true, "BACKTEST 💹") contracts_or_cash = input("CASH", "CONTRACTS ₿ / CASH $", options = ["CONTRACTS","CASH"]) cc_factor = (contracts_or_cash == "CASH") ? close : 1 Quantity := input(1000, "$ QUANTITY 1ST ENTRY", minval = 0)/cc_factor Increase := input(500, "$ INCREASE NEXT ENTRY", minval = 0)/cc_factor // Backtest Period inputs testStartYear = input(2019, "BACKTEST START YEAR ⏲️", minval = 1980, maxval = 2222) testStartMonth = input(01, "BACKTEST START MONTH", minval = 1, maxval = 12) testStartDay = input(01, "BACKTEST START DAY", minval = 1, maxval = 31) testPeriodStart = timestamp(testStartYear,testStartMonth,testStartDay,0,0) testStopYear = input(2222, "BACKTEST STOP YEAR", minval=1980, maxval = 2222) testStopMonth = input(12, "BACKTEST STOP MONTH", minval=1, maxval=12) testStopDay = input(31, "BACKTEST STOP DAY", minval=1, maxval=31) testPeriodStop = timestamp(testStopYear, testStopMonth, testStopDay, 0, 0) // Backtest Condition testPeriod = time >= testPeriodStart and time <= testPeriodStop ? true : false // Backtest entries if (Act_BT and testPeriod) strategy.entry("Long", strategy.long, qty = QF_l, when = longCondition or (Final_Long_sl and not Act_sl)) strategy.close("Long", when = XlongCondition) strategy.entry("Short", strategy.short, qty = QF_s, when = shortCondition or (Final_Short_sl and not Act_sl)) strategy.close("Short", when = XshortCondition) strategy.exit("TPl", "Long", qty_percent = qty_TP, limit = Act_tp ? (fixnan(Position_Price)*(1+(tp/100))) : na) strategy.close("Long", when = Act_sl and Final_Long_sl) strategy.exit("TPs", "Short", qty_percent = qty_TP, limit = Act_tp ? (fixnan(Position_Price)*(1-(tp/100))) : na) strategy.close("Short", when = Act_sl and Final_Short_sl) // ================================================================================================================================================================================ // ALERTS // ================================================================================================================================================================================ // LONGS alertcondition((longCondition[1] or (Final_Long_sl and not Act_sl)), title="All Longs Alert", message = "LONG") //alertcondition((longCondition[1] or (Final_Long_sl and not Act_sl)) and nLongs == 1, title="Long 1 Alert", // message = "LONG1") //alertcondition((longCondition[1] or (Final_Long_sl and not Act_sl)) and nLongs == 2, title="Long 2 Alert", // message = "LONG2") //alertcondition((longCondition[1] or (Final_Long_sl and not Act_sl)) and nLongs == 3, title="Long 3 Alert", // message = "LONG3") //alertcondition((longCondition[1] or (Final_Long_sl and not Act_sl)) and nLongs == 4, title="Long 4 Alert", // message = "LONG4") //alertcondition((longCondition[1] or (Final_Long_sl and not Act_sl)) and nLongs == 5, title="Long 5 Alert", // message = "LONG5") //alertcondition((longCondition[1] or (Final_Long_sl and not Act_sl)) and nLongs == 6, title="Long 1 Alert", // message = "LONG6") //alertcondition((longCondition[1] or (Final_Long_sl and not Act_sl)) and nLongs == 7, title="Long 1 Alert", // message = "LONG7") //alertcondition((longCondition[1] or (Final_Long_sl and not Act_sl)) and nLongs == 8, title="Long 1 Alert", // message = "LONG8") //alertcondition((longCondition[1] or (Final_Long_sl and not Act_sl)) and nLongs == 9, title="Long 1 Alert", // message = "LONG9") //alertcondition((longCondition[1] or (Final_Long_sl and not Act_sl)) and nLongs == 10, title="Long 1 Alert", // message = "LONG10") alertcondition(Final_Long_tp, title="TPL Alert", message = "TPL") alertcondition(XlongCondition[1] or (Final_Long_sl and Act_sl), title="Close Long / SL Alert", message = "XL/SLL") // SHORTS alertcondition((shortCondition[1] or (Final_Short_sl and not Act_sl)), title="All Shorts Alert", message = "SHORT") //alertcondition((shortCondition[1] or (Final_Short_sl and not Act_sl)) and nShorts == 1, title="Short 1 Alert", // message = "SHORT1") //alertcondition((shortCondition[1] or (Final_Short_sl and not Act_sl)) and nShorts == 2, title="Short 2 Alert", // message = "SHORT2") //alertcondition((shortCondition[1] or (Final_Short_sl and not Act_sl)) and nShorts == 3, title="Short 3 Alert", // message = "SHORT3") //alertcondition((shortCondition[1] or (Final_Short_sl and not Act_sl)) and nShorts == 4, title="Short 4 Alert", // message = "SHORT4") //alertcondition((shortCondition[1] or (Final_Short_sl and not Act_sl)) and nShorts == 5, title="Short 5 Alert", // message = "SHORT5") //alertcondition((shortCondition[1] or (Final_Short_sl and not Act_sl)) and nShorts == 6, title="Short 6 Alert", // message = "SHORT6") //alertcondition((shortCondition[1] or (Final_Short_sl and not Act_sl)) and nShorts == 7, title="Short 7 Alert", // message = "SHORT7") //alertcondition((shortCondition[1] or (Final_Short_sl and not Act_sl)) and nShorts == 8, title="Short 8 Alert", // message = "SHORT8") //alertcondition((shortCondition[1] or (Final_Short_sl and not Act_sl)) and nShorts == 9, title="Short 9 Alert", // message = "SHORT9") //alertcondition((shortCondition[1] or (Final_Short_sl and not Act_sl)) and nShorts == 10, title="Short 10 Alert", // message = "SHORT10") alertcondition(Final_Short_tp, title="TPS/SLS Alert", message = "TPS") alertcondition(XshortCondition[1] or (Final_Short_sl and Act_sl), title="Close Long / SL Alert", message = "XS/SLS") // by Xaviz
Volatility Traders Minds Strategy (VTM Strategy)
https://www.tradingview.com/script/nDPVOul3-Volatility-Traders-Minds-Strategy-VTM-Strategy/
03.freeman
https://www.tradingview.com/u/03.freeman/
272
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © 03.freeman //Volatility Traders Minds Strategy (VTM Strategy) //I found this startegy on internet, with a video explaingin how it works. //Conditions for entry: //1 - Candles must to be above or bellow the 48 MA (Yellow line) //2 - Candles must to break the middle of bollinger bands //3 - Macd must to be above or bellow zero level; //4 - ADX must to be above 25 level //@version=4 strategy("Volatility Traders Minds Strategy (VTM Strategy)", shorttitle="VTM",overlay=true) source = input(close) //MA ma48 = sma(source,48) //MACD fastLength = input(12) slowlength = input(26) MACDLength = input(9) MACD = ema(source, fastLength) - ema(source, slowlength) aMACD = ema(MACD, MACDLength) delta = MACD - aMACD //BB length = input(20, minval=1) mult = input(2.0, minval=0.001, maxval=50) basis = sma(source, length) dev = mult * stdev(source, length) upper = basis + dev lower = basis - dev //ADX adxThreshold = input(title="ADX Threshold", type=input.integer, defval=25, minval=1) adxlen = input(14, title="ADX Smoothing") dilen = input(14, title="DI Length") dirmov(len) => up = change(high) down = -change(low) plusDM = na(up) ? na : (up > down and up > 0 ? up : 0) minusDM = na(down) ? na : (down > up and down > 0 ? down : 0) truerange = rma(tr, len) plus = fixnan(100 * rma(plusDM, len) / truerange) minus = fixnan(100 * rma(minusDM, len) / truerange) [plus, minus] adx(dilen, adxlen) => [plus, minus] = dirmov(dilen) sum = plus + minus adx = 100 * rma(abs(plus - minus) / (sum == 0 ? 1 : sum), adxlen) sig = adx(dilen, adxlen) // Strategy: (Thanks to JayRogers) // === STRATEGY RELATED INPUTS === //tradeInvert = input(defval = false, title = "Invert Trade Direction?") // the risk management inputs inpTakeProfit = input(defval = 0, title = "Take Profit Points", minval = 0) inpStopLoss = input(defval = 0, title = "Stop Loss Points", minval = 0) inpTrailStop = input(defval = 0, title = "Trailing Stop Loss Points", minval = 0) inpTrailOffset = input(defval = 0, title = "Trailing Stop Loss Offset Points", minval = 0) // === RISK MANAGEMENT VALUE PREP === // if an input is less than 1, assuming not wanted so we assign 'na' value to disable it. useTakeProfit = inpTakeProfit >= 1 ? inpTakeProfit : na useStopLoss = inpStopLoss >= 1 ? inpStopLoss : na useTrailStop = inpTrailStop >= 1 ? inpTrailStop : na useTrailOffset = inpTrailOffset >= 1 ? inpTrailOffset : na // === STRATEGY - LONG POSITION EXECUTION === enterLong() => close>ma48 and close>basis and delta>0 and sig>adxThreshold // functions can be used to wrap up and work out complex conditions //exitLong() => jaw>teeth or jaw>lips or teeth>lips strategy.entry(id = "Buy", long = true, when = enterLong() ) // use function or simple condition to decide when to get in //strategy.close(id = "Buy", when = exitLong() ) // ...and when to get out // === STRATEGY - SHORT POSITION EXECUTION === enterShort() => close<ma48 and close<basis and delta<0 and sig>adxThreshold //exitShort() => jaw<teeth or jaw<lips or teeth<lips strategy.entry(id = "Sell", long = false, when = enterShort()) //strategy.close(id = "Sell", when = exitShort() ) // === STRATEGY RISK MANAGEMENT EXECUTION === // finally, make use of all the earlier values we got prepped strategy.exit("Exit Buy", from_entry = "Buy", profit = useTakeProfit, loss = useStopLoss, trail_points = useTrailStop, trail_offset = useTrailOffset) strategy.exit("Exit Sell", from_entry = "Sell", profit = useTakeProfit, loss = useStopLoss, trail_points = useTrailStop, trail_offset = useTrailOffset) // === Backtesting Dates === thanks to Trost testPeriodSwitch = input(false, "Custom Backtesting Dates") testStartYear = input(2020, "Backtest Start Year") testStartMonth = input(1, "Backtest Start Month") testStartDay = input(1, "Backtest Start Day") testStartHour = input(0, "Backtest Start Hour") testPeriodStart = timestamp(testStartYear,testStartMonth,testStartDay,testStartHour,0) testStopYear = input(2020, "Backtest Stop Year") testStopMonth = input(12, "Backtest Stop Month") testStopDay = input(31, "Backtest Stop Day") testStopHour = input(23, "Backtest Stop Hour") testPeriodStop = timestamp(testStopYear,testStopMonth,testStopDay,testStopHour,0) testPeriod() => time >= testPeriodStart and time <= testPeriodStop ? true : false isPeriod = testPeriodSwitch == true ? testPeriod() : true // === /END if not isPeriod strategy.cancel_all() strategy.close_all()
Scalping with Bill Williams Alligator
https://www.tradingview.com/script/b2ShO5Fv-Scalping-with-Bill-Williams-Alligator/
03.freeman
https://www.tradingview.com/u/03.freeman/
1,676
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © 03.freeman //Scalping strategy based on Bill Williams Alligator technique but applied to heikin ashi candles //This strategy has to be applied to standard candles and low time frames (1min to 5min) //@version=4 strategy("Bill Williams Alligator improved", shorttitle="Scalping alligator",overlay=true) //source = input(close) useHA = input (true,"Use heikin ashi candle?") // ----------MA calculation - ChartArt------------- smoothinput = input(1, minval=1, maxval=5, title='Moving Average Calculation: (1=SMA), (2=EMA), (3=WMA), (4=Linear), (5=VWMA)') calc_ma(src,l) => smoothinput == 1 ? sma(src, l):smoothinput == 2 ? ema(src, l):smoothinput == 3 ? wma(src, l):smoothinput == 4 ? linreg(src, l,0):smoothinput == 5 ? vwma(src,l):na //---------------------------------------------- heikinashi_close = security(heikinashi(syminfo.tickerid), timeframe.period, close) heikinashi_open = security(heikinashi(syminfo.tickerid), timeframe.period, open) heikinashi_hl2 = security(heikinashi(syminfo.tickerid), timeframe.period, hl2) direzione=heikinashi_close>heikinashi_open and heikinashi_close[1]>heikinashi_open[1]? 1 : heikinashi_close<heikinashi_open and heikinashi_close[1]<heikinashi_open[1]? -1 : 0 jawLength = input(13, minval=1, title="Jaw Length") teethLength = input(8, minval=1, title="Teeth Length") lipsLength = input(5, minval=1, title="Lips Length") jawOffset = input(8, title="Jaw Offset") teethOffset = input(5, title="Teeth Offset") lipsOffset = input(3, title="Lips Offset") jaw = calc_ma(heikinashi_hl2, jawLength) teeth = calc_ma(heikinashi_hl2, teethLength) lips = calc_ma(heikinashi_hl2, lipsLength) plot(jaw, title="jaw",offset = jawOffset, color=#3BB3E4) plot(teeth, title="teeth",offset = teethOffset, color=#FF006E) plot(lips, title="lips",offset = lipsOffset, color=#36C711) longCondition = direzione[0]==1 and jaw<teeth and jaw<lips and teeth<lips shortCondition = direzione[0]==-1 and jaw>teeth and jaw>lips and teeth>lips // Strategy: (Thanks to JayRogers) // === STRATEGY RELATED INPUTS === //tradeInvert = input(defval = false, title = "Invert Trade Direction?") // the risk management inputs inpTakeProfit = input(defval = 0, title = "Take Profit Points", minval = 0) inpStopLoss = input(defval = 0, title = "Stop Loss Points", minval = 0) inpTrailStop = input(defval = 0, title = "Trailing Stop Loss Points", minval = 0) inpTrailOffset = input(defval = 0, title = "Trailing Stop Loss Offset Points", minval = 0) // === RISK MANAGEMENT VALUE PREP === // if an input is less than 1, assuming not wanted so we assign 'na' value to disable it. useTakeProfit = inpTakeProfit >= 1 ? inpTakeProfit : na useStopLoss = inpStopLoss >= 1 ? inpStopLoss : na useTrailStop = inpTrailStop >= 1 ? inpTrailStop : na useTrailOffset = inpTrailOffset >= 1 ? inpTrailOffset : na // === STRATEGY - LONG POSITION EXECUTION === enterLong() => direzione[0]==1 and jaw<teeth and jaw<lips and teeth<lips // functions can be used to wrap up and work out complex conditions exitLong() => jaw>teeth or jaw>lips or teeth>lips strategy.entry(id = "Buy", long = true, when = enterLong() ) // use function or simple condition to decide when to get in strategy.close(id = "Buy", when = exitLong() ) // ...and when to get out // === STRATEGY - SHORT POSITION EXECUTION === enterShort() => direzione[0]==-1 and jaw>teeth and jaw>lips and teeth>lips exitShort() => jaw<teeth or jaw<lips or teeth<lips strategy.entry(id = "Sell", long = false, when = enterShort()) strategy.close(id = "Sell", when = exitShort() ) // === STRATEGY RISK MANAGEMENT EXECUTION === // finally, make use of all the earlier values we got prepped strategy.exit("Exit Buy", from_entry = "Buy", profit = useTakeProfit, loss = useStopLoss, trail_points = useTrailStop, trail_offset = useTrailOffset) strategy.exit("Exit Sell", from_entry = "Sell", profit = useTakeProfit, loss = useStopLoss, trail_points = useTrailStop, trail_offset = useTrailOffset) // === Backtesting Dates === thanks to Trost testPeriodSwitch = input(false, "Custom Backtesting Dates") testStartYear = input(2020, "Backtest Start Year") testStartMonth = input(1, "Backtest Start Month") testStartDay = input(1, "Backtest Start Day") testStartHour = input(0, "Backtest Start Hour") testPeriodStart = timestamp(testStartYear,testStartMonth,testStartDay,testStartHour,0) testStopYear = input(2020, "Backtest Stop Year") testStopMonth = input(12, "Backtest Stop Month") testStopDay = input(31, "Backtest Stop Day") testStopHour = input(23, "Backtest Stop Hour") testPeriodStop = timestamp(testStopYear,testStopMonth,testStopDay,testStopHour,0) testPeriod() => time >= testPeriodStart and time <= testPeriodStop ? true : false isPeriod = testPeriodSwitch == true ? testPeriod() : true // === /END if not isPeriod strategy.cancel_all() strategy.close_all()
RSI-VWAP INDICATOR
https://www.tradingview.com/script/ia49d7a0/
UnknownUnicorn2151907
https://www.tradingview.com/u/UnknownUnicorn2151907/
3,550
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © Xaviz //#####©ÉÉÉɶN############################################### //####*..´´´´´´,,,»ëN######################################## //###ë..´´´´´´,,,,,,''%©##################################### //###'´´´´´´,,,,,,,'''''?¶################################### //##o´´´´´´,,,,,,,''''''''*©################################# //##'´´´´´,,,,,,,'''''''^^^~±################################ //#±´´´´´,,,,,,,''''''''^í/;~*©####æ%;í»~~~~;==I±N########### //#»´´´´,,,,,,'''''''''^;////;»¶X/í~~/~~~;=~~~~~~~~*¶######## //#'´´´,,,,,,''''''''^^;////;%I^~/~~/~~~=~~~;=?;~~~~;?ë###### //©´´,,,,,,,''''''''^^~/////X~/~~/~~/~~»í~~=~~~~~~~~~~^;É#### //¶´,,,,,,,''''''''^^^;///;%;~/~~;í~~»~í?~?~~~?I/~~~~?*=íÑ### //N,,,,,,,'''''''^^^^^///;;o/~~;;~~;£=»í»;IX/=~~~~~~^^^^'*æ## //#í,,,,,''''''''^^^^^;;;;;o~»~~~~íX//~/»~;í?IíI»~~^/*?'''=N# //#%,,,'''''''''^^^^^^í;;;;£;~~~//»I»/£X/X/»í*&~~~^^^^'^*~'É# //#©,,''''''''^^^^^^^^~;;;;&/~/////*X;í;o*í»~=*?*===^'''''*£# //##&''''''''^^^^^^^^^^~;;;;X=í~~~»;;;/~;í»~»±;^^^^^';=''''É# //##N^''''''^^^^^^^^^^~~~;;;;/£;~~/»~~»~~///o~~^^^^''''?^',æ# //###Ñ''''^^^^^^^^^^^~~~~~;;;;;í*X*í»;~~IX?~~^^^^/?'''''=,=## //####X'''^^^^^^^^^^~~~~~~~~;;íííííí~~í*=~~~~Ií^'''=''''^»©## //#####£^^^^^^^^^^^~~~~~~~~~~~íííííí~~~~~*~^^^;/''''='',,N### //######æ~^^^^^^^^~~~~~~~~~~~~~~íííí~~~~~^*^^^'=''''?',,§#### //########&^^^^^^~~~~~~~~~~~~~~~~~~~~~~~^^=^^''=''''?,íN##### //#########N?^^~~~~~~~~~~~~~~~~~~~~~~~~^^^=^''^?''';í@####### //###########N*~~~~~~~~~~~~~~~~~~~~~~~^^^*'''^='''/É######### //##############@;~~~~~~~~~~~~~~~~~~~^^~='''~?'';É########### //#################É=~~~~~~~~~~~~~~^^^*~'''*~?§############## //#####################N§£I/~~~~~~»*?~»o§æN################## //@version=4 strategy("RSI-VWAP INDICATOR", overlay=false, initial_capital = 1000, currency = "USD", pyramiding = 5, default_qty_type = strategy.cash, default_qty_value = 1000, commission_value = 0.04) // ================================================================================================================================================================================ // RSI VWAP INDICATOR // ================================================================================================================================================================================ // Initial inputs Act_RSI_VWAP = input(true, "RSI VOLUME WEIGHTED AVERAGE PRICE") RSI_VWAP_length = input(17, "RSI-VWAP LENGTH") RSI_VWAP_overSold = input(19, "RSI-VWAP OVERSOLD", type=input.float) RSI_VWAP_overBought = input(80, "RSI-VWAP OVERBOUGHT", type=input.float) // RSI with VWAP as source RSI_VWAP = rsi(vwap(close), RSI_VWAP_length) // Plotting, overlay=false r=plot(RSI_VWAP, color = RSI_VWAP > RSI_VWAP_overBought ? color.red : RSI_VWAP < RSI_VWAP_overSold ? color.lime : color.blue, title="rsi", linewidth=2, style=plot.style_line) h1=plot(RSI_VWAP_overBought, color = color.gray, style=plot.style_stepline) h2=plot(RSI_VWAP_overSold, color = color.gray, style=plot.style_stepline) fill(r,h1, color = RSI_VWAP > RSI_VWAP_overBought ? color.red : na, transp = 60) fill(r,h2, color = RSI_VWAP < RSI_VWAP_overSold ? color.lime : na, transp = 60) // Long only Backtest strategy.entry("Long", strategy.long, when = (crossover(RSI_VWAP, RSI_VWAP_overSold))) strategy.close("Long", when = (crossunder(RSI_VWAP, RSI_VWAP_overBought)))
Coinbook Statergy by shakir
https://www.tradingview.com/script/qP8fW2YG-Coinbook-Statergy-by-shakir/
ayahanisha4
https://www.tradingview.com/u/ayahanisha4/
9
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © ayahanisha4 //@version=4 strategy("Coinbook", overlay=true, initial_capital=1000, pyramiding=1, default_qty_type=strategy.cash, default_qty_value=1000) selltrigger = 0 selltrigger := nz(selltrigger[1]) if close[1] < sma(close[1], 50) and sma(close[1], 50) < sma(close[1], 100) and sma(close[1], 100) < sma(close[1], 200) and (close >= sma(close, 50) or sma(close, 50) >= sma(close, 100) or sma(close, 100) >= sma(close, 200)) strategy.entry("Buy", strategy.long) if close > sma(close, 50) and sma(close, 50) > sma(close, 100) and sma(close, 100) > sma(close, 200) and close[1] > sma(close[1], 50) and sma(close[1], 50) > sma(close[1], 100) and sma(close[1], 100) > sma(close[1], 200) and strategy.position_size > 0 selltrigger := 1 if close < sma(close, 50) and selltrigger == 1 strategy.close("Buy") selltrigger := 0
WMX Williams Fractals strategy V4
https://www.tradingview.com/script/s1UnbQTF-WMX-Williams-Fractals-strategy-V4/
WMX_Q_System_Trading
https://www.tradingview.com/u/WMX_Q_System_Trading/
421
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © WMX_Q_System_Trading //@version=4 SystemName="WMX Williams Fractals strategy V4" InitCapital = 1000000 InitPosition = 100 InitCommission = 0.075 InitPyramidMax = 10 strategy(title=SystemName, shorttitle=SystemName, overlay=true, initial_capital=InitCapital, default_qty_type=strategy.percent_of_equity, default_qty_value=InitPosition, commission_type=strategy.commission.percent, commission_value=InitCommission) //study("WMX Williams Fractals", shorttitle="WMX Fractals", format=format.price, precision=0, overlay=true) // Define "n" as the number of periods and keep a minimum value of 2 for error handling. n = input(title="Periods", defval=2, minval=2, type=input.integer) nn=barstate.isrealtime?1:0 h=close[nn] l=close[nn] factorh(High)=> upFractal = ( (High[n+2] < High[n]) and (High[n+1] < High[n]) and (High[n-1] < High[n]) and (High[n-2] < High[n])) or ( (High[n+3] < High[n]) and (High[n+2] < High[n]) and (High[n+1] == High[n]) and (High[n-1] < High[n]) and (High[n-2] < High[n])) or ( (High[n+4] < High[n]) and (High[n+3] < High[n]) and (High[n+2] == High[n]) and (High[n+1] <= High[n]) and (High[n-1] < High[n]) and (High[n-2] < High[n])) or ( (High[n+5] < High[n]) and (High[n+4] < High[n]) and (High[n+3] == High[n]) and (High[n+2] == High[n]) and (High[n+1] <= High[n]) and (High[n-1] < High[n]) and (High[n-2] < High[n])) or ((High[n+6] < High[n]) and (High[n+5] < High[n]) and (High[n+4] == High[n]) and (High[n+3] <= High[n]) and (High[n+2] == High[n]) and (High[n+1] <= High[n]) and (High[n-1] < High[n]) and (High[n-2] < High[n])) upFractal upFractal=factorh(h) factorl(Low)=> dnFractal = ( (Low[n+2] > Low[n]) and (Low[n+1] > Low[n]) and (Low[n-1] > Low[n]) and (Low[n-2] > Low[n])) or ( (Low[n+3] > Low[n]) and (Low[n+2] > Low[n]) and (Low[n+1] == Low[n]) and (Low[n-1] > Low[n]) and (Low[n-2] > Low[n])) or ( (Low[n+4] > Low[n]) and (Low[n+3] > Low[n]) and (Low[n+2] == Low[n]) and (Low[n+1] >= Low[n]) and (Low[n-1] > Low[n]) and (Low[n-2] > Low[n])) or ( (Low[n+5] > Low[n]) and (Low[n+4] > Low[n]) and (Low[n+3] == Low[n]) and (Low[n+2] == Low[n]) and (Low[n+1] >= Low[n]) and (Low[n-1] > Low[n]) and (Low[n-2] > Low[n])) or ((Low[n+6] > Low[n]) and (Low[n+5] > Low[n]) and (Low[n+4] == Low[n]) and (Low[n+3] >= Low[n]) and (Low[n+2] == Low[n]) and (Low[n+1] >= Low[n]) and (Low[n-1] > Low[n]) and (Low[n-2] > Low[n])) dnFractal=factorl(l) U=valuewhen(upFractal[0]!= upFractal[1],l[0],3) L=valuewhen(dnFractal[0]!=dnFractal[1],h[0],3) plot(U) plot(L) longcon=crossover(close ,L) and close>open shortcon=crossunder(close ,U) and close<open if longcon strategy.entry("Long", strategy.long, when = strategy.position_size <= 0 ) if shortcon strategy.entry("Short", strategy.short, when = strategy.position_size >= 0 )
Coinbook Statergy By Shakir
https://www.tradingview.com/script/D98tnPdl-Coinbook-Statergy-By-Shakir/
ayahanisha4
https://www.tradingview.com/u/ayahanisha4/
12
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © ayahanisha4 //@version=4 strategy("Coinbook", overlay=true, initial_capital=1000, pyramiding=1, default_qty_type=strategy.cash, default_qty_value=1000) selltrigger = 0 selltrigger := nz(selltrigger[1]) if close[1] < sma(close[1], 50) and sma(close[1], 50) < sma(close[1], 100) and sma(close[1], 100) < sma(close[1], 200) and (close >= sma(close, 50) or sma(close, 50) >= sma(close, 100) or sma(close, 100) >= sma(close, 200)) strategy.entry("Buy", strategy.long) if close > sma(close, 50) and sma(close, 50) > sma(close, 100) and sma(close, 100) > sma(close, 200) and close[1] > sma(close[1], 50) and sma(close[1], 50) > sma(close[1], 100) and sma(close[1], 100) > sma(close[1], 200) and strategy.position_size > 0 selltrigger := 1 if close < sma(close, 50) and selltrigger == 1 strategy.close("Buy") selltrigger := 0
Estamina Trend Strategy By KrisWaters
https://www.tradingview.com/script/ApSMHuLH-Estamina-Trend-Strategy-By-KrisWaters/
kriswaters
https://www.tradingview.com/u/kriswaters/
109
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © kriswaters //@version=4 strategy("Estamina Trend Strategy By KrisWaters",overlay=true,precision=8,pyramiding=0,default_qty_type=strategy.percent_of_equity,default_qty_value=100,currency='USD',commission_type= strategy.commission.percent,commission_value=0.075,initial_capital=1000) fastMaPeriod = input(4,title="fastMaPeriod") smoothedMaPeriod = input(8,title="smoothedMaPeriod") slowMaPeriod = input(15,title="slowMaPeriod") fastMaValue = sma(close,fastMaPeriod) smoothedMaValue = 0.0 smoothedMaValue := na(smoothedMaValue[1]) ? sma(close, smoothedMaPeriod) : (smoothedMaValue[1] * (smoothedMaPeriod - 1) + close) / smoothedMaPeriod slowMaValue = sma(close,slowMaPeriod) plot(fastMaValue,title="Fast MA Value",color=color.purple,linewidth=3) plot(smoothedMaValue,title="Smoothed MA Value",color=color.orange,linewidth=3) plot(slowMaValue,title="Slow MA Value",color=color.green,linewidth=3) if fastMaValue > smoothedMaValue and fastMaValue > slowMaValue strategy.entry("long",strategy.long) if crossunder(fastMaValue,smoothedMaValue) or crossunder(fastMaValue,slowMaValue) strategy.close("long")
Wick Reversal Signal
https://www.tradingview.com/script/Gw34kOrf-Wick-Reversal-Signal/
adiwajshing
https://www.tradingview.com/u/adiwajshing/
67
strategy
4
MPL-2.0
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © adiwajshing //@version=4 strategy("Wick Reversal Signal", overlay=true) wickMultiplier = input(3.25) bodyPercentage = input(0.35) barsBack = input(50) bodyMultiplier = input(1.1) myCandleSize = high-low averageCandleSize = rma(myCandleSize, barsBack) longSignal = close > open and open-low >= (close-open)*wickMultiplier and high-close <= (high-low)*bodyPercentage and high-low >= averageCandleSize*bodyMultiplier longSignal := longSignal or (close < open and close-low >= (open-close)*wickMultiplier and high-close <= (high-low)*bodyPercentage and high-low >= averageCandleSize*bodyMultiplier) longSignal := longSignal or (abs(close-open) < 0.01 and close != high and high-low >= (high-close)*wickMultiplier and high-close <= (high-low)*bodyPercentage and high-low >= averageCandleSize*bodyMultiplier) shortSignal = close < open and high-open >= (open-close)*wickMultiplier and close-low <= (high-low)*bodyPercentage and high-low >= averageCandleSize*bodyMultiplier shortSignal := shortSignal or (close > open and high-close >= (close-open)*wickMultiplier and close-low <= (high-low)*bodyPercentage and high-low >= averageCandleSize*bodyMultiplier) shortSignal := shortSignal or (abs(close-open) < 0.01 and close != low and high-low >= (close-low)*wickMultiplier and close-low <= (high-low)*bodyPercentage and high-low >= averageCandleSize*bodyMultiplier) plotshape(longSignal, style=shape.triangleup, size=size.normal) plotshape(shortSignal, style=shape.triangledown, size=size.normal) strategy.entry("LONG", strategy.long, when=longSignal) strategy.entry("SHORT", strategy.short, when=shortSignal)