Datasets:

mrmegatelo

/

PineScripts-Permissive

like 3

T3+SMA

https://www.tradingview.com/script/jRdVqF5E-T3-SMA/

03.freeman

https://www.tradingview.com/u/03.freeman/

strategy

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 //This strategy is based only on T3 moving average, but uses sma 200 as filter for enter long or short. //The default settings considers a daily timeframe. //The tsrategy is very simple: long if T3 increase, short if T3 decrease. //Note that if you set volume factor to 0 you will have an exponential moving average, while if you set to 1 you'll get a DEMA. //@version=4 strategy("T3+SMA", overlay=true) //INPUTS smaLength=input(200,"SMA period") T3Length=input(7,"T3 Moving average period") source=input(close,"Source") smaFilter=input(true,"Use sma only as filter?") vFactor = input(0.7,"T3 volume factor (between 0-1)",minval=0, maxval=1) exitT3 = input(true,"Use T3 for exit signal") t3_funct(src, length) => ema(src, length) * (1+vFactor) - ema(ema(src, length), length) * vFactor t3 = t3_funct(t3_funct(t3_funct(source, T3Length), T3Length), T3Length) plot(sma(close, smaLength),"SMA",color.orange) plot(t3,"T3",t3 > t3[1] ? color.green : color.red) longCondition = smaFilter?(t3 > t3[1] and close>sma(close, smaLength)) :crossover(t3, sma(close, smaLength)) exitlong = t3 < t3[1] if (longCondition) strategy.entry("T3 Long", strategy.long) strategy.close("T3 Long", when=exitlong and exitT3) shortCondition = smaFilter?(t3 < t3[1] and close<sma(close, smaLength)) :crossunder(t3, sma(close, smaLength)) exitshort = t3 > t3[1] if (shortCondition) strategy.entry("T3 Short", strategy.short) strategy.close("T3 Short", when=exitshort and exitT3)

CryptOli 3 MAs long/short Backtest

https://www.tradingview.com/script/zPqgsHrb-CryptOli-3-MAs-long-short-Backtest/

Crypto-Oli

https://www.tradingview.com/u/Crypto-Oli/

strategy

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/ // © Crypto-Oli //@version=4 strategy("CryptOli 3 MAs long/short Backtest", initial_capital=5000, default_qty_type=strategy.percent_of_equity, default_qty_value=100, overlay=true) // this is an educational Script - basicly its very simple - you can see how minimal changes impact results, thats why i posted it // Credits to Quantnomad to publish tons of free educational script // this Script is based on https://www.tradingview.com/script/0NgUadGr-Ultimate-MA-Cross-Indicator/ Quantnomads Ultimate MA Indicator // HA - Option for calcucaltion based on HA-Candles (very famous recently) // Source Input - Option (Candletype for calculation, close, ohlc4 ect.) --- there are huge differences --- try it by your own //////////////////////////////////////////////////////////////////////////////// // BACKTESTING RANGE // From Date Inputs fromDay = input(defval=1, title="From Day", minval=1, maxval=31) fromMonth = input(defval=1, title="From Month", minval=1, maxval=12) fromYear = input(defval=2015, title="From Year", minval=1970) // To Date Inputs toDay = input(defval=1, title="To Day", minval=1, maxval=31) toMonth = input(defval=1, title="To Month", minval=1, maxval=12) toYear = input(defval=2020, title="To Year", minval=1970) // Calculate start/end date and time condition startDate = timestamp(fromYear, fromMonth, fromDay, 00, 00) finishDate = timestamp(toYear, toMonth, toDay, 00, 00) time_cond = time >= startDate and time <= finishDate //////////////////////////////////////////////////////////////////////////////// h = input(false, title = "Signals from Heikin Ashi Candles") ma_type = input(title = "MA Type", type = input.string, defval = "SMMA", options = ['SMA', 'EMA', 'WMA', 'VWMA', 'HMA', 'SMMA', 'DEMA']) src = input(ohlc4) short_ma_len = input(title = "Short MA Length", type = input.integer, defval = 7, minval = 1) short_ma_src = h ? security(heikinashi(syminfo.tickerid), timeframe.period, src, lookahead = false) : close middle_ma_len = input(title = "Middle MA Length", type = input.integer, defval = 13, minval = 2) middle_ma_src = h ? security(heikinashi(syminfo.tickerid), timeframe.period, src, lookahead = false) : close long_ma_len = input(title = "Long MA Length", type = input.integer, defval = 21, minval = 2) long_ma_src = h ? security(heikinashi(syminfo.tickerid), timeframe.period, src, lookahead = false) : close tick_round(x) => round(x / syminfo.mintick) * syminfo.mintick // Set initial values to 0 short_ma = 0.0 middle_ma = 0.0 long_ma = 0.0 // Simple Moving Average (SMA) if ma_type == 'SMA' short_ma := sma(short_ma_src, short_ma_len) middle_ma := sma(middle_ma_src, middle_ma_len) long_ma := sma(long_ma_src, long_ma_len) // Exponential Moving Average (EMA) if ma_type == 'EMA' short_ma := ema(short_ma_src, short_ma_len) middle_ma := ema(middle_ma_src, middle_ma_len) long_ma := ema(long_ma_src, long_ma_len) // Weighted Moving Average (WMA) if ma_type == 'WMA' short_ma := wma(short_ma_src, short_ma_len) middle_ma := wma(middle_ma_src, middle_ma_len) long_ma := wma(long_ma_src, long_ma_len) // Hull Moving Average (HMA) if ma_type == 'HMA' short_ma := wma(2*wma(short_ma_src, short_ma_len/2)-wma(short_ma_src, short_ma_len), round(sqrt(short_ma_len))) middle_ma := wma(2*wma(middle_ma_src, middle_ma_len/2)-wma(middle_ma_src, middle_ma_len), round(sqrt(middle_ma_len))) long_ma := wma(2*wma(long_ma_src, long_ma_len /2)-wma(long_ma_src, long_ma_len), round(sqrt(long_ma_len))) // Volume-weighted Moving Average (VWMA) if ma_type == 'VWMA' short_ma := vwma(short_ma_src, short_ma_len) middle_ma := vwma(middle_ma_src, middle_ma_len) long_ma := vwma(long_ma_src, long_ma_len) // Smoothed Moving Average (SMMA) if ma_type == 'SMMA' short_ma := na(short_ma[1]) ? sma(short_ma_src, short_ma_len) : (short_ma[1] * (short_ma_len - 1) + short_ma_src) / short_ma_len middle_ma := na(middle_ma[1]) ? sma(middle_ma_src, middle_ma_len) : (middle_ma[1] * (middle_ma_len - 1) + middle_ma_src) / middle_ma_len long_ma := na(long_ma[1]) ? sma(long_ma_src, long_ma_len) : (long_ma[1] * (long_ma_len - 1) + long_ma_src) / long_ma_len // Double Exponential Moving Average (DEMA) if ma_type == 'DEMA' e1_short = ema(short_ma_src, short_ma_len) e1_middle = ema(middle_ma_src, middle_ma_len) e1_long = ema(long_ma_src, long_ma_len) short_ma := 2 * e1_short - ema(e1_short, short_ma_len) middle_ma := 2 * e1_middle - ema(e1_middle, middle_ma_len) long_ma := 2 * e1_long - ema(e1_long, long_ma_len) // Plot MAs plot(short_ma, color = color.green, linewidth = 1) plot(middle_ma, color = color.yellow, linewidth = 1) plot(long_ma, color = color.red, linewidth = 1) if close>long_ma and short_ma>middle_ma and time_cond strategy.entry("Long", strategy.long) if close<long_ma and short_ma<middle_ma and time_cond strategy.entry("Short", strategy.short)

Volatility stop strategy

https://www.tradingview.com/script/u9Y3XVL1-volatility-stop-strategy/

laptevmaxim92

https://www.tradingview.com/u/laptevmaxim92/

strategy

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/ // © laptevmaxim92 //@version=4 strategy("Volatility stop strategy", overlay=true) length = input(20) mult = input(2, step = 0.1) utp = input(false, "Use take profit?") pr = input(100, "Take profit pips") usl = input(false, "Use stop loss?") sl = input(100, "Stop loss pips") fromday = input(01, defval=01, minval=01, maxval=31, title="From Day") frommonth = input(01, defval=01, minval= 01, maxval=12, title="From Month") fromyear = input(2000, minval=1900, maxval=2100, title="From Year") today = input(31, defval=01, minval=01, maxval=31, title="To Day") tomonth = input(12, defval=12, minval=01, maxval=12, title="To Month") toyear = input(2019, minval=1900, maxval=2100, title="To Year") use_date = (time > timestamp(fromyear, frommonth, fromday, 00, 00) and time < timestamp(toyear, tomonth, today, 00, 00)) atr_ = atr(length) max_ = 0.0 min_ = 0.0 max1 = 0.0 max1 := max(nz(max_[1]), close) min1 = 0.0 min1 := min(nz(min_[1]), close) vstop = 0.0 is_uptrend = false is_uptrend_prev = false is_uptrend_prev := nz(is_uptrend[1], true) stop = is_uptrend_prev ? max1 - mult * atr_ : min1 + mult * atr_ vstop_prev = nz(vstop[1]) vstop1 = is_uptrend_prev ? max(vstop_prev, stop) : min(vstop_prev, stop) is_uptrend := close - vstop1 >= 0 is_trend_changed = is_uptrend != is_uptrend_prev max_ := is_trend_changed ? close : max1 min_ := is_trend_changed ? close : min1 vstop := is_trend_changed ? is_uptrend ? max_ - mult * atr_ : min_ + mult * atr_ : vstop1 plot(vstop, color = is_uptrend ? color.green : color.red, linewidth=2) longCondition = is_uptrend if (longCondition and use_date) strategy.entry("BUY", strategy.long) shortCondition = not is_uptrend if (shortCondition and use_date) strategy.entry("SELL", strategy.short) if (utp and not usl) strategy.exit("TP", "BUY", profit = pr) strategy.exit("TP", "SELL", profit = pr) if (usl and not utp) strategy.exit("SL", "BUY", loss = sl) strategy.exit("SL", "SELL", loss = sl) if (usl and utp) strategy.exit("TP/SL", "BUY", loss = sl, profit = pr) strategy.exit("TP/SL", "SELL", loss = sl, profit = pr)

Ichimoku Kinko Hyo Cloud - no offset - no repaint - strategy

https://www.tradingview.com/script/MGSCiuSP-Ichimoku-Kinko-Hyo-Cloud-no-offset-no-repaint-strategy/

KryptoNight

https://www.tradingview.com/u/KryptoNight/

strategy

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.USD, initial_capital = 10000, 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 = 0.075) // ============================================================================== // ------------------------------------------------------------------------------ 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(26, 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") // ==============================================================================

Leverage Strategy and a few words on risk/opportunity

https://www.tradingview.com/script/vOaKc2FV-Leverage-Strategy-and-a-few-words-on-risk-opportunity/

Daveatt

https://www.tradingview.com/u/Daveatt/

strategy

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/ //@version=4 //@author=Daveatt // Breakout on 2H high/low break Strategy SystemName = "Leverage Strategy" TradeId = "🙏" InitCapital = 100000 InitPosition = 100 UseMarginCall = input(true, title="Use Margin Call?") MarginValue = input(25000, title="Margin Value", type=input.float) // use 1 for no leverage // use 0.1 for be underleveraged and bet 1/10th of a pip value // use any value > 1 for full-degen mode UseLeverage = input(true, title="Use Leverage") LeverageValue = input(4, title="Leverage mult (1 for no leverage)", minval=0.1, type=input.float) // Risk Management UseRiskManagement = input(true, title="Use Risk Management?") // ticks = 1/10th of a pip value StopLoss = input(5, title="Stop Loss in ticks value", type=input.float) TakeProfit = input(500, title="Take Profit in ticks value", type=input.float) InitCommission = 0.075 InitPyramidMax = 1 CalcOnorderFills = false CalcOnTick = true DefaultQtyType = strategy.cash DefaultQtyValue = strategy.cash Currency = currency.USD Precision = 2 Overlay=false MaxBarsBack=3000 strategy ( title=SystemName, shorttitle=SystemName, overlay=Overlay, pyramiding=InitPyramidMax, initial_capital=InitCapital, default_qty_type=DefaultQtyType, default_qty_value=InitPosition, commission_type=strategy.commission.percent, commission_value=InitCommission, calc_on_order_fills=CalcOnorderFills, calc_on_every_tick=CalcOnTick, currency = Currency, precision=Precision, max_bars_back=MaxBarsBack ) //////////////////////////// UTILITIES /////////////////////////// f_print(_txt, _condition) => var _lbl = label(na) label.delete(_lbl) if _condition // saving the candle where we got rekt :( _index = barssince(_condition) _lbl := label.new(bar_index - _index, highest(100), _txt, xloc.bar_index, yloc.price, size = size.normal, style=label.style_labeldown) //////////////////////////// STRATEGY LOGIC /////////////////////////// // Date filterigng _Date = input(true, title="[LABEL] DATE") FromYear = input(2019, "From Year", minval=1900), FromMonth = input(12, "From Month", minval=1, maxval=12), FromDay = input(1, "From Day", minval=1, maxval=31) ToYear = input(2019, "To Year", minval=1900), ToMonth = input(12, "To Month", minval=1, maxval=12), ToDay = input(9, "To Day", minval=1, maxval=31) FromDate = timestamp(FromYear, FromMonth, FromDay, 00, 00) ToDate = timestamp(ToYear, ToMonth, ToDay, 23, 59) TradeDateIsAllowed = (time >= FromDate and time <= ToDate) // non-repainting security version four_hours_H = security(syminfo.tickerid, '240', high[1], lookahead=true) four_hours_L = security(syminfo.tickerid, '240', low[1], lookahead=true) buy_trigger = crossover(close, four_hours_H) sell_trigger = crossunder(close, four_hours_L) // trend states since_buy = barssince(buy_trigger) since_sell = barssince(sell_trigger) buy_trend = since_sell > since_buy sell_trend = since_sell < since_buy change_trend = (buy_trend and sell_trend[1]) or (sell_trend and buy_trend[1]) // plot(four_hours_H, title="4H High", linewidth=2, color=#3c91c2, style=plot.style_linebr, transp=0, // show_last=1, trackprice=true) // plot(four_hours_L, title="4H Low", linewidth=2, color=#3c91c2, style=plot.style_linebr, transp=0, // show_last=1, trackprice=true) plot(strategy.equity, color=color.blue, linewidth=3, title="Strategy Equity") // get the entry price entry_price = valuewhen(buy_trigger or sell_trigger, close, 0) // SL and TP SL_price = buy_trend ? entry_price - StopLoss : entry_price + StopLoss is_SL_hit = buy_trend ? crossunder(low, SL_price) : crossover(high, SL_price) TP_price = buy_trend ? entry_price + TakeProfit : entry_price - TakeProfit is_TP_hit = buy_trend ? crossover(high, TP_price) : crossunder(low, TP_price) // Account Margin Management: f_account_margin_call_cross(_amount)=> _return = crossunder(strategy.equity, _amount) f_account_margin_call(_amount)=> _return = strategy.equity <= _amount is_margin_call_cross = f_account_margin_call_cross(MarginValue) is_margin_call = f_account_margin_call(MarginValue) plot(strategy.equity, title='strategy.equity', transp=0, linewidth=4) //plot(barssince(is_margin_call ), title='barssince(is_margin_call)', transp=100) can_trade = iff(UseMarginCall, not is_margin_call, true) trade_size = InitPosition * (not UseLeverage ? 1 : LeverageValue) // We can take the trade if not liquidated/margined called/rekt buy_final = can_trade and buy_trigger and TradeDateIsAllowed sell_final = can_trade and sell_trigger and TradeDateIsAllowed close_long = buy_trend and (UseRiskManagement and (is_SL_hit or is_TP_hit)) or sell_trigger close_short = sell_trend and (UseRiskManagement and (is_SL_hit or is_TP_hit)) or buy_trigger strategy.entry(TradeId + ' B', long=true, qty=trade_size, when=buy_final) strategy.entry(TradeId + ' S', long=false, qty=trade_size, when=sell_final) strategy.close(TradeId + ' B', when=close_long) strategy.close(TradeId + ' S', when=close_short) // FULL DEGEN MODE ACTIVATED // Margin called - Broker closing your account strategy.close_all(when=is_margin_call) if UseMarginCall and is_margin_call_cross f_print("☠️REKT☠️", is_margin_call_cross)

Simple RSI Strategy Buy/Sell at a certain level

https://www.tradingview.com/script/ZhEP9D9i-Simple-RSI-Strategy-Buy-Sell-at-a-certain-level/

Bitduke

https://www.tradingview.com/u/Bitduke/

strategy

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/ // © Bitduke //@version=4 strategy("Simple RSI Buy/Sell at a level", shorttitle="Simple RSI Strategy", overlay=true,calc_on_every_tick=false,pyramiding=0, default_qty_type=strategy.cash,default_qty_value=1000, currency=currency.USD, initial_capital=1000,commission_type=strategy.commission.percent, commission_value=0.075) overbought = input(70, title="overbought value") oversold = input(30, title="oversold value") myrsi = rsi(close, 14) > overbought myrsi2 = rsi(close, 14) < oversold barcolor(myrsi ? color.black : na) barcolor(myrsi2 ? color.blue : na) strategy.entry("Buy Signal",strategy.long, when = myrsi) strategy.entry("Sell Signal",strategy.short, when = myrsi2)

Simple EMA_Hull_RSI Strategy

https://www.tradingview.com/script/exMcL6PB-Simple-EMA-Hull-RSI-Strategy/

Bitduke

https://www.tradingview.com/u/Bitduke/

strategy

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/ // © Bitduke //@version=4 strategy(shorttitle="EHR", title="Simple EMA_Hull_RSI", overlay=false, calc_on_every_tick=false, pyramiding=0, default_qty_type=strategy.cash, default_qty_value=1000, currency=currency.USD, initial_capital=1000, commission_type=strategy.commission.percent, commission_value=0.075) // EMA len = input(minval=1, title="EMA Length", defval=50) src = input(close, title="EMA Source") final_ema = ema(src, len) plot(final_ema, color=color.red, title="EMA") overbought = input(60, title="overbought value") oversold = input(45, title="oversold value") overbought_signal = rsi(close, 14) > overbought oversold_signal = rsi(close, 14) < oversold barcolor(overbought_signal ? color.black : na) barcolor(oversold_signal ? color.blue : na) // Hull MA n = input(title="Hull Length", defval=7) n2ma=2*wma(close,round(n/2)) nma=wma(close,n) diff=n2ma-nma sqn=round(sqrt(n)) n2ma1=2*wma(close[1],round(n/2)) nma1=wma(close[1],n) diff1=n2ma1-nma1 sqn1=round(sqrt(n)) n1=wma(diff,sqn) n2=wma(diff1,sqn) c=n1>n2?color.green:color.red ma=plot(n1,color=c) // Strategy Logic longCondition = overbought_signal and crossover(n1,final_ema) shortCondition = oversold_signal and crossover(final_ema,n1) strategy.entry("EHR_Long", strategy.long, when=longCondition) strategy.entry("EHR_Short", strategy.short, when=shortCondition)

Mean Reversion Strategy by KrisWaters

https://www.tradingview.com/script/30AJfvAa-Mean-Reversion-Strategy-by-KrisWaters/

kriswaters

https://www.tradingview.com/u/kriswaters/

strategy

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("Mean Reversion Strategy by KrisWaters",overlay=false,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) maPeriod = input(defval=6,title="SMA Period") dropRate = input(defval=1,title="Drop Rate",type=input.float,step=0.1) rateOfChange = (change(close)/close)*100 changeMovAvg = sma(rateOfChange,maPeriod) //#### CONDITIONS #### if changeMovAvg > changeMovAvg[1] and changeMovAvg[1] < (-1)*dropRate and volume[1] < volume and strategy.position_size == 0 strategy.entry("buy",strategy.long) if changeMovAvg > 0 and volume[1] > volume and strategy.position_size > 0 strategy.close("buy") //#### PLOTS #### plot(changeMovAvg,linewidth=3,color=changeMovAvg > 0 ? color.green : color.red,style=plot.style_columns,transp=0) plot(0,linewidth=3,color=color.black) plot(-1*dropRate,linewidth=3,color=color.red,style=plot.style_line)

ATR Strategy FOREX for long only with market filter

https://www.tradingview.com/script/O2EJEYKm/

Investoz

https://www.tradingview.com/u/Investoz/

strategy

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/ // © Investoz //@version=4 strategy("ATR Strategy FOREX", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=100) len = input(26, type=input.integer, minval=1, title="Length") mul = input(2.618, type=input.float, minval=0, title="Length") mullow = input(2.386, type=input.float, minval=0, title="Length") price = sma(close, 1) average = ema(close, len) diff = atr(len) * mul difflow = atr(len) * mullow bull_level = average + diff bear_level = average - difflow bull_cross = crossunder(price, bear_level) bear_cross = crossunder(bull_level, price) FromMonth = input(defval = 8, title = "From Month", minval = 1, maxval = 12) FromDay = input(defval = 18, title = "From Day", minval = 1, maxval = 31) FromYear = input(defval = 2008, title = "From Year", minval = 2008) 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 = 2020, title = "To Year", minval = 2019) start = timestamp(FromYear, FromMonth, FromDay, 00, 00) finish = timestamp(ToYear, ToMonth, ToDay, 23, 59) startTimeOk() => time >= start and time <= finish ? true : false if (startTimeOk()) and ema(close,1) > ema(close,528) strategy.entry("KOP", strategy.long, when=bull_cross) strategy.close("KOP", when=bear_cross) //if (startTimeOk()) and ema(close,1) < ema(close,528) // strategy.entry("SALJ", strategy.short, when=bear_cross) // strategy.close("SALJ", when=bull_cross) plot(price, title="price", color=color.black, transp=50, linewidth=2) a0 = plot(average, title="average", color=color.red, transp=50, linewidth=1) a1 = plot(bull_level, title="bull", color=color.green, transp=50, linewidth=1) a2 = plot(bear_level, title="bear", color=color.red, transp=50, linewidth=1) fill(a0, a1, color=color.green, transp=97) fill(a0, a2, color=color.red, transp=97)

SuPeR-RePaNoCHa #2TP#

https://www.tradingview.com/script/GhIu10zW/

UnknownUnicorn2151907

https://www.tradingview.com/u/UnknownUnicorn2151907/

strategy

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(title = "SuPeR-RePaNoCHa #2TP#", overlay = true, initial_capital = 10000, pyramiding = 100, currency = "USD", calc_on_order_fills = false, calc_on_every_tick = false, default_qty_type = strategy.fixed, default_qty_value = 1, commission_value = 0.03) //study(title="SuPeR-RePaNoCHa #2TP#", overlay=true) // ================================================================================================================================================================================ // VARIABLES // ================================================================================================================================================================================ // Long/Short var bool longCond = na, var bool shortCond = na, longCond := nz(longCond[1]), shortCond := nz(shortCond[1]) var bool XlongCond = na, var bool XshortCond = na, XlongCond := nz(XlongCond[1]), XshortCond := nz(XshortCond[1]) var int CondIni_long0 = 0, var int CondIni_short0 = 0, CondIni_long0 := nz(CondIni_long0[1]), CondIni_short0 := nz(CondIni_short0[1]) var int CondIni_long = 0, var int CondIni_short = 0, CondIni_long := nz(CondIni_long[1]), CondIni_short := nz(CondIni_short[1]) var int CondIniX0 = 0, var int CondIniX = 0, CondIniX0 := nz(CondIniX0[1]), CondIniX := nz(CondIniX[1]) var bool Final_longCondition0 = na, var bool Final_shortCondition0 = na, Final_longCondition0 := nz(Final_longCondition0[1]), Final_shortCondition0 := nz(Final_shortCondition0[1]) var bool Final_longCondition = na, var bool Final_shortCondition = na, Final_longCondition := nz(Final_longCondition[1]), Final_shortCondition := nz(Final_shortCondition[1]) var bool BT_Final_longCondition = na, var bool BT_Final_shortCondition = na, BT_Final_longCondition := nz(BT_Final_longCondition[1]), BT_Final_shortCondition := nz(BT_Final_shortCondition[1]) var float last_open_longCondition = na, var float last_open_shortCondition = na var int last_longCondition0 = na, var int last_shortCondition0 = na var int last_longCondition = na, var int last_shortCondition = na var int last_XlongCondition0 = na, var int last_XshortCondition0 = na var int last_XlongCondition = na, var int last_XshortCondition = na var int nLongs = na, var int nShorts = na, nLongs := nz(nLongs[1]), nShorts := nz(nShorts[1]) // Xlong/Xshort var bool Final_XlongCondition0 = na, var bool Final_XshortCondition0 = na, Final_XlongCondition0 := nz(Final_XlongCondition0[1]), Final_XshortCondition0 := nz(Final_XshortCondition0[1]) var bool Final_XlongCondition = na, var bool Final_XshortCondition = na, Final_XlongCondition := nz(Final_XlongCondition[1]), Final_XshortCondition := nz(Final_XshortCondition[1]) var int CondIni_Xlong0 = 0, var int CondIni_Xshort0 = 0, CondIni_Xlong0 := nz(CondIni_Xlong0[1]), CondIni_Xshort0 := nz(CondIni_Xshort0[1]) var int CondIni_Xlong = 0, var int CondIni_Xshort = 0, CondIni_Xlong := nz(CondIni_Xlong[1]), CondIni_Xshort := nz(CondIni_Xshort[1]) // Take profit var bool long_tp = na, var bool short_tp = na var bool long_tp2 = na, var bool short_tp2 = na var bool long_tp_pump_last_minute = na, var bool short_tp_pump_last_minute = na var bool long_tp_pump = na, var bool short_tp_pump = na var int last_long_tp = na, var int last_short_tp = na var int last_long_tp_pump = na, var int last_short_tp_pump = na var int last_long_tp2 = na, var int last_short_tp2 = na var bool Final_Long_tp = na, var bool Final_Short_tp = na, Final_Long_tp := nz(Final_Long_tp[1]), Final_Short_tp := nz(Final_Short_tp[1]) var bool Final_Long_tp2 = na, var bool Final_Short_tp2 = na, Final_Long_tp2 := nz(Final_Long_tp2[1]), Final_Short_tp2 := nz(Final_Short_tp2[1]) var bool Final_Long_tp_pump = na, var bool Final_Short_tp_pump = na // Stop Loss var int CondIni_long_sl = 0, var int CondIni_short_sl = 0 var bool Final_Long_sl0 = na, var bool Final_Short_sl0 = na, Final_Long_sl0 := nz(Final_Long_sl0[1]), Final_Short_sl0 := nz(Final_Short_sl0[1]) var bool Final_Long_sl = na, var bool Final_Short_sl = na, Final_Long_sl := nz(Final_Long_sl[1]), Final_Short_sl := nz(Final_Short_sl[1]) var int last_long_sl = na, var int last_short_sl = na // Indicators var bool JMA_longCond = na, var bool JMA_shortCond = na var bool RF_longCond = na, var bool RF_shortCond = na var bool ADX_longCond = na, var bool ADX_shortCond = na var bool SAR_longCond = na, var bool SAR_shortCond = na var bool RSI_longCond = na, var bool RSI_shortCond = na var bool MACD_longCond = na, var bool MACD_shortCond = na var bool VOL_longCond = na, var bool VOL_shortCond = na var bool JMA_XlongCond = na, var bool JMA_XshortCond = na var bool RF_XlongCond = na, var bool RF_XshortCond = na var bool ADX_XlongCond = na, var bool ADX_XshortCond = na var bool SAR_XlongCond = na, var bool SAR_XshortCond = na // ================================================================================================================================================================================ // INITIAL SETTINGS // ================================================================================================================================================================================ // Market side and source inputs Position = input("BOTH", "LONG / SHORT", options = ["BOTH","LONG","SHORT"]) src = hlc3 is_Long = Position == "SHORT" ? na : true is_Short = Position == "LONG" ? na : true // ================================================================================================================================================================================ // JURIK MOVING AVERAGE // ================================================================================================================================================================================ // JMA inputs Act_JMA = input(true, "JURIK MOVING AVERAGE") length = input(22, title="JMA LENGTH", type=input.integer, minval = 0) phase = input(22, title="JMA PHASE", type=input.integer, minval = 0) power = input(2, title="JMA POWER", type=input.float, minval = 0, step = 0.5) // JMA calculation JMA(src)=> phaseRatio = phase < -100 ? 0.5 : phase > 100 ? 2.5 : phase / 100 + 1.5 beta = 0.45 * (length - 1) / (0.45 * (length - 1) + 2) alpha = pow(beta, power) jma = 0.0 e0 = 0.0 e0 := (1 - alpha) * src + alpha * nz(e0[1]) e1 = 0.0 e1 := (src - e0) * (1 - beta) + beta * nz(e1[1]) e2 = 0.0 e2 := (e0 + phaseRatio * e1 - nz(jma[1])) * pow(1 - alpha, 2) + pow(alpha, 2) * nz(e2[1]) jma := e2 + nz(jma[1]) // Defining JMA trend JMA_Rising = JMA(src) > JMA(src)[1] JMA_Falling = JMA(src) < JMA(src)[1] // JMA Plotting JMA_color = JMA_Rising ? color.green : JMA_Falling ? color.red : color.yellow plot(Act_JMA ? JMA(src) : na, color=JMA_color, linewidth = 3, title= "JMA") // ================================================================================================================================================================================ // RANGE FILTER // ================================================================================================================================================================================ // Range Filter inputs Act_RF = input(true, "RANGE FILTER") per = input(defval=42, title="SAMPLING PERIOD", minval=1) mult = input(defval=1.5, title="RANGE MULTIPLIER", minval=0.1, step = 0.1) // Range Filter calculation Range_filter(_src, _per, _mult)=> var float _upward = 0.0 var float _downward = 0.0 wper = (_per*2) - 1 avrng = ema(abs(_src - _src[1]), _per) _smoothrng = ema(avrng, wper)*_mult _filt = _src _filt := _src > nz(_filt[1]) ? ((_src-_smoothrng) < nz(_filt[1]) ? nz(_filt[1]) : (_src-_smoothrng)) : ((_src+_smoothrng) > nz(_filt[1]) ? nz(_filt[1]) : (_src+_smoothrng)) _upward := _filt > _filt[1] ? nz(_upward[1]) + 1 : _filt < _filt[1] ? 0 : nz(_upward[1]) _downward := _filt < _filt[1] ? nz(_downward[1]) + 1 : _filt > _filt[1] ? 0 : nz(_downward[1]) [_smoothrng,_filt,_upward,_downward] // Defining variables for include in future conditions [smoothrng, filt, upward, downward] = Range_filter(src, per, mult) // Defining high and low bands hband = filt + smoothrng lband = filt - smoothrng // Range Filter Plotting filtcolor = upward > 0 ? color.lime : downward > 0 ? color.red : color.orange filtplot = plot(Act_RF ? filt : na, color = filtcolor, linewidth = 3, title="Range Filter", editable = false) hbandplot = plot(Act_RF ? hband : na, color = color.aqua, transp = 60, title = "High Target", editable = false) lbandplot = plot(Act_RF ? lband : na, color = color.aqua, transp = 60, title = "Low Target", editable = false) fill(hbandplot, filtplot, color = color.aqua, title = "High Target Range", editable = false) fill(lbandplot, filtplot, color = color.aqua, title = "Low Target Range", editable = false) // ================================================================================================================================================================================ // ADX // ================================================================================================================================================================================ // ADX inputs Act_ADX = input(true, "ORIGINAL AVERAGE DIRECTIONAL INDEX") ADX_len = input(17, title="ADX LENGTH", type=input.integer, minval = 1) th = input(17, title="ADX THRESHOLD", type=input.integer, minval = 0) // ADX calculating calcADX(_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) sum = _plus + _minus _adx = 100 * rma(abs(_plus - _minus) / (sum == 0 ? 1 : sum), _len) [_plus,_minus,_adx] // Defining variables for include in future conditions [DIPlus,DIMinus,ADX] = calcADX(ADX_len) // Plotting ADX bar colors macol = DIPlus > DIMinus and ADX > th ? color.lime : DIPlus < DIMinus and ADX > th ? color.red : color.orange barcolor(color = Act_ADX ? macol : na, title = "ADX") // ================================================================================================================================================================================ // SAR // ================================================================================================================================================================================ // SAR inputs Act_SAR = input(true, "PARABOLIC SAR") Sst = input (0.25, "SAR STAR", step=0.01, minval = 0.01) Sinc = input (0.5, "SAR INC", step=0.01, minval = 0.01) Smax = input (0.12, "SAR MAX", step=0.01, minval = 0.01) // SAR calculation from TV SAR = sar(Sst, Sinc, Smax) // SAR Plotting plot(Act_SAR ? SAR : na, color = macol, style = plot.style_cross, title = "SAR") // ================================================================================================================================================================================ // RSI VOLUME WEIGHTED // ================================================================================================================================================================================ // RSI with volume inputs Act_RSI = input(true, "RSI VOLUME WEIGHTED") RSI_len = input(29, "RSI LENGHT", minval = 1) RSI_obos = input(52,title="RSI CENTER LINE", type=input.integer, minval = 1) // RSI with volume calculation WiMA(src, length) => var float MA_s=0.0 MA_s:=(src + nz(MA_s[1] * (length-1)))/length MA_s RSI_Volume(fv, length) => up=iff(fv>fv[1],abs(fv-fv[1])*volume,0) dn=iff(fv<fv[1],abs(fv-fv[1])*volume,0) upt=WiMA(up,length) dnt=WiMA(dn,length) 100*(upt/(upt+dnt)) // Defining variable for include in conditions RSI_V = RSI_Volume(src, RSI_len) // ================================================================================================================================================================================ // MACD // ================================================================================================================================================================================ // MACD inputs Act_MACD = input(true, "MOVING AVERAGE CONVERGENCE / DIVERGENCE") fast_length = input(8, title="MACD FAST LENGTH", type=input.integer, minval = 1) slow_length = input(11, title="MACD SLOW LENGTH", type=input.integer, minval = 1) signal_length = input(10, title="MACD SIGNAL SMOOTHING", type=input.integer, minval = 1, maxval = 50) // MACD calculation from TV (histogram only) [_,_,hist] = macd(src,fast_length,slow_length,signal_length) // ================================================================================================================================================================================ // STRATEGY // ================================================================================================================================================================================ // Volume inputs for entry conditions Act_Vol = input(true, "VOLUME CONDITION") volume_f = input(1.0, "VOLUME FACTOR", minval = 0, step = 0.1) sma_length = input(35, "SMA VOLUME LENGTH", minval = 1) // Confirmed/Unconfirmed options input Act_not_conf = input(true, "UNCONFIRMED FIRST ENTRY 🤞") Act_not_conf_X = input(false, "UNCONFIRMED XL/XS") Act_X = input(false, "ACTIVATE XL/XS ON LONG&SHORT MODE") // All indicators with long conditions and enable/disable option JMA_longCond := (Act_JMA ? (JMA_Rising) : RF_longCond) RF_longCond := (Act_RF ? (high > hband and upward > 0) : ADX_longCond) ADX_longCond := (Act_ADX ? (DIPlus > DIMinus and ADX > th) : SAR_longCond) SAR_longCond := (Act_SAR ? (SAR < close) : RSI_longCond) RSI_longCond := (Act_RSI ? (RSI_V > RSI_obos) : MACD_longCond) MACD_longCond := (Act_MACD ? (hist > 0) : VOL_longCond) VOL_longCond := (Act_Vol ? (volume > sma(volume,sma_length)*volume_f) : JMA_longCond) // All indicators with short conditions and enable/disable option JMA_shortCond := (Act_JMA ? (JMA_Falling) : RF_shortCond) RF_shortCond := (Act_RF ? (low < lband and downward > 0) : ADX_shortCond) ADX_shortCond := (Act_ADX ? (DIPlus < DIMinus and ADX > th) : SAR_shortCond) SAR_shortCond := (Act_SAR ? (SAR > close) : RSI_shortCond) RSI_shortCond := (Act_RSI ? (RSI_V < RSI_obos) : MACD_shortCond) MACD_shortCond := (Act_MACD ? (hist < 0) : VOL_shortCond) VOL_shortCond := (Act_Vol ? (volume > sma(volume,sma_length)*volume_f) : JMA_shortCond) // Defining long/short condition from indicators + volume longCond := JMA_longCond and RF_longCond and ADX_longCond and SAR_longCond and RSI_longCond and MACD_longCond and VOL_longCond shortCond := JMA_shortCond and RF_shortCond and ADX_shortCond and SAR_shortCond and RSI_shortCond and MACD_shortCond and VOL_shortCond // All indicators with long closing conditions and enable/disable option JMA_XlongCond := (Act_JMA ? (JMA_Falling) : RF_XlongCond) RF_XlongCond := (Act_RF ? (low < lband and downward > 0) : ADX_XlongCond) ADX_XlongCond := (Act_ADX ? (DIPlus > DIMinus and ADX > th) : SAR_XlongCond) SAR_XlongCond := (Act_SAR ? (SAR > close) : JMA_XlongCond) // All indicators with short closing conditions and enable/disable option JMA_XshortCond := (Act_JMA ? (JMA_Rising) : RF_XshortCond) RF_XshortCond := (Act_RF ? (high > hband and upward > 0) : ADX_XshortCond) ADX_XshortCond := (Act_ADX ? (DIPlus < DIMinus and ADX > th) : SAR_XshortCond) SAR_XshortCond := (Act_SAR ? (SAR < close) : JMA_XshortCond) // Defining the closing long/short condition from indicators XlongCond := JMA_XlongCond and RF_XlongCond and ADX_XlongCond and SAR_XlongCond XshortCond := JMA_XshortCond and RF_XshortCond and ADX_XshortCond and SAR_XshortCond // Avoiding unconfirmed long/short simultaneity CondIni_long0 := longCond ? 1 : shortCond ? -1 : nz(CondIni_long0[1]) CondIni_short0 := longCond ? 1 : shortCond ? -1 : nz(CondIni_short0[1]) // Unconfirmed long/short conditions longCondition0 = (longCond and nz(CondIni_long0[1]) == -1) shortCondition0 = (shortCond and nz(CondIni_short0[1]) == 1) // Avoiding confirmed long/short simultaneity CondIni_long := longCond[1] ? 1 : shortCond[1] ? -1 : nz(CondIni_long[1]) CondIni_short := longCond[1] ? 1 : shortCond[1] ? -1 : nz(CondIni_short[1]) // Confirmed long/short conditions longCondition = (longCond[1] and nz(CondIni_long[1]) == -1) shortCondition = (shortCond[1] and nz(CondIni_short[1]) == 1) // Avoiding unconfirmed long/short closing simultaneity CondIniX0 := XlongCond ? 1 : XshortCond ? -1 : nz(CondIniX0[1]) // Unconfirmed long/short closing conditions XlongCondition0 = XlongCond and nz(CondIniX0[1]) == -1 XshortCondition0 = XshortCond and nz(CondIniX0[1]) == 1 // Avoiding confirmed long/short closing simultaneity CondIniX := XlongCond[1] ? 1 : XshortCond[1] ? -1 : nz(CondIniX[1]) // Confirmed long/short closing conditions XlongCondition = XlongCond[1] and nz(CondIniX[1]) == -1 XshortCondition = XshortCond[1] and nz(CondIniX[1]) == 1 // ================================================================================================================================================================================ // POSITION PRICE // ================================================================================================================================================================================ // Last opened long/short price on unconfirmed/confirmed conditions last_open_longCondition := longCondition0 and not longCondition ? max(SAR[1],hband,close[1]) : longCondition ? close[1] : nz(last_open_longCondition[1]) last_open_shortCondition := shortCondition0 and not shortCondition ? min(SAR[1],lband,close[1]) : shortCondition ? close[1] : nz(last_open_shortCondition[1]) // Check if your last position was an unconfirmed long or a short last_longCondition0 := longCondition0 ? time : nz(last_longCondition0[1]) last_shortCondition0 := shortCondition0 ? time : nz(last_shortCondition0[1]) in_longCondition0 = last_longCondition0 > last_shortCondition0 in_shortCondition0 = last_shortCondition0 > last_longCondition0 // Check if your last position was a confirmed long or a short last_longCondition := longCondition ? time : nz(last_longCondition[1]) last_shortCondition := shortCondition ? time : nz(last_shortCondition[1]) in_longCondition = last_longCondition > last_shortCondition in_shortCondition = last_shortCondition > last_longCondition // Check if your last position was an unconfirmed Xlong or a Xshort last_XlongCondition0 := XlongCondition0 ? time : nz(last_XlongCondition0[1]) last_XshortCondition0 := XshortCondition0 ? time : nz(last_XshortCondition0[1]) in_longConditionX0 = last_longCondition > last_XlongCondition0 in_shortConditionX0 = last_shortCondition > last_XshortCondition0 // Check if your last position closing was a confirmed Xlong or Xshort last_XlongCondition := XlongCondition ? time : nz(last_XlongCondition[1]) last_XshortCondition := XshortCondition ? time : nz(last_XshortCondition[1]) in_longConditionX = last_longCondition > last_XlongCondition in_shortConditionX = last_shortCondition > last_XshortCondition // Longs Counter if longCondition nLongs := nLongs + 1 nShorts := na // Shorts Counter if shortCondition nLongs := na nShorts := nShorts + 1 // ================================================================================================================================================================================ // TAKE PROFIT 1 // ================================================================================================================================================================================ // First take profit input tp = input(0.8, "TAKE PROFIT 1 %", type = input.float, step = 0.1) // First TP Conditions long_tp := (is_Long and high > (last_open_longCondition*(1+(tp/100))) and not (shortCondition0 and Act_not_conf) and in_longCondition) short_tp := (is_Short and low < (last_open_shortCondition*(1-(tp/100))) and not (longCondition0 and Act_not_conf) and in_shortCondition) // Get the time of the last tp close last_long_tp := long_tp ? time : nz(last_long_tp[1]) last_short_tp := short_tp ? time : nz(last_short_tp[1]) // Final Take profit condition (never after the stop loss) Final_Long_tp := (long_tp and last_longCondition > nz(last_long_tp[1]) and last_longCondition > nz(last_long_sl[1])) Final_Short_tp := (short_tp and last_shortCondition > nz(last_short_tp[1]) and last_shortCondition > nz(last_short_sl[1])) // ================================================================================================================================================================================ // TAKE PROFIT 2 // ================================================================================================================================================================================ // Second take profit input Act_tp2 = input(true, "ACTIVATE TAKE PROFIT 2") tp2 = input(1.8, "TAKE PROFIT 2 %", type = input.float, step = 0.1) // Second TP Conditions long_tp2 := (Act_tp2 and is_Long and high > (last_open_longCondition*(1+(tp2/100))) and not (shortCondition0 and Act_not_conf) and in_longCondition) short_tp2 := (Act_tp2 and is_Short and low < (last_open_shortCondition*(1-(tp2/100))) and not (longCondition0 and Act_not_conf) and in_shortCondition) // Get the time of the last tp2 close last_long_tp2 := long_tp2 ? time : nz(last_long_tp2[1]) last_short_tp2 := short_tp2 ? time : nz(last_short_tp2[1]) // Final second Take profit condition (never after the stop loss) Final_Long_tp2 := (long_tp2 and last_longCondition > nz(last_long_tp2[1]) and last_longCondition > nz(last_long_sl[1])) Final_Short_tp2 := (short_tp2 and last_shortCondition > nz(last_short_tp2[1]) and last_shortCondition > nz(last_short_sl[1])) // ================================================================================================================================================================================ // TAKE PROFIT FOR PUMPS // ================================================================================================================================================================================ // Take profit on pumps input tp_pump = input(1.0, "TAKE PROFIT FOR PUMPS % ", type = input.float, step = 0.1) // Second TP Conditions long_tp_pump := is_Long and longCondition0 and not longCondition and high > last_open_longCondition*(1+(tp_pump/100)) and Act_not_conf short_tp_pump := is_Short and shortCondition0 and not shortCondition and low < last_open_shortCondition*(1-(tp_pump/100)) and Act_not_conf // Get the time of the last take profit on pumps close last_long_tp_pump := long_tp_pump ? time : nz(last_long_tp_pump[1]) last_short_tp_pump := short_tp_pump ? time : nz(last_short_tp_pump[1]) // Final Take profit on pumps condition (never after the stop loss) Final_Long_tp_pump := (long_tp_pump and last_longCondition > nz(last_long_tp_pump[1]) and last_longCondition > nz(last_long_sl[1])) Final_Short_tp_pump := (short_tp_pump and last_shortCondition > nz(last_short_tp_pump[1]) and last_shortCondition > nz(last_short_sl[1])) // ================================================================================================================================================================================ // STOP LOSS // ================================================================================================================================================================================ // Stop Loss input Act_sl = input(false, "ACTIVATE STOP LOSS") sl = input(4.0, "STOP LOSS %", type = input.float, step = 0.1) // Stop Loss conditions long_sl = Act_sl and is_Long and low <= ((1-(sl/100))*last_open_longCondition) and not (open < ((1-(sl/100))*last_open_longCondition)) short_sl = Act_sl and is_Short and high >= ((1+(sl/100))*last_open_shortCondition) and not (open > ((1+(sl/100))*last_open_shortCondition)) // Avoiding simultaneity with Stop loss and other signals Final_Long_sl0 := Position == "BOTH" ? long_sl and nz(CondIni_long_sl[1]) == -1 and not Final_Long_tp and not shortCondition and not (shortCondition0 and Act_not_conf) : long_sl and nz(CondIni_long_sl[1]) == -1 and not Final_Long_tp Final_Short_sl0 := Position == "BOTH" ? short_sl and nz(CondIni_short_sl[1]) == -1 and not Final_Short_tp and not longCondition and not (longCondition0 and Act_not_conf) : short_sl and nz(CondIni_short_sl[1]) == -1 and not Final_Short_tp // Get the time of the last sl close last_long_sl := Final_Long_sl ? time : nz(last_long_sl[1]) last_short_sl := Final_Short_sl ? time : nz(last_short_sl[1]) // Final Stop Loss condition Final_Long_sl := Final_Long_sl0 and last_longCondition > nz(last_long_tp[1]) and last_longCondition > nz(last_long_sl[1]) Final_Short_sl := Final_Short_sl0 and last_shortCondition > nz(last_short_tp[1]) and last_shortCondition > nz(last_short_sl[1]) // Final SL Counter CondIni_long_sl := Final_Long_tp or Final_Long_sl or Final_shortCondition0 or Final_shortCondition or Final_XlongCondition ? 1 : Final_longCondition0 or Final_longCondition ? -1 : nz(CondIni_long_sl[1]) CondIni_short_sl := Final_Short_tp or Final_Short_sl or Final_longCondition0 or Final_longCondition or Final_XshortCondition ? 1 : Final_shortCondition0 or Final_shortCondition ? -1 : nz(CondIni_short_sl[1]) // ================================================================================================================================================================================ // SIGNALS PLOTTING // ================================================================================================================================================================================ // Final unconfirmed long & short conditions Final_longCondition0 := is_Long and longCondition0 and not longCondition and nz(CondIni_long0[1]) == -1 and Act_not_conf Final_shortCondition0 := is_Short and shortCondition0 and not shortCondition and nz(CondIni_short0[1]) == 1 and Act_not_conf // Final unconfirmed long & short triangles plotshape(Final_longCondition0, title = "Not_Conf Long Signal", text = "🤞", style=shape.triangleup, location=location.belowbar, color = color.blue, transp = 0, size=size.tiny) plotshape(Final_shortCondition0, title = "Not_Conf Short Signal", text = "🤞", style=shape.triangledown, location=location.abovebar, color = #FF0000, transp = 0, size=size.tiny) // Final confirmed long & short conditions Final_longCondition := is_Long and longCondition and not Final_shortCondition0 //and not (Final_longCondition0[1] and not Final_Long_ts_pump[1]) Final_shortCondition := is_Short and shortCondition and not Final_longCondition0 //and not (Final_shortCondition0[1] and not Final_Short_ts_pump[1]) // Final confirmed long & short triangles plotshape(Final_longCondition, title = "Long Signal", style=shape.triangleup, location=location.belowbar, color = color.blue, transp = 0, size=size.tiny) plotshape(Final_shortCondition, title = "Short Signal", style=shape.triangledown, location=location.abovebar, color = #FF0000, transp = 0, size=size.tiny) // Avoiding simultaneity and ordering unconfirmed Xlong & Xshort with other signals CondIni_Xlong0 := Final_Long_tp or Final_Long_tp2 or Final_Short_tp or Final_Long_sl or Final_XlongCondition0 or Final_shortCondition0 or Final_shortCondition ? 1 : Final_longCondition0 or Final_longCondition ? -1 : nz(CondIni_Xlong0[1]) CondIni_Xshort0 := Final_Short_tp or Final_Short_tp2 or Final_Short_tp or Final_Short_sl or Final_XshortCondition0 or Final_longCondition0 or Final_longCondition ? 1 : Final_shortCondition0 or Final_shortCondition ? -1 : nz(CondIni_Xshort0[1]) // Final unconfirmed Xlong & Xshort conditions Final_XlongCondition0 := (Position == "SHORT" ? na : Position == "BOTH" and Act_X == true ? (XlongCondition0 and last_longCondition > last_XlongCondition0[1]) : Position == "LONG" ? ((shortCondition0 and last_longCondition > last_shortCondition0[1]) or (XlongCondition0 and last_longCondition > last_XlongCondition0[1])) : na) and CondIni_Xlong0 == -1 and not Final_longCondition0 and not Final_shortCondition0 and not Final_longCondition and not Final_shortCondition Final_XshortCondition0 := (Position == "LONG" ? na : Position == "BOTH" and Act_X == true ? (XshortCondition0 and last_shortCondition > last_XshortCondition0[1]) : Position == "SHORT" ? ((longCondition0 and last_shortCondition > last_longCondition0[1]) or (XshortCondition0 and last_shortCondition > last_XshortCondition0[1])) : na) and CondIni_Xshort0 == -1 and not Final_longCondition0 and not Final_shortCondition0 and not Final_longCondition and not Final_shortCondition // Avoiding simultaneity and ordering confirmed Xlong & Xshort with other signals CondIni_Xlong := Final_Long_tp or Final_Short_tp or Final_Long_sl or Final_XlongCondition or Final_shortCondition0 or Final_shortCondition ? 1 : Final_longCondition0 or Final_longCondition ? -1 : nz(CondIni_Xlong[1]) CondIni_Xshort := Final_Long_tp or Final_Short_tp or Final_Short_sl or Final_XshortCondition or Final_longCondition0 or Final_longCondition ? 1 : Final_shortCondition0 or Final_shortCondition ? -1 : nz(CondIni_Xshort[1]) // Final confirmed Xlong & Xshort conditions Final_XlongCondition := (Position == "SHORT" ? na : Position == "BOTH" and Act_X == true ? (XlongCondition and last_longCondition > last_XlongCondition[1]) : Position == "LONG" ? ((shortCondition and last_longCondition > last_shortCondition[1]) or (XlongCondition and last_longCondition > last_XlongCondition[1])) : na) and CondIni_Xlong == -1 and not Final_longCondition0 and not Final_shortCondition0 Final_XshortCondition := (Position == "LONG" ? na : Position == "BOTH" and Act_X == true ? (XshortCondition and last_shortCondition > last_XshortCondition[1]) : Position == "SHORT" ? ((longCondition and last_shortCondition > last_longCondition[1]) or (XshortCondition and last_shortCondition > last_XshortCondition[1])) : na) and CondIni_Xshort == -1 and not Final_longCondition0 and not Final_shortCondition0 // Final Confirmed or unconfirmed Xlong & Xshort conditions Final_XL = ((Final_XlongCondition0 and Act_not_conf_X) or (Final_XlongCondition and not Act_not_conf_X)) Final_XS = ((Final_XshortCondition0 and Act_not_conf_X) or (Final_XshortCondition and not Act_not_conf_X)) // Final Confirmed or unconfirmed Xlong & Xshort triangles plotshape(Final_XL, title = "XL Signal", text = "XL", style=shape.triangledown, location=location.abovebar, color = color.orange, transp = 0, size=size.tiny) plotshape(Final_XS, title = "XS Signal", text = "XS", style=shape.triangleup, location=location.belowbar, color = color.aqua, transp = 0, size=size.tiny) // TP triangles plotshape(Final_Long_tp and not Final_Long_tp2, text ="TP", title="Take Profit Long", style=shape.triangledown, location=location.abovebar, color = color.red, editable = false, transp = 0) plotshape(Final_Short_tp and not Final_Short_tp2, text ="TP", title="Take Profit Short", style=shape.triangleup, location=location.belowbar, color = color.lime, editable = false, transp = 0) // TP crosses ltp = iff(Final_Long_tp, last_open_longCondition*(1+(tp/100)), na), plot(ltp, style = plot.style_cross, linewidth=3, color = color.white, editable = false) stp = iff(Final_Short_tp, last_open_shortCondition*(1-(tp/100)), na), plot(stp, style = plot.style_cross, linewidth=3, color = color.white, editable = false) // TP2 triangles plotshape(Final_Long_tp2 and not Final_Long_tp, text ="TP2", title="Take Profit Long 2", style=shape.triangledown, location=location.abovebar, color = color.red, editable = false, transp = 0) plotshape(Final_Short_tp2 and not Final_Short_tp, text ="TP2", title="Take Profit Short 2", style=shape.triangleup, location=location.belowbar, color = color.lime, editable = false, transp = 0) // TP2 crosses ltp2 = iff(Final_Long_tp2, last_open_longCondition*(1+(tp2/100)), na), plot(ltp2, style = plot.style_cross, linewidth=3, color = color.white, editable = false) stp2 = iff(Final_Short_tp2, last_open_shortCondition*(1-(tp2/100)), na), plot(stp2, style = plot.style_cross, linewidth=3, color = color.white, editable = false) // TP & TP2 flags on condition of simultaneity plotshape(Final_Long_tp and Final_Long_tp2, title="TP & TP2 Long", style=shape.flag, location=location.abovebar, color = color.red, editable = false, transp = 0, size=size.tiny) plotshape(Final_Short_tp and Final_Short_tp2, title="TP & TP2 Short", style=shape.flag, location=location.belowbar, color = color.green, editable = false, transp = 0, size=size.tiny) // TP on Pumps triangles plotshape(Final_Long_tp_pump and Final_longCondition0, text ="PUMP", title="Take Profit Long Pump", style=shape.triangledown, location=location.abovebar, color = color.red, editable = false, transp = 0) plotshape(Final_Short_tp_pump and Final_shortCondition0, text ="PUMP", title="Take Profit Short Pump", style=shape.triangleup, location=location.belowbar, color = color.lime, editable = false, transp = 0) //TP on pumps crosses ltp_pump = iff(Final_Long_tp_pump and Final_longCondition0, last_open_longCondition*(1+(tp_pump/100)), na), plot(ltp_pump, style = plot.style_cross, linewidth=3, color = color.white, editable = false) stp_pump = iff(Final_Short_tp_pump and Final_shortCondition0, last_open_shortCondition*(1-(tp_pump/100)), na), plot(stp_pump, style = plot.style_cross, linewidth=3, color = color.white, editable = false) // Stop Loss triangles plotshape(Final_Long_sl, text ="SL", title="Stop Loss Long", style=shape.triangledown, location=location.abovebar, color = color.fuchsia, editable = false, transp = 0) plotshape(Final_Short_sl, text ="SL", title="Stop Loss Short", style=shape.triangleup, location=location.belowbar, color = color.fuchsia, editable = false, transp = 0) // Stop Loss crosses lsl = iff(Final_Long_sl, (1-(sl/100))*last_open_longCondition, na), plot(lsl, style = plot.style_cross, linewidth=3, color = color.white, editable = false) ssl = iff(Final_Short_sl, (1+(sl/100))*last_open_shortCondition, na), plot(ssl, style = plot.style_cross, linewidth=3, color = color.white, editable = false) // TP Levels plot(is_Long and in_longCondition0 and not longCondition0 and last_longCondition > nz(last_long_tp[1]) and last_longCondition > nz(last_long_sl[1]) ? (last_open_longCondition*(1+(tp/100))) : na, "Long Take Profit", color = color.green, style=3, linewidth=1, editable = false) plot(is_Short and in_shortCondition0 and not shortCondition0 and last_shortCondition > nz(last_short_tp[1]) and last_shortCondition > nz(last_short_sl[1]) ? (last_open_shortCondition*(1-(tp/100))) : na, "Short Take Profit", color =color.red , style=3, linewidth=1, editable = false) // TP2 Levels plot(Act_tp2 and is_Long and in_longCondition0 and not longCondition0 and last_longCondition > nz(last_long_tp2[1]) and last_longCondition > nz(last_long_sl[1]) ? (last_open_longCondition*(1+(tp2/100))) : na, "Long Take Profit 2", color = color.green, style=3, linewidth=1, editable = false) plot(Act_tp2 and is_Short and in_shortCondition0 and not shortCondition0 and last_shortCondition > nz(last_short_tp2[1]) and last_shortCondition > nz(last_short_sl[1]) ? (last_open_shortCondition*(1-(tp2/100))) : na, "Short Take Profit 2", color =color.red , style=3, linewidth=1, editable = false) // Weekend Weekend = true W_color = Weekend and (dayofweek == dayofweek.sunday or dayofweek == dayofweek.saturday) ? color.teal : na bgcolor(W_color, title = "WEEKEND") // ================================================================================================================================================================================ // RE-ENTRY CONDITIONS // ================================================================================================================================================================================ // Re-entry on long after tp, sl or Xlong if Final_Long_tp or Final_Long_sl or Final_XlongCondition CondIni_long := -1 CondIni_long0 := -1 // Re-entry on short after tp, sl or Xshort if Final_Short_tp or Final_Short_sl or Final_XshortCondition CondIni_short := 1 CondIni_short0 := 1 // Re-entry on unconfirmed long after a confirmed long if Final_longCondition CondIni_long0 := 1 // Re-entry on unconfirmed short after a confirmed short if Final_shortCondition CondIni_short0 := -1 // ================================================================================================================================================================================ // BACKTEST // ================================================================================================================================================================================ // Backtest input Act_BT = input(true, "BACKTEST 💹") // Time period input testStartYear = input(2019, "BACKTEST START YEAR", minval = 1980, maxval = 2222) testStartMonth = input(06, "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) testPeriod = time >= testPeriodStart and time <= testPeriodStop ? true : false // Choosing between contracts or $ contracts_or_cash = input("CONTRACTS", "CONTRACTS ₿ / CASH $", options = ["CONTRACTS","CASH"]) cc_factor = (contracts_or_cash == "CASH") ? open : 1 // Entering the quantity of each entry to close on its take profit quantity_cash_1TP = input(0.5, "QUANTITY 1ST TP", type = input.float) / cc_factor quantity_cash_2TP = input(0.5, "QUANTITY 2ND TP", type = input.float) / cc_factor Act_Lev = input(true, "ACTIVATE LEVERAGE BY VOLUME") var int qty_Lev = na qty_Lev := Act_Lev ? ceil(volume/sma(volume,sma_length)) : 1 // Defining new final unconfirmed conditions to use on the TV backtest BT_Final_longCondition := Position == "SHORT" ? na : ((longCond and not in_longCondition) or (longCond and Final_Long_tp) or (longCond and Final_Long_sl)) or (longCond and not longCondition and (last_long_tp > nz(last_longCondition))) or (longCond and not longCondition and (last_long_sl > nz(last_longCondition))) or (longCond and Act_X == true and not longCondition and (last_XlongCondition0 > nz(last_longCondition))) BT_Final_shortCondition := Position == "LONG" ? na : ((shortCond and not in_shortCondition) or (shortCond and Final_Short_tp) or (shortCond and Final_Short_sl)) or (shortCond and not shortCondition and (last_short_tp > nz(last_shortCondition))) or (shortCond and not shortCondition and (last_short_sl > nz(last_shortCondition))) or (shortCond and Act_X == true and not shortCondition and (last_XshortCondition0 > nz(last_shortCondition))) // Entering long positions if (BT_Final_longCondition) strategy.entry("long1", strategy.long, qty = quantity_cash_1TP*qty_Lev, when = Act_BT and testPeriod) strategy.entry("long2", strategy.long, qty = quantity_cash_2TP*qty_Lev, when = Act_BT and testPeriod and Act_tp2) // Entering short positions if (BT_Final_shortCondition) strategy.entry("short1", strategy.short, qty = quantity_cash_1TP*qty_Lev, when = Act_BT and testPeriod) strategy.entry("short2", strategy.short, qty = quantity_cash_2TP*qty_Lev, when = Act_BT and testPeriod and Act_tp2) // Closing positions with first TP strategy.exit("Tpl", "long1", profit = (abs((last_open_longCondition*(1+(tp/100)))-last_open_longCondition)/syminfo.mintick), loss = Act_sl ? (abs((last_open_longCondition*(1-(sl/100)))-last_open_longCondition)/syminfo.mintick) : na) strategy.exit("Tps", "short1", profit = (abs((last_open_shortCondition*(1-(tp/100)))-last_open_shortCondition)/syminfo.mintick), loss = Act_sl ? (abs((last_open_shortCondition*(1+(sl/100)))-last_open_shortCondition)/syminfo.mintick) : na) // Closing positions with second TP strategy.exit("Tpl2", "long2", profit = (abs((last_open_longCondition*(1+(tp2/100)))-last_open_longCondition)/syminfo.mintick), loss = Act_sl ? (abs((last_open_longCondition*(1-(sl/100)))-last_open_longCondition)/syminfo.mintick) : na) strategy.exit("Tps2", "short2", profit = (abs((last_open_shortCondition*(1-(tp2/100)))-last_open_shortCondition)/syminfo.mintick), loss = Act_sl ? (abs((last_open_shortCondition*(1+(sl/100)))-last_open_shortCondition)/syminfo.mintick) : na) // Closing all positions with Xlong/Xshort strategy.close_all(when = Final_XlongCondition0 or Final_XshortCondition0) // ================================================================================================================================================================================ // ALERTS // ================================================================================================================================================================================ //alertcondition(Final_longCondition0, title="Not_Conf Long Alert", message = "NC LONG") //alertcondition(Final_shortCondition0, title="Not_Conf Short Alert", message = "NC SHORT") //alertcondition(Final_longCondition, title="Long Alert", message = "LONG") //alertcondition(Final_shortCondition, title="Short Alert", message = "SHORT") //alertcondition(Final_Long_tp, title="Take Profit on Longs Alert", message = "LONG TP") //alertcondition(Final_Short_tp, title="Take Profit on Shorts Alert", message = "SHORT TP") //alertcondition(Final_Long_tp2, title="Take Profit2 on Longs Alert", message = "LONG TP2") //alertcondition(Final_Short_tp2, title="Take Profit2 on Shorts Alert", message = "SHORT TP2") //alertcondition(Final_XlongCondition or Final_Long_sl or (Final_Long_tp_pump and Act_not_conf), title="XLong/PUMP/Stop-Loss on Longs Alert", message = "XLONG/PUMP/STOP-LOSS") //alertcondition(Final_XshortCondition or Final_Short_sl or (Final_Short_tp_pump and Act_not_conf), title="XShort/PUMP/Stop-Loss on Shorts Alert", message = "XSHORT/PUMP/STOP-LOSS") // BTC BINANCE FUTURES alertcondition(Final_longCondition0, title="BTC NC Long Alert", message = "NC LONG | e=BINANCEFUTURES a=BINANCE s=BTCUSDT c=order b=long | delay=1 | e=BINANCEFUTURES a=BINANCE s=BTCUSDT c=position b=short t=market ro=1 | delay=1 | e=BINANCEFUTURES a=BINANCE s=BTCUSDT b=long q=25% t=market") alertcondition(Final_shortCondition0, title="BTC NC Short Alert", message = "NC SHORT | e=BINANCEFUTURES a=BINANCE s=BTCUSDT c=order b=short | delay=1 | e=BINANCEFUTURES a=BINANCE s=BTCUSDT c=position b=long t=market ro=1 | delay=1 | e=BINANCEFUTURES a=BINANCE s=BTCUSDT b=short q=25% t=market") alertcondition(Final_longCondition, title="BTC Long Alert", message = "LONG | e=BINANCEFUTURES a=BINANCE s=BTCUSDT c=order b=long | delay=1 | e=BINANCEFUTURES a=BINANCE s=BTCUSDT c=position b=short t=market ro=1 | delay=1 | e=BINANCEFUTURES a=BINANCE s=BTCUSDT b=long q=100% t=market | delay=1 | e=BINANCEFUTURES a=BINANCE s=BTCUSDT c=position b=long p=0.80% q=50% t=limit ro=1 | delay=1 | e=BINANCEFUTURES a=BINANCE s=BTCUSDT c=position b=long p=1.8% q=50% t=limit ro=1") alertcondition(Final_shortCondition, title="BTC Short Alert", message = "SHORT | e=BINANCEFUTURES a=BINANCE s=BTCUSDT c=order b=short | delay=1 | e=BINANCEFUTURES a=BINANCE s=BTCUSDT c=position b=long t=market ro=1 | delay=1 | e=BINANCEFUTURES a=BINANCE s=BTCUSDT b=short q=100% t=market | delay=1 | e=BINANCEFUTURES a=BINANCE s=BTCUSDT c=position b=short p=-0.80% q=50% t=limit ro=1 | delay=1 | e=BINANCEFUTURES a=BINANCE s=BTCUSDT c=position b=short p=-1.8% q=50% t=limit ro=1") //alertcondition(Final_Long_tp, title="BTC Take Profit on Longs Alert", // message = "LONG TP | e=BINANCEFUTURES a=BINANCE s=BTCUSDT c=position q=50% t=market ro=1") //alertcondition(Final_Short_tp, title="BTC Take Profit on Shorts Alert", // message = "SHORT TP | e=BINANCEFUTURES a=BINANCE s=BTCUSDT c=position q=50% t=market ro=1") //alertcondition(Final_Long_tp2, title="BTC Take Profit on Longs Alert", // message = "LONG TP2 | e=BINANCEFUTURES a=BINANCE s=BTCUSDT c=position b=long q=100% t=market ro=1") //alertcondition(Final_Short_tp2, title="BTC Take Profit on Shorts Alert", // message = "SHORT TP2 | e=BINANCEFUTURES a=BINANCE s=BTCUSDT c=position b=short q=100% t=market ro=1") alertcondition(Final_XL or Final_Long_sl or (Final_Long_tp_pump and Act_not_conf), title="BTC XLong/PUMP/Stop-Loss on Longs Alert", message = "XLONG/PUMP/STOP-LOSS | e=BINANCEFUTURES a=BINANCE s=BTCUSDT c=order | delay=1 | e=BINANCEFUTURES a=BINANCE s=BTCUSDT c=position b=long t=market ro=1") alertcondition(Final_XS or Final_Short_sl or (Final_Short_tp_pump and Act_not_conf), title="BTC XShort/PUMP/Stop-Loss on Shorts Alert", message = "XSHORT/PUMP/STOP-LOSS | e=BINANCEFUTURES a=BINANCE s=BTCUSDT c=order | delay=1 | e=BINANCEFUTURES a=BINANCE s=BTCUSDT c=position b=short t=market ro=1") // by Xaviz

STEM_MATCS_BTC_STRATEGY

https://www.tradingview.com/script/f0NnKUwv-STEM-MATCS-BTC-STRATEGY/

UnknownUnicorn2689000

https://www.tradingview.com/u/UnknownUnicorn2689000/

strategy

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/ // © IncomePipelineGenerator //@version=4 strategy("STRAT_STEM_MATCS_BTC", overlay=true, pyramiding = 0, default_qty_value = 20, slippage = 5) ST_EMA_PERIOD = input(1, minval=1) ST_EMA = ema(close, ST_EMA_PERIOD) LENGTH = input(title="ATR_PERIOD", type=input.integer, defval=95) ATR_TUNE = input(title="ATR_TUNE", type=input.float, step=0.1, defval=2.1) showLabels = input(title="Show_Buy/Sell_Labels ?", type=input.bool, defval=true) highlightState = input(title="Highlight_State ?", type=input.bool, defval=true) ATR = ATR_TUNE * atr(LENGTH) longStop = ST_EMA - ATR longStopPrev = nz(longStop[1], longStop) longStop := (close[1]) > longStopPrev ? max(longStop, longStopPrev) : longStop shortStop = ST_EMA + ATR shortStopPrev = nz(shortStop[1], shortStop) shortStop := (close[1]) < shortStopPrev ? min(shortStop, shortStopPrev) : shortStop dir = 1 dir := nz(dir[1], dir) dir := dir == -1 and (close) > shortStopPrev ? 1 : dir == 1 and (close) < longStopPrev ? -1 : dir fastLength = input(3, minval=1), medLength=input(9, minval=1), slowLength=input(12, minval=1), signalLength=input(16,minval=1) fastMA = ema(close, fastLength), medMA = ema(close, medLength), slowMA = ema(close, slowLength) macd = fastMA - slowMA fmacd = fastMA - medMA smacd = slowMA - medMA signal = ema(macd, signalLength) fsignal = ema(fmacd, signalLength) ssignal = ema(smacd, signalLength) SetStopLossShort = 0.0 SetStopLossShort := if(strategy.position_size < 0) StopLossShort = shortStop min(StopLossShort,SetStopLossShort[1]) SetStopLossLong = 0.0 SetStopLossLong := if(strategy.position_size > 0) StopLossLong = longStop max(StopLossLong,SetStopLossLong[1]) ATR_CrossOver_Period = input(5, type=input.integer, minval=1, maxval=2000) ATR_SIGNAL_FINE_TUNE = input(0.962, type=input.float) ATR_CS = atr(ATR_CrossOver_Period)*ATR_SIGNAL_FINE_TUNE StopLoss_Initial_Short = input(0.0, type=input.float) StopLoss_Initial_Long = input(0.0, type=input.float) StopLoss_Long_Adjust = input(0.0, type=input.float) StopLoss_Short_Adjust = input(0.0, type=input.float) VOLUME_CHECK = input(200) //Custom Time Interval fromMinute = input(defval = 0, title = "From Minute", minval = 0, maxval = 60) fromHour = input(defval = 0, title = "From Hour", minval = 0, maxval = 24) fromDay = input(defval = 1, title = "From Day", minval = 1) fromMonth = input(defval = 1, title = "From Month", minval = 1) fromYear = input(defval = 2019, title = "From Year", minval = 1900) tillMinute = input(defval = 0, title = "Till Minute", minval = 0, maxval = 60) tillHour = input(defval = 0, title = "Till Hour", minval = 0, maxval = 24) tillDay = input(defval = 1, title = "Till Day", minval = 1) tillMonth = input(defval = 1, title = "Till Month", minval = 1) tillYear = input(defval = 2020, title = "Till Year", minval = 1900) timestampStart = timestamp(fromYear,fromMonth,fromDay,fromHour,fromMinute) timestampEnd = timestamp(tillYear,tillMonth,tillDay,tillHour,tillMinute) //Custom Buy Signal Code -- This is where you design your own buy and sell signals. You now have millions of possibilites with the use of simple if/and/or statements. if ( (time >= timestampStart and time <= timestampEnd) and dir==1 and dir[1]==-1 and volume > VOLUME_CHECK and ((fsignal[1] -fsignal) <= 0) and cross(fmacd, smacd) ) strategy.exit("SELL") strategy.entry("BUY", strategy.long) strategy.exit("BUY_STOP","BUY", stop = close - StopLoss_Initial_Long) //Custom Sell Signal Code if ( (time >= timestampStart and time <= timestampEnd) and dir == -1 and dir[1] == 1 and dir[2] == 1 and dir[3] == 1 and dir[4] == 1 and cross(fmacd, smacd) ) strategy.exit( "BUY") strategy.entry("SELL", strategy.short) strategy.exit("SELL_STOP","SELL", stop = close + StopLoss_Initial_Short) //Slight adjustments to ST for fine tuning if (strategy.opentrades > 0 ) strategy.exit("BUY_TRAIL_STOP","BUY", stop = longStop - StopLoss_Long_Adjust) strategy.exit("SELL_TRAIL_STOP","SELL", stop = shortStop + StopLoss_Short_Adjust)

TradingView Alerts to MT4 MT5 + dynamic variables NON-REPAINTING

https://www.tradingview.com/script/9MJO3AgE-TradingView-Alerts-to-MT4-MT5-dynamic-variables-NON-REPAINTING/

Peter_O

https://www.tradingview.com/u/Peter_O/

strategy

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/ // © Peter_O //@version=5 strategy(title='TradingView Alerts to MT4 MT5 Strategy example', commission_type=strategy.commission.cash_per_order, commission_value=0.00003, overlay=false, default_qty_value=100000, initial_capital=1000) //study(title="TradingView Alerts to MT4 MT5 Strategy example") //uncomment this line and comment previous one to make it a study producing alerts // // This script was created for educational purposes only. // It is showing how to use dynamic variables in TradingView alerts. // And how to execute them in Forex, indices and commodities markets TakeProfitDistance = input(400) TakePartialProfitDistance = input(150) // **** Entries logic **** { periodK = input.int(13, title='K', minval=1) periodD = input.int(3, title='D', minval=1) smoothK = input.int(4, title='Smooth', minval=1) k = ta.sma(ta.stoch(close, high, low, periodK), smoothK) d = ta.sma(k, periodD) plot(k, title='%K', color=color.new(color.blue, 0)) plot(d, title='%D', color=color.new(color.orange, 0)) h0 = hline(80) h1 = hline(20) fill(h0, h1, color=color.new(color.purple, 75)) GoLong = ta.crossover(k, d) and k < 80 GoShort = ta.crossunder(k, d) and k > 20 // } End of entries logic // **** Pivot-points and stop-loss logic **** { piv_high = ta.pivothigh(high, 1, 1) piv_low = ta.pivotlow(low, 1, 1) var float stoploss_long = low var float stoploss_short = high pl = ta.valuewhen(piv_low, piv_low, 0) ph = ta.valuewhen(piv_high, piv_high, 0) if GoLong stoploss_long := low < pl ? low : pl stoploss_long if GoShort stoploss_short := high > ph ? high : ph stoploss_short // } End of Pivot-points and stop-loss logic strategy.entry('Long', strategy.long, when=GoLong) strategy.exit('XPartLong', from_entry='Long', qty_percent=50, profit=TakePartialProfitDistance) strategy.exit('XLong', from_entry='Long', stop=stoploss_long, profit=TakeProfitDistance) strategy.entry('Short', strategy.short, when=GoShort) strategy.exit('XPartShort', from_entry='Short', qty_percent=50, profit=TakePartialProfitDistance) strategy.exit('XShort', from_entry='Short', stop=stoploss_short, profit=TakeProfitDistance) if GoLong alertsyntax_golong = 'long slprice=' + str.tostring(stoploss_long) + ' tp1=' + str.tostring(TakePartialProfitDistance) + ' part1=0.5 tp=' + str.tostring(TakeProfitDistance) alert(message=alertsyntax_golong, freq=alert.freq_once_per_bar_close) if GoShort alertsyntax_goshort = 'short slprice=' + str.tostring(stoploss_short) + ' tp1=' + str.tostring(TakePartialProfitDistance) + ' part1=0.5 tp=' + str.tostring(TakeProfitDistance) alert(message=alertsyntax_goshort, freq=alert.freq_once_per_bar_close)

Baseline Strategy - evo

https://www.tradingview.com/script/ztLkQJ55-Baseline-Strategy-evo/

EvoCrypto

https://www.tradingview.com/u/EvoCrypto/

strategy

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("Baseline Strategy - evo", "Baseline Strategy", true) // INPUTS Resolution = input("", "Resolution", type=input.resolution) Show_Ma = input(false, "Show moving average") // Strategy entry should be good on this setting Repaint = (true) Type = input("SMA", "Type", options=["SMA", "EMA", "HMA", "RMA", "WMA", "VWMA", "ALMA", "Donchian"]) Length = input(30, "Length", minval=1) ALMA_Offset = (0.85) ALMA_Sigma = (6) Strategy = input("CLOSE", "Closing Strategy", options=["OHLC4", "HLC3", "HL2", "CLOSE"]) Signals = input(false, "Show signals") Bars = input(false, "Show barcolor") Background = input(false, "Show Background") Fill = input(false, "Fill baseline") // SETTINGS O = Repaint ? open : open[1] H = Repaint ? high : high[1] L = Repaint ? low : low[1] C = Repaint ? close : close[1] OHLC = Repaint ? ohlc4 : ohlc4[1] HLC = Repaint ? hlc3 : hlc3[1] HL = Repaint ? hl2 : hl2[1] OPEN = security(syminfo.tickerid, Resolution, O) HIGH = security(syminfo.tickerid, Resolution, H) LOW = security(syminfo.tickerid, Resolution, L) CLOSE = security(syminfo.tickerid, Resolution, C) OHLC4 = security(syminfo.tickerid, Resolution, OHLC) HLC3 = security(syminfo.tickerid, Resolution, HLC) HL2 = security(syminfo.tickerid, Resolution, HL) Average_ = Type == "SMA" ? sma(CLOSE, Length) : Type == "EMA" ? ema(CLOSE, Length) : Type == "HMA" ? hma(CLOSE, Length) : Type == "RMA" ? rma(CLOSE, Length) : Type == "WMA" ? wma(CLOSE, Length) : Type == "VWMA" ? vwma(CLOSE, Length) : Type == "ALMA" ? alma(CLOSE, Length, ALMA_Offset, ALMA_Sigma) : Type == "Donchian" ? avg(highest(CLOSE, Length), lowest(CLOSE, Length)) : na Upper_ = Type == "SMA" ? sma(HIGH, Length) : Type == "EMA" ? ema(HIGH, Length) : Type == "HMA" ? hma(HIGH, Length) : Type == "RMA" ? rma(HIGH, Length) : Type == "WMA" ? wma(HIGH, Length) : Type == "VWMA" ? vwma(HIGH, Length) : Type == "ALMA" ? alma(HIGH, Length, ALMA_Offset, ALMA_Sigma) : Type == "Donchian" ? avg(highest(HIGH, Length), lowest(HIGH, Length)) : na Lower_ = Type == "SMA" ? sma(LOW, Length) : Type == "EMA" ? ema(LOW, Length) : Type == "HMA" ? hma(LOW, Length) : Type == "RMA" ? rma(LOW, Length) : Type == "WMA" ? wma(LOW, Length) : Type == "VWMA" ? vwma(LOW, Length) : Type == "ALMA" ? alma(LOW, Length, ALMA_Offset, ALMA_Sigma) : Type == "Donchian" ? avg(highest(LOW, Length), lowest(LOW, Length)) : na Average = security(syminfo.tickerid, Resolution, Average_) Upper = security(syminfo.tickerid, Resolution, Upper_) Lower = security(syminfo.tickerid, Resolution, Lower_) H_Set = Strategy == "OHLC4" ? OHLC4 : Strategy == "HLC3" ? HLC3 : Strategy == "HL2" ? HL2 : Strategy == "CLOSE" ? CLOSE : na L_Set = Strategy == "OHLC4" ? OHLC4 : Strategy == "HLC3" ? HLC3 : Strategy == "HL2" ? HL2 : Strategy == "CLOSE" ? CLOSE : na Dir_1 = float(na), Dir_1 := L_Set > Upper ? 1 : H_Set < Lower ? -1 : nz(Dir_1[1]) Up_Sig = Dir_1 != Dir_1[1] and Dir_1 == 1 and Signals Dn_Sig = Dir_1 != Dir_1[1] and Dir_1 == -1 and Signals Color_1_1 = Dir_1 == 1 ? (close > open ? color.new(#a5d6a7, 0) : color.new(#81c784, 0)) : (close > open ? color.new(#ef9a9a, 0) : color.new(#e57373, 0)) Color_1_2 = Dir_1 == 1 ? color.new(#4caf50, 80) : color.new(#f44336, 80) Dir_2 = float(na), Dir_2 := Average > Average[1] ? 1 : Average < Average[1] ? -1 : nz(Dir_2[1]) Color_2 = Dir_2 == 1 ? color.new(#000000, 1) : color.new(#000000, 0) Color_3 = Fill ? color.new(#000000, 90) : color.new(#000000, 100) // PLOT plot(Show_Ma ? Average : na, "Moving Average", Color_2, 2) P1 = plot(Upper, "Upper Line", Color_2, 2) P2 = plot(Lower, "Upper Line", Color_2, 2) fill(P1, P2, title="Baseline Fill", color=Color_3) plotshape(Up_Sig ? Lower : na, "Buy", color=color.new(#00ff00, 40), location=location.absolute, size=size.small, style=shape.labelup, text="Buy", textcolor=color.new(#000000, 0)) plotshape(Dn_Sig ? Upper : na, "Sell", color=color.new(#ff0000, 40), location=location.absolute, size=size.small, style=shape.labeldown, text="Sell", textcolor=color.new(#ffffff, 0)) barcolor(Bars ? Color_1_1 : na, title="Bar Color") bgcolor(Background ? Color_1_2 : na, title="Background") // STRATEGY if (Dir_1 == 1) strategy.entry("Long", strategy.long) if (Dir_1 == -1) strategy.entry("Short", strategy.short)

Harmonic System Strategy

https://www.tradingview.com/script/WG8oLdFX/

ceyhun

https://www.tradingview.com/u/ceyhun/

strategy

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("Harmonic System Strategy", overlay=true) harm_average(x,y,z) =>3 / (1 / x + 1 / y + 1 / z) T1 = harm_average(close[1], close[2], close[3]) T2 = harm_average(T1, T1[1], T1[2]) T3 = harm_average(T2, T2[1], T2[2]) T4 = harm_average(T3, T3[1], T3[2]) T5 = harm_average(T4, T4[1], T4[2]) T6 = harm_average(T5, T5[1], T5[2]) Balance = 18 / (1 / T1 * 3 + 1 / T2 * 3 + 1 / T3 * 3 + 1 / T4 * 3 + 1 / T5 * 3 + 1 / T6 * 3) plot(T1,linewidth=2, color=color.green,title="T1") plot(T2,linewidth=1, color=color.blue,title="T2") plot(T3,linewidth=1, color=color.blue,title="T3") plot(Balance,linewidth=2, color=color.black,title="Balance") plot(T4,linewidth=1, color=color.blue,title="T4") plot(T5,linewidth=1, color=color.blue,title="T5") plot(T6,linewidth=2, color=color.red,title="T6") X1 = min(min(T1,T2),T3) X2 = max(max(T4,T5),T6) X3 = min(T1,T2) X4 = max(T3,T4) Buy=crossover(X1,X2) Sell=crossunder(X3,X4) if crossover(X1,X2) strategy.entry("Long", strategy.long, comment="Long") if crossunder(X3,X4) strategy.entry("Short", strategy.short, comment="Short")

How To Set Trade Dates

https://www.tradingview.com/script/1P9pouqq-How-To-Set-Trade-Dates/

allanster

https://www.tradingview.com/u/allanster/

strategy

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 Trade Dates", shorttitle = "Seasonality", overlay = true, precision = 2, max_bars_back = 200, pyramiding = 0, initial_capital = 10000, currency = currency.NONE, default_qty_type = strategy.cash, default_qty_value = 10000, commission_type = "percent", commission_value = 0.27) // Revision: 2 // Author: @allanster // === INPUT BACKTEST RANGE === toolTipA = 'Use with Daily or lower timeframe. If using Daily set desired dates 1 day earlier.' toolTipB = '\n\nUse 0 as wild card for all. Examples:\nEntry Year:  0 is "Every Year".\nEntry Month: 0 is "Every Month".' toolTipC = '\n\nWhen using 0 wild card dates on Daily period will not buy on 1st day of month. If market is closed will buy on next open day.' inpEntrY = input.int (defval = 2020, title = "Entry Year", minval = 0, tooltip = toolTipA + toolTipB + toolTipC) inpEntrM = input.int (defval = 9, title = "Entry Month", minval = 0, maxval = 12) inpEntrD = input.int (defval = 1, title = "Entry Day", minval = 0, maxval = 31) inpExitY = input.int (defval = 2021, title = "Exit Year", minval = 0) inpExitM = input.int (defval = 5, title = "Exit Month", minval = 0, maxval = 12) inpExitD = input.int (defval = 1, title = "Exit Day", minval = 0, maxval = 31) inpPostn = input.string(defval = "LONG", title = "Position", confirm = false, options = ["LONG", "SHORT"]) // === LOGIC === dates2trade() => entrD = inpEntrD == 0 ? dayofmonth : inpEntrD entrM = inpEntrM == 0 ? month : inpEntrM entrY = inpEntrY == 0 ? year : inpEntrY exitD = inpExitD == 0 ? dayofmonth : inpExitD exitM = inpExitM == 0 ? month : inpExitM exitY = inpExitY == 0 ? year : inpExitY dates2entr = time >= timestamp(entrY, entrM, entrD, 00, 00, 00) and time <= timestamp(entrY, entrM, entrD + 4, 00, 00, 00) dates2exit = time >= timestamp(exitY, exitM, exitD, 00, 00, 00) and time <= timestamp(exitY, exitM, exitD + 4, 00, 00, 00) [dates2entr,dates2exit] [entr,exit] = dates2trade() // === EXECUTION === strategy.entry("L", strategy.long, when = inpPostn == "LONG" and entr) strategy.entry("S", strategy.short, when = inpPostn == "SHORT" and entr) strategy.close_all(when = exit)

Scaled Normalized Vector Strategy, ver.4.1

https://www.tradingview.com/script/LDk7bX6z-scaled-normalized-vector-strategy-ver-4-1/

capissimo

https://www.tradingview.com/u/capissimo/

strategy

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/ // © capissimo //@version=4 strategy("Scaled Normalized Vector Strategy (ver.4.1)", '', false, precision=2) // Description: // This modification of the Scaled Normalized Vector Strategy uses trailing stops and is optimized for lower TFs price = input(close, "Price Data") tf = input(6, "Timeframe", minval=1, maxval=1440) thresh = input(14., "Threshold", minval=.1, step=.1) div = input(1000000,"Divisor", options=[1,10,100,1000,10000,100000,1000000,10000000,100000000]) mmx = input(233, "Minimax Lookback", options=[1, 2, 3, 5, 8, 13, 21, 34, 55, 89, 144, 233, 377, 610, 987, 1597, 2584]) showVol = input(false, "Volume") useold = input(true, "Use Old System") method = input("Swish","Activation", options=["Step", "LReLU", "Swish", "None"]) useStop = input(true, "Use Trailing Stop?") slPoints = input(200, "Stop Loss Trail Points", minval = 1) slOffset = input(400, "Stop Loss Trail Offset", minval = 1) scaleMinimax(X, p, min, max) => hi = highest(X, p), lo = lowest(X, p) (max - min) * (X - lo)/(hi - lo) + min getdiff(prc, tf) => prev = scaleMinimax((useold ? security(syminfo.tickerid, tostring(tf), prc[1], barmerge.gaps_off, barmerge.lookahead_on) : security(syminfo.tickerid, tostring(tf), prc[1])), tf, 0, 1) curr = scaleMinimax((useold ? security(syminfo.tickerid, tostring(tf), hlc3, barmerge.gaps_off, barmerge.lookahead_on) : security(syminfo.tickerid, tostring(tf), hlc3)), tf, 0, 1) (curr/prev) - 1 relu(x) => max(x, 0) lrelu(x, alpha) => relu(x) - alpha * relu(-x) step(x) => x >= 0 ? 1 : -1 sigmoid(x) => 1 / (1 + exp(-x)) swish(x) => x * sigmoid(x) f(m) => method==m vol = useold ? security(syminfo.tickerid, tostring(tf), volume, barmerge.gaps_off, barmerge.lookahead_on) : security(syminfo.tickerid, tostring(tf), volume) changed = change(price) obvvar = cum(changed > 0 ? vol : changed < 0 ? -vol : 0*vol) prix = showVol ? obvvar : price x = getdiff(prix, tf) p = f("Swish") ? swish(x) : f("Step") ? step(x) : f("LReLU") ? lrelu(x, .8) : x th = thresh/div long = crossover(p, th) short= crossunder(p, -th) lime = color.new(color.lime, 10), fuchsia = color.new(color.fuchsia, 10), black = color.new(color.black, 100), gray = color.new(color.gray, 50) bg = long ? lime : short ? fuchsia : black cl = p > th ? color.green : p < -th ? color.red : color.silver bgcolor(bg, editable=false) plot(scaleMinimax(th, mmx, -1, 1), color=lime, editable=false, transp=0) hline(0, linestyle=hline.style_dotted, title="base line", color=gray, editable=false) plot(scaleMinimax(-th, mmx, -1, 1), color=fuchsia, editable=false, transp=0) plot(scaleMinimax(p, mmx, -1, 1), color=cl, style=plot.style_histogram, transp=70, editable=false) plot(scaleMinimax(p, mmx, -1, 1), color=cl, style=plot.style_linebr, title="prediction", transp=0, editable=false) strategy.entry("L", true, 1, when=long) strategy.entry("S", false, 1, when=short) if (useStop) // in case of using the trailing stop strategy.exit("L", from_entry="L", trail_points=slPoints, trail_offset=slOffset) strategy.exit("S", from_entry="S", trail_points=slPoints, trail_offset=slOffset) alertcondition(long, title='Long', message='Long Signal!') alertcondition(short, title='Short', message='Short Signal!') //*** Karobein Oscillator per = input(8, "Karobein Osc Lookback") prix2 = ema(price, per) a = ema(prix2 < prix2[1] ? prix2/prix2[1] : 0, per) b = ema(prix2 > prix2[1] ? prix2/prix2[1] : 0, per) c = (prix2/prix2[1])/(prix2/prix2[1] + b) d = 2*((prix2/prix2[1])/(prix2/prix2[1] + c*a)) - 1 plot(scaleMinimax(d, mmx, -1, 1), color=color.orange, transp=0)

MA 10/20 Crossover

https://www.tradingview.com/script/2cbpO8lO-MA-10-20-Crossover/

StratifyTrade

https://www.tradingview.com/u/StratifyTrade/

strategy

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/ // © HunterAlgos //@version=5 strategy('MA 10/20 Crossover', overlay=true) ma10 = ta.sma(close, 10) ma20 = ta.sma(close, 20) long = ta.cross(ma10, ma20) and ma10 > ma20 short = ta.cross(ma10, ma20) and ma10 < ma20 plot(ma10, title='10', color=color.new(color.yellow, 0), linewidth=2) plot(ma20, title='20', color=color.new(color.red, 0), linewidth=2) testStartYear = input(2016, 'Backtest Start Year') testStartMonth = input(4, 'Backtest Start Month') testStartDay = input(1, 'Backtest Start Day') testPeriodStart = timestamp(testStartYear, testStartMonth, testStartDay, 0, 0) testStopYear = input(2018, 'BackTest Stop Year') testStopMonth = input(10, 'Backtest Stop Month') testStopDay = input(15, 'Backtest Stop Day') testPeriodStop = timestamp(testStopYear, testStopMonth, testStopDay, 0, 0) if time >= testPeriodStart if time <= testPeriodStop strategy.entry('Long', strategy.long, 1.0, when=long) strategy.entry('Short', strategy.short, 1.0, when=short)

How To Set Backtest Date Range

https://www.tradingview.com/script/62hUcP6O-How-To-Set-Backtest-Date-Range/

allanster

https://www.tradingview.com/u/allanster/

strategy

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 // Revision: 7 //@version=5 strategy(title = "How To Set Backtest Range", shorttitle = "Dates", overlay = true, format = format.price, precision = 8, default_qty_type = strategy.cash, default_qty_value = 100, initial_capital = 10000, currency = currency.NONE, slippage = 2, commission_type = strategy.commission.percent, commission_value = 0.25) // === INPUT MA SOURCES AND LENGTHS === i_srcF = input (defval = hlc3, title = "Faster   ", inline = 'F') i_lenF = input.int (defval = 12, title = "Length", minval = 1, step = 1, inline = 'F') i_srcS = input (defval = hlc3, title = "Slower ", inline = 'S') i_lenS = input.int (defval = 26, title = "Length", minval = 1, step = 1, inline = 'S') // === INPUT BACKTEST RANGE === i_from = input.time(defval = timestamp("01 Jan 2023 00:00 +0000"), title = "From") i_thru = input.time(defval = timestamp("01 Mar 2023 00:00 +0000"), title = "Thru") // === INPUT SHOW PLOT === i_show = input (defval = true, title = "Show Date Range") // === FUNCTION EXAMPLE === date() => time >= i_from and time <= i_thru // create date function "within window of time" // === LOGIC === fastMA = ta.ema(i_srcF, i_lenF) // create Fast MA slowMA = ta.ema(i_srcS, i_lenS) // create Slow MA crsOvr = ta.crossover (fastMA, slowMA) // true when Fast MA crosses over Slow MA crsUnd = ta.crossunder(fastMA, slowMA) // true when Fast MA crosses under Slow MA // === EXECUTION === if date() and crsOvr // if "within window of time" AND crossover strategy.entry("Long", strategy.long) // enter long if date() and crsUnd // if "within window of time" AND crossunder strategy.close("Long") // close long // === PLOTTING === bgcolor(color = i_show and date() ? color.new(color.gray, 90) : na) // plot if "Show Date Range" and "within window of time" plot(series = fastMA, title = 'FastMA', color = color.yellow, linewidth = 2, style = plot.style_line) // plot Fast MA plot(series = slowMA, title = 'SlowMA', color = color.aqua, linewidth = 2, style = plot.style_line) // plot Slow MA

Ichimoku + Daily-Candle_X + HULL-MA_X + MacD

https://www.tradingview.com/script/RJBjyl2W-Ichimoku-Daily-Candle-X-HULL-MA-X-MacD/

SeaSide420

https://www.tradingview.com/u/SeaSide420/

strategy

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/ // © SeaSide420 //@version=4 // Any timeFrame/pair , Ichimoku + Daily-Candle_cross + HULL-MA_cross + custom Hull/MacD combination 420 special blend strategy("Ichimoku + Daily-Candle_X + HULL-MA_X + MacD", shorttitle="٩(̾●̮̮̃̾•̃̾)۶", overlay=true, initial_capital=10000, default_qty_type=strategy.percent_of_equity, max_bars_back=2999, default_qty_value=100, commission_type=strategy.commission.percent,commission_value=0.25,slippage=1) Period=input(title="Double HullMA X Period",type=input.integer,defval=14, minval=1) //SL = input(defval=-1000, title="Stop Loss in $", type=input.float, step=0.001) //TP = input(defval=1000, title="Target Point in $", type=input.float, step=0.001) res = input(title="Candle X Resolution", type=input.resolution, defval="D") price=input(title="Source of Price",type=input.source,defval=open) hma1=hma(price, Period) hma2=hma(price[1], Period) b=hma1>hma2?color.lime:color.red c=hma1>hma2?color.green:color.red d=hma1>hma2?color.red:color.green D1=security(syminfo.tickerid, res, price, barmerge.gaps_off, barmerge.lookahead_off) D2=security(syminfo.tickerid, res, price[1], barmerge.gaps_off, barmerge.lookahead_off) conversionPeriod = input(9, minval=1, title="Conversion Line Period") basePeriod = input(26, minval=1, title="Base Line Period") laggingSpanPeriod = input(52, minval=1, title="Lagging Span 2 Period") displacement = input(26, minval=1, title="Displacement") donchian(len) => avg(lowest(len), highest(len)) conversionLine = donchian(conversionPeriod) baseLine = donchian(basePeriod) leadLine1 = avg(conversionLine, baseLine) leadLine2 = donchian(laggingSpanPeriod) LS=price, offset = -displacement MACD_Length = input(9) MACD_fastLength = input(12) MACD_slowLength = input(26) MACD = hma(price, MACD_fastLength) - hma(price, MACD_slowLength) aMACD = hma(MACD, MACD_Length) //if (strategy.openprofit>TP) // strategy.close_all(comment="close all") //closelong = strategy.position_size>0 and strategy.openprofit<SL and hma1>hma2 and price>hma2 or strategy.position_size>0 and strategy.openprofit>TP// or hma1<hma2 and price<hma2 //if (closelong) // strategy.close("Long",comment="close long") //closeshort = strategy.position_size<0 and strategy.openprofit<SL and hma1<hma2 and price<hma2 or strategy.position_size<0 and strategy.openprofit>TP// or hma1>hma2 and price>hma2 //if (closeshort) // strategy.close("Short",comment="close short") longCondition = hma1>hma2 and D1>D2 and price>hma2 and leadLine1>leadLine2 and MACD>aMACD if (longCondition) strategy.entry("Long",strategy.long) shortCondition = hma1<hma2 and D1<D2 and price<hma2 and leadLine1<leadLine2 and MACD<aMACD if (shortCondition) strategy.entry("Short",strategy.short)// /L'-, // ,'-. /MM . . / L '-, // . _,--dMMMM\ /MMM `.. / '-, // : _,--, )MMMMMMMMM),. `QMM ,<> /_ '-,' // ; ___,--. \MM( `-' )M//MM\ ` ,',.; .-'* ; .' // | \MMMMMM) \MM\ ,dM//MMM/ ___ < ,; `. )`--' / // | \MM()M MMM)__ /MM(/MP' ___, \ \ ` `. `. /__, ,' // | MMMM/ MMMMMM( /MMMMP'__, \ | / `. `-,_\ / // | MM /MMM---' `--'_ \ |-' |/ `./ .\----.___ // | /MM' `--' __,- \"" |-' |_, `.__) . .F. )-. // | `--' \ \ |-' |_, _,-/ J . . . J-'-. `-., // | __ \`. | | | \ / _ |. . . . \ `-. F // | ___ / \ | `| ' __ \ | /-' F . . . . \ '` // | \ \ \ / | __ / \ | |,-' __,- J . . . . . \ // | | / |/ __,- \ ) \ / |_,- __,--' |. .__.----,' // | |/ ___ \ |'. |/ __,--' `.-;;;;;;;;;\ // | ___ \ \ | | ` __,--' /;;;;;;;;;;;;. // | \ \ |-'\ ' __,--' /;;;;;;;;;;;;;;\ // \ | | / | __,--' `--;;/ \;-'\ // \ | |/ __,--' / / \ \ // \ | __,--' / / \ \ // \|__,--' _,-;M-K, ,;-;\ // <;;;;;;;; '-;;;; //a1=plot(hma1,color=c)// remove the "//" from before the plot script if want to see the indicators on chart //a2=plot(hma2,color=c)// remove the "//" from before the plot script if want to see the indicators on chart //plot(cross(hma1, hma2) ? hma1 : na, style = circles, color=b, linewidth = 4)// remove the "//" from before the plot script if want to see the indicators on chart //plot(cross(hma1, hma2) ? hma1 : na, style = line, color=d, linewidth = 4)// remove the "//" from before the plot script if want to see the indicators on chart //plot(conversionLine, color=#0496ff, title="Conversion Line")// remove the "//" from before the plot script if want to see the indicators on chart //plot(baseLine, color=#991515, title="Base Line")// remove the "//" from before the plot script if want to see the indicators on chart //plot(price, offset = -displacement, color=color.black, title="Lagging Span")// remove the "//" from before the plot script if want to see the indicators on chart //p1=plot (leadLine1, offset = displacement, color=color.green, title="Lead 1")// remove the "//" from before the plot script if want to see the indicators on chart //p2=plot (leadLine2, offset = displacement, color=color.red, title="Lead 2")// remove the "//" from before the plot script if want to see the indicators on chart //fill(p1, p2, color = leadLine1 > leadLine2 ? color.green : color.red)// remove the "//" from before the plot script if want to see the indicators on chart // remove the "//" from before the plot script if want to see the indicators on chart

How To Auto Set Date Range

https://www.tradingview.com/script/zXEErEs9-How-To-Auto-Set-Date-Range/

allanster

https://www.tradingview.com/u/allanster/

strategy

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 Auto Set Date Range", shorttitle = "AutoDates", 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: 3 // Author: @allanster // === INPUT MA LENGTHS === fastMA = input.int (defval = 12, title = "FastMA Length", minval = 1, step = 1) slowMA = input.int (defval = 26, title = "SlowMA Length", minval = 1, step = 1) // === INPUT BACKTEST RANGE === useRange = input.string(defval = "WEEKS", title = "Date Range", confirm = false, options = ["ALL", "DAYS", "WEEKS", "MANUAL"]) nDaysOrWeeks = input.int (defval = 52, title = "# Days or Weeks", minval = 1) fromTime = input.time (defval = timestamp("01 Jan 2021 00:00 +0000"), title = "From Date & Time") thruTime = input.time (defval = timestamp("01 Jan 2112 00:00 +0000"), title = "Thru Date & Time") // === INPUT SHOW PLOT === showDate = input (defval = true, title = "Show Date Range") // === FUNCTION EXAMPLE === window() => // create function "within window of time" oneDay = 24 * 60 * 60 * 1000 oneWeek = 7 * oneDay present = timenow start = useRange == "DAYS" ? present - nDaysOrWeeks * oneDay : useRange == "WEEKS" ? present - nDaysOrWeeks * oneWeek : fromTime finish = useRange == "DAYS" or useRange == "WEEKS" ? timestamp(2112, 1, 1, 23, 59) : thruTime useRange != "ALL" ? time >= start and time <= finish : true // === LOGIC === crossOv = ta.crossover (ta.ema(hlc3, fastMA), ta.ema(hlc3, slowMA)) // true when fastMA crosses over slowMA crossUn = ta.crossunder(ta.ema(hlc3, fastMA), ta.ema(hlc3, slowMA)) // true when fastMA crosses under slowMA // === EXECUTION === strategy.entry("L", strategy.long, when=window() and crossOv) // enter long when "within window of time" AND crossover strategy.close("L", when=window() and crossUn) // exit long when "within window of time" AND crossunder // === PLOTTING === bgcolor(color = showDate and window() ? color.rgb(120,123,134, 90) : na) // plot "within window of dates" plot(ta.ema(hlc3, fastMA), title = 'FastMA', color = color.rgb(0,188,212), linewidth = 2, style = plot.style_line) // plot FastMA plot(ta.ema(hlc3, slowMA), title = 'SlowMA', color = color.rgb(255,235,59), linewidth = 2, style = plot.style_line) // plot SlowMA

WMX Keltner Channels strategy

https://www.tradingview.com/script/OQ7jRpHl-WMX-Keltner-Channels-strategy/

WMX_Q_System_Trading

https://www.tradingview.com/u/WMX_Q_System_Trading/

strategy

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=3 strategy(title = "WMX Keltner Channels strategy", shorttitle = "WMX Keltner Channels strategy", overlay = true, default_qty_type = strategy.percent_of_equity, default_qty_value = 100, pyramiding = 0, commission_value = 0.075) useTrueRange = input(true) length = input(20, minval=5) mult = input(2.618, minval=0.1) mah =ema(ema( ema(high, length),length),length) mal =ema(ema( ema(low, length),length),length) range = useTrueRange ? tr : high - low rangema =ema(ema( ema(range, length),length),length) upper = mah + rangema * mult lower = mal - rangema * mult ma=(upper+lower)/2 uc = red lc=green u = plot(upper, color=uc, title="Upper") basis=plot(ma, color=yellow, title="Basis") l = plot(lower, color=lc, title="Lower") fill(u, basis, color=uc, transp=95) fill(l, basis, color=lc, transp=95) strategy.entry("Long", strategy.long, stop = upper, when = strategy.position_size <= 0 and close >upper) strategy.entry("Short", strategy.short, stop = lower, when = strategy.position_size >= 0 and close<lower) if strategy.position_size > 0 strategy.exit("Stop Long", "Long", stop = ma) if strategy.position_size < 0 strategy.exit("Stop Short", "Short", stop = ma)

TrendLines with Alerts

https://www.tradingview.com/script/vOyqoCwS-TrendLines-with-Alerts/

puneetghai

https://www.tradingview.com/u/puneetghai/

strategy

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/ // © pune3tghai //Originally posted by matsu_bitmex //tried adding alerts on plots and cleared the chart for a cleaner view. //Publishing the script in hope of getting it improved by someone else. //Added strategy code for easier calculations //Needs work on TP and SL part. //P.S - THE ORIGINAL CODE IS MUCH BETTER BUT I have tried to be more usable and understandable. //@version=4 strategy("TrendLines with Alerts", overlay=true) //study("TrendLines with Alerts", overlay=true) //update length1 = input(20) check = input(9) //length2 = input(200) u=0.0 u := u[1] l=0.0 l := l[1] y=0.0 y := y[1] yl=0.0 yl := yl[1] angle = 0.0 angle := angle[1] anglel = 0.0 anglel := anglel[1] if (highest(length1) == high[check] and highest(length1) == highest(length1)[check] and barssince(barstate.isfirst) > check) u := high[check] if (lowest(length1) == low[check] and lowest(length1) == lowest(length1)[check] and barssince(barstate.isfirst) > check) l := low[check] p = round(barssince(u == high[check])) pl = round(barssince(l == low[check])) if p == 0 and barssince(barstate.isfirst) > check y := high[abs(p[1]+1+check)] if pl == 0 and barssince(barstate.isfirst) > check yl := low[abs(pl[1]+1+check)] if p == 0 angle := (u-y)/p[1] if pl == 0 anglel := (l-yl)/pl[1] uppertrend = u+ (p * angle) lowertrend = l+ (pl * anglel) extendup = if barssince(barstate.isfirst) > check uppertrend[check] + angle[check] * check*2 extenddown = if barssince(barstate.isfirst) > check lowertrend[check] + anglel[check] * check*2 //plot(l[offset]-u,color=red) //plot(u[offset]-l,color = green ) plot(lowertrend, color = color.green, transp=30,offset = -check) plot(extenddown, color = color.green, transp=100) plot(uppertrend, color = color.red, transp=30, offset = -check) plot(extendup, color = color.red, transp=100) //plot(l[offset], color = red) l1 = lowertrend l2 = extenddown u1 = uppertrend u2 = extendup l2sell = crossunder(high, l2) u2buy = crossover(low, u2) buy1 = (low<=lowertrend) and open>lowertrend and high>lowertrend and close>lowertrend buy2 = (low<=extenddown) and open>extenddown and high>extenddown and close>extenddown buy = buy1 or buy2 or u2buy plotshape(series=buy, title="Buy", style=shape.triangleup, size=size.tiny, color=color.lime, location=location.belowbar) sell1 = (high>=uppertrend) and open<uppertrend and low<uppertrend and close<uppertrend sell2 = (high>=extendup) and open<extendup and low<extendup and close<extendup sell = sell1 or sell2 or l2sell plotshape(series=sell, title="Sell", style=shape.triangledown, size=size.tiny, color=color.red, location=location.abovebar) longCond = buy shortCond = sell tp = input(0.2, title="Take Profit") tpbuyval = valuewhen(buy, close, 1) + (tp/100)*(valuewhen(buy, close, 1)) tpsellval = valuewhen(sell, close, 1) - (tp/100)*(valuewhen(sell, close, 1)) sl = input(0.2, title="Stop Loss") slbuyval = valuewhen(buy, close, 0) - (sl/100)*(valuewhen(buy, close, 0)) slsellval = valuewhen(sell, close, 0) + (sl/100)*(valuewhen(sell, close, 0)) // === STRATEGY === tradeType = input("BOTH", title="What trades should be taken : ", options=["LONG", "SHORT", "BOTH", "NONE"]) // stop loss slPoints = input(defval=0, title="Initial Stop Loss Points (zero to disable)", minval=0) tpPoints = input(defval=0, title="Initial Target Profit Points (zero for disable)", minval=0) //>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>// testStartYear = input(2019, "Backtest Start Year", minval=1980) testStartMonth = input(1, "Backtest Start Month", minval=1, maxval=12) testStartDay = input(1, "Backtest Start Day", minval=1, maxval=31) testPeriodStart = timestamp(testStartYear, testStartMonth, testStartDay, 0, 0) testStopYear = input(9999, "Backtest Stop Year", minval=1980) 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) testPeriod() => time >= testPeriodStart and time <= testPeriodStop ? true : false //<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<// // //set up exit parameters TP = tpPoints > 0 ? tpPoints : na SL = slPoints > 0 ? slPoints : na // Make sure we are within the bar range, Set up entries and exit conditions if testPeriod() and tradeType != "NONE" strategy.entry("long", strategy.long, when=longCond == true and tradeType != "SHORT") strategy.entry("short", strategy.short, when=shortCond == true and tradeType != "LONG") strategy.close("long", when=shortCond == true and tradeType == "LONG") strategy.close("short", when=longCond == true and tradeType == "SHORT") strategy.exit("XL", from_entry="long", profit=tpbuyval, loss=slbuyval) strategy.exit("XS", from_entry="short", profit=tpsellval, loss=slsellval) // === /STRATEGY === //EOF ////ALERT SYNTEX //alertcondition(longCond, title="Long", message="Killer Market") //alertcondition(shortCond, title="Short", message="Poopy Market")

ATR Strategy for most volatile FOREX pairs

https://www.tradingview.com/script/xjPuvhUZ/

Investoz

https://www.tradingview.com/u/Investoz/

strategy

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/ // © Investoz //@version=4 strategy("ATR Strategy FOREX", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=100) len = input(26, type=input.integer, minval=1, title="Length") mul = input(1, type=input.float, minval=0, title="Length") mullow = input(2, type=input.float, minval=0, title="Length") price = sma(close, 1) average = ema(close, len) diff = atr(len) * mul difflow = atr(len) * mullow bull_level = average + diff bear_level = average - difflow bull_cross = crossunder(price, bear_level) bear_cross = crossunder(bull_level, price) FromMonth = input(defval = 8, title = "From Month", minval = 1, maxval = 12) FromDay = input(defval = 18, title = "From Day", minval = 1, maxval = 31) FromYear = input(defval = 2008, title = "From Year", minval = 2008) 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 = 2020, title = "To Year", minval = 2019) start = timestamp(FromYear, FromMonth, FromDay, 00, 00) finish = timestamp(ToYear, ToMonth, ToDay, 23, 59) startTimeOk() => time >= start and time <= finish ? true : false if (startTimeOk()) strategy.entry("KOP", strategy.long, when=bull_cross) strategy.close("KOP", when=bear_cross) strategy.entry("SALJ", strategy.short, when=bear_cross) strategy.close("SALJ", when=bull_cross) plot(price, title="price", color=color.black, transp=50, linewidth=2) a0 = plot(average, title="average", color=color.red, transp=50, linewidth=1) a1 = plot(bull_level, title="bull", color=color.green, transp=50, linewidth=1) a2 = plot(bear_level, title="bear", color=color.red, transp=50, linewidth=1) fill(a0, a1, color=color.green, transp=97) fill(a0, a2, color=color.red, transp=97)

BLANK Strategy + TSL + Backtestrange

https://www.tradingview.com/script/BAvAyyPq-BLANK-Strategy-TSL-Backtestrange/

Crypto-Oli

https://www.tradingview.com/u/Crypto-Oli/

strategy

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/ // © Crypto-Oli //@version=4 strategy("BLANK Strategy + TSL", initial_capital=5000, default_qty_type=strategy.percent_of_equity, default_qty_value=100, commission_type=strategy.commission.percent, pyramiding=1, commission_value=0.075, overlay=true) //////////////////////////////////////////////////////////////////////////////// // BACKTESTING RANGE // From Date Inputs fromDay = input(defval = 1, title = "From Day", minval = 1, maxval = 31) fromMonth = input(defval = 1, title = "From Month", minval = 1, maxval = 12) fromYear = input(defval = 2019, title = "From Year", minval = 1970) // To Date Inputs toDay = input(defval = 1, title = "To Day", minval = 1, maxval = 31) toMonth = input(defval = 1, title = "To Month", minval = 1, maxval = 12) toYear = input(defval = 2020, title = "To Year", minval = 1970) // Calculate start/end date and time condition startDate = timestamp(fromYear, fromMonth, fromDay, 00, 00) finishDate = timestamp(toYear, toMonth, toDay, 00, 00) time_cond = time >= startDate and time <= finishDate //////////////////////////////////////////////////////////////////////////////// /// YOUR INPUTS BELOW - DELET EXAPLES /// ema1=ema(close,input(3)) ema2=ema(close,input(7)) ema3=ema(close,input(13)) /// PLOTS IF YOU NEED BELOW - DELET EXAPLES /// plot(ema1, "EMA1", color.yellow) plot(ema2, "EMA2", color.white) plot(ema3, "EMA3", color.blue) /// YOUR CONDITIONS BELOW - DELET EXAPLES /// longCondition = close>ema1 and ema1>ema2 and ema2>ema3 and time_cond shortCondition = close<ema1 and ema1<ema2 and ema2<ema3 and time_cond /// EXECUTION /// if (longCondition) strategy.entry("Long", strategy.long) strategy.exit("Long Exit", "Long", trail_points = close * 0.05 / syminfo.mintick, trail_offset = close * 0.02 / syminfo.mintick) if (shortCondition) strategy.entry("Short", strategy.short) strategy.exit("Short Exit", "Short", trail_points = close * 0.05 / syminfo.mintick, trail_offset = close * 0.02 / syminfo.mintick)

Variable Moving Average Strategy

https://www.tradingview.com/script/j8hsADAF-variable-moving-average-strategy/

laptevmaxim92

https://www.tradingview.com/u/laptevmaxim92/

strategy

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/ // © laptevmaxim92 //@version=4 strategy("Variable Moving Average Strategy", overlay=true) src=close l =input(5, title="VMA Length") std=input(true, title="Show Trend Direction Colors") utp = input(false, "Use take profit?") pr = input(100, "Take profit pips") usl = input(false, "Use stop loss?") sl = input(100, "Stop loss pips") fromday = input(01, defval=01, minval=01, maxval=31, title="From Day") frommonth = input(01, defval=01, minval= 01, maxval=12, title="From Month") fromyear = input(2000, minval=1900, maxval=2100, title="From Year") today = input(31, defval=01, minval=01, maxval=31, title="To Day") tomonth = input(12, defval=12, minval=01, maxval=12, title="To Month") toyear = input(2019, minval=1900, maxval=2100, title="To Year") use_date = (time > timestamp(fromyear, frommonth, fromday, 00, 00) and time < timestamp(toyear, tomonth, today, 00, 00)) k = 1.0/l pdm = 0.0 pdm := max((src - src[1]), 0) mdm = 0.0 mdm := max((src[1] - src), 0) pdmS = 0.0 pdmS := ((1 - k)*nz(pdmS[1]) + k*pdm) mdmS = 0.0 mdmS := ((1 - k)*nz(mdmS[1]) + k*mdm) s = pdmS + mdmS pdi = pdmS/s mdi = mdmS/s pdiS = 0.0 pdiS := ((1 - k)*nz(pdiS[1]) + k*pdi) mdiS = 0.0 mdiS := ((1 - k)*nz(mdiS[1]) + k*mdi) d = abs(pdiS - mdiS) s1 = pdiS + mdiS iS = 0.0 iS := ((1 - k)*nz(iS[1]) + k*d/s1) hhv = highest(iS, l) llv = lowest(iS, l) d1 = hhv - llv vI = (iS - llv)/d1 vma = 0.0 vma := (1 - k*vI)*nz(vma[1]) + k*vI*src vmaC=(vma > vma[1]) ? color.lime : (vma<vma[1]) ? color.red : (vma==vma[1]) ? color.yellow : na plot(vma, color=std?vmaC:color.white, linewidth=3, title="VMA") longCondition = vma > vma[1] if (longCondition and use_date) strategy.entry("BUY", strategy.long) shortCondition = vma < vma[1] if (shortCondition and use_date) strategy.entry("SELL", strategy.short) if (utp and not usl and use_date) strategy.exit("TP", "BUY", profit = pr) strategy.exit("TP", "SELL", profit = pr) if (usl and not utp and use_date) strategy.exit("SL", "BUY", loss = sl) strategy.exit("SL", "SELL", loss = sl) if (usl and utp and use_date) strategy.exit("TP/SL", "BUY", loss = sl, profit = pr) strategy.exit("TP/SL", "SELL", loss = sl, profit = pr)

Noro's Bands Strategy

https://www.tradingview.com/script/OOBWuKih-noro-s-bands-strategy/

ROBO_Trading

https://www.tradingview.com/u/ROBO_Trading/

strategy

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 Bands Strategy", shorttitle = "Bands", overlay = true, default_qty_type = strategy.percent_of_equity, default_qty_value = 100, pyramiding = 0, commission_value = 0.1) //Sattings needlong = input(true, defval = true, title = "Long") needshort = input(true, defval = true, title = "Short") lotsize = input(100, defval = 100, minval = 1, maxval = 10000, title = "Lot, %") len = input(20, defval = 20, minval = 1, maxval = 1000, title = "Length") src = input(ohlc4, title = "Source") showbb = input(true, title = "Show Bands") showof = input(true, title = "Show Offset") showbg = input(false, title = "Show Background") 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") //PriceChannel lasthigh = highest(src, len) lastlow = lowest(src, len) center = (lasthigh + lastlow) / 2 //Distance dist = abs(src - center) distsma = sma(dist, len) hd = center + distsma ld = center - distsma hd2 = center + distsma * 2 ld2 = center - distsma * 2 //Trend trend = 0 trend := high > hd2 ? 1 : low < ld2 ? -1 : trend[1] bgcol = showbg == false ? na : trend == 1 ? color.lime : color.red bgcolor(bgcol, transp = 70) //Lines colo = showbb == false ? na : color.black offset = showof ? 1 : 0 plot(hd2, color = colo, linewidth = 1, transp = 0, offset = offset, title = "High band 2") plot(hd, color = colo, linewidth = 1, transp = 0, offset = offset, title = "High band 1") plot(center, color = colo, linewidth = 1, transp = 0, offset = offset, title = "center") plot(ld, color = colo, linewidth = 1, transp = 0, offset = offset, title = "Low band 1") plot(ld2, color = colo, linewidth = 1, transp = 0, offset = offset, title = "Low band 2") //Trading size = strategy.position_size needstop = needlong == false or needshort == false truetime = time > timestamp(fromyear, frommonth, fromday, 00, 00) and time < timestamp(toyear, tomonth, today, 23, 59) lot = 0.0 lot := size != size[1] ? strategy.equity / close * lotsize / 100 : lot[1] if distsma > 0 strategy.entry("Long", strategy.long, lot, stop = hd2, when = truetime and needlong) strategy.entry("Short", strategy.short, lot, stop = ld2, when = truetime and needshort) sl = size > 0 ? ld2 : size < 0 ? hd2 : na if size > 0 and needstop strategy.exit("Stop Long", "Long", stop = sl) if size < 0 and needstop strategy.exit("Stop Short", "Short", stop = sl) if time > timestamp(toyear, tomonth, today, 23, 59) strategy.close_all() strategy.cancel("Long") strategy.cancel("Short")

Pine Utils

https://www.tradingview.com/script/NONVj8eU-Pine-Utils/

felipefs

https://www.tradingview.com/u/felipefs/

strategy

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/ // © felipefs //@version=4 strategy("Meu Script", overlay=true) plot(ohlc4) //Funçao de Datas testStartYear = input(2018, "Backtest Start Year") testStartMonth = input(6, "Backtest Start Month") testStartDay = input(1, "Backtest Start Day") testPeriodStart = timestamp(testStartYear,testStartMonth,testStartDay,0,0) testStopYear = input(2019, "Backtest Stop Year") testStopMonth = input(12, "Backtest Stop Month") testStopDay = input(30, "Backtest Stop Day") testPeriodStop = timestamp(testStopYear,testStopMonth,testStopDay,0,0) testPeriod() => time >= testPeriodStart and time <= testPeriodStop ? true : false //Funções de Trailing Stop long_stop_price = 0.0 short_stop_price = 0.0 long_trail_perc = 0 short_trail_perc = 0 long_stop_price := if (strategy.position_size > 0) stopValue = close * (1 - long_trail_perc) max(stopValue, long_stop_price[1]) else 0 short_stop_price := if (strategy.position_size < 0) stopValue = close * (1 + short_trail_perc) min(stopValue, short_stop_price[1]) else 999999 //Função de Debug debug(value) => x = bar_index y = close label.new(x, y, tostring(value)) //Take Profit profit = close * (1 + 0.12) strategy.entry("Long", true) strategy.exit("Take Profit 1 Long", from_entry="Long", limit=profit, qty_percent=50.0) //ATR Stop // xATRTrailingStopLong = 0.0 // xATR = atr(nATRPeriod) // nLossLong = nATRMultipLong * xATR // if (strategy.position_size > 0) // xATRTrailingStopLong := max(nz(xATRTrailingStopLong[1]), close - nLossLong)

expected range STRATEGY

https://www.tradingview.com/script/kJM4hmpk-expected-range-STRATEGY/

Jomy

https://www.tradingview.com/u/Jomy/

strategy

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/ // © Jomy //@version=4 //2h chart BITMEX:XBTUSD //use on low leverage 1-2x only strategy("expected range STRATEGY",overlay=false,initial_capital=1000,precision=2) leverage=input(1,"leverage",step=.5) tp=input(53,"take profit %",step=1) sl=input(7,"stoploss %",step=1) stoploss=1-(sl/100) plot(stoploss) level=input(.70,"level to initiate trade",step=.02) closelevel=input(0.0,"level to close trade",step=.02) levelshort=input(.68,"level to initiate trade",step=.02) closelevelshort=input(0.0,"level to close trade",step=.02) // === INPUT BACKTEST RANGE === startMonth = input(defval = 1, title = "From Month", type = input.integer, minval = 1, maxval = 12) startDay = input(defval = 1, title = "From Day", type = input.integer, minval = 1, maxval = 31) startYear = input(defval = 2010, title = "From Year", type = input.integer, minval = 1970) endMonth = input(defval = 1, title = "Thru Month", type = input.integer, minval = 1, maxval = 12) endDay = input(defval = 1, title = "Thru Day", type = input.integer, minval = 1, maxval = 31) endYear = input(defval = 2112, title = "Thru Year", type = input.integer, minval = 1970) // === FUNCTION EXAMPLE === start = timestamp(startYear, startMonth, startDay, 00, 00) // backtest start window finish = timestamp(endYear, endMonth, endDay, 23, 59) // backtest finish window window() => time >= start and time <= finish ? true : false // create function "within window of time" wa=input(1.158,"weight a",step=.2) wb=input(1.119,"weight b",step=.2) wc=input(1.153,"weight c",step=.2) wd=input(1.272,"weight d",step=.2) we=input(1.295,"weight e",step=.2) wf=input(1.523,"weight f",step=.2) wg=input(1.588,"weight g",step=.2) wh=input(2.100,"weight h",step=.2) wi=input(1.816,"weight i",step=.2) wj=input(2.832,"weight j",step=.2) a=1 b=2 c=3 d=5 e=8 f=13 g=21 h=34 i=55 j=89 n=0 n:=if volume > -1 nz(n[1])+1 ra=highest(high,a)-lowest(low,a) aa=sma(ohlc4,a) ha=aa[1]+ra[1]/2 la=aa[1]-ra[1]/2 rb=highest(high,b)-lowest(low,b) ab=sma(ohlc4,b) hb=ab[1]+rb[1]/2 lb=ab[1]-rb[1]/2 rc=highest(high,c)-lowest(low,c) ac=sma(ohlc4,c) hc=ac[1]+rc[1]/2 lc=ac[1]-rc[1]/2 rd=highest(high,d)-lowest(low,d) ad=sma(ohlc4,d) hd=ad[1]+rd[1]/2 ld=ad[1]-rd[1]/2 re=highest(high,e)-lowest(low,e) ae=sma(ohlc4,e) he=ae[1]+re[1]/2 le=ae[1]-re[1]/2 rf=highest(high,f)-lowest(low,f) af=sma(ohlc4,f) hf=af[1]+rf[1]/2 lf=af[1]-rf[1]/2 rg=highest(high,g)-lowest(low,g) ag=sma(ohlc4,g) hg=ag[1]+rg[1]/2 lg=ag[1]-rg[1]/2 rh=highest(high,h)-lowest(low,h) ah=sma(ohlc4,h) hh=ah[1]+rh[1]/2 lh=ah[1]-rh[1]/2 ri=highest(high,i)-lowest(low,i) ai=sma(ohlc4,i) hi=ai[1]+ri[1]/2 li=ai[1]-ri[1]/2 rj=highest(high,j)-lowest(low,j) aj=sma(ohlc4,j) hj=aj[1]+rj[1]/2 lj=aj[1]-rj[1]/2 placea=((close-la)/(ha-la)-.5)*-100 placeb=((close-lb)/(hb-lb)-.5)*-100 placec=((close-lc)/(hc-lc)-.5)*-100 placed=((close-ld)/(hd-ld)-.5)*-100 placee=((close-le)/(he-le)-.5)*-100 placef=((close-lf)/(hf-lf)-.5)*-100 placeg=((close-lg)/(hg-lg)-.5)*-100 placeh=((close-lh)/(hh-lh)-.5)*-100 placei=((close-li)/(hi-li)-.5)*-100 placej=((close-lj)/(hj-lj)-.5)*-100 sentiment=((placea/j)*ra*wa+(placeb/i)*rb*wb+(placec/h)*rc*wc+(placed/g)*rd*wd+(placee/f)*re*we+(placef/e)*rf*wf+(placeg/d)*rg*wg+(placeh/c)*rh*wh+(placei/b)*ri*wi+(placej/a)*rj*wj)/(wa+wb+wc+wd+we+wf+wg+wh+wi+wj) deltalong=0.0 deltalong:=if sentiment>0 nz(deltalong[1])+sentiment-sentiment[1] else 0 deltashort=0.0 deltashort:=if sentiment<0 nz(deltashort[1])+((sentiment-sentiment[1])*-1) else 0 //plot(sentiment*-1,color=color.blue) //plot(deltalong,color=color.red) //plot(deltashort,color=color.lime) peakfindlong=highest(deltalong,j)*level peakfindshort=highest(deltashort,j)*levelshort contracts=(strategy.equity/close)*leverage //reason for o is this strategy makes dumb trades before the sentiment line crosses the 0 point the first time o=0 o:=if cross(0,sentiment) and n>j 1 else nz(o[1]) long=deltashort>peakfindlong and o==1 short=deltalong>peakfindshort and o==1 longstart=0.0 longstart:=if strategy.position_size>0 and strategy.position_size[1]<=0 close else nz(longstart[1]) shortstart=0.0 shortstart:=if strategy.position_size<0 and strategy.position_size[1]>=0 close else nz(shortstart[1]) highsincelong = 0.0 highsincelong := if strategy.position_size>0 max(max(highsincelong[1],high),high[1]) else 0 lowsinceshort = 1000000.0 lowsinceshort := if strategy.position_size<0 min(min(lowsinceshort[1],low),low[1]) else 10000000 closelong=strategy.position_size > 0 and ((highsincelong/longstart-1)*100) > tp closeshort=strategy.position_size < 0 and ((shortstart/lowsinceshort-1)*100) > tp stoptrade=0 stoptrade:= if closelong 1 else nz(stoptrade[1]) stoptrade:= if short and stoptrade[1]==1 0 else stoptrade stoptrade:= if closeshort -1 else stoptrade stoptrade:= if long and stoptrade[1]==-1 0 else stoptrade if(closelong) strategy.close("Long1") pnllong = ((close - strategy.position_avg_price) / strategy.position_avg_price)*100 pnlshort = ((strategy.position_avg_price-close) / strategy.position_avg_price) *100 plot (strategy.position_size > 0 ?(highsincelong/longstart-1)*100 : 0.0,color=color.lime,linewidth=2) plot (strategy.position_size < 0 ?(shortstart/lowsinceshort-1)*100 : 0.0,color=color.red,linewidth=2) plot( strategy.position_size > 0 ? pnllong:0, color=strategy.position_size > 0 ?color.yellow:color.black,linewidth=2 ) plot( strategy.position_size < 0 ? pnlshort:0, color=strategy.position_size < 0 ?color.orange:color.black,linewidth=2) longuntilshort=0 longuntilshort:=if long 1 else if short -1 else nz(longuntilshort[1]) bgcolor(stoptrade!=0?color.black:longuntilshort==1?color.lime:longuntilshort==-1?color.red:na,transp=70) if(long and stoptrade==0 and window()) strategy.entry("Long1",strategy.long,qty=max(.000001,min(contracts,1000000000))) if(closelong) strategy.close("Long1") strategy.exit("Long1",stop=longstart * stoploss,when = strategy.position_size>0) if(short and stoptrade==0 and window()) strategy.entry("Short1",strategy.short,max(.000001,min(contracts,1000000000))) if(closeshort) strategy.close("Short1") strategy.exit("Long1",stop=shortstart / stoploss,when = strategy.position_size<0)

Bollinger Band Breakout

https://www.tradingview.com/script/UHsvM5JR-Bollinger-Band-Breakout/

Senthaamizh

https://www.tradingview.com/u/Senthaamizh/

strategy

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 //@version=4 strategy(title="Bollinger Band Breakout", shorttitle = "BB-BO",default_qty_type = strategy.percent_of_equity,default_qty_value = 100, overlay=true) source = close length = input(20, minval=1, title = "Period") //Length of the Bollinger Band mult = input(1.5, minval=0.001, maxval=50, title = "Standard Deviation") // Use 1.5 SD for 20 period MA; Use 2 SD for 10 period MA exit = input(1, minval=1, maxval=2,title = "Exit Option") // Use Option 1 to exit using lower band; Use Option 2 to exit using moving average basis = sma(source, length) dev = mult * stdev(source, length) upper = basis + dev lower = basis - dev if (crossover(source, upper)) strategy.entry("Long", strategy.long) if(exit==1) if (crossunder(source, lower)) strategy.close("Long") if(exit==2) //basis is good for N50 but lower is good for BN (High volatility) if (crossunder(source, basis)) strategy.close("Long") plot(basis, color=color.red,title= "SMA") p1 = plot(upper, color=color.blue,title= "UB") p2 = plot(lower, color=color.blue,title= "LB") fill(p1, p2)

M-SQUEEZE

https://www.tradingview.com/script/CDahf1uS/

UnknownUnicorn2151907

https://www.tradingview.com/u/UnknownUnicorn2151907/

strategy

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(title="M-SQUEEZE", overlay = true, initial_capital = 10000, pyramiding = 1, currency = "USD", calc_on_order_fills = false, calc_on_every_tick = false, default_qty_type = strategy.fixed, default_qty_value = 10, commission_value = 0.2, commission_type = strategy.commission.cash_per_contract) //study(title="M-SQUEEZE", overlay = true) // ███▓▒░░ INITIAL SETTINGS ░░▒▓███ Positions = input("LONG ONLY", "LONG / SHORT", options = ["LONG & SHORT","LONG ONLY"]) Long_only = Positions == "LONG ONLY" ? true : na // ███▓▒░░ VARIABLES ░░▒▓███ var bool longCond = na, var bool shortCond = na var int CondIni_long0 = 0, var int CondIni_short0 = 0 var int CondIni_long = 0, var int CondIni_short = 0 var bool SMI_longCond = na, var bool SMI_shortCond = na var bool RSI_longCond = na, var bool RSI_shortCond = na var bool ADX_longCond = na, var bool ADX_shortCond = na var bool SAR_longCond = na, var bool SAR_shortCond = na // ███▓▒░░ SQUEEZE MOMENTUM INDICATOR ░░▒▓███ Act_SMI = input(true, "SQUEEZE MOMENTUM INDICATOR") BB_length = input(85, title="BOLLINGER BANDS LENGTH", minval = 1) BB_mult = input(2.1, title="BOLLINGER BANDS MULTI-FACTOR", minval = 0.1, step = 0.1) KC_length = input(38, title="KELTNER CHANNEL LENGTH", minval = 1) KC_mult = input(2.0, title="KELTNER CHANNEL MULTI-FACTOR", minval = 0.1, step = 0.1) SQUEEZE_M(_src,_BB_length,_BB_mult,_KC_length,_KC_mult)=> // Calculate BB basis = sma(_src, _BB_length) dev = _BB_mult * stdev(_src, _BB_length) upperBB = basis + dev lowerBB = basis - dev // Calculate KC ma = sma(_src, _KC_length) rangema = sma(tr, _KC_length) upperKC = ma + rangema * _KC_mult lowerKC = ma - rangema * _KC_mult // Squeeze sqzOn = lowerBB > lowerKC and upperBB < upperKC sqzOff = lowerBB < lowerKC and upperBB > upperKC nosqz = sqzOn == false and sqzOff == false // Linear Regression curve val = linreg(_src - avg(avg(highest(high, _KC_length), lowest(low, _KC_length)), sma(close, _KC_length)), _KC_length, 0) [nosqz,val] [NOSQZ,VAL] = SQUEEZE_M(close,BB_length,BB_mult,KC_length,KC_mult) barcolor(iff(VAL > 0, iff(VAL > nz(VAL[1]), color.lime, color.green), iff(VAL < nz(VAL[1]), color.red, color.maroon))) // ███▓▒░░ SAR ░░▒▓███ Act_SAR = input(true, "PARABOLIC SAR") Sst = input (0.73, "SAR STAR", step=0.01, minval = 0.01) Sinc = input (0.5, "SAR INC", step=0.01, minval = 0.01) Smax = input (0.06, "SAR MAX", step=0.01, minval = 0.01) SAR = sar(Sst, Sinc, Smax) plot(SAR, style = plot.style_cross, title = "SAR") // ███▓▒░░ RSI VOLUME WEIGHTED ░░▒▓███ Act_RSI = input(true, "RSI VOLUME WEIGHTED") RSI_len = input(22, "RSI LENGHT", minval = 1) RSI_obos = input(45,title="RSI CENTER LINE", type=input.integer, minval = 1) WiMA(_src, _length)=> var float MA_s=0.0 MA_s:=(_src + nz(MA_s[1] * (_length-1)))/_length MA_s RSI_Volume(fv, length)=> up=iff(fv>fv[1],abs(fv-fv[1])*volume,0) dn=iff(fv<fv[1],abs(fv-fv[1])*volume,0) upt=WiMA(up,length) dnt=WiMA(dn,length) 100*(upt/(upt+dnt)) RSI_V = RSI_Volume(close, RSI_len) // ███▓▒░░ STRATEGY ░░▒▓███ SMI_longCond := (Act_SMI ? (VAL > 0 and (VAL > nz(VAL[1])) and not NOSQZ) : RSI_longCond) RSI_longCond := (Act_RSI ? (RSI_V > RSI_obos) : SAR_longCond) SAR_longCond := (Act_SAR ? (SAR < close) : SMI_longCond) SMI_shortCond := (Act_SMI ? (VAL < 0 and (VAL < nz(VAL[1])) and not NOSQZ) : RSI_shortCond) RSI_shortCond := (Act_RSI ? (RSI_V < RSI_obos) : SAR_shortCond) SAR_shortCond := (Act_SAR ? (SAR > close) : SMI_shortCond) longCond := SMI_longCond and RSI_longCond and SAR_longCond shortCond := SMI_shortCond and RSI_shortCond and SAR_shortCond CondIni_long0 := longCond ? 1 : shortCond ? -1 : CondIni_long0[1] CondIni_short0 := longCond ? 1 : shortCond ? -1 : CondIni_short0[1] longCondition0 = (longCond and CondIni_long0[1] == -1) shortCondition0 = (shortCond and CondIni_short0[1] == 1) CondIni_long := longCond[1] ? 1 : shortCond[1] ? -1 : CondIni_long[1] CondIni_short := longCond[1] ? 1 : shortCond[1] ? -1 : CondIni_short[1] longCondition = (longCond[1] and CondIni_long[1] == -1) shortCondition = (shortCond[1] and CondIni_short[1] == 1) // ███▓▒░░ ALERTS & SIGNALS ░░▒▓███ plotshape(longCondition, title = "Long Signal", style = shape.triangleup, location = location.belowbar, color = color.blue, transp = 0, size = size.tiny) plotshape(shortCondition, title = "Short Signal", style = shape.triangledown, location = location.abovebar, color = #FF0000, transp = 0, size = size.tiny) //alertcondition(longCondition, title="Long Alert", message = "LONG") //alertcondition(shortCondition, title="Short Alert", message = "SHORT") // ███▓▒░░ BACKTESTING ░░▒▓███ Act_BT = input(true, "BACKTEST 💹") testStartYear = input(2018, "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) testPeriod = time >= testPeriodStart and time <= testPeriodStop ? true : false strategy.entry("Long", strategy.long, when = longCondition0 and testPeriod and Act_BT) strategy.close("Long", when = Long_only and shortCondition0 and testPeriod and Act_BT) strategy.entry("Short", strategy.short, when = not Long_only and shortCondition0 and testPeriod and Act_BT)

Breakout Strategy #1

https://www.tradingview.com/script/BTC1dwCT-Breakout-Strategy-1/

Yo_adriiiiaan

https://www.tradingview.com/u/Yo_adriiiiaan/

strategy

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/ // © Yo_adriiiiaan //@version=4 strategy("Breakout Strategy", overlay = true, commission_type=strategy.commission.percent,commission_value=0, initial_capital = 1000, default_qty_type=strategy.percent_of_equity, default_qty_value=100) left = input(10) right = input(10) pivot_high = 0.000 pivot_low = 0.000 pivot_high := nz(pivothigh(high,left,right), pivot_high[1]) pivot_low := nz(pivotlow(low,left,right), pivot_low[1]) plot(pivot_high) plot(pivot_low) breakout_bull = close > pivot_high[1] breakdown_bear = close < pivot_low[1] testStartYear = input(2017, "Backtest Start Year") testStartMonth = input(8, "Backtest Start Month") testStartDay = input(20, "Backtest Start Day") testStartHour = input(0, "Backtest Start Hour") testStartMin = input(0, "Backtest Start Minute") testPeriodStart = timestamp(testStartYear,testStartMonth,testStartDay,testStartHour,testStartMin) testStopYear = input(2099, "Backtest Stop Year") testStopMonth = input(1, "Backtest Stop Month") testStopDay = input(30, "Backtest Stop Day") testPeriodStop = timestamp(testStopYear,testStopMonth,testStopDay,0,0) testPeriod() => time >= testPeriodStart and time <= testPeriodStop ? true : false barcolor(close > pivot_high[1]? color.green:close < pivot_low[1]? color.red:close < pivot_high[1]? color.orange:na) strategy.entry("Long", strategy.long, when = breakout_bull and testPeriod()) strategy.close_all(when = breakdown_bear and testPeriod()) //strategy.entry("Short", strategy.short, when = breakdown_bear) alertcondition( breakout_bull, title = "Bullish Breakout") alertcondition(breakdown_bear, title = "Bearish Breakdown")

Donchian Moving Average System

https://www.tradingview.com/script/zcwztQsU/

dongyun

https://www.tradingview.com/u/dongyun/

strategy

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("唐齐安移动平均交易系统", overlay=true) longperiod = input(20,'长线') shortperiod = input(5,'短线') bandfactor = input(1.0,'') TrueHigh = 0.0 TrueLow = 0.0 TrueRange = 0.0 TrueHigh := close[1] > high ? close[1] : high TrueLow := close[1] < low ? close[1] : low TrueRange := TrueHigh - TrueLow AvgTrueRange = sma(TrueRange,longperiod) MAlong = sma(close,longperiod) MAshort = sma(close,shortperiod) band = AvgTrueRange * bandfactor if close > MAlong[1] + band[1] and close > MAshort[1] + band[1] strategy.entry("Long", strategy.long, when=strategy.position_size < 1) else if close < MAlong[1] - band[1] and close < MAshort[1] - band[1] strategy.entry("Short", strategy.short, when=strategy.position_size > -1) if close < MAlong[1] - band[1] or close < MAshort[1] - band[1] strategy.close("Long", when=strategy.position_size > 0) else if close > MAlong[1] + band[1] or close > MAshort[1] + band[1] strategy.close("Short", when=strategy.position_size < 0)

Trend Following or Mean Reverting

https://www.tradingview.com/script/JTEmA2hf-Trend-Following-or-Mean-Reverting/

Senthaamizh

https://www.tradingview.com/u/Senthaamizh/

strategy

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 //Identifies whether the instrument is trending or mean reverting //@version=4 strategy("Trend Following or Mean Reverting",shorttitle = "TF/MR",default_qty_type = strategy.percent_of_equity,default_qty_value = 100, overlay=true) buy = close>high[1] sell = close<low[1] if (buy) strategy.entry("Long", strategy.long,qty=1) if (sell) strategy.entry("Short", strategy.short,qty=1)

Long Term Long/Short Strategy (Pair Trading)

https://www.tradingview.com/script/G1P0dpHu-Long-Term-Long-Short-Strategy-Pair-Trading/

danilogalisteu

https://www.tradingview.com/u/danilogalisteu/

strategy

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("Long Term L/S", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=100) base = input("BMFBOVESPA:IBOV") period = input(5, 'SMA Period', input.integer) resolution = input(title="SMA Resolution", type=input.resolution, defval='M') strat = input(title="Strategy", defval="Long/Short", options=["Long Only", "Long/Short", "Short Only"]) strat_val = strat == "Long Only" ? 1 : strat == "Long/Short" ? 0 : -1 base_cl = security((base), resolution, close) base_ma = sma(base_cl, period) longCondition = crossover(base_cl, base_ma) if (longCondition) if strat_val > -1 strategy.entry("LONG", strategy.long) if strat_val < 1 strategy.close("SHORT") shortCondition = crossunder(base_cl, base_ma) if (shortCondition) if strat_val > -1 strategy.close("LONG") if strat_val < 1 strategy.entry("SHORT", strategy.short) //plot(longCondition?1:0, 'L', color.blue) //plot(shortCondition?-1:0, 'S', color.red)

Why is it ok to backtest on TradingView from now on!

https://www.tradingview.com/script/9CG43Ho2-Why-is-it-ok-to-backtest-on-TradingView-from-now-on/

Peter_O

https://www.tradingview.com/u/Peter_O/

strategy

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/ // © Peter_O //@version=4 strategy(title = "NoBackTestBugAnymore", overlay = true, pyramiding = 0, initial_capital=10000, currency=currency.USD, default_qty_type=strategy.fixed, default_qty_value=100000, calc_on_every_tick=false, max_bars_back=5000) GoLong=crossover(rsi(close,14),20) GoShort=crossunder(rsi(close,14),80) KillShort=GoLong KillLong=GoShort strategy.entry("long", strategy.long, when=GoLong) strategy.entry("short", strategy.short, when=GoShort) strategy.close("long", when=KillLong) strategy.close("short", when=KillShort) strategy.exit("XL", from_entry = "long", loss = 40, profit=30) strategy.exit("XS", from_entry = "short", loss = 40, profit=30)

Grover Llorens Activator Strategy Analysis

https://www.tradingview.com/script/VuYM89Tw-Grover-Llorens-Activator-Strategy-Analysis/

alexgrover

https://www.tradingview.com/u/alexgrover/

strategy

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 & Lucía Llorens //@version=4 strategy("Grover Llorens Activator") length = input(480),mult = input(14),src = input(close) //---- ts = 0. diff = src - nz(ts[1],src[1]) atr = atr(length) //---- up = crossover(diff,0) dn = crossunder(diff,0) val = valuewhen(up or dn,atr/length,0) bars = barssince(up or dn) ts := up ? nz(ts[1],src) - atr*mult : dn ? nz(ts[1],src) + atr*mult : nz(ts[1],src) + sign(diff)*val*bars //---- if up strategy.entry("Buy", strategy.long) if dn 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)

kurdistan MACD & RSI & EMA

https://www.tradingview.com/script/d3VaCs8a-kurdistan-MACD-RSI-EMA/

Mokri

https://www.tradingview.com/u/Mokri/

strategy

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/ // © Mokri //@version=4 strategy("kurdistan MACD & RSI & EMA ", 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.yellow) plot(_rsi_signal, color=color.green) 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)

Donchian Channel Strategy

https://www.tradingview.com/script/ZZ0T9Wc7-Donchian-Channel-Strategy/

RafaelPiccolo

https://www.tradingview.com/u/RafaelPiccolo/

strategy

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("Donchian Channel Strategy", overlay=true) length = input(20) longRule = input("Higher High", "Long Entry", options=["Higher High", "Basis"]) shortRule = input("Lower Low", "Short Entry", options=["Lower Low", "Basis"]) hh = highest(high, length) ll = lowest(low, length) up = plot(hh, 'Upper Band', color = color.green) dw = plot(ll, 'Lower Band', color = color.red) mid = (hh + ll) / 2 midPlot = plot(mid, 'Basis', color = color.orange) fill(up, midPlot, color=color.green, transp = 95) fill(dw, midPlot, color=color.red, transp = 95) if (not na(close[length])) strategy.entry("Long", strategy.long, stop=longRule=='Basis' ? mid : hh) strategy.entry("Short", strategy.short, stop=shortRule=='Basis' ? mid : ll)

Squeeze Breakout using BB and KC [v1.0][Bishnu103]

https://www.tradingview.com/script/eaDmt5hj-Squeeze-Breakout-using-BB-and-KC-v1-0-Bishnu103/

Bishnu103

https://www.tradingview.com/u/Bishnu103/

strategy

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="Squeeze Breakout using BB and KC [v1.0][Bishnu103]",shorttitle="BB BREAKOUT",overlay=true,calc_on_every_tick=true,backtest_fill_limits_assumption=2) // *********************************************************************************************************************** // input variables bb_squeeze_switch = input(title="BB Squeeze Check", type=input.bool, defval=true) bb_squeeze_width = input(title="BB Squeeze Width", minval=1.0, defval=3.0) bb_in_kc_switch = input(title="BB within KC Check", type=input.bool, defval=false) ema_trend_switch = input(title="EMA Trend Check", type=input.bool, defval=false) ma200_trend_switch = input(title="200MA Trend Check", type=input.bool, defval=true) vol_check_switch = input(title="Average Volume Check", type=input.bool, defval=false) vol_check_length = input(title="No of bars for Volume Check", minval=1, maxval=20, defval=20) buy_session = input(title="Buy 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) show_kc_switch = input(title="Show KC", type=input.bool, defval=true) show_8ema_switch = input(title="Show 8EMA", type=input.bool, defval=true) show_emas_switch = input(title="Show EMAs", type=input.bool, defval=false) // bbLength = input(title="BB Length", minval=1, defval=20) bbStdDev = input(title="BB StdDev", minval=1, defval=2) kcLength = input(title="KC Length", minval=1, defval=20) kcMult = input(title="KC Mult", defval=1.5) atrLength = input(title="ATR Length", minval=1, defval=20) // *********************************************************************************************************************** // global variables closed_above_bb = false closed_below_bb = false long_entry = false short_entry = false // variable values available across candles var entry_price = 0.0 var sl_price = 0.0 var exit_price = 0.0 var candle_count = 0 // *********************************************************************************************************************** // function to return bollinger band values based on candle poition passed getBB(pos) => float basis = sma(close[pos], bbLength) float dev = bbStdDev * stdev(close[pos], bbLength) [basis, basis + dev, basis - dev] // function to return Keltner Channel values based on candle poition passed getKC(pos) => mKC = ema(close[pos],kcLength) range = kcMult * atr(atrLength)[pos] uKC = mKC + range lKC = mKC - range [mKC,uKC,lKC] // 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) [mBB_1,uBB_1,lBB_1] = getBB(1) // if a candle closes above bb and previous candle closed inside bb then it's a bullish signal if close[0] > uBB_0 closed_above_bb := true entry_price := high[0] // if a candle closes above bb and previous candle closed inside bb then it's a bullish signal if close[0] < lBB_0 closed_below_bb := true entry_price := low[0] // check if BB is in squeeze bb_in_squeeze = bb_squeeze_switch ? ((uBB_1 - lBB_1) < (atr(20)[1] * bb_squeeze_width)) : true // 6 candle's bb prior to the alert candle, are within keltner channel on either upper side of the bands or on lower side of the bands // bb [mBB_2,uBB_2,lBB_2] = getBB(2) [mBB_3,uBB_3,lBB_3] = getBB(3) [mBB_4,uBB_4,lBB_4] = getBB(4) [mBB_5,uBB_5,lBB_5] = getBB(5) [mBB_6,uBB_6,lBB_6] = getBB(6) // kc [mKC_1,uKC_1,lKC_1] = getKC(1) [mKC_2,uKC_2,lKC_2] = getKC(2) [mKC_3,uKC_3,lKC_3] = getKC(3) [mKC_4,uKC_4,lKC_4] = getKC(4) [mKC_5,uKC_5,lKC_5] = getKC(5) [mKC_6,uKC_6,lKC_6] = getKC(6) // check if either side 6 candle's bb are inside kc lower_squeeze_is_good = uBB_1 < uKC_1 and uBB_2 < uKC_2 and uBB_3 < uKC_3 and uBB_4 < uKC_4 and uBB_5 < uKC_5 and uBB_6 < uKC_6 upper_squeeze_is_good = lBB_1 > lKC_1 and lBB_2 > lKC_2 and lBB_3 > lKC_3 and lBB_4 > lKC_4 and lBB_5 > lKC_5 and lBB_6 > lKC_6 squeeze_is_good = bb_in_kc_switch ? (upper_squeeze_is_good or lower_squeeze_is_good) : true // EMAs (8, 21, 34, 55, 89) should be aligned in sequence ema_8 = ema(close,8) ema_21 = ema(close,21) ema_34 = ema(close,34) ema_55 = ema(close,55) ema_89 = ema(close,89) ema_trend_check1 = ema_trend_switch and closed_above_bb and ema_8 > ema_21 and ema_21 > ema_34 and ema_34 > ema_55 and ema_55 > ema_89 ema_trend_check2 = ema_trend_switch and closed_below_bb and ema_8 < ema_21 and ema_21 < ema_34 and ema_34 < ema_55 and ema_55 < ema_89 ema_trend_check = ema_trend_switch ? (ema_trend_check1 or ema_trend_check2) : true // average volume check avg_vol = sma(volume,vol_check_length) avg_vol_is_good = vol_check_switch ? (volume > avg_vol) : true // consolidation //long_consolidation = (highest(high[1],10) - lowest(low[1],10)) < (atr(10)[1] * 2.5) //long_consolidation = lowest(low[1],6) / highest(high[1],6) >= 0.98 // buy above 200MA and sell below 200MA above_200ma = ma200_trend_switch ? (close[1] > sma(close[1],200) and (sma(close[1],200)/close[1]) >= 0.97) : true below_200ma = ma200_trend_switch ? (close[1] < sma(close[1],200) and (close[1]/sma(close[1],200)) >= 0.97) : true // *********************************************************************************************************************** // entry conditions long_entry := closed_above_bb and bb_in_squeeze and squeeze_is_good and ema_trend_check and avg_vol_is_good and above_200ma short_entry := closed_below_bb and bb_in_squeeze and squeeze_is_good and ema_trend_check and avg_vol_is_good and below_200ma // 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 if long_entry or short_entry exit_price := na if long_entry or short_entry sl_price := mBB_0 // *********************************************************************************************************************** // risk management // // long trade - a candle closes below 8ema and in next candle price crosses low of previous candle // short trade - a candle closes above 8ema and in next candle price crosses high of previous candle long_exit_8ema = strategy.position_size > 0 and crossunder(close,ema(close,8)) short_exit_8ema = strategy.position_size < 0 and crossover(close,ema(close,8)) if long_exit_8ema exit_price := low if short_exit_8ema exit_price := high // *********************************************************************************************************************** // position sizing price = if close[0] > 25000 25000 else price = close[0] qty = 25000/price // *********************************************************************************************************************** // entry if long_entry and candle_count < entry_distance and strategy.position_size == 0 strategy.entry("BUY", strategy.long, qty, stop=entry_price, comment="BUY @ "+ tostring(entry_price)) if short_entry and candle_count < entry_distance and strategy.position_size == 0 strategy.entry("SELL", strategy.short, qty, stop=entry_price, comment="SELL @ "+ tostring(entry_price)) // cancel an order if N number of candles are completed after alert candle strategy.cancel_all(candle_count > entry_distance) // 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 long_exit_8ema strategy.exit("EXIT using 8EMA", "BUY", stop=exit_price, comment="EXIT @ "+ tostring(exit_price)) if strategy.position_size < 0 and short_exit_8ema strategy.exit("EXIT using 8EMA", "SELL", stop=exit_price, comment="EXIT @ "+ tostring(exit_price)) // close if sl hit strategy.close("BUY", when=(strategy.position_size > 0 and close < sl_price), qty=strategy.position_size, comment="EXIT @ "+ tostring(close)) strategy.close("SELL", when=(strategy.position_size < 0 and close > sl_price), qty=strategy.position_size, comment="EXIT @ "+ tostring(close)) // 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.close("BUY", when=strategy.position_size > 0, qty=strategy.position_size, comment="EXIT @ "+ tostring(close)) strategy.close("SELL", when=strategy.position_size < 0, qty=strategy.position_size, comment="EXIT @ "+ 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) // plot KC [mKCp,uKCp,lKCp] = getKC(0) p_uKC = plot(show_kc_switch ? uKCp : na, color=color.red) p_lKC = plot(show_kc_switch ? lKCp : na, color=color.red) // plot 8 ema plot(show_8ema_switch?ema_8:na,color=color.blue) // plot EMAs plot(show_emas_switch ? ema_8 : na, color=color.green) plot(show_emas_switch ? ema_21 : na, color=color.lime) plot(show_emas_switch ? ema_34 : na, color=color.maroon) plot(show_emas_switch ? ema_55 : na, color=color.orange) plot(show_emas_switch ? ema_89 : na, color=color.purple)

KPL Swing Strategy

https://www.tradingview.com/script/4mz6xvnK/

ceyhun

https://www.tradingview.com/u/ceyhun/

strategy

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("KPL Swing Strategy", overlay=true) no = input(20, title="Length") res = highest(high, no) sup = lowest(low, no) avd = iff(close > res[1], 1, iff(close < sup[1], -1, 0)) avn = valuewhen(avd != 0, avd, 0) tsl = iff(avn == 1, sup, res) sl = iff(close > tsl, highest(lowest(low, no / 2), no / 2), lowest(highest(high, no / 2), no / 2)) Buy = crossover(close, tsl) Sell = crossover(tsl, close) Barcolor=input(true,title="Barcolor") Bgcolor=input(true,title="Bgcolor") colors=iff(close>tsl,color.green,iff(tsl<close,color.yellow,color.red)) barcolor(Barcolor ? colors:na) bgcolor(Bgcolor ? colors:na) plot(tsl,color=colors) plot(sl,color=color.white,title="Stoploss") if crossover(close, tsl) strategy.entry("Long", strategy.long, comment="Long") if crossunder(close,tsl) strategy.entry("Short", strategy.short, comment="Short")

Trend Trader Strategy with MACD

https://www.tradingview.com/script/dUNRiEBG-Trend-Trader-Strategy-with-MACD/

melihtuna

https://www.tradingview.com/u/melihtuna/

strategy

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("Trend Trader Strategy with MACD", overlay=true) // === Trend Trader Strategy === Length = input(21), Multiplier = input(3, minval=1) MacdControl = input(true, title="Control 'MACD Histogram is positive?' when Buy condition") avgTR = wma(atr(1), Length) highestC = highest(Length) lowestC = lowest(Length) hiLimit = highestC[1]-(avgTR[1] * Multiplier) loLimit = lowestC[1]+(avgTR[1] * Multiplier) ret = iff(close > hiLimit and close > loLimit, hiLimit, iff(close < loLimit and close < hiLimit, loLimit, nz(ret[1], 0))) pos = iff(close > ret, 1, iff(close < ret, -1, nz(pos[1], 0))) barcolor(pos == -1 ? red: pos == 1 ? green : blue ) plot(ret, color= blue , title="Trend Trader 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 == -1)

Moving average system which waits for a better entry

https://www.tradingview.com/script/qEr212fp/

dongyun

https://www.tradingview.com/u/dongyun/

strategy

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("等待一个更好的入场机会", overlay=true) period = input(20,'') maxwait = input(3,'') threshold = input(0.01,'') signal = 0 trend = 0.0 newtrend = 0.0 wait = 0.0 initialentry = 0.0 trend := sma(close,period) signal := nz(signal[1]) if trend > nz(trend[1]) signal := 1 else if trend < nz(trend[1]) signal := -1 wait := nz(wait[1]) initialentry := nz(initialentry[1]) if signal != signal[1] if strategy.position_size > 0 strategy.close('long',comment='trend sell') signal := -1 else if strategy.position_size < 0 strategy.close('short',comment='trend buy') signal := 1 wait := 0 initialentry := close else if signal != 0 and strategy.position_size == 0 wait := wait + 1 // test for better entry if strategy.position_size == 0 if wait >= maxwait if signal > 0 strategy.entry('long',strategy.long, comment='maxtime Long') else if signal < 0 strategy.entry('short',strategy.short, comment='maxtime Short') else if signal > 0 and close < initialentry - threshold strategy.entry('long',strategy.long, comment='delayed Long') else if signal < 0 and close > initialentry + threshold strategy.entry('short',strategy.short, comment='delayed short')

EMA Strategy v_1 by.JanS.

https://www.tradingview.com/script/wXsdP2Lw/

jstraderjs

https://www.tradingview.com/u/jstraderjs/

strategy

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/ // © UmurS //@version=1 strategy("EMA Strategy v_1 by.JanS.", overlay=true) // === EMA Strategy v_1 === // Input options EMA_5 = input(title="EMA 5" , type=integer, defval=5) EMA_10 = input(title="EMA 10", type=integer, defval=10) // Calculate values Alert_EMA_5 = ema(close, EMA_5) Alert_EMA_10 = ema(close, EMA_10) // Create Buy/Sell Arrows // plotshape(Buy, color=green, style=shape.arrowup, text="Buy", location=location.bottom) // plotshape(Sell, color=red, style=shape.arrowdown, text="Sell", location=location.top) // Show on Chart plot(Alert_EMA_5, color = white, linewidth=3) plot(Alert_EMA_10, color = lime, linewidth=3) // Create alert conditions alertcondition(condition=crossover(Alert_EMA_5, Alert_EMA_10), title="EMA 5 Cross Above", message="EMA 5 crossed over EMA 10." ) alertcondition(condition=crossunder(Alert_EMA_5, Alert_EMA_10), title="EMA 10 Cross Above", message="EMA 10 crossed over EMA 5." ) // EMA trend bar color TrendingUp() => Alert_EMA_5 > Alert_EMA_10 TrendingDown() => Alert_EMA_5 < Alert_EMA_10 barcolor(TrendingUp() ? green : TrendingDown() ? red : blue) // EMA cross background color alert to chart (Tall Candle) Uptrend() => TrendingUp() and TrendingDown()[1] Downtrend() => TrendingDown() and TrendingUp()[1] bgcolor(Uptrend() ? green : Downtrend() ? red : na,transp=50) // Buy and sell alert (Arrow bottom of Chart, using variables from above) Buy = Uptrend() and close > close[1] Sell = Downtrend() and close < close[1] plotshape(Buy, color=white, style=shape.triangleup, text="Buy", location=location.bottom) plotshape(Sell, color=white, style=shape.triangledown, text="Sell", location=location.bottom)

Laguerre RSI by KivancOzbilgic STRATEGY

https://www.tradingview.com/script/vWG3tMJh-Laguerre-RSI-by-KivancOzbilgic-STRATEGY/

mertriver1

https://www.tradingview.com/u/mertriver1/

strategy

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/ // © mertriver1 // Developer: John EHLERS //@version=3 // Author:Kıvanç Özbilgiç strategy("Laguerre RSI", shorttitle="LaRSI", overlay=false) src = input(title="Source", defval=close) alpha = input(title="Alpha", type=float, minval=0, maxval=1, step=0.1, defval=0.2) colorchange = input(title="Change Color ?", type=bool, defval=false) Date1 = input(true, title = "=== Date Backtesting ===") FromDay1 = input(defval = 1, title = "From Day", minval = 1, maxval = 31) FromMonth1 = input(defval = 1, title = "From Month", minval = 1, maxval = 12) FromYear1 = input(defval = 2020, title = "From Year", minval = 2017) ToDay1 = input(defval = 1, title = "To Day", minval = 1, maxval = 31) ToMonth1 = input(defval = 1, title = "To Month", minval = 1, maxval = 12) ToYear1 = input(defval = 9999, title = "To Year", minval = 2017) start1 = timestamp(FromYear1, FromMonth1, FromDay1, 00, 00) finish1 = timestamp(ToYear1, ToMonth1, ToDay1, 23, 59) window1() => time >= start1 and time <= finish1 ? true : false gamma=1-alpha L0 = 0.0 L0 := (1-gamma) * src + gamma * nz(L0[1]) L1 = 0.0 L1 := -gamma * L0 + nz(L0[1]) + gamma * nz(L1[1]) L2 = 0.0 L2 := -gamma * L1 + nz(L1[1]) + gamma * nz(L2[1]) L3 = 0.0 L3 := -gamma * L2 + nz(L2[1]) + gamma * nz(L3[1]) cu= (L0>L1 ? L0-L1 : 0) + (L1>L2 ? L1-L2 : 0) + (L2>L3 ? L2-L3 : 0) cd= (L0<L1 ? L1-L0 : 0) + (L1<L2 ? L2-L1 : 0) + (L2<L3 ? L3-L2 : 0) temp= cu+cd==0 ? -1 : cu+cd LaRSI=temp==-1 ? 0 : cu/temp Color = colorchange ? (LaRSI > LaRSI[1] ? green : red) : blue plot(100*LaRSI, title="LaRSI", linewidth=2, color=Color, transp=0) plot(20,linewidth=1, color=maroon, transp=0) plot(80,linewidth=1, color=maroon, transp=0) strategy.entry("Long", true, when = window1() and crossover(cu, cd)) strategy.entry("Short", false, when = window1() and crossunder(cu, cd))

Wilder’s Moving Average Strategy

https://www.tradingview.com/script/wXtQeoOg/

dongyun

https://www.tradingview.com/u/dongyun/

strategy

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("Wilder’s Moving Average Strategy", overlay=true) malength = input(36, "length", minval=1) longd = false shortd = false lineColor = color.yellow wild = 0.0 wild := nz(wild[1]) + (close -nz(wild[1]))/malength longd := wild > wild[1] shortd := wild < wild[1] lineColor := longd ? color.green : shortd ? color.red : color.yellow plot(wild, color=lineColor, linewidth=2, title="WILD") if longd strategy.entry("long", strategy.long, when = strategy.position_size <= 0) else if shortd strategy.entry("short", strategy.short, when = strategy.position_size >= 0)

Moving Averages Testing

https://www.tradingview.com/script/KZF9Qgnn-Moving-Averages-Testing/

ben_zen

https://www.tradingview.com/u/ben_zen/

strategy

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/ // © gliese581d //@version=4 strategy(title="Moving Averages Testing", overlay=true, precision=2, calc_on_every_tick=false, max_bars_back=5000, pyramiding=2, default_qty_type=strategy.percent_of_equity, default_qty_value=50, commission_type=strategy.commission.percent, initial_capital=10000) //SETTINGS longs_on = input(title="Long Trades enabled", defval=true) shorts_on = input(title="Short Trades enabled", defval=true) long_cond = input(title="Buy/Long Crossover Condition", defval="price x MA1", options=["price x MA1", "price x MA2", "MA1 x MA2"]) short_cond = input(title="Sell/Short Crossunder Condition", defval="price x MA2", options=["price x MA1", "price x MA2", "MA1 x MA2"]) ma1_type = input(title="Moving Average 1 Type", defval="SMA", options=["SMA", "EMA"]) ma1_len = input(defval=20, title="Moving Average 1 Len", type=input.integer, minval=1, maxval=1000, step=1) ma2_type = input(title="Moving Average 2 Type", defval="SMA", options=["SMA", "EMA"]) ma2_len = input(defval=30, title="Moving Average 2 Len", type=input.integer, minval=1, maxval=1000, step=1) //MOVING AVERAGES ma_1 = ma1_type == "EMA" ? ema(close, ma1_len) : sma(close, ma1_len) ma_2 = ma2_type == "EMA" ? ema(close, ma2_len) : sma(close, ma2_len) //STRATEGY //trade entries long_entry = long_cond == "price x MA1" ? crossover(close, ma_1) : long_cond == "price x MA2" ? crossover(close, ma_2) : long_cond == "MA1 x MA2" ? crossover(ma_1, ma_2) : false short_entry = short_cond == "price x MA1" ? crossunder(close, ma_1) : short_cond == "price x MA2" ? crossunder(close, ma_2) : short_cond == "MA1 x MA2" ? crossunder(ma_1, ma_2) : false start_month = input(defval=4, title="Strategy Start Month", type=input.integer, minval=1, maxval=12, step=1) start_year = input(defval=2018, title="Strategy Start Year", type=input.integer, minval=2000, maxval=2025, step=1) end_month = input(defval=12, title="Strategy End Month", type=input.integer, minval=1, maxval=12, step=1) end_year = input(defval=2020, title="Strategy End Year", type=input.integer, minval=2000, maxval=2025, step=1) in_time = time >= timestamp(start_year, start_month, 0, 0, 0) and time <= timestamp(end_year, end_month, 0, 0, 0) strategy.entry("Long", strategy.long, when=longs_on and in_time and long_entry) strategy.close("Long", when=longs_on and not shorts_on and short_entry) strategy.entry("Short", strategy.short, when=shorts_on and in_time and short_entry) strategy.close("Short", when=shorts_on and not longs_on and long_entry) //PLOTTING //color background last_entry_was_long = nz(barssince(long_entry)[1], 5000) < nz(barssince(short_entry)[1], 5000) bgcol = (longs_on and last_entry_was_long) ? color.green : (shorts_on and not last_entry_was_long) ? color.red : na bgcolor(color=bgcol, transp=90) plot((long_cond == "price x MA1" or long_cond == "MA1 x MA2") or (short_cond == "price x MA1" or short_cond == "MA1 x MA2") ? ma_1 : na, color=color.blue) plot((long_cond == "price x MA2" or long_cond == "MA1 x MA2") or (short_cond == "price x MA2" or short_cond == "MA1 x MA2") ? ma_2 : na, color=color.black) plotshape(long_entry, style=shape.triangleup, location=location.belowbar, color=color.green) plotshape(short_entry, style=shape.triangledown, location=location.abovebar, color=color.red)

Break out strategy 0

https://www.tradingview.com/script/0zSfR6CP/

Cbgbm788

https://www.tradingview.com/u/Cbgbm788/

strategy

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/ // © Cbgbm788 //@version=4 strategy("Break out strategy 0", shorttitle="BOS0", pyramiding = 1, overlay=true) //input HLPeriod = input(20, title="HighLow Period", type=input.integer) SL = input(2, title="Stop Loss(%)", type=input.integer) ExpBars = input(5, title="Max holding period", type=input.integer) //sub function var _entry_barindex = 0 set_exit_barindex() => _bar_index = bar_index + ExpBars //Highest Lowest HH = security(syminfo.tickerid, timeframe.period, offset(highest(HLPeriod),2)) LL = security(syminfo.tickerid, timeframe.period, offset(lowest(HLPeriod),2)) //entry longCondition = (strategy.position_size<=0?true:false) and crossover(close, HH[1]) if (longCondition) strategy.entry("My Long Entry Id", strategy.long) _entry_barindex := set_exit_barindex() shortCondition = (strategy.position_size>=0?true:false) and crossunder(close, LL[1]) if (shortCondition) strategy.entry("My Short Entry Id", strategy.short) _entry_barindex := set_exit_barindex() //stop loss strategy.exit("exit", loss = SL) //cancel if(bar_index==_entry_barindex) strategy.close_all(true, "Exp Bars") _entry_barindex := 0 //for debug plot(HH, style=plot.style_stepline) plot(LL, style=plot.style_stepline)

Pivot Point SuperTrend [Backtest]

https://www.tradingview.com/script/DwdC6FT4-Pivot-Point-SuperTrend-Backtest/

LonesomeTheBlue

https://www.tradingview.com/u/LonesomeTheBlue/

strategy

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/ // © LonesomeTheBlue //@version=4 strategy("Pivot Point SuperTrend [Backtest]", overlay = true) prd = input(defval = 2, title="Pivot Point Period", minval = 1, maxval = 50) Factor=input(defval = 3, title = "ATR Factor", minval = 1, step = 0.1) Pd=input(defval = 10, title = "ATR Period", minval=1) minrateu = input(defval = 1.0, title="Min profit Rate if Center Line Used", minval = 0) usecenter = input(defval = false, title="Use Center Line to Close Entry for 50%") showpivot = input(defval = false, title="Show Pivot Points") showcl = input(defval = false, title="Show PP Center Line") onlylong = input(defval = false, title="Enter Only Long Position") float minrate = minrateu / 100 float ph = na float pl = na ph := pivothigh(prd, prd) pl := pivotlow(prd, prd) plotshape(ph and showpivot, text="H", style=shape.labeldown, color=na, textcolor=color.red, location=location.abovebar, offset = -prd) plotshape(pl and showpivot, text="L", style=shape.labeldown, color=na, textcolor=color.lime, location=location.belowbar, offset = -prd) float center = na center := center[1] float lastpp = ph ? ph : pl ? pl : na if lastpp if na(center) center := lastpp else center := (center * 2 + lastpp) / 3 Up = center - (Factor * atr(Pd)) Dn = center + (Factor * atr(Pd)) float TUp = na float TDown = na Trend = 0 TUp := close[1] > TUp[1] ? max(Up, TUp[1]) : Up TDown := close[1] < TDown[1] ? min(Dn, TDown[1]) : Dn Trend := close > TDown[1] ? 1: close < TUp[1]? -1: nz(Trend[1], 1) Trailingsl = Trend == 1 ? TUp : TDown linecolor = Trend == 1 and nz(Trend[1]) == 1 ? color.lime : Trend == -1 and nz(Trend[1]) == -1 ? color.red : na plot(Trailingsl, color = linecolor , linewidth = 2, title = "PP SuperTrend") plot(showcl ? center : na, color = showcl ? center < hl2 ? color.blue : color.red : na) bsignal = Trend == 1 and Trend[1] == -1 ssignal = Trend == -1 and Trend[1] == 1 halfexited = false halfexited := nz(halfexited[1], false) if change(Trend) strategy.close_all() if bsignal strategy.entry("Buy", true, comment = "Buy") if ssignal and not onlylong strategy.entry("Sell", false, comment = "Sell") cpsize = change(strategy.position_size) if change(strategy.position_size) if cpsize > 0 and strategy.position_size > 0 or cpsize< 0 and strategy.position_size < 0 halfexited := false if strategy.position_size > 0 and center > hl2 and usecenter and not halfexited and close > strategy.position_avg_price * (1 + minrate) strategy.close("Buy", qty_percent = 50, comment = "close buy for 50%") halfexited := true if strategy.position_size < 0 and center < hl2 and usecenter and not halfexited and close < strategy.position_avg_price * (1 + minrate) strategy.close("Sell", qty_percent = 50, comment = "close sell for 50%") halfexited := true

cATRpillar Strategy

https://www.tradingview.com/script/ulkw6PiT-cATRpillar-Strategy/

Obi-wanClintobe

https://www.tradingview.com/u/Obi-wanClintobe/

strategy

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/ // © cwagoner78 //@version=4 strategy("cATRpillar", overlay=true, default_qty_value=100000, default_qty_type=strategy.percent_of_equity, initial_capital=10000, currency=currency.USD) //------------ //inputs lookback = input(title="Periods", type=input.integer, defval=4) atrMult = input(title="Range Multiplier", type=input.float, defval=.1) takeProfit = input(title="Take Profit", type=input.float, defval=300) stopLoss = input(title="Stop Loss", type=input.float, defval=100) lots = input(title="Lots to Trade", type=input.float, defval=1) //------------ //indicators atr=atr(lookback)*atrMult sma=sma(close, lookback) ema=ema(close,lookback*2) rangeLo=sma-atr rangeHi=sma+atr //------------ //draw objects p0 =plot(close, title="Close", color=#26A69A, linewidth=0, transp=80,style=plot.style_stepline) p1 =plot(rangeHi, title="High", color=color.fuchsia, linewidth=0, transp=80,style=plot.style_stepline) p2 =plot(rangeLo, title="Low", color=color.lime, linewidth=0, transp=80,style=plot.style_stepline) p3 =plot(ema, title="EMA", color=color.white, linewidth=0, transp=80, style=plot.style_stepline) fill(p1, p0, color=color.fuchsia) fill(p0, p2, color=color.lime) //------------ //Trading atrShort=open[1] > rangeHi and open < rangeLo atrLong=open[1] < rangeLo and open > rangeHi exitLong=open>rangeLo exitShort=open<rangeHi //Long longCondition=atrLong and open>ema+atr strategy.entry(id="cATRpillar-Buy", long=true, when=longCondition) longCloseCondition=exitLong strategy.exit(id="cATRpillar-Exit", qty=lots, profit=takeProfit, loss=stopLoss) //Short shortCondition=atrShort and open<ema-atr strategy.entry(id="cATRpillar-Sell", long=false, when=shortCondition) shortCloseCondition=exitShort strategy.exit(id="cATRpillar-Exit", qty=lots, profit=takeProfit, loss=stopLoss) plotshape(shortCondition, title= "Short", location=location.belowbar, color=color.fuchsia, transp=80, style=shape.triangledown, size=size.tiny) plotshape(longCondition, title= "Long", location=location.abovebar, color=color.lime, transp=80, style=shape.triangleup, size=size.tiny) //------------

Gann High Low Strategy

https://www.tradingview.com/script/4B9Gvzkb/

dongyun

https://www.tradingview.com/u/dongyun/

strategy

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("Gann High Low Strategy", overlay=true) HPeriod = input(16,"HIGH Period") LPeriod = input(48,"LOW Period") hsma = 0.0 lsma = 0.0 hsma := sma(high,HPeriod) lsma := sma(low,LPeriod) HLd = iff(close>nz(hsma[1]),1,iff(close<nz(lsma[1]),-1,0)) HLv = valuewhen(HLd!=0,HLd,0) HiLo = iff(HLv==-1,hsma,lsma) HLcolor = HLv == -1 ? color.maroon : color.blue plot(HiLo, linewidth=2, color=HLcolor) if HLv == -1 strategy.entry("short", strategy.short) else if HLv == 1 strategy.entry("long", strategy.long)

Oath

https://www.tradingview.com/script/RciffGJK-Oath/

OrcChieftain

https://www.tradingview.com/u/OrcChieftain/

strategy

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("Oath", overlay=true) // 21 EMA emalength = input(21, title="Short EMA") emashort = ema(close, emalength) // 55 EMA emalength2 = input(55, title="Long EMA") ema = ema(close, emalength2) //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) //cciOS = (ccivalue <= ccioversold and ccivalue > ccioversold2) //cciOB2 = (ccivalue >= ccioverbought2 and ccivalue < ccioverbought3) //cciOS2 = (ccivalue <= ccioversold and ccivalue > ccioversold3) //cciOB3 = (ccivalue >= ccioverbought3) //cciOS3 = (ccivalue <= ccioversold3) //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=false) 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 //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("Oath1", strategy.long, ordersize) strategy.exit( "Oath1 Close", from_entry="Oath1" , 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("Oath2", strategy.long, ordersize) strategy.exit( "Oath2 Close", from_entry="Oath2" , 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("Oath3", strategy.long, ordersize) strategy.exit( "Oath3 Close", from_entry="Oath3" , 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("Oath1.s", strategy.short, ordersize) strategy.exit( "Oath1 Close", from_entry="Oath1.s" , 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("Oath2.s", strategy.short, ordersize) strategy.exit( "Oath2 Close", from_entry="Oath2.s" , 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("Oath3.s", strategy.short, ordersize) strategy.exit( "Oath3 Close", from_entry="Oath3.s" , profit=statictargetvalue,stop=downstoploss[y3]) plotshape(uptrend and upsignal and degree, location=location.belowbar, color=color.green, transp=0, style=shape.triangleup, size=size.tiny, text="Oath up") plotshape(downtrend and downsignal and degree, location=location.abovebar, color=color.red, transp=0, style=shape.triangledown, size=size.tiny, text="Oath down") plotshape(uptrend and upsignal2 and degree2, location=location.belowbar, color=color.green, transp=0, style=shape.triangleup, size=size.tiny, text="Oath up+") plotshape(downtrend and downsignal2 and degree2, location=location.abovebar, color=color.red, transp=0, style=shape.triangledown, size=size.tiny, text="Oath down+") plotshape(uptrend and upsignal3 and degree3, location=location.belowbar, color=color.green, transp=0, style=shape.triangleup, size=size.tiny, text="Oath up++") plotshape(downtrend and downsignal3 and degree3, location=location.abovebar, color=color.red, transp=0, style=shape.triangledown, size=size.tiny, text="Oath down++")

Dazzling Bolts

https://www.tradingview.com/script/sm8kqwsV-Dazzling-Bolts/

OrcChieftain

https://www.tradingview.com/u/OrcChieftain/

strategy

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("Dazzling Bolts", overlay=true) //max_bars_back=3000 // 13 SMMA len = input(10, minval=1, title="SMMA Period") src = input(close, title="Source") smma = 0.0 smma := na(smma[1]) ? sma(src, len) : (smma[1] * (len - 1) + src) / len // 55 EMA emalength = input(55, title="EMA Period") ema = ema(close, emalength) // 100 SMA smalength = input(110, title="SMA Period") sma = sma(close, smalength) emaforce = input(title="Force trend with medium EMA", type=input.bool, defval=true) offsetemavalue = input(defval = 6) bullbounce = smma>ema and ema>sma and low[5]>ema and low[2]<ema and close[1]>ema and (ema[offsetemavalue]>sma or (not emaforce)) bearbounce = smma<ema and ema<sma and high[5]<ema and high[2]>ema and close[1]<ema and (ema[offsetemavalue]<sma or (not emaforce)) plotshape(bullbounce, title= "Purple", location=location.belowbar, color=#ff33cc, transp=0, style=shape.triangleup, size=size.tiny, text="Bolts") plotshape(bearbounce, title= "Purple", location=location.abovebar, color=#ff33cc, transp=0, style=shape.triangledown, size=size.tiny, text="Bolts") ordersize=floor(strategy.initial_capital/close) longs = input(title="Test longs", type=input.bool, defval=true) shorts = input(title="Test shorts", type=input.bool, defval=true) atrlength = input(title="ATR length", defval=12) atrm = input(title="ATR muliplier",type=input.float, defval=2) atr = atr(atrlength) target = close + atr*atrm antitarget = close - (atr*atrm) //limits and stop do not move, no need to count bars from since bullbuy = bullbounce and longs and strategy.opentrades==0 bb = barssince(bullbuy) bearsell = bearbounce and shorts and strategy.opentrades==0 bs = barssince(bearsell) if (bullbuy) strategy.entry("Boltsup", strategy.long, ordersize) strategy.exit ("Bolts.close", from_entry="Boltsup", limit=target, stop=antitarget) if (crossover(smma, sma)) strategy.close("Boltsup", qty_percent = 100, comment = "Bolts.crossover") if (bearsell) strategy.entry("Boltsdown", strategy.short, ordersize) strategy.exit("Bolts.close", from_entry="Boltsdown", limit=antitarget, stop=target) if (crossunder(smma, sma)) strategy.close("Boltsdown", qty_percent = 100, comment = "Bolts.crossover") if (bb<5) bulltarget = line.new(bar_index[bb], target[bb], bar_index[0], target[bb], color=color.blue, width=2) bullclose = line.new(bar_index[bb], close[bb], bar_index[0], close[bb], color=color.blue, width=2) bullstop = line.new(bar_index[bb], antitarget[bb], bar_index[0], antitarget[bb], color=color.blue, width=2) if (bs<5) bulltarget = line.new(bar_index[bs], antitarget[bs], bar_index[0], antitarget[bs], color=color.purple, width=2) bullclose = line.new(bar_index[bs], close[bs], bar_index[0], close[bs], color=color.purple, width=2) bullstop = line.new(bar_index[bs], target[bs], bar_index[0], target[bs], color=color.purple, width=2)

Fibonacci + RSI - Strategy

https://www.tradingview.com/script/Ouv7XVfc-Fibonacci-RSI-Strategy/

MohamedYAbdelaziz

https://www.tradingview.com/u/MohamedYAbdelaziz/

strategy

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/ // © MohamedYAbdelaziz // Intraday Trading // Best used for Short Timeframes [1-30 Minutes] // If you have any modifications please tell me to update it //@version=4 strategy(title="Fibonacci + RSI - Strategy", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=100, initial_capital=10000, currency=currency.USD) // Inputs timeFilter = year >= 2000 // Stop Loss % loss_percent = input(title="Stop Loss (%)", minval=0.0, step=0.1, defval=2) * 0.001 // RSI Inputs len = input(title="[RSI] Length", minval=0, step=1, defval=14) overSold = input(title="[RSI] Over Sold %", defval=30) overBought = input(title="[RSI] Over Bought %", defval=70) // Fibonacci Levels length = input(title="[Fibonacci] Length", defval=200, minval=1) src = input(hlc3, title="[Fibonacci] Source") mult = input(title="[Fibonacci] Multiplier", defval=3.0, minval=0.001, maxval=50) level = input(title="[Fibonacci] Level", defval=764) // Calculate Fibonacci basis = vwma(src, length) dev = mult * stdev(src, length) fu764= basis + (0.001*level*dev) fu1= basis + (1*dev) fd764= basis - (0.001*level*dev) fd1= basis - (1*dev) // Calculate RSI vrsi = rsi(close, len) // Calculate the Targets targetUp = fd764 targetDown = fu764 // Actual Targets bought = strategy.position_size[0] > strategy.position_size[1] exit_long = valuewhen(bought, targetUp, 0) sold = strategy.position_size[0] < strategy.position_size[1] exit_short = valuewhen(sold, targetDown, 0) // Calculate Stop Losses stop_long = strategy.position_avg_price * (1 - loss_percent) stop_short = strategy.position_avg_price * (1 + loss_percent) // Conditions to Open Trades openLong = low < fd1 and crossover(vrsi[1], overSold) openShort = high > fu1 and crossunder(vrsi[1], overBought) // Conditions to Close Trades closeLong = high > exit_long closeShort = low < exit_short // Plots plot(basis, color=color.blue, linewidth=2, title="[Fibonacci Level] Basis") plot(fu764, color=color.white, linewidth=1, title="[Fibonacci Level] Short Target") plot(fu1, color=color.red, linewidth=2, title="1", title="[Fibonacci Level] Top") plot(fd764, color=color.white, linewidth=1, title="[Fibonacci Level] Long Target") plot(fd1, color=color.green, linewidth=2, title="1", title="[Fibonacci Level] Bottom") // Strategy Orders if timeFilter // Entry Orders strategy.entry(id="Long", long=true, when=openLong and high < targetUp, limit=close) strategy.entry(id="Short", long=false, when=openShort and low > targetDown, limit=close) // Exit Orders strategy.exit(id="Long", when=closeLong and strategy.position_size > 0, limit=exit_long, stop=stop_long) strategy.exit(id="Short", when=closeShort and strategy.position_size < 0, limit=exit_short, stop=stop_short)

KD compare strategy (交易策略對照組)

https://www.tradingview.com/script/KkJ2UKGR/

Tonyder

https://www.tradingview.com/u/Tonyder/

strategy

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/ // © Tonyder //@version=4 strategy("KD base strategy", overlay=true, pyramiding=1000, process_orders_on_close=true, precision=6, max_bars_back=720) //strategy("KD base strategy", overlay=true, pyramiding=1000, precision=6, max_bars_back=720) max=input(defval=20, title="庫存上限(share)", type=input.integer) min=input(defval=-20, title="庫存下限(share)", type=input.integer) period=input(defval=9, title="KD 週期(KD period)", type=input.integer, minval=2) diff=input(defval=0.1, title="KD 週期(KD period)", type=input.float, minval=0.1) k=0.0 rsv=0.0 dir=0 sum=0.0 share2=0.0 first=0 up=0.0 bottom=0.0 k80=0.0 k50=0.0 k20=0.0 k801=0.0 k501=0.0 k201=0.0 show=0 show:=0 rate=0.0 last=0.0 inc=false dec=false inc:=false dec:=false clean=false clean:=false share=strategy.position_size rsv:=stoch(close, high, low, period) up:=highest(high,period) bottom:=lowest(low,period) if bar_index <= period k:=rsv dir:=0 sum:=0 share2:=0 last:=close else k:=k[1]*2/3 + rsv/3 dir := dir[1] sum := sum[1] share2:=share2[1] rate:= rate[1] last:= last[1] // filter yearbegin=input(defval=1978, title="起始年 (begin year)", type=input.integer, minval=0) monthbegin=input(defval=1, title="起始月 (begin month)", type=input.integer, minval=0) dayofmonthbegin=input(defval=1, title="起始日 (begin day)", type=input.integer, minval=0) condition99=(year >= yearbegin) and (month >= monthbegin) and (dayofmonth > dayofmonthbegin) // rsv = 100 * (close - lowest(low, period)) / (highest(high, period) - lowest(low, period)) // k=k[1]*2/3 + rsv/3 // 3k=k[1]*2 + rsv // 3k-k[1]*2= 100 * (close - lowest(low, period)) / (highest(high, period) - lowest(low, period)) // (3k-k[1]*2)/100*(highest(high, period) - lowest(low, period)) + lowest(low, period) = close // let k = 80, close = (3*80-k[1]*2)/100*(highest(high, period) - lowest(low, period)) + lowest(low, period) k80:=(3*80-k[1]*2)/100*(highest(high, period) - lowest(low, period)) + lowest(low, period) k50:=(3*50-k[1]*2)/100*(highest(high, period) - lowest(low, period)) + lowest(low, period) k20:=(3*20-k[1]*2)/100*(highest(high, period) - lowest(low, period)) + lowest(low, period) // tomorrow k k801:=(3*80-k*2)/100*(highest(high, period-1) - lowest(low, period-1)) + lowest(low, period-1) k501:=(3*50-k*2)/100*(highest(high, period-1) - lowest(low, period-1)) + lowest(low, period-1) k201:=(3*20-k*2)/100*(highest(high, period-1) - lowest(low, period-1)) + lowest(low, period-1) if (dir == 1 and low < k50 and close < close[1] and open > close) // rule1, strong target, buy at low price sum := sum + 1 else if (dir == -1 and high > k50 and close > close[1] and open < close) // rule2, weak target, sell at high price sum := sum - 1 else if (dir == 1 and k[1] > 80 and k < 80 and share > 3) // rule5, end the positive order sum := 1 else if (dir == -1 and k[1] < 20 and k > 20 and share < -3) // rule6, end the engitive order sum := -1 else if (dir == 1 and high > k50 and close > close[1] and rate < -diff/100 and share > 2) // rule7, reduce the order when the rate is poor sum := sum - 1 else if (dir == -1 and low < k50 and close < close[1] and rate > diff/100 and share < -2) // rule8, reduce the order when the rate is poor sum := sum + 1 // become to strong if (k >= 80) dir := 1 // become to weak if (k <= 20) dir := -1 // rule 3, strong become to weak, clean when k < 20 if (dir == 1 and share < 0 and close > last and k < 20) clean := true // rule 4, weak become to strong, clean when k > 80 if (dir == -1 and share > 0 and close < last and k > 80) clean := true // rule 9, the first negtive order if (dir == 1 and k > 80 and rate > diff/100 and share == 0) inc:= true sum := 1 // rule 10, the first negtive order if (dir == -1 and k < 20 and rate < -diff/100 and share == 0) dec:= true sum := -1 if sum > 0 share2 := sum else if sum < 0 share2 := sum else share2 := 0 if share2 > max share2 := max if share2 < min share2 := min if (k > 80 and k[1] < 80) rate:= high/last - 1 last:= high if (k < 20 and k[1] > 20) rate:= low/last - 1 last:= low if (dir > 0 and low < k50 and low[1] > k50) rate:= low/last - 1 last:= low if (dir < 0 and high > k50 and high[1] <k50) rate:= high/last - 1 last:= high strategy.close_all(when=clean and condition99, comment="stop") strategy.order(id='buy', long=true, qty=share2-share, limit=k501, when=share2 > share and condition99) strategy.order(id="sell", long=false, qty=share-share2, limit=k501, when=share2 < share and condition99) strategy.order(id='increase', long=true, qty=1, when=share2 != share and inc and condition99) strategy.order(id="decrease", long=false, qty=1, when=share2 != share and dec and condition99) plot(share, "持股(share)",transp=100) //plot(share2, "持股(share)",transp=100) plot(dir, "方向(direction)",transp=100) plot(k80, "Strong (轉強)", color.red) plot(k50, "Middle (中線)", color.white) plot(k20, "Weak (轉弱)", color.green) k_color=color.black if k80 != k801[1] k_color:=color.red plot(k801, "S+1", k_color, transp=100) k_color:=color.black if k50 != k501[1] k_color:=color.white plot(k501, "M+1", k_color, transp=100) k_color:=color.black if k20 != k201[1] k_color:=color.green plot(k201, title="W+1", color=k_color, transp=100) plot(k, "k",transp=100) // Colour background plotColour = rate > 0 ? color.red : rate < 0 ? color.green : color.yellow plot(series=rate*100, title="rate",color=plotColour, style=plot.style_histogram, linewidth=1, transp=100) //plot(last, "last",transp=100)

Simple Momentum Strategy Based on SMA, EMA and Volume

https://www.tradingview.com/script/88K4Aekc-Simple-Momentum-Strategy-Based-on-SMA-EMA-and-Volume/

slip_stream

https://www.tradingview.com/u/slip_stream/

strategy

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/ // © slip_stream //@version=4 // Simple strategy for riding the momentum and optimising the timings of truer/longer price moves upwards for an long posistions on a daily basis (can be used, but with less effect // on other time frames. Volume settings would have to be adjusted by the user accordingly. (short positions are not used). // This strategy has default settings of a short(er) SMA of 10, a long(er) EMA of 20, and Volume trigger of 10 units and above. All these settings can be changed by the user // using the GUI settings and not having to change the script. // The strategy will only open a long position when there is a clear indication that price momentum is upwards through the SMA moving and remaining above the EMA (mandatory) and price period indicators // of either 1) a standard 3 bar movement upwards, 2) a standard but "aggressive" 3 or 4 bar play where the low of the middle resting bars can be equal to or higher than (i.e. not // the more standard low of about half) of the opening of the ignition bar. The "aggression" of the 3/4 bar play was done in order to counteract the conservatisme of having a mandatory // SMA remaining higher than the EMA (this would have to be changed in the script by the user if they want to optimise to their own specifications. However, be warned, all programmatic // settings for the maximum acceptable low of the middle resting bars runs a risk of ignoring good entry points due to the low being minutely e.g. 0.01%, lower than the user defined setting) strategy(title = "Simple Momentum Strategy Based on SMA, EMA and Volume", overlay = true, pyramiding = 1, initial_capital = 100000, currency = currency.USD) // Obtain inputs sma_length = input(defval = 10, minval=1, type = input.integer, title = "SMA (small length)") ema_length = input(defval = 20,minval=1, type = input.integer, title = "EMA (large length)") volume_trigger = input(defval = 10, title = "Volume Trigger", type = input.integer) sma_line = sma(close, sma_length) ema_line = ema(close, ema_length) // plot SMA and EMA lines with a cross for when they intersect plot(sma_line, color = #8b0000, title = "SMA") plot(ema_line, color = #e3d024, title = "EMA") plot(cross(sma_line, ema_line) ? sma_line : na, style = plot.style_cross, linewidth = 4, color = color.white) // Create variables // variables to check if trade should be entered //three consecutive bar bar moves upwards and volume of at least one bar is more than 10 enter_trade_3_bar_up = sma_line > ema_line and close[1] >= close [2] and close[3] >= close[4] and close[2] >= close[3] and (volume[1] >= volume_trigger or volume[2] >= volume_trigger or volume[3] >= volume_trigger) // aggressive three bar play that ensures the low of the middle bar is equal to or greater than the open of the instigator bar. Volume is not taken into consideration (i.e. aggressive/risky) enter_3_bar_play = sma_line > ema_line and close[1] > close[3] and low[2] >= open[3] // aggressive four bar play similar to the 3 bar play above enter_4_bar_play = sma_line > ema_line and close[1] > close[4] and low[2] >= open[4] trade_entry_criteria = enter_trade_3_bar_up or enter_3_bar_play or enter_4_bar_play // has one of the trade entry criterias returned true? // exit criteria for the trade: when the sma line goes under the ema line trade_exit_criteria = crossunder (sma_line, ema_line) if (year >= 2019) strategy.entry(id = "long", long = true, qty = 1, when = trade_entry_criteria) strategy.close(id = "long", when = trade_exit_criteria, qty = 1) // for when you want to brute force close all open positions: strategy.close_all (when = trade_exit_criteria)

RSI V Pattern strategy

https://www.tradingview.com/script/NXbsqL9n-RSI-V-Pattern-strategy/

mohanee

https://www.tradingview.com/u/mohanee/

strategy

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("RSI V Pattern", overlay=true) strategy(title="RSI V Pattern", overlay=false, pyramiding=3, default_qty_type=strategy.percent_of_equity , default_qty_value=10, initial_capital=10000, currency=currency.USD,process_orders_on_close=true) //Strategy Rules //ema20 is above ema50 --- candles are colored green on the chart //RSI value sharply coming up which makes a V shape , colored in yellow on the chart //RSI V pattern should occur from below 30 len = input(title="RSI Period", minval=1, defval=5) buyRsiEntry = input(title="Buy at RSI ", minval=5, defval=30, maxval=60) stopLoss = input(title="Stop Loss %", minval=1, defval=8) myRsi = rsi(close,len) longEmaVal=ema(close,50) shortEmaVal=ema(close,20) //plot emas //plot(longEmaVal, title="Long EMA" ,linewidth=2, color=color.orange, trackprice=true) //plot(shortEmaVal, title="Short EMA" ,linewidth=2, color=color.green, trackprice=true) isEma20AboveEma50=ema(close,20)>ema(close,50) ? true : false //V Pattern longCondition = ema(close,20)>ema(close,50) and (low[1]<low[2] and low[1]<low[3]) and (myRsi>myRsi[1] and myRsi>myRsi[2] ) and crossover(myRsi,buyRsiEntry) // ( and myRsi<60) patternText=" V " //W Pattern //longCondition = isEma20AboveEma50 and ( low[1]<low[4] and (low[1]<low[2] or low[1]<low[3])) and (myRsi[1]<65 and myRsi[3]<65 and myRsi[2]>myRsi[3] and myRsi[2]>myRsi[1] and myRsi[1]>=myRsi[3] and myRsi>myRsi[1] and myRsi>30) //longCondition = isEma20AboveEma50 and ( low[1]<low[4] or low[1]<low[3] ) and (myRsi[2]>myRsi[3] and myRsi[2]>myRsi[1] and myRsi[1]>=myRsi[3] ) and myRsi>=30 and myRsi<60 // myRsi[1]=myRsi[3] exact W pattern // myRsi[1]>myRsi[3] ugly W pattern //patternText=" W " //and crossover(myRsi,30) //(myRsi<60 and myRsi>30) and myRsi>myRsi[1] and (myRsi[1]<myRsi[2] or myRsi[1]<myRsi[3]) and (myRsi[2]<30) and (myRsi[3]<30 and myRsi[4]>=30) //barcolor(shortEmaVal>longEmaVal?color.green:color.purple) //longCondition = crossover(sma(close, 14), sma(close, 28)) barcolor(longCondition?color.yellow:na) strategy.entry("RSI_V_LE", strategy.long, when=longCondition ) //stoploss value at 10% stopLossValue=strategy.position_avg_price - (strategy.position_avg_price*stopLoss/100) //stopLossValue=valuewhen(longCondition,low,3) //takeprofit at RSI highest reading //at RSI75 move the stopLoss to entry price moveStopLossUp=strategy.position_size>0 and crossunder(myRsi,70) barcolor(moveStopLossUp?color.blue:na) stopLossValue:=crossover(myRsi,70) ? strategy.position_avg_price:stopLossValue //stopLossValue:=moveStopLossUp?strategy.position_avg_price:stopLossValue rsiPlotColor=longCondition ?color.yellow:color.purple rsiPlotColor:= moveStopLossUp ?color.blue:rsiPlotColor plot(myRsi, title="RSI", linewidth=2, color=rsiPlotColor) //longCondition?color.yellow:#8D1699) hline(50, title="Middle Line", linestyle=hline.style_dotted) obLevel = hline(75, title="Overbought", linestyle=hline.style_dotted) osLevel = hline(25, title="Oversold", linestyle=hline.style_dotted) fill(obLevel, osLevel, title="Background", color=#9915FF, transp=90) plotshape( longCondition ? myRsi[1] : na, offset=-1, title="V Pattern", text=patternText, style=shape.labelup, location=location.absolute, color=color.purple, textcolor=color.yellow, transp=0 ) //when RSI crossing down 70 , close 1/2 position and move stop loss to average entry price strategy.close("RSI_V_LE", qty=strategy.position_size*1/2, when=strategy.position_size>0 and crossunder(myRsi,70)) //when RSI reaches high reading 90 and crossing down close 3/4 position strategy.close("RSI_V_LE", qty=strategy.position_size*3/4, when=strategy.position_size>0 and crossunder(myRsi,90)) //close everything when Rsi goes down below to 10 or stoploss hit //just keeping RSI cross below 10 , can work as stop loss , which also keeps you long in the trade ... however sharp declines could make large loss //so I combine RSI goes below 10 OR stoploss hit , whichever comes first - whole position closed longCloseCondition=close<stopLossValue //crossunder(myRsi,10) or close<stopLossValue strategy.close("RSI_V_LE", qty=strategy.position_size,when=longCloseCondition )

Volume Weighted Bollinger Bands Strategy

https://www.tradingview.com/script/BzGOHJs7-Volume-Weighted-Bollinger-Bands-Strategy/

Ankit_1618

https://www.tradingview.com/u/Ankit_1618/

strategy

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/ // © Ankit_1618 //@version=4 strategy("Volume Weighted Bollinger Bands Strategy", overlay=true) src = input(close, title="Source") length = input(20, minval=1) mult = input(2.0, minval=0.001, maxval=50, title="StdDev") ema8 = ema(src, 8) ema21 = ema(src, 21) ema55 = ema(src, 55) ema233 = ema(src, 233) _vwap = vwap average_weighting = (ema8 + ema21 + ema55 + ema233 + _vwap) / 5 basis = sma(average_weighting, length) dev = mult * stdev(average_weighting, length) upper = basis + dev lower = basis - dev offset = input(0, "Offset", type = input.integer, minval = -500, maxval = 500) plot(basis, "Basis", color=#872323, offset = offset) p1 = plot(upper, "Upper", color=color.teal, offset = offset) p2 = plot(lower, "Lower", color=color.teal, offset = offset) fill(p1, p2, title = "Background", color=#198787, transp=95) condition_long = close > upper and close[1] > upper condition_short = close< lower and close[1] < lower if (condition_long) strategy.entry("Long", strategy.long) if (condition_short) strategy.entry("Short", strategy.short) strategy.close("Long", when = condition_short ) strategy.close("Short", when = condition_long )

Highest High and Lowest Low Channel Strategy

https://www.tradingview.com/script/1SMJivyk/

ceyhun

https://www.tradingview.com/u/ceyhun/

strategy

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=5 strategy('Highest High and Lowest Low Channel Strategy', overlay=true) length = input(20) reverse = input(false, title='Trade reverse') hh = ta.highest(high, length) ll = ta.lowest(low, length) pos = 0.0 iff_1 = close < ll[1] ? -1 : nz(pos[1], 0) pos := close > hh[1] ? 1 : iff_1 iff_2 = reverse and pos == -1 ? 1 : pos possig = reverse and pos == 1 ? -1 : iff_2 if possig == 1 strategy.entry('Long', strategy.long) if possig == -1 strategy.entry('Short', strategy.short) barcolor(possig == -1 ? color.red : possig == 1 ? color.green : color.blue) plot(hh[1], color=color.new(color.green, 0), title='HH', linewidth=2) plot(ll[1], color=color.new(color.red, 0), title='LL', linewidth=2)

Twin Range Filter Algo

https://www.tradingview.com/script/ZsiaNicR-Twin-Range-Filter-Algo/

OrcChieftain

https://www.tradingview.com/u/OrcChieftain/

strategy

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/ // © colinmck, greenmask9 //@version=4 strategy(title="Twin Range Filter Algo v.3", shorttitle = "Twin Range Strategy", overlay=true) source = input(defval=close, title="Source") // Smooth Average Range per1 = input(defval=27, minval=1, title="Fast period", group ="Twin Range Filter @colinmck") mult1 = input(defval=1.6, minval=0.1, title="Fast range", group ="Twin Range Filter @colinmck") per2 = input(defval=55, minval=1, title="Slow period", group ="Twin Range Filter @colinmck") mult2 = input(defval=2, minval=0.1, title="Slow range", group ="Twin Range Filter @colinmck") smoothrng(x, t, m) => wper = t * 2 - 1 avrng = ema(abs(x - x[1]), t) smoothrng = ema(avrng, wper) * m smoothrng smrng1 = smoothrng(source, per1, mult1) smrng2 = smoothrng(source, per2, mult2) smrng = (smrng1 + smrng2) / 2 // Range Filter rngfilt(x, r) => rngfilt = x rngfilt := x > nz(rngfilt[1]) ? x - r < nz(rngfilt[1]) ? nz(rngfilt[1]) : x - r : x + r > nz(rngfilt[1]) ? nz(rngfilt[1]) : x + r rngfilt filt = rngfilt(source, smrng) upward = 0.0 upward := filt > filt[1] ? nz(upward[1]) + 1 : filt < filt[1] ? 0 : nz(upward[1]) downward = 0.0 downward := filt < filt[1] ? nz(downward[1]) + 1 : filt > filt[1] ? 0 : nz(downward[1]) hband = filt + smrng lband = filt - smrng longCond = bool(na) shortCond = bool(na) longCond := source > filt and source > source[1] and upward > 0 or source > filt and source < source[1] and upward > 0 shortCond := source < filt and source < source[1] and downward > 0 or source < filt and source > source[1] and downward > 0 CondIni = 0 CondIni := longCond ? 1 : shortCond ? -1 : CondIni[1] long = longCond and CondIni[1] == -1 short = shortCond and CondIni[1] == 1 // Plotting // Strategy // From this part on, programmer is greenmaks9 // Separator = input(title="Following conditions and backtest algorithm are added by @greenmask9 🎯, original script is written by @colinmck 👍. Read both of their's release notes for more info on how this script works.", type=input.bool, defval=false, group = "Greenmask's testing resources & ATR condition") disabler = input(title="Disable @greenmask9's ATR conditions", type=input.bool, defval=false, group = "Greenmask's testing resources & ATR condition") //second l2 = input(title="ATR1", defval=32, minval=1, group = "ATR condition", tooltip = "C: Short-range volatility must be low than long-term volatility measurement for the entry.") s2 = input(title="Smoothing", defval="SMA", options=["RMA", "SMA", "EMA", "WMA"], tooltip = "C: Short-range volatility must be low than long-term volatility measurement for the entry.", group = "ATR condition") atr2(source, l2) => if s2 == "SMA" sma(source, l2) else if s2 == "RMA" rma(source, l2) else if s2 == "EMA" ema(source, l2) else wma(source, l2) //third l3 = input(title="ATR2", defval=64, minval=1, group = "ATR condition", tooltip = "C: Short-range volatility must be low than long-term volatility measurement for the entry.") s3 = input(title="Smoothing", defval="RMA", options=["RMA", "SMA", "EMA", "WMA"], tooltip = "C: Short-range volatility must be low than long-term volatility measurement for the entry.", group = "ATR condition") atr3(source, l3) => if s3 == "RMA" rma(source, l3) else if s3 == "SMA" sma(source, l3) else if s3 == "EMA" ema(source, l3) else wma(source, l3) atr20=atr2(tr(true), l2) atr30=atr3(tr(true), l3) ordersize=floor(strategy.initial_capital/close) maxcandles_till_close = input(title="Time-based Close", type=input.integer, defval=17, group = "Alternative Exit") i_time = input(true, "Enable Time Base Close", group = "Alternative Exit" ) //stop varip stop_long = 0.0, varip entry = 0.0, varip stop_short = 0.0 i_sl_type = input("Low - (close - lowest low[len]) * %", options = ["Low - (ATR[len] * %)", "Low - (close - lowest low[len]) * %", "Low - (close - average low[len]) * %", "Close - (ATR[len] * %)", "Low - TicksNumber"], title="Calculation (Long)", group = "Stop-loss", tooltip = "This is a stop-loss calculation for long positions. Reversed logic is used for short stop-loss. *Calculation Low - TicksNumber doesn't use Percentage-based multiplier. **Number of ticks is always substracted (added) after the initial calculation. ") i_sl_atr = input(10, "Calculation Length", group = "Stop-loss") i_sl_perc = input(80, "Percentage", group = "Stop-loss", type = input.float) / 100 i_sl_ticks = input(defval = 10, minval = 1, title = "Number of ticks", group = "Stop-loss") * syminfo.mintick i_stoploss = input(true, "Enable Stop-loss", group = "Stop-loss") f_stop_long (calculation, length, mult, ticks) => stop_0 = calculation == "Low - (ATR[len] * %)" ? low - (atr(length) * mult) - ticks : calculation == "Low - (close - lowest low[len]) * %" ? low - (close - (lowest(low, length))) * mult - ticks : calculation == "Low - (close - average low[len]) * %" ? low - (close - sma(low, length)) * mult - ticks : calculation == "Close - (ATR[len] * %)" ? close - (atr(length) * mult) - ticks : low - ticks f_stop_short (calculation, length, mult, ticks) => stop_0 = calculation == "Low - (ATR[len] * %)" ? high + (atr(length) * mult) + ticks : calculation == "Low - (close - lowest low[len]) * %" ? high + abs(close - lowest(high, length)) * mult + ticks : calculation == "Low - (close - average low[len]) * %" ? high + abs(close - sma(high, length)) * mult + ticks : calculation == "Close - (ATR[len] * %)" ? close + (atr(length) * mult) + ticks : high + ticks //target varip target_long = 0.0, varip target_short = 0.0 i_tr_type = input("Close + (ATR[len] * %)", options = ["High + (ATR[len] * %)", "Close + (ATR[len] * %)", "Close + abs(close - highest high[len]) * %", "Close + abs(close - average high[len]) * %", "High + TicksNumber", "Close + TicksNumber"], title="Calculation (Long)", group = "Target", tooltip = "Raw number of ticks is always added to the target.") i_tr_atr = input(10, "Calculation Length", group = "Target") i_tr_perc = input(500, "Percentage", group = "Target", type = input.float) / 100 i_tr_ticks = input(defval = 10, minval = 1, title = "Number of ticks", group = "Target") * syminfo.mintick i_target = input(true, "Enable Target", group = "Target") f_target_long (calculation, length, mult, ticks) => stop_0 = calculation == "High + (ATR[len] * %)" ? high + (atr(length) * mult) + ticks : calculation == "Close + (ATR[len] * %)" ? close + (atr(length) * mult) + ticks : calculation == "Close + abs(close - highest high[len]) * %" ? close + abs(close - (highest(high, length))) * mult + ticks : calculation == "Close + abs(close - average high[len]) * %" ? close + abs(close - sma(high, length)) * mult + ticks : calculation == "High + TicksNumber" ? high + ticks : close + ticks f_target_short (calculation, length, mult, ticks) => stop_0 = calculation == "High + (ATR[len] * %)" ? low - (atr(length) * mult) - ticks : calculation == "Close + (ATR[len] * %)" ? close - (atr(length) * mult) - ticks : calculation == "Close + abs(close - highest high[len]) * %" ? close - abs(close - (lowest(low, length))) * mult - ticks : calculation == "Close + abs(close - average high[len]) * %" ? close - abs(close - sma(low, length)) * mult - ticks : calculation == "High + TicksNumber" ? low - ticks : close - ticks if (strategy.position_size >= 0 or strategy.position_size[1] != strategy.position_size) stop_short := i_stoploss ? f_stop_short(i_sl_type, i_sl_atr, i_sl_perc, i_sl_ticks) : na target_short := i_target ? f_target_short(i_tr_type, i_tr_atr, i_tr_perc, i_tr_ticks) : na if (strategy.position_size <= 0 or strategy.position_size[1] != strategy.position_size) stop_long := i_stoploss ? f_stop_long(i_sl_type, i_sl_atr, i_sl_perc, i_sl_ticks) : na target_long := i_target ? f_target_long(i_tr_type, i_tr_atr, i_tr_perc, i_tr_ticks) : na if (strategy.position_size == 0 or strategy.position_size[1] != strategy.position_size) entry := open bull = long and (atr20<atr30 or disabler) bear = short and (atr20<atr30 or disabler) bullclock = barssince(bull) bearclock = barssince(bear) if (bull) strategy.entry("Twin Long", strategy.long, ordersize) strategy.exit("Exit", from_entry = "Twin Long", limit = target_long, stop = stop_long) if (bear) strategy.entry("Twin Short", strategy.short, ordersize) strategy.exit("Exit", from_entry = "Twin Short", limit = target_short, stop = stop_short) i_message_long = input("Long entry default message: x", "Long Entry Alert Message", group = "Alert") i_long_alert = input(true,"Enable Long Alert", group = "Alert") i_message_short = input("Long entry default message: x", "Short Entry Alert Message", group = "Alert") i_short_alert = input(true,"Enable Short Alert", group = "Alert") if (bull and strategy.position_size[1] == 0 and i_long_alert) alert(i_message_long, alert.freq_once_per_bar_close) if (bear and strategy.position_size[1] == 0 and i_short_alert) alert(i_message_short, alert.freq_once_per_bar_close) //time stoploss if (i_time) strategy.close("Twin Long", when = bullclock == maxcandles_till_close, comment = "Time") strategy.close("Twin Short", when = bearclock == maxcandles_till_close, comment = "Time") c_fill_stop = color.new(color.red, 90) c_fill_target = color.new(color.green, 90) p_longstop = plot(strategy.position_size > 0 and i_stoploss ? stop_long : na, linewidth = 2, color = color.red, style = plot.style_linebr) p_shortstop = plot(strategy.position_size < 0 and i_stoploss ? stop_short : na, linewidth = 2, color = color.red, style = plot.style_linebr) p_entry = plot(strategy.position_size != 0 ? entry : na, linewidth = 2, color = color.blue, style = plot.style_linebr) p_longtarget = plot(strategy.position_size > 0 and i_target ? target_long : na, linewidth = 2, color = color.green, style = plot.style_linebr) p_shorttarget = plot(strategy.position_size < 0 and i_target ? target_short : na, linewidth = 2, color = color.green, style = plot.style_linebr) fill(p_entry, p_longstop, c_fill_stop) fill(p_entry, p_shortstop, c_fill_stop) fill(p_entry, p_longtarget, c_fill_target) fill(p_entry, p_shorttarget, c_fill_target)

CCU MFI + RSI + STOCH RSI

https://www.tradingview.com/script/pVHd5BHO-CCU-MFI-RSI-STOCH-RSI/

Bangsoul

https://www.tradingview.com/u/Bangsoul/

strategy

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/ // Crypto Crew University strategy: // Indicators: MFI, RSI, STOCH RSI // Entry criteria: long when the three are oversold, short otherwise. // Exit criteria: Take profit at Fib levels (not demonstrated here) // © BTA crypto //@version=4 strategy("Crypto Crew University") //inputs source = hlc3 rsi_length = input(14, minval=1) mfi_lenght = input(14, minval=1) smoothK = input(3, minval=1) smoothD = input(3, minval=1) lengthRSI = input(14, minval=1) lengthStoch = input(14, minval=1) okay = "Okay" good = "Good" veryGood = "Very good" tradingOpportunity = input(title="Opportunity", defval=veryGood, options=[okay, good, veryGood]) longThreshhold = tradingOpportunity==okay? 40 : tradingOpportunity==good ? 30 : tradingOpportunity==veryGood? 20 : 0 shortThreshhold = tradingOpportunity==okay? 60 : tradingOpportunity==good ? 70 : tradingOpportunity==veryGood? 80 : 0 //lines mfi = mfi(source, mfi_lenght) rsi = rsi(source, rsi_length) rsi1 = rsi(close, lengthRSI) k = sma(stoch(rsi1, rsi1, rsi1, lengthStoch), smoothK) d = sma(k, smoothD) longSignal = mfi<longThreshhold and rsi<longThreshhold and k<longThreshhold and d<longThreshhold? 1:-1 shortSignal = mfi>shortThreshhold and rsi>shortThreshhold and k>shortThreshhold and d>shortThreshhold? 1:-1 if longSignal > 0 strategy.entry("Long", strategy.long) strategy.exit(id="Long Stop Loss", stop=strategy.position_avg_price*0.8) //20% stop loss if shortSignal > 0 strategy.entry("Short", strategy.short) strategy.exit(id="Short Stop Loss", stop=strategy.position_avg_price*1.2) //20% stop loss plot(k, color=color.blue) plot(d, color=color.red) plot(rsi, color=color.yellow) plot(mfi, color=color.blue) hline(longThreshhold, color=color.gray, linestyle=hline.style_dashed) hline(shortThreshhold, color=color.gray, linestyle=hline.style_dashed)

BV's MACD SIGNAL TESTER

https://www.tradingview.com/script/wDkkY18a/

BVTradingJournal

https://www.tradingview.com/u/BVTradingJournal/

strategy

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/ // © vuagnouxb //@version=4 strategy("BV's MACD SIGNAL TESTER", overlay=true) //------------------------------------------------------------------------ //---------- Confirmation Calculation ------------ INPUT //------------------------------------------------------------------------ // 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 // 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) // -- Trade entry signals signalChoice = input(title = "Choose your signal", defval = "Continuation", options = ["Continuation", "Reversal", "Histogram", "MACD Line ZC", "Signal Line ZC"]) continuationSignalLong = signalChoice == "Continuation" ? crossover(macd, signal) and macd > 0 : signalChoice == "Reversal" ? crossover(macd, signal) and macd < 0 : signalChoice == "Histogram" ? crossover(hist, 0) : signalChoice == "MACD Line ZC" ? crossover(macd, 0) : signalChoice == "Signal Line ZC" ? crossover(signal, 0) : false continuationSignalShort = signalChoice == "Continuation" ? crossunder(macd, signal) and macd < 0 : signalChoice == "Reversal" ? crossover(signal, macd) and macd > 0 : signalChoice == "Histogram" ? crossunder(hist, 0) : signalChoice == "MACD Line ZC" ? crossunder(macd, 0) : signalChoice == "Signal Line ZC" ? crossunder(signal, 0) : false longCondition = continuationSignalLong shortCondition = continuationSignalShort //------------------------------------------------------------------------ //---------- ATR MONEY MANAGEMENT ------------ //------------------------------------------------------------------------ SLmultiplier = 1.5 TPmultiplier = 1 JPYPair = input(type = input.bool, title = "JPY Pair ?", defval = false) pipAdjuster = JPYPair ? 1000 : 100000 ATR = atr(14) * pipAdjuster // 1000 for jpy pairs : 100000 SL = ATR * SLmultiplier TP = ATR * TPmultiplier //------------------------------------------------------------------------ //---------- TIME FILTER ------------ //------------------------------------------------------------------------ YearOfTesting = input(title = "How many years of testing ?" , type = input.integer, defval = 3) _time = 2020 - YearOfTesting timeFilter = (year > _time) //------------------------------------------------------------------------ //--------- ENTRY FUNCTIONS ----------- INPUT //------------------------------------------------------------------------ if (longCondition and timeFilter) strategy.entry("Long", strategy.long) if (shortCondition and timeFilter) strategy.entry("Short", strategy.short) //------------------------------------------------------------------------ //--------- EXIT FUNCTIONS ----------- //------------------------------------------------------------------------ strategy.exit("ATR", from_entry = "Long", profit = TP, loss = SL) strategy.exit("ATR", from_entry = "Short", profit = TP, loss = SL)

Backtest Custom HiLo Strategy

https://www.tradingview.com/script/MxIfRoF0-Backtest-Custom-HiLo-Strategy/

luyikaibr

https://www.tradingview.com/u/luyikaibr/

strategy

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/ // © luyikaibr //@version=4 strategy("Backtest Custom HiLo Strategy", "BTCHiLoS", overlay=true, precision=2, process_orders_on_close=true, pyramiding=1, close_entries_rule="FIFO", initial_capital=100000, default_qty_type=strategy.percent_of_equity, default_qty_value=100.0) // Configure backtest start date with inputs startDay = input(title="Start Day", type=input.integer, defval=2, minval=1, maxval=31) startMonth = input(title="Start Month", type=input.integer, defval=1, minval=1, maxval=12) startYear = input(title="Start Year", type=input.integer, defval=2020, minval=1800, maxval=2100) // Set backtest end date with inputs endDay = input(title="End Day", type=input.integer, defval=31, minval=1, maxval=31) endMonth = input(title="End Month", type=input.integer, defval=10, minval=1, maxval=12) endYear = input(title="End Year", type=input.integer, defval=2020, minval=1800, maxval=2100) endHour = input(title="End Hour", type=input.integer, defval=17, minval=0, maxval=23) endMin = input(title="End Minute", type=input.integer, defval=0, minval=0, maxval=59) startAtOrigin = input(false, title="Start at Origin") endNow = input(false, title="End Now") len = input(34, title="Length", minval=0) offset = input(0, title="Offset", minval=0) hiloType = input(title="Type", defval="HiLo", options=["HiLo", "HiLo Activator"]) simpleHiLo = (hiloType == "HiLo") maType = input(title="MA Type", defval="SMA", options=["SMA", "EMA"]) useEMA = (maType == "EMA") opType = input(title="Operation Type", defval="Long", options=["Long", "Short", "Both"]) opShort = (opType != "Long") opLong = (opType != "Short") opBoth = (opType == "Both") hima = (useEMA ? ema(high, len) : sma(high, len)) loma = (useEMA ? ema(low, len) : sma(low, len)) hihi = (simpleHiLo ? na: highest(high, len)) lolo = (simpleHiLo ? na: lowest(low, len)) hilo = close hilo := if simpleHiLo (close < loma[offset] ? hima : (close > hima[offset] ? loma : hilo[1])) else (close < loma[offset] ? hihi : (close > hima[offset] ? lolo : hilo[1])) hlColor = color.red hlColor := (close < loma[offset] ? color.red : (close > hima[offset] ? color.green : hlColor[1])) buyArith = sign(close - hima[offset]) sellArith = sign(close - loma[offset]) buyCond = (close > hima[offset]) sellCond = (close < loma[offset]) buy = crossover(buyArith, 0.5) sell = crossunder(sellArith, -0.5) buyState = false buyState := buy ? true : (sell ? false : buyState[1]) sellState = false sellState := buy ? false : (sell ? true : sellState[1]) enterBuyState = buyState[0] and not buyState[1] enterSellState = sellState[0] and not sellState[1] plot(hilo, color=hlColor, linewidth=2, style=plot.style_cross, transp=0, title="HiLo") plotshape(enterBuyState, title = "Buy", text = 'Buy', style = shape.labelup, location = location.belowbar, color= color.green,textcolor = color.white, transp = 0, size = size.tiny) plotshape(enterSellState, title = "Sell", text = 'Sell', style = shape.labeldown, location = location.abovebar, color= color.maroon,textcolor = color.white, transp = 0, size = size.tiny) // See if this bar's time happened on/after start date startDate = timestamp(syminfo.timezone, startYear, startMonth, startDay, 0, 0) afterStartDate = if startAtOrigin true else (time >= startDate) atStartDate = if startAtOrigin false else (time >= startDate and time < (startDate + time_close[1]-time_close[2])) // See if bar's close time is before end date endTS = if endNow timenow - 2*(time_close[1]-time_close[2]) // 86400 else timestamp(syminfo.timezone, endYear, endMonth, endDay, endHour, endMin, 0) beforeEndDate = (time < endTS) // Only submit enter long orders strategy.risk.allow_entry_in(opBoth ? strategy.direction.all : (opLong ? strategy.direction.long : strategy.direction.short)) // Submit entry orders, but only on/after start date if (atStartDate and beforeEndDate and buyCond) strategy.entry(id="EL", long=true) if (atStartDate and beforeEndDate and sellCond) strategy.entry(id="ES", long=false) if (afterStartDate and beforeEndDate and enterBuyState) strategy.entry(id="EL", long=true) if (afterStartDate and beforeEndDate and enterSellState) strategy.entry(id="ES", long=false) // if (barstate.islast or not beforeEndDate) if (not beforeEndDate and strategy.position_size != 0) strategy.close_all(comment="End")

ATR Trailing Stoploss Strategy

https://www.tradingview.com/script/NsD6sRKu/

ceyhun

https://www.tradingview.com/u/ceyhun/

strategy

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("ATR Trailing Stoploss Strategy ",overlay=true) Atr=input(defval=5,title="Atr Period",minval=1,maxval=500) Hhv=input(defval=10,title="HHV Period",minval=1,maxval=500) Mult=input(defval=2.5,title="Multiplier",minval=0.1) Barcolor=input(true,title="Barcolor") Prev = highest(high-Mult*atr(Atr),Hhv),barssince(close>highest(high-Mult*atr(Atr),Hhv) and close>close[1]) TS = iff(cum(1)<16 ,close,iff( close > highest(high-Mult*atr(Atr),Hhv) and close>close[1],highest(high-Mult*atr(Atr),Hhv),Prev)) Color=iff(close>TS,color.green,iff(close<TS,color.red,color.black)) barcolor(Barcolor? Color:na) plot(TS,color=Color,linewidth=3,title="ATR Trailing Stoploss") Buy = crossover(close,TS) Sell = crossunder(close,TS) if Buy strategy.entry("Buy", strategy.long, comment="Buy") if Sell strategy.entry("Sell", strategy.short, comment="Sell")

EURUSD 5min london session strategy

https://www.tradingview.com/script/E6yr9CoN-EURUSD-5min-london-session-strategy/

SoftKill21

https://www.tradingview.com/u/SoftKill21/

strategy

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(title="Moving Average", shorttitle="MA", overlay=true) timeinrange(res, sess) => time(res, sess) != 0 len = input(5, minval=1, title="Length") src = input(high, title="Source") offset = input(title="Offset", type=input.integer, defval=0, minval=-500, maxval=500) out = sma(src, len) plot(out, color=color.white, title="MA", offset=offset) len2 = input(5, minval=1, title="Length") src2 = input(low, title="Source") offset2 = input(title="Offset", type=input.integer, defval=0, minval=-500, maxval=500) out2 = sma(src2, len2) plot(out2, color=color.white, title="MA", offset=offset2) length = input( 5 ) overSold = input( 10 ) overBought = input( 80 ) price = input(close, title="Source RSI") vrsi = rsi(price, length) longcond= close > out and close > out2 and vrsi > overBought and timeinrange(timeframe.period, "0300-1100") shortcont = close < out and close < out2 and vrsi < overSold and timeinrange(timeframe.period, "0300-1100") tp=input(150,title="tp") sl=input(80,title="sl") strategy.entry("long",1,when=longcond) //strategy.close("long",when= close < out2) strategy.exit("long_exit","long",profit=tp,loss=sl) strategy.entry("short",1,when=shortcont) //strategy.close("short",when=close >out) strategy.exit("short_exit","short",profit=tp,loss=sl) maxOrder = input(6, title="max trades per day") maxRisk = input(2,type=input.float, title="maxrisk per day") strategy.risk.max_intraday_filled_orders(maxOrder) strategy.risk.max_intraday_loss(maxRisk, strategy.percent_of_equity) strategy.close_all(when =not timeinrange(timeframe.period, "0300-1100"))

Long only strategy VWAP with BB and Golden Cross EMA50/200

https://www.tradingview.com/script/6pBOpP3o-Long-only-strategy-VWAP-with-BB-and-Golden-Cross-EMA50-200/

SoftKill21

https://www.tradingview.com/u/SoftKill21/

strategy

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="VWAP and BB strategy [$$]", overlay=true,pyramiding=2, default_qty_value=1, default_qty_type=strategy.fixed, initial_capital=10000, currency=currency.USD) fromDay = input(defval = 1, title = "From Day", minval = 1, maxval = 31) fromMonth = input(defval = 6, title = "From Month", minval = 1, maxval = 12) fromYear = input(defval = 2020, title = "From Year", minval = 1970) // To Date Inputs toDay = input(defval = 1, title = "To Day", minval = 1, maxval = 31) toMonth = input(defval = 8, title = "To Month", minval = 1, maxval = 12) toYear = input(defval = 2020, title = "To Year", minval = 1970) // Calculate start/end date and time condition DST = 1 //day light saving for usa //--- Europe London = iff(DST==0,"0000-0900","0100-1000") //--- America NewYork = iff(DST==0,"0400-1300","0500-1400") //--- Pacific Sydney = iff(DST==0,"1300-2200","1400-2300") //--- Asia Tokyo = iff(DST==0,"1500-2400","1600-0100") //-- Time In Range timeinrange(res, sess) => time(res, sess) != 0 london = timeinrange(timeframe.period, London) newyork = timeinrange(timeframe.period, NewYork) startDate = timestamp(fromYear, fromMonth, fromDay, 00, 00) finishDate = timestamp(toYear, toMonth, toDay, 00, 00) time_cond = time >= startDate and time <= finishDate is_price_dipped_bb(pds,source1) => t_bbDipped=false for i=1 to pds t_bbDipped:= (t_bbDipped or close[i]<source1) ? true : false if t_bbDipped==true break else continue t_bbDipped is_bb_per_dipped(pds,bbrSrc) => t_bbDipped=false for i=1 to pds t_bbDipped:= (t_bbDipped or bbrSrc[i]<=0) ? true : false if t_bbDipped==true break else continue t_bbDipped // variables BEGIN shortEMA = input(50, title="fast EMA", minval=1) longEMA = input(200, title="slow EMA", minval=1) //BB smaLength = input(7, title="BB SMA Length", minval=1) bbsrc = input(close, title="BB Source") strategyCalcOption = input(title="strategy to use", type=input.string, options=["BB", "BB_percentageB"], defval="BB") //addOnDivergence = input(true,title="Add to existing on Divergence") //exitOption = input(title="exit on RSI or BB", type=input.string, options=["RSI", "BB"], defval="BB") //bbSource = input(title="BB source", type=input.string, options=["close", "vwap"], defval="close") //vwap_res = input(title="VWAP Resolution", type=input.resolution, defval="session") stopLoss = input(title="Stop Loss%", defval=1, minval=1) //variables END longEMAval= ema(close, longEMA) shortEMAval= ema(close, shortEMA) ema200val = ema(close, 200) vwapVal=vwap(close) // Drawings //plot emas plot(shortEMAval, color = color.green, linewidth = 1, transp=0) plot(longEMAval, color = color.orange, linewidth = 1, transp=0) plot(ema200val, color = color.purple, linewidth = 2, style=plot.style_line ,transp=0) //bollinger calculation mult = input(2.0, minval=0.001, maxval=50, title="StdDev") basis = sma(bbsrc, smaLength) dev = mult * stdev(bbsrc, smaLength) upperBand = basis + dev lowerBand = basis - dev offset = input(0, "Offset", type = input.integer, minval = -500, maxval = 500) bbr = (bbsrc - lowerBand)/(upperBand - lowerBand) //bollinger calculation //plot bb //plot(basis, "Basis", color=#872323, offset = offset) p1 = plot(upperBand, "Upper", color=color.teal, offset = offset) p2 = plot(lowerBand, "Lower", color=color.teal, offset = offset) fill(p1, p2, title = "Background", color=#198787, transp=95) plot(vwapVal, color = color.purple, linewidth = 2, transp=0) // Colour background //barcolor(shortEMAval>longEMAval and close<=lowerBand ? color.yellow: na) //longCondition= shortEMAval > longEMAval and close>open and close>vwapVal longCondition= ( shortEMAval > longEMAval and close>open and close>vwapVal and close<upperBand ) //and time_cond // and close>=vwapVal //Entry strategy.entry(id="long", comment="VB LE" , long=true, when= longCondition and ( strategyCalcOption=="BB"? is_price_dipped_bb(10,lowerBand) : is_bb_per_dipped(10,bbr) ) and strategy.position_size<1 ) //is_price_dipped_bb(10,lowerBand)) //and strategy.position_size<1 is_bb_per_dipped(15,bbr) //add to the existing position strategy.entry(id="long", comment="Add" , long=true, when=strategy.position_size>=1 and close<strategy.position_avg_price and close>vwapVal) //and time_cond) barcolor(strategy.position_size>=1 ? color.blue: na) strategy.close(id="long", comment="TP Exit", when=crossover(close,upperBand) ) //stoploss stopLossVal = strategy.position_avg_price * (1-(stopLoss*0.01) ) //strategy.close(id="long", comment="SL Exit", when= close < stopLossVal) //strategy.risk.max_intraday_loss(stopLoss, strategy.percent_of_equity)

VWMA_withATRstops_strategy

https://www.tradingview.com/script/HY2GjJIc-VWMA-withATRstops-strategy/

ediks123

https://www.tradingview.com/u/ediks123/

strategy

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("", overlay=true) strategy(title="VWMA_withATRstops_strategy V2", overlay=true, pyramiding=1, default_qty_type=strategy.percent_of_equity, default_qty_value=20, initial_capital=10000, currency=currency.USD) //default_qty_value=10, default_qty_type=strategy.fixed, float xATRTrailingStop=na int pos=na vwmalength = input(33, title="VWMA Length", minval=1, maxval=365) //vwmalength2 = input(9, title="VWAM Short Term Length", minval=1, maxval=365) nATRPeriod = input(33, title="ATR length", minval=1, maxval=365) nATRMultip = input(3.5, title="ATR Multiplier") rsiofVwmaLength=input(14, title="RSI of VWMA Length") riskCapital = input(title="Risk % of capital", defval=10, minval=1) stopLoss=input(5,title="Stop Loss",minval=1) vwmaVal=vwma(close, vwmalength) //vwmaVal2=vwma(close, vwmalength2) //maVal=sma(close, vwmalength) plot(vwmaVal, color=color.orange, linewidth=2, title="VWMA") //plot(vwmaVal2, color=color.blue, title="VWMA Short Term") //plot(maVal, color=color.blue, title="MA") //rsi of vwma Longterm rsiofVwmaVal=rsi(vwmaVal,rsiofVwmaLength) xATR = atr(nATRPeriod) nLoss = nATRMultip * xATR xATRTrailingStop:= iff(close > nz(xATRTrailingStop[1], 0) and close[1] > nz(xATRTrailingStop[1], 0), max(nz(xATRTrailingStop[1]), close - nLoss), iff(close < nz(xATRTrailingStop[1], 0) and close[1] < nz(xATRTrailingStop[1], 0), min(nz(xATRTrailingStop[1]), close + nLoss), iff(close > nz(xATRTrailingStop[1], 0), close - nLoss, close + nLoss))) pos:= iff(close[1] < nz(xATRTrailingStop[1], 0) and close > nz(xATRTrailingStop[1], 0), 1, iff(close[1] > nz(xATRTrailingStop[1], 0) and close < nz(xATRTrailingStop[1], 0), -1, nz(pos[1], 0))) color1 = pos == -1 ? color.red: pos == 1 ? color.green : color.blue //plot(xATRTrailingStop, color=color1, title="ATR Trailing Stop") //Entry-- //Echeck how many units can be purchased based on risk manage ment and stop loss qty1 = (strategy.equity * riskCapital / 100 ) / (close*stopLoss/100) //check if cash is sufficient to buy qty1 , if capital not available use the available capital only qty1:= (qty1 * close >= strategy.equity ) ? (strategy.equity / close) : qty1 //Long Entry //strategy.entry(id="VWMA LE", long=true, qty=qty1, when= close >vwmaVal and open>vwmaVal and close>open and close > xATRTrailingStop and xATRTrailingStop> vwmaVal) strategy.entry(id="VWMA LE", long=true, qty=qty1, when= rsiofVwmaVal>=30 and close>open and close>vwmaVal and pos == 1 ) ///pos == 1 means ATRStop line is green //vwmaVal2>vwmaVal and plot(strategy.position_size>=1 ? xATRTrailingStop : na, color=color1, style=plot.style_linebr, title="ATR Trailing Stop") bgcolor(strategy.position_size>=1 ? color.blue : na ) //Exit strategy.close(id="VWMA LE", when= strategy.position_size>=1 and crossunder(close, xATRTrailingStop) ) //strategy.close(id="VWMA LE", when= strategy.position_size>=1 and close<vwmaVal and open<vwmaVal and close<open )

Linear trend

https://www.tradingview.com/script/C7OvNbAU-Linear-trend/

RafaelZioni

https://www.tradingview.com/u/RafaelZioni/

strategy

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/ // © RafaelZioni //@version=4 strategy(title = "Linear trend", overlay = true) // c = input(close) len = input(200, minval=1),off= 0,dev= input(4, "Deviation") lreg = linreg(c, len, off), lreg_x =linreg(c, len, off+1) b = bar_index, s = lreg - lreg_x,intr = lreg - b*s dS = 0.0 for i=0 to len-1 dS:= dS + pow(c[i]-(s*(b-i)+intr), 2) de = sqrt(dS/(len)) up = (-de*dev) + lreg down= (de*dev) + lreg up_t = 0.0 up_t := c[1] > up_t[1] ? max(up, up_t[1]) : up down_t = 0.0 down_t := c[1] < down_t[1] ? min(down, down_t[1]) : down trend = 0 trend := c > down_t[1] ? 1: c < up_t[1] ? -1 : nz(trend[1], 1) // r_line = trend ==1 ? up_t : down_t plot(r_line) buy=crossover( c, r_line) sell=crossunder(c, r_line) plotshape(buy, style=shape.triangleup, size=size.normal, location=location.belowbar, color=color.lime) plotshape(sell, style=shape.triangledown, size=size.normal, location=location.abovebar, color=color.red) /////// Alerts ///// alertcondition(buy,title="buy") alertcondition(sell,title="sell")

TrianglePoint strategy

https://www.tradingview.com/script/hWvuZJN1-TrianglePoint-strategy/

mohanee

https://www.tradingview.com/u/mohanee/

strategy

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="TrianglePoint strategy", overlay=true,pyramiding=2, default_qty_value=3, default_qty_type=strategy.fixed, initial_capital=10000, currency=currency.USD) // variables BEGIN //find the index of highest high of n periods index_HH(pds) => tHH =0.00 HH_index=1 for i=1 to pds if high[i]>tHH tHH:=high[i] HH_index:=i HH_index //find the index of lowest low of n periods index_LL(pds) => tLL = low[0] LL_index=1 for i=1 to pds if low[i]<tLL tLL:=low[i] LL_index:=i LL_index numPeriods=input(9,title="Number of Bars") fastEMA = input(13, title="fast EMA", minval=1) slowEMA = input(65, title="slow EMA", minval=1) stopLoss = input(title="Stop Loss%", defval=5, minval=1) changeBarColor = input(true, title="chage bar color") //showAllTriangles = input(true, title="show All Triangles") HH = highest(close,numPeriods) LL = lowest(close,numPeriods) tringlePoint = low > LL and high < HH //HH = highest(high,numPeriods) ///close[1],numPeriod //LL = lowest(low,numPeriods) //close[1],numPeriods fastEMAval= ema(close, fastEMA) slowEMAval= ema(close, slowEMA) two100EMAval= ema(close, 200) //plot emas plot(fastEMAval, color = color.green, linewidth = 1, transp=0) plot(slowEMAval, color = color.orange, linewidth = 1, transp=0) plot(two100EMAval, color = color.purple, linewidth = 2, transp=0) longCondition=fastEMAval>two100EMAval and tringlePoint //and close>two100EMAval // On the last price bar, make a new trend line HH_index=index_HH(numPeriods) LL_index=index_LL(numPeriods) if (longCondition and strategy.position_size<1 ) //and barstate.islast line.new(x1=bar_index[LL_index ], y1=low[LL_index], x2=bar_index, y2=close, color=color.red, width=2) line.new(x1=bar_index[HH_index], y1=high[HH_index], x2=bar_index, y2=close, color=color.green, width=2) line.new(x1=bar_index[HH_index], y1=high[HH_index], x2=bar_index[LL_index], y2=low[LL_index], color=color.blue, width=2) //Entry strategy.entry(id="TBT LE", comment="TBT LE" , long=true, stop=close[0]+0.10 ,when= longCondition and strategy.position_size<1 ) //Add strategy.entry(id="TBT LE", comment="Add" , long=true, when= longCondition and strategy.position_size>=1 and close<strategy.position_avg_price) //barcolor(strategy.position_size>=1 ? color.blue : na) //Take profit takeProfitVal= strategy.position_size>=1 ? (strategy.position_avg_price * (1+(stopLoss*0.01) )) : 0.00 //strategy.close(id="TBT LE", comment="Profit Exit", qty=strategy.position_size/2, when=close>=takeProfitVal and close<open and close<fastEMAval) //crossunder(close,fastEMAval) barcolor(strategy.position_size>=1 and changeBarColor==true ? (close>takeProfitVal? color.purple : color.blue): na) //Exit strategy.close(id="TBT LE", comment="TBT Exit", when=crossunder(fastEMAval,slowEMAval)) //stoploss stopLossVal= strategy.position_size>=1 ? (strategy.position_avg_price * (1-(stopLoss*0.01) )) : 0.00 //stopLossVal= close> (strategy.position_avg_price * (1+(stopLoss*0.01) )) ? lowest(close,numPeriods) : (strategy.position_avg_price * (1-(stopLoss*0.01) )) strategy.close(id="TBT LE", comment="SL Exit", when= close < stopLossVal)

Automated - Fibs with Market orders

https://www.tradingview.com/script/69YQAwdS-Automated-Fibs-with-Market-orders/

CryptoRox

https://www.tradingview.com/u/CryptoRox/

strategy

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/ // © CryptoRox //@version=4 //Paste the line below in your alerts to run the built-in commands. //{{strategy.order.alert_message}} strategy("Automated - Fibs with Market orders", "Strategy", true, precision=8, pyramiding=1000, commission_type=strategy.commission.percent, commission_value=0.04) //Settings testing = input(false, "Live") //Use epochconverter or something similar to get the current timestamp. starttime = input(1600976975, "Start Timestamp") * 1000 //Wait XX seconds from that timestamp before the strategy starts looking for an entry. seconds = input(60, "Start Delay") * 1000 testPeriod = testing ? time > starttime + seconds : 1 leverage = input(1, "Leverage") tp = input(1.0, "Take Profit %") / leverage dca = input(-1.0, "DCA when < %") / leverage *-1 fibEntry = input("1", "Entry Level", options=["1", "2", "3", "4", "5", "6", "7", "8", "9", "10"]) //Strategy Calls equity = strategy.equity avg = strategy.position_avg_price symbol = syminfo.tickerid openTrades = strategy.opentrades closedTrades = strategy.closedtrades size = strategy.position_size //Fibs lentt = input(60, "Pivot Length") h = highest(lentt) h1 = dev(h, lentt) ? na : h hpivot = fixnan(h1) l = lowest(lentt) l1 = dev(l, lentt) ? na : l lpivot = fixnan(l1) z = 400 p_offset= 2 transp = 60 a=(lowest(z)+highest(z))/2 b=lowest(z) c=highest(z) fib0 = (((hpivot - lpivot)) + lpivot) fib1 = (((hpivot - lpivot)*.21) + lpivot) fib2 = (((hpivot - lpivot)*.3) + lpivot) fib3 = (((hpivot - lpivot)*.5) + lpivot) fib4 = (((hpivot - lpivot)*.62) + lpivot) fib5 = (((hpivot - lpivot)*.7) + lpivot) fib6 = (((hpivot - lpivot)* 1.00) + lpivot) fib7 = (((hpivot - lpivot)* 1.27) + lpivot) fib8 = (((hpivot - lpivot)* 2) + lpivot) fib9 = (((hpivot - lpivot)* -.27) + lpivot) fib10 = (((hpivot - lpivot)* -1) + lpivot) notna = nz(fib10[60]) entry = 0.0 if fibEntry == "1" entry := fib10 if fibEntry == "2" entry := fib9 if fibEntry == "3" entry := fib0 if fibEntry == "4" entry := fib1 if fibEntry == "5" entry := fib2 if fibEntry == "6" entry := fib3 if fibEntry == "7" entry := fib4 if fibEntry == "8" entry := fib5 if fibEntry == "9" entry := fib6 if fibEntry == "10" entry := fib7 profit = avg+avg*(tp/100) pause = 0 pause := nz(pause[1]) paused = time < pause fill = 0.0 fill := nz(fill[1]) count = 0.0 count := nz(fill[1]) filled = count > 0 ? entry > fill-fill/100*dca : 0 signal = testPeriod and notna and not paused and not filled ? 1 : 0 neworder = crossover(signal, signal[1]) moveorder = entry != entry[1] and signal and not neworder ? true : false cancelorder = crossunder(signal, signal[1]) and not paused filledorder = crossunder(low[1], entry[1]) and signal[1] last_profit = 0.0 last_profit := nz(last_profit[1]) // if neworder and signal // strategy.order("New", 1, 0.0001, alert_message='New Order|e=binancefuturestestnet s=btcusdt b=long q=0.0011 fp=' + tostring(entry)) // if moveorder // strategy.order("Move", 1, 0.0001, alert_message='Move Order|e=binancefuturestestnet s=btcusdt b=long c=order|e=binancefuturestestnet s=btcusdt b=long q=0.0011 fp=' + tostring(entry)) if filledorder and size < 1 fill := entry count := count+1 pause := time + 60000 p = close+close*(tp/100) strategy.entry("Buy", 1, 1, alert_message='Long|e=binancefuturestestnet s=btcusdt b=long q=0.0011 t=market') if filledorder and size >= 1 fill := entry count := count+1 pause := time + 60000 strategy.entry("Buy", 1, 1, alert_message='Long|e=binancefuturestestnet s=btcusdt b=long q=0.0011 t=market') // if cancelorder and not filledorder // pause := time + 60000 // strategy.order("Cancel", 1, 0.0001, alert_message='Cancel Order|e=binancefuturestestnet s=btcusdt b=long c=order') if filledorder last_profit := profit closeit = crossover(high, profit) and size >= 1 if closeit strategy.entry("Close ALL", 0, 0, alert_message='Close Long|e=binancefuturestestnet s=btcusdt b=long c=position t=market') count := 0 fill := 0.0 last_profit := 0.0 //Plots // bottom = signal ? color.green : filled ? color.red : color.white // plot(entry, "Entry", bottom)

Golden Triangle Strategy

https://www.tradingview.com/script/YC0Fpmus-Golden-Triangle-Strategy/

mohanee

https://www.tradingview.com/u/mohanee/

strategy

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 //Golden Triangle strategy setup is a variation of the buy-the-dip strategy, by Charlotte Hudgin. //You can find the detailed explanataion here by Thomas N. Bulkowski http://thepatternsite.com/GoldenTriangle.html strategy(title="Golden Triangle Strategy", overlay=true,pyramiding=2, default_qty_type=strategy.percent_of_equity, default_qty_value=10, initial_capital=10000, currency=currency.USD, max_bars_back=200) // variables BEGIN var triangleFound=false var windupPrice=0.00 var stopLossVal=0.00 //find the index of highest high of n periods findIndexForWhiteSpace(smaLength1, lookbackPds1) => prev_index=0 smaVal1=sma(close, smaLength1) for i=1 to lookbackPds1 if low[i]<smaVal1[i] and close[i]>smaVal1[i] prev_index:=i break if open[i] < smaVal1[1] and high[i]<smaVal1[i] prev_index:=0 break prev_index //find the index of highest high of n periods index_HH(pds) => tHH =0.00 HH_index=1 for i=1 to pds if high[i]>tHH tHH:=high[i] HH_index:=i HH_index //find the index of lowest low of n periods index_LL(pds) => tLL = low[0] LL_index=1 for i=1 to pds if low[i]<tLL tLL:=low[i] LL_index:=i LL_index smaLength=input(50,title="SMA Length") lookBackPds=input(200,title="Look Back periods") riskCapital = input(title="Risk % of capital", defval=10, minval=1) stopLoss = input(title="Stop Loss%", defval=6, minval=1) changeBarColor = input(true, title="chage bar color") showAllTriangles = input(false, title="show Triangles even after Long position is taken") //pivot points pivotPeriod = input(defval = 5, title="Pivot Point Period", minval = 1, maxval = 50) atrFactor=input(defval = 3, title = "ATR Factor", minval = 1, step = 0.1) atrPeriod=input(defval = 50, title = "ATR Period", minval=1) smaVal = sma(close, smaLength) //plot sma plot(smaVal, color = color.green, linewidth = 1, transp=0) isPriceAbove50=true for i=1 to 10 if not(high[i]>smaVal and low[i]>smaVal) isPriceAbove50:=false break longCondition= isPriceAbove50 and high>smaVal and low<smaVal //check for current candle lastIndex=findIndexForWhiteSpace(smaLength, lookBackPds) // On the last price bar, make a new trend line HH_index=index_HH(lastIndex) //LL_index=index_LL(numPeriods) drawCondition=showAllTriangles==true ? longCondition and lastIndex>1 : longCondition and lastIndex>1 and strategy.position_size<1 if (drawCondition ) //longCondition and lastIndex>1 ) //and strategy.position_size<1 //draw line from last touch point to pivot (Gighest High) line.new(x1=bar_index[lastIndex], y1=low[lastIndex], x2=bar_index[HH_index], y2=high[HH_index], color=color.red, width=2) //draw line from Highest to current price touch point line.new(x1=bar_index[HH_index], y1=high[HH_index], x2=bar_index, y2=close, color=color.green, width=2) //draw line from previous touch to current touch -- This is trianle base line.new(x1=bar_index[lastIndex], y1=low[lastIndex], x2=bar_index, y2=close, color=color.blue, width=2) triangleFound:=true windupPrice:=low[lastIndex] //+ ( abs(high[HH_index]-low[lastIndex])*0.61) //mycomment:="High="+tostring(HH_index,"######") //voulmeConfirmed= triangleFound and volume[0]>volume[1] and volume[0]>volume[2] and volume[0]>volume[3] and volume[0]>volume[4] vwapVal=vwap //pivot points calculation BEGIN float pvtHigh = na float pvtLow = na pvtHigh := pivothigh(pivotPeriod, pivotPeriod) pvtLow := pivotlow(pivotPeriod, pivotPeriod) float center = na center := center[1] float lastpp = pvtHigh ? pvtHigh : pvtLow ? pvtLow : na if lastpp if na(center) center := lastpp else center := (center * 2 + lastpp) / 3 Up = center - (atrFactor * atr(atrPeriod)) Dn = center + (atrFactor * atr(atrPeriod)) float TUp = na float TDown = na Trend = 0 TUp := close[1] > TUp[1] ? max(Up, TUp[1]) : Up TDown := close[1] < TDown[1] ? min(Dn, TDown[1]) : Dn Trend := close > TDown[1] ? 1: close < TUp[1]? -1: nz(Trend[1], 1) //Trailingsl = Trend ==s 1 ? TUp : TDown //draw pivot points Trailingstop = Trend == 1 ? TUp : TDown tslColor = Trend == 1 and nz(Trend[1]) == 1 ? color.lime : Trend == -1 and nz(Trend[1]) == -1 ? color.red : na plot(Trend==1 ? TUp:na, color = tslColor , linewidth = 2, title = "Pivot Trailing Stop") //pivot points calculation END //Entry-- //Echeck how many units can be purchased based on risk manage ment and stop loss qty1 = (strategy.equity * riskCapital / 100 ) / (close*stopLoss/100) //check if cash is sufficient to buy qty1 , if capital not available use the available capital only qty1:= (qty1 * close >= strategy.equity ) ? (strategy.equity / close) : qty1 //Entry //strategy.entry(id="GT LE", comment="GT LE SL="+tostring(close*(1-(stopLoss*0.01)), "####.##"), long=true, qty=qty1 , when= triangleFound and crossover(close,vwapVal) ) //and strategy.position_size<1 strategy.entry(id="GT LE", comment="GT LE SL="+tostring(close*(1-(stopLoss*0.01)), "####.##"), long=true, qty=qty1 , when= triangleFound and Trend == 1 and crossover(close,vwapVal) ) //and strategy.position_size<1 triangleFound:= strategy.position_size>=1 ? false :triangleFound //stoploss stopLossVal:= strategy.position_size>=1 ? (strategy.position_avg_price * (1-(stopLoss*0.01) )) : 0.00 //Add //if (strategy.position_size>=1 and close>stopLossVal and close<TUp ) //longCondition and crossover(close, vwapVal) // strategy.entry(id="GT LE", comment="Add", long=true, when= strategy.position_size>=1 and longCondition and close>vwapVal) //close<strategy.position_avg_price and crossover(close,smaVal)) // strategy.entry(id="GT LE", comment="Add new SL="+tostring(close*(1-(stopLoss*0.01)), "####.##"), long=true) //stoploss //stopLossVal:= strategy.position_size>=1 ? (strategy.position_avg_price * (1-(stopLoss*0.01) )) : 0.00 //barcolor(strategy.position_size>=1 ? color.blue : na) //Take profit takeProfitVal= strategy.position_size>=1 ? (strategy.position_avg_price * (1+(2*0.01) )) : 0.00 //takeProfitVal= strategy.position_size>=1 ? windupPrice : 0.00 //barcolor(strategy.position_size>=1 and changeBarColor==true ? (close>takeProfitVal? color.purple : color.blue): na) //draw initil stop loss plot(strategy.position_size>=1 ? stopLossVal : na, color = color.purple , style=plot.style_linebr, linewidth = 2, title = "stop loss") bgcolor(strategy.position_size>=1?color.blue:na, transp=80) //plot(close>strategy.position_avg_price ? TUp: stopLossVal>0 ? stopLossVal : na, color = color.green , linewidth = 2, title = "Pivot Trailing Stop") //Exit //strategy.close(id="GT LE", comment="GT Exit", when=close>=takeProfitVal) //strategy.close(id="GT LE", comment="GT Exit", when=close>takeProfitVal and crossunder(close,smaVal)) --- original //strategy.close(id="GT LE", comment="GTVW Exit points="+tostring(close-strategy.position_avg_price,"###.##"), when=close>strategy.position_avg_price and crossunder(vwapVal,smaVal) ) //close<vwapVal and close<smaVal) strategy.close(id="GT LE", comment="GTVW Exit points="+tostring(close-strategy.position_avg_price,"###.##"), when=close>strategy.position_avg_price and crossunder(vwapVal,smaVal)) // and crossunder(vwapVal,smaVal) //strategy.close(id="GT LE", comment="GTVW Exit points="+tostring(close-strategy.position_avg_price,"###.##"), when= vwapVal < TUp ) // and crossunder(vwapVal,smaVal) //strategy.close(id="GT LE", comment="GTVW Exit points="+tostring(close-strategy.position_avg_price,"###.##"), when=close>strategy.position_avg_price and crossunder(vwapVal,smaVal)) //strategy.close(id="GT LE", comment="SL Exit points="+tostring(close-strategy.position_avg_price,"###.##") , when= close< stopLossVal ) //windupPrice strategy.close(id="GT LE", comment="SL Exit points="+tostring(close-strategy.position_avg_price,"###.##") , when=crossunder(close,stopLossVal) ) //windupPrice (strategy.position_avg_price - close ) > 10

Lagged Donchian Channel + EMA

https://www.tradingview.com/script/1952PBhO/

Mysteriown

https://www.tradingview.com/u/Mysteriown/

strategy

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/ // © Mysteriown //@version=4 strategy("Lagged Donchian Channel + EMA", overlay = true) //tradePeriod = time(timeframe.period,"0000-0000:1234567")?true:false // ------------------------------------------ // // ----------------- Inputs ----------------- // // ------------------------------------------ // period = input(24, title="Channel's periods") Pema = input(200, title="EMA's periods ?") ratio = input(3, title="Ratio TP", type=input.float) loss = input(20, title="Risk Loss ($)") lev = input(5, title="Leverage *...") chan = input(title="Plot channel ?", type=input.bool, defval=false) Bpos = input(title="Plot Bull positions ?", type=input.bool, defval=false) bpos = input(title="Plot Bear positions ?", type=input.bool, defval=false) labels = input(title="Plot labels of bets ?", type=input.bool, defval=true) supp = input(title="Delete last labels ?", type=input.bool, defval=true) // ------------------------------------------ // // ---------- Canal, EMA and arrow ---------- // // ------------------------------------------ // pema = ema(close,Pema) plot(pema, title="EMA", color=color.blue) canalhaut = highest(period)[1] canalbas = lowest(period)[1] bear = close[1] > canalhaut[1] and close < open and high > pema bull = close[1] < canalbas[1] and open < close and low < pema canalhautplot = plot(chan? canalhaut:na, color=color.yellow) canalbasplot = plot(chan? canalbas:na, color=color.yellow) plotshape(bear, title='Bear', style=shape.triangledown, location=location.abovebar, color=color.red, offset=0) plotshape(bull, title='Bull', style=shape.triangleup, location=location.belowbar, color=color.green, offset=0) // ------------------------------------------ // // ------------- Position Short ------------- // // ------------------------------------------ // SlShort = highest(3) BidShort = close[1] TpShort = BidShort-((SlShort-BidShort)*ratio) deltaShort = (SlShort-BidShort)/BidShort betShort = round(loss/(lev*deltaShort)*100)/100 cryptShort = round(betShort*lev/BidShort*1000)/1000 if bear[1] and labels //and low < low[1] Lbear = label.new(bar_index, na, text="SHORT\n\nSL: " + tostring(SlShort) + "\n\nBid: " + tostring(BidShort) + "\n\nTP: " + tostring(TpShort) + "\n\nMise: " + tostring(betShort) + "\n\nCryptos: " + tostring(cryptShort), color=color.red, textcolor=color.white, style=label.style_labeldown, yloc=yloc.abovebar) label.delete(supp ? Lbear[1] : na) var bentry=0.0 var bsl=0.0 var btp=0.0 if bear[1] and low < low[1] bentry:=BidShort bsl:=SlShort btp:=TpShort pbentry = plot(bpos? bentry:na, color=color.orange) plot(bpos? (bentry+btp)/2:na, color=color.gray) pbsl = plot(bpos? bsl:na, color=color.red) pbtp = plot(bpos? btp:na, color=color.green) fill(pbentry,pbsl, color.red, transp=70) fill(pbentry,pbtp, color.green, transp=70) // ------------------------------------------ // // ------------- Position Long -------------- // // ------------------------------------------ // SlLong = lowest(3) BidLong = close[1] TpLong = BidLong + ((BidLong - SlLong) * ratio) deltaBull = (BidLong - SlLong)/BidLong betLong = round(loss/(lev*deltaBull)*100)/100 cryptLong = round(betLong*lev/BidLong*1000)/1000 if bull[1] and labels //and high > high[1] Lbull = label.new(bar_index, na, text="LONG\n\nSL: " + tostring(SlLong) + "\n\nBid: " + tostring(BidLong) + "\n\nTP: " + tostring(TpLong) + "\n\nMise: " + tostring(betLong) + "\n\nCryptos: " + tostring(cryptLong), color=color.green, textcolor=color.white, style=label.style_labelup, yloc=yloc.belowbar) label.delete(supp ? Lbull[1] : na) var Bentry=0.0 var Bsl=0.0 var Btp=0.0 if bull[1] and high > high[1] Bentry:=BidLong Bsl:=SlLong Btp:=TpLong pBentry = plot(Bpos?Bentry:na, color=color.orange) plot(Bpos?(Bentry+Btp)/2:na, color=color.gray) pBsl = plot(Bpos?Bsl:na, color=color.red) pBtp = plot(Bpos?Btp:na, color=color.green) fill(pBentry,pBsl, color.red, transp=70) fill(pBentry,pBtp, color.green, transp=70) // ------------------------------------------ // // --------------- Strategie ---------------- // // ------------------------------------------ // Bear = bear[1] and low < low[1] Bull = bull[1] and high > high[1] if (Bear and strategy.opentrades==0) strategy.order("short", false, 1, limit=BidShort) strategy.exit("exit", "short", limit = TpShort, stop = SlShort) strategy.cancel("short", when = high > SlShort or low < (BidShort+TpShort)/2) strategy.close("short", when=bull) if (Bull and strategy.opentrades==0) strategy.order("long", true, 1, limit=BidLong) strategy.exit("exit", "long", limit = TpLong, stop = SlLong) strategy.cancel("long", when = low < SlLong or high > (BidLong+TpLong)/2) strategy.close("long", when=bear)

ATR Trailing Stop Strategy by ceyhun

https://www.tradingview.com/script/cj3MJWNz/

ceyhun

https://www.tradingview.com/u/ceyhun/

strategy

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("ATR Trailing Stop Strategy by ceyhun", overlay=true) /////////notes//////////////////////////////////////// // This is based on the ATR trailing stop indicator // // width addition of two levels of stops and // // different interpretation. // // This is a fast-reacting system and is better // // suited for higher volatility markets // ////////////////////////////////////////////////////// SC = input(close, "Source", input.source) // Fast Trail // AP1 = input(5, "Fast ATR period", input.integer) // ATR Period AF1 = input(0.5, "Fast ATR multiplier", input.float) // ATR Factor SL1 = AF1 * atr(AP1) // Stop Loss Trail1 = 0.0 Trail1 := iff(SC > nz(Trail1[1], 0) and SC[1] > nz(Trail1[1], 0), max(nz(Trail1[1], 0), SC - SL1), iff(SC < nz(Trail1[1], 0) and SC[1] < nz(Trail1[1], 0), min(nz(Trail1[1], 0), SC + SL1), iff(SC > nz(Trail1[1], 0), SC - SL1, SC + SL1))) // Slow Trail // AP2 = input(10, "Slow ATR period", input.integer) // ATR Period AF2 = input(3, "Slow ATR multiplier", input.float) // ATR Factor SL2 = AF2 * atr(AP2) // Stop Loss Trail2 = 0.0 Trail2 := iff(SC > nz(Trail2[1], 0) and SC[1] > nz(Trail2[1], 0), max(nz(Trail2[1], 0), SC - SL2), iff(SC < nz(Trail2[1], 0) and SC[1] < nz(Trail2[1], 0), min(nz(Trail2[1], 0), SC + SL2), iff(SC > nz(Trail2[1], 0), SC - SL2, SC + SL2))) // Bar color for trade signal // Green = Trail1 > Trail2 and close > Trail2 and low > Trail2 Blue = Trail1 > Trail2 and close > Trail2 and low < Trail2 Red = Trail2 > Trail1 and close < Trail2 and high < Trail2 Yellow = Trail2 > Trail1 and close < Trail2 and high > Trail2 // Signals // Bull = barssince(Green) < barssince(Red) Bear = barssince(Red) < barssince(Green) Buy = crossover(Trail1, Trail2) Sell = crossunder(Trail1, Trail2) TS1 = plot(Trail1, "Fast Trail", style=plot.style_line,color=Trail1 > Trail2 ? color.blue : color.yellow, linewidth=2, display=display.none) TS2 = plot(Trail2, "Slow Trail", style=plot.style_line,color=Trail1 > Trail2 ? color.green : color.red, linewidth=2) fill(TS1, TS2, Bull ? color.new(color.green,90) : color.new(color.red,90)) plotcolor = input(true, "Paint color on chart", input.bool) bcl = iff(plotcolor == 1, Blue ? color.blue : Green ? color.lime : Yellow ? color.yellow : Red ? color.red : color.white, na) barcolor(bcl) if Buy strategy.entry("Buy", strategy.long, comment="Buy") if Sell strategy.entry("Sell", strategy.short, comment="Sell")

EMA Crossover Strategy Example

https://www.tradingview.com/script/t8bUvS4q-EMA-Crossover-Strategy-Example/

ParametricTrading

https://www.tradingview.com/u/ParametricTrading/

strategy

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/ //@version=4 strategy("EMA Crossover Strategy", overlay=true) //////////////////////////////////////////////////////////////////////////////// // BACKTESTING RANGE // From Date Inputs fromDay = input(defval = 1, title = "From Day", minval = 1, maxval = 31) fromMonth = input(defval = 1, title = "From Month", minval = 1, maxval = 12) fromYear = input(defval = 2020, title = "From Year", minval = 1970) // To Date Inputs toDay = input(defval = 1, title = "To Day", minval = 1, maxval = 31) toMonth = input(defval = 1, title = "To Month", minval = 1, maxval = 12) toYear = input(defval = 2021, title = "To Year", minval = 1970) // Calculate start/end date and time condition startDate = timestamp(fromYear, fromMonth, fromDay, 00, 00) finishDate = timestamp(toYear, toMonth, toDay, 00, 00) time_cond = time >= startDate and time <= finishDate //////////////////////////////////////////////////////////////////////////////// //CREATE USER-INPUT VARIABLES periodShort = input(13, minval=1, title="Enter Period for Short Moving Average") smoothingShort = input(title="Choose Smoothing Type for Short Moving Average", defval="EMA", options=["RMA", "SMA", "EMA", "WMA", "VWMA", "SMMA", "DEMA", "TEMA", "HullMA", "LSMA"]) periodLong = input(48, minval=1, title="Enter Period for Long Moving Average") smoothingLong = input(title="Choose Smoothing Type for Long Moving Average", defval="EMA", options=["RMA", "SMA", "EMA", "WMA", "VWMA", "SMMA", "DEMA", "TEMA", "HullMA", "LSMA"]) periodExit = input(30, minval=1, title="Enter Period for Exit Moving Average") smoothingExit = input(title="Choose Smoothing Type for Exit Moving Average", defval="EMA", options=["RMA", "SMA", "EMA", "WMA", "VWMA", "SMMA", "DEMA", "TEMA", "HullMA", "LSMA"]) src1 = close pivot = (high + low + close) / 3 //MA CALCULATION FUNCTION ma(smoothing, src, length) => if smoothing == "RMA" rma(src, length) else if smoothing == "SMA" sma(src, length) else if smoothing == "EMA" ema(src, length) else if smoothing == "WMA" wma(src, length) else if smoothing == "VWMA" vwma(src, length) else if smoothing == "SMMA" na(src[1]) ? sma(src, length) : (src[1] * (length - 1) + src) / length else if smoothing == "HullMA" wma(2 * wma(src, length / 2) - wma(src, length), round(sqrt(length))) //ASSIGN A MOVING AVERAGE RESULT TO A VARIABLE shortMA=ma(smoothingShort, pivot, periodShort) longMA=ma(smoothingLong, pivot, periodLong) exitMA=ma(smoothingExit, pivot, periodExit) //PLOT THOSE VARIABLES plot(shortMA, linewidth=4, color=color.yellow,title="The Short Moving Average") plot(longMA, linewidth=4, color=color.blue,title="The Long Moving Average") plot(exitMA, linewidth=1, color=color.red,title="The Exit CrossUnder Moving Average") //BUY STRATEGY buy = crossover(shortMA,longMA) ? true : na exit = crossunder(close,exitMA) ? true : na strategy.entry("long",true,when=buy and time_cond) strategy.close("long",when=exit and time_cond) if (not time_cond) strategy.close_all()

Heikin Ashi + Price Action Crypto LONG Strategy

https://www.tradingview.com/script/FEJvYRkw-Heikin-Ashi-Price-Action-Crypto-LONG-Strategy/

SoftKill21

https://www.tradingview.com/u/SoftKill21/

strategy

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(title="random", shorttitle="random", overlay=true, initial_capital = 1000, default_qty_type=strategy.percent_of_equity, default_qty_value=100, commission_type=strategy.commission.percent , commission_value=0.1 ) UseHAcandles = input(true, title="Use Heikin Ashi Candles in Algo Calculations") // // === /INPUTS === // === BASE FUNCTIONS === haClose = UseHAcandles ? security(heikinashi(syminfo.tickerid), timeframe.period, close) : close haOpen = UseHAcandles ? security(heikinashi(syminfo.tickerid), timeframe.period, open) : open haHigh = UseHAcandles ? security(heikinashi(syminfo.tickerid), timeframe.period, high) : high haLow = UseHAcandles ? security(heikinashi(syminfo.tickerid), timeframe.period, low) : low long = haClose > haHigh[1] and haClose > haOpen and haHigh[1] > haHigh[2] //and close > high[3] short = haClose < haOpen and haClose < haLow[1] strategy.entry("long",1,when=long) //strategy.entry("short",0,when=short) strategy.close("long",when=short) //strategy.close_all()

© Investoz trendwarning

https://www.tradingview.com/script/gsN8bTja/

Investoz

https://www.tradingview.com/u/Investoz/

strategy

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/ // © Investoz // Indikatorn är byggd som ett utbildningsyfte och är därför ingen rekommendation för köp/sälj av aktier. Tanken är att skapa en visuell form i en graf // som visar om det finns någon trend såväl positiv som negativ. En dialogruta med en varning talar om vilken trend som råder. I koden finns en möjlighet // att ta position eller gå ur position om man vill skapa en startegi kring denna trendindikator. Rekommenderar dock starkt att inte enbart förlita sig på denna // indikator som beslut för köp/sälj då resultaten blir negativa om man köper på psoitiv trend och säljer på negativ trend. Det måste kombineras med andra idéer // och därför fungerar denna skript mer som ett komplement till sin egen strategi. // Det är fritt fram för vem som helst att använda sig av denna indikator. //@version=4 //Skapar en strategiskript med 1 % av eget kapital som ett exempel. Detta går att ändra i skriptets inställningar, välj egenskaper och sedan ändra orderstorlek //till ett annat värde av % på eget kapital. strategy("© Investoz Trend Warning", overlay=true, initial_capital=100000, default_qty_type = strategy.percent_of_equity, default_qty_value = 10, pyramiding = 0, margin_long = 0.5) //Lägger till inmatningar till skriptindikatorn. Användaren kan se och redigera inmatningar i objektdialogen efter eget val. ema1 = input(21, minval=1, maxval=500, title="Lila linje") valema1=input(true, title="Visa lila linje") ema2 = input(34, minval=1, maxval=500, title="Blå linje") valema2=input(true, title="Visa blå linje") ema3 = input(55, minval=1, maxval=500, title="Grön linje") valema3=input(true, title="Visa grön linje") ema4 = input(89, minval=1, maxval=500, title="Gul linje") valema4=input(true, title="Visa gul linje") ema5 = input(141, minval=1, maxval=500, title="Orange linje") valema5=input(true, title="Visa orange linje") ema6 = input(230, minval=1, maxval=500, title="Röd linje") valema6=input(true, title="Visa röd linje") ema7 = input(371, minval=1, maxval=500, title="Röd linje") valema7=input(true, title="Visa röd linje") //Inmatningar för antal staplar startbar = input(1, minval=1, title="First Bar") Endbar = bar_index + 1 //Källa input, stängning. Användaren kan själv byta till vilken källa som önskas. src = input(close, title="Source") //Antal staplar sedan den längsta ema började och framåt. tid=Endbar + startbar - 1 //EMA aema1 = ema(src, ema1) bema2 = ema(src, ema2) cema3 = ema(src, ema3) dema4 = ema(src, ema4) eema5 = ema(src, ema5) fema6 = ema(src, ema6) gema7 = ema(src, ema7) //Skriver ut linjer i diagrammet om förhållandet är sant, annars falskt. h=plot(valema1 ? aema1 : na, title="Lila linje", style=plot.style_line, linewidth=1, color=#7b9b97) i=plot(valema2 ? bema2 : na, title="Blå linje", style=plot.style_line, linewidth=1, color=#a2b6b3) j=plot(valema3 ? cema3 : na, title="Grön linje", style=plot.style_line, linewidth=1, color=#d9e5e3) k=plot(valema4 ? dema4 : na, title="Gul linje", style=plot.style_line, linewidth=1, color=#ff8383) l=plot(valema5 ? eema5 : na, title="Orange linje", style=plot.style_line, linewidth=1, color=#dc6262) m=plot(valema6 ? fema6 : na, title="Röd linje", style=plot.style_line, linewidth=1, color=#b71c1c) n=plot(valema7 ? gema7 : na, title="Brun linje", style=plot.style_line, linewidth=1, color=color.maroon) //Fyller bakgrunden mellan två linjer med en viss färg. fill(h, i, color = color.new(#7b9b97,34)) fill(i, j, color = color.new(#a2b6b3,34)) fill(j, k, color = color.new(#d9e5e3,34)) fill(k, l, color = color.new(#ff8383,34)) fill(l, m, color = color.new(#dc6262,34)) fill(m, n, color = color.new(#b71c1c,34)) //Skapa en algoritm för positiv trend PositivTrend = crossover(aema1,gema7)?1:0 TrendPositiv = ema(close,1) > aema1 and aema1 > bema2?1:0 //Skapa en algoritm för negativ trend NegativTrend = crossunder(aema1,gema7)?1:0 TrendNegativ = ema(close,1) < aema1 and aema1 < bema2?1:0 //Skapar en textruta med varningstext för positiv trend varningtextpositiv = "Positive Trend."+"\n" + "Take position" if PositivTrend varningpositiv=label.new( bar_index, low, xloc=xloc.bar_index, yloc=yloc.price, color=#7b9b97, textcolor=color.white, text=varningtextpositiv, style=label.style_label_down, textalign=text.align_left) //Skapar en textruta med varningstext för negativ trend varningtextnegativ = "Negative Trend."+"\n" + "Cover the positions" if NegativTrend varningnegativ=label.new( bar_index, low, xloc=xloc.bar_index, yloc=yloc.price, color=#b71c1c, textcolor=color.white, text=varningtextnegativ, style=label.style_label_up, textalign=text.align_left) //Köp om positiv trend if (PositivTrend) strategy.entry("Take position", strategy.long, when = PositivTrend) //Sälj om negativ trend if (NegativTrend) strategy.close("Take position", when = NegativTrend, comment="Close position") //Beräkning av positiv trend vspositiv(positiv)=>valuewhen(Endbar==startbar,positiv,0) vepositiv(positiv)=>valuewhen(Endbar==Endbar,positiv,0) positivmean(TrendPositiv)=> csumpositiv = cum(TrendPositiv) //Slut// a = vepositiv(csumpositiv) //Start// b = vspositiv(csumpositiv) //Slut - Start// (a - b)/(tid) positivmeanpositiv = positivmean(TrendPositiv) //Beräkning av negativ trend vsnegativ(negativ)=>valuewhen(Endbar==startbar,negativ,0) venegativ(negativ)=>valuewhen(Endbar==Endbar,negativ,0) negativmean(TrendNegativ)=> csumnegativ = cum(TrendNegativ) //Slut// a = venegativ(csumnegativ) //Start// b = vsnegativ(csumnegativ) //Slut - Start// (a - b)/(tid) negativmeannegativ = negativmean(TrendNegativ) //Inmatning av text som ska in i texruta som visar antal staplar i trend logga = "\n"+"© Investoz: Trend Warning"+ "\n" streck = "===============================================" totalastaplar = "\n" + "Total number of days: " + tostring(tid)+ " days "+"\n"+ streck + "\n" totalpositiv = "Total number of days in positive trend "+" 📈 : " +tostring(positivmeanpositiv*tid, "##.##") +" days " + "\n" totalnegativ = "\n" + "Total number of days in negative trend" + " 📉 : " +tostring(negativmeannegativ*tid, "##.##") +" days " +"\n" //Textruta för antal staplar i trend if barstate.ishistory barcountlbl=label.new( bar_index, low, xloc=xloc.bar_index, yloc=yloc.price, color=color.white, textcolor=color.black, text=streck+logga+streck+totalastaplar+totalpositiv+streck+totalnegativ+streck, style=label.style_label_lower_left, textalign=text.align_left) label.delete(barcountlbl[1]) //////////////////////////////////

[CM]EMA Trend Cross STRAT

https://www.tradingview.com/script/BWlt0SeT-CM-EMA-Trend-Cross-STRAT/

ColinMccann18

https://www.tradingview.com/u/ColinMccann18/

strategy

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/ // © ColinMccann18 //@version=4 // +++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++++ // --------------------------------------------------------------RULES------------------------------------------------------------------------------ // - VISUALLY REPRESENTS THE CROSSING OF 8,13,21,55 EMA'S FROM KROWNS PROGRAM strategy(title="CM EMA Trend Cross STRAT", shorttitle="CM EMA Strat", overlay=true) ema8 = ema(close,8) ema13 = ema(close, 13) ema21 = ema(close, 21) ema55 = ema(close, 55) //PLOT plot(ema8, title="EMA 1",linewidth=2, color=#00eeff) plot(ema13, title="EMA 2",linewidth=2, color=#fff900) plot(ema21, title="EMA 3",linewidth=2, color=#42ff0f) plot(ema55, title="EMA 4",linewidth=2, color=#8b49ff) //LOGIC--------------------------------------------------------------------------------------------------------------------------------- emacrossover = crossover(ema21, ema55) and ema8 and ema13 > ema55 emacrossunder = crossunder(ema21, ema55) and ema8 and ema13 < ema55 //Long---------------------------------------------------------------------------------------------------------------------------------- longCondition = emacrossover closelongCondition = emacrossunder strategy.entry("Long", strategy.long, qty=na, when=longCondition) strategy.close("Close Long", when=closelongCondition) //Short---------------------------------------------------------------------------------------------------------------------------------- shortCondition = emacrossunder closeshortCondition = emacrossover strategy.entry("Short", strategy.short,qty=na, when=shortCondition) strategy.close("Close Short", when=closeshortCondition)

Oscilator candles - momentum strategy

https://www.tradingview.com/script/Q338ZUxw-Oscilator-candles-momentum-strategy/

Trendoscope

https://www.tradingview.com/u/Trendoscope/

strategy

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/ // © HeWhoMustNotBeNamed //@version=4 strategy("Oscilator candles - strategy", overlay=false, initial_capital = 100000, default_qty_type = strategy.percent_of_equity, default_qty_value = 100, commission_type = strategy.commission.percent, pyramiding = 1, commission_value = 0.01) oscilatorType = input(title="Oscliator Type", defval="stoch", options=["rsi", "stoch", "cog", "macd", "tsi", "cci", "cmo", "mfi"]) length = input(100, step=10) shortlength = input(3) longlength = input(9) showSupertrend = input(true) AtrMAType = input(title="Moving Average Type", defval="rma", options=["ema", "sma", "hma", "rma", "vwma", "wma"]) AtrLength = input(30) AtrMult = input(4) wicks = input(true) colorByPreviousClose = input(true) // tradeDirection = input(title="Trade Direction", defval=strategy.direction.long, options=[strategy.direction.all, strategy.direction.long, strategy.direction.short]) tradeDirection = strategy.direction.long i_startTime = input(defval = timestamp("01 Jan 2010 00:00 +0000"), title = "Backtest Start Time", type = input.time) i_endTime = input(defval = timestamp("01 Jan 2099 00:00 +0000"), title = "Backtest End Time", type = input.time) inDateRange = time >= i_startTime and time <= i_endTime f_getOscilatorValues(oscilatorType, length, shortlength, longlength)=> oOpen = rsi(open, length) oClose = rsi(close, length) oHigh = rsi(high, length) oLow = rsi(low, length) if(oscilatorType == "tsi") oOpen := tsi(open, shortlength, longlength) oClose := tsi(close, shortlength, longlength) oHigh := tsi(high, shortlength, longlength) oLow := tsi(low, shortlength, longlength) if(oscilatorType == "stoch") oOpen := stoch(open, high, low, length) oClose := stoch(close, high, low, length) oHigh := stoch(high, high, low, length) oLow := stoch(low, high, low, length) if(oscilatorType == "cci") oOpen := cci(open, length) oClose := cci(close, length) oHigh := cci(high, length) oLow := cci(low, length) if(oscilatorType == "cog") oOpen := cog(open, length) oClose := cog(close, length) oHigh := cog(high, length) oLow := cog(low, length) if(oscilatorType == "cmo") oOpen := cmo(open, length) oClose := cmo(close, length) oHigh := cmo(high, length) oLow := cmo(low, length) if(oscilatorType == "mfi") oOpen := mfi(open, length) oClose := mfi(close, length) oHigh := mfi(high, length) oLow := mfi(low, length) if(oscilatorType == "macd") [macdLineOpen, signalLineOpen, histLineOpen] = macd(open, shortlength, longlength, length) [macdLineClose, signalLineClose, histLineClose] = macd(close, shortlength, longlength, length) [macdLineHigh, signalLineHigh, histLineHigh] = macd(high, shortlength, longlength, length) [macdLineLow, signalLineLow, histLineLow] = macd(low, shortlength, longlength, length) oOpen := macdLineOpen oClose := macdLineClose oHigh := macdLineHigh oLow := macdLineLow [oOpen, oClose, oHigh, oLow] f_getMovingAverage(source, MAType, length)=> ma = sma(source, length) if(MAType == "ema") ma := ema(source,length) if(MAType == "hma") ma := hma(source,length) if(MAType == "rma") ma := rma(source,length) if(MAType == "vwma") ma := vwma(source,length) if(MAType == "wma") ma := wma(source,length) ma f_getSupertrend(oOpen, oClose, oHigh, oLow, AtrMAType, AtrLength, AtrMult, wicks)=> truerange = max(oHigh, oClose[1]) - min(oLow, oClose[1]) averagetruerange = f_getMovingAverage(truerange, AtrMAType, AtrLength) atr = averagetruerange * AtrMult longStop = oClose - atr longStopPrev = nz(longStop[1], longStop) longStop := (wicks ? oLow[1] : oClose[1]) > longStopPrev ? max(longStop, longStopPrev) : longStop shortStop = oClose + atr shortStopPrev = nz(shortStop[1], shortStop) shortStop := (wicks ? oHigh[1] : oClose[1]) < shortStopPrev ? min(shortStop, shortStopPrev) : shortStop dir = 1 dir := nz(dir[1], dir) dir := dir == -1 and (wicks ? oHigh : oClose) > shortStopPrev ? 1 : dir == 1 and (wicks ? oLow : oClose) < longStopPrev ? -1 : dir trailingStop = dir == 1? longStop : shortStop [dir, trailingStop] f_secureSecurity(_symbol, _res, _src) => security(_symbol, _res, _src[1], lookahead = barmerge.lookahead_on, gaps=barmerge.gaps_off) f_multiple_resolution(HTFMultiplier) => target_Res_In_Min = timeframe.multiplier * HTFMultiplier * ( timeframe.isseconds ? 1. / 60. : timeframe.isminutes ? 1. : timeframe.isdaily ? 1440. : timeframe.isweekly ? 7. * 24. * 60. : timeframe.ismonthly ? 30.417 * 24. * 60. : na) target_Res_In_Min <= 0.0417 ? "1S" : target_Res_In_Min <= 0.167 ? "5S" : target_Res_In_Min <= 0.376 ? "15S" : target_Res_In_Min <= 0.751 ? "30S" : target_Res_In_Min <= 1440 ? tostring(round(target_Res_In_Min)) : tostring(round(min(target_Res_In_Min / 1440, 365))) + "D" [oOpen, oClose, oHigh, oLow] = f_getOscilatorValues(oscilatorType, length, shortlength, longlength) [dir, trailingStop] = f_getSupertrend(oOpen, oClose, oHigh, oLow, AtrMAType, AtrLength, AtrMult, wicks) candleColor = colorByPreviousClose ? (oClose[1] < oClose ? color.green : oClose[1] > oClose ? color.red : color.silver) : (oOpen < oClose ? color.green : oOpen > oClose ? color.red : color.silver) plotcandle(oOpen, oHigh, oLow, oClose, 'Oscilator Candles', color = candleColor) plot(showSupertrend?trailingStop:na, title="TrailingStop", style=plot.style_linebr, linewidth=1, color= dir == 1 ? color.green : color.red) buyCondition = dir == 1 exitBuyConditin = dir == -1 sellCondition = dir == -1 exitSellCondition = dir == 1 strategy.risk.allow_entry_in(tradeDirection) strategy.entry("Buy", strategy.long, when=buyCondition and inDateRange, oca_name="oca", oca_type=strategy.oca.cancel) strategy.entry("Sell", strategy.short, when=sellCondition and inDateRange, oca_name="oca", oca_type=strategy.oca.cancel) strategy.close("Buy", when = exitBuyConditin) strategy.close( "Sell", when = exitSellCondition)

The Strategy - Ichimoku Kinko Hyo and more

https://www.tradingview.com/script/DqAYJNZk/

ramsay09

https://www.tradingview.com/u/ramsay09/

strategy

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/ //@version=5 strategy(title='The Strategy - Ichimoku Kinko Hyo and more', shorttitle='Strategy', overlay=true, initial_capital=10000, pyramiding=1, default_qty_type=strategy.fixed, default_qty_value=0.05, currency=currency.USD, commission_type=strategy.commission.percent, commission_value=0.075, margin_long=0, margin_short=0) //-------------------------------------------------------------------- inputs --------------------------------------------------------------- general_info = input.bool(title='General Description', defval=false, tooltip='This script offers you the opportunity to backtest many signals and filters to compare the results. Make yourself familiar with the signals and the options and become creative ... At least you will be able to see what and on what circumstances works or not. Note the \'KISS\' principle and that \'context\' matters. The key feature of technical analysis is that every market participant is an interface to the world or market-environment and all market relevant information is visible in the chart. The default values are suitable for Bitcoin on ByBit (one tick = 0.5). Deselect \'Signal Labels\' at strategy properties -> Style to avoid signal label strings.') entry_type = input.string('Both', title='Position Entry-Direction', options=['Both', 'Long', 'Short'], tooltip='Long= long entries only, Short= short entries only, Both= long and short entries are possible.') repaint = input.string('Allowed', title='Repainting', options=['Not allowed', 'Allowed'], tooltip='If repainting "Not allowed" is selected, then signals from higher time frames have a lag of an additional bar from the higher time frame but you trade what you have backtested. Otherwise singals can occure multiple times as long as the higher time frame bar is not closed but the first signal of these possible multiple signals is much earlier.') panel = input.bool(true, title='Plot Info Panel', tooltip='Info panel for current unrealized profit or loss for the open position') plot_avg_price = input.bool(true, title='Plot Position Avarage Price Line.', tooltip='This plots the position avarage price line.') one_side_pyr = input.bool(title='Pyramiding Mode', defval=false, tooltip='If disabled: as long as the signal is valid a new trade can be opened on each bar (more filter sensitive). If not \'Both\' as direction is selected, the opposite signal closes the current position. If enabled: a new trade is opened with every signal. Use Properties -> Pyramiding to increase the maximum amount of orders.') htf_entr_opt_1 = input.string('Current', title='Time Frame - 1st ENTRY SIGNAL', options=['Current', '5m', '10m', '15m', '30m', '1H', '2H', '3H', '4H', '6H', '12H', 'D', '3D', 'W', 'M'], tooltip='Choose always a higher time frame than the current. Lower time frames than the current may result in false values.', group='entry signals:') htf_entr_opt_2 = input.string('Current', title='Time Frame - 2nd ENTRY SIGNAL', options=['Current', '5m', '10m', '15m', '30m', '1H', '2H', '3H', '4H', '6H', '12H', 'D', '3D', 'W', 'M'], tooltip='Choose always a higher time frame than the current. Lower time frames than the current may result in false values.', group='entry signals:') X_opt = input.string('Price X Kumo sig', title='--- 1st ENTRY SIGNAL ---', options=['---', 'Fractals trend lines sig (no tf filter)', 'Segments sig (no tf filter)', 'DMI ADX classic sig', 'DMI ADX mod sig', 'DMI ADX-slope sig', 'EMA1 x EMA2 sig', 'TRIX slope sig', 'ALMA slope sig', 'MACD(fast) slope sig', 'HMA slope sig', 'Grid - reentry sig (no tf filter)', 'Grid - counter trend sig (no tf filter)', 'Pin bar sig', 'Inside bar sig', 'Outside bar sig', 'Sandwich bar sig', 'Bar breakout 1 sig', 'Bar breakout 2 sig', 'Higher-low/lower-high bar sig', 'Entry on every bar-open sig', 'Fractals sig', 'Reverse fractal sig', 'SMA sig', 'RSI50 sig', 'Parabolic SAR sig', 'SuperTrend sig', 'Price X Kijun sig', 'Price X Kumo sig', 'Kumo flip sig', 'Chikou X price sig', 'Chikou X Kumo sig', 'Price X Tenkan sig', 'Tenkan X Kumo sig', 'Tenkan X Kijun sig', 'CB/CS sig (no tf filter)', 'IB/IS sig (no tf filter)', 'B1/S1 sig', 'B2/S2 sig'], tooltip='Various entry signals. 1st ENTRY SIGNAL and 2nd ENTRY SIGNAL are OR connected.', group='entry signals:') X_opt_2 = input.string('---', title='--- 2nd ENTRY SIGNAL --- (Enable Pyramiding Mode)', options=['---', 'Fractals trend lines sig (no tf filter)', 'Segments sig (no tf filter)', 'DMI ADX classic sig', 'DMI ADX mod sig', 'DMI ADX-slope sig', 'EMA1 x EMA2 sig', 'TRIX slope sig', 'ALMA slope sig', 'MACD(fast) slope sig', 'HMA slope sig', 'Grid - reentry sig (no tf filter)', 'Grid - counter trend sig (no tf filter)', 'Pin bar sig', 'Inside bar sig', 'Outside bar sig', 'Sandwich bar sig', 'Bar breakout 1 sig', 'Bar breakout 2 sig', 'Higher-low/lower-high bar sig', 'Entry on every bar-open sig', 'Fractals sig', 'Reverse fractal sig', 'SMA sig', 'RSI50 sig', 'Parabolic SAR sig', 'SuperTrend sig', 'Price X Kijun sig', 'Price X Kumo sig', 'Kumo flip sig', 'Chikou X price sig', 'Chikou X Kumo sig', 'Price X Tenkan sig', 'Tenkan X Kumo sig', 'Tenkan X Kijun sig', 'CB/CS sig (no tf filter)', 'IB/IS sig (no tf filter)', 'B1/S1 sig', 'B2/S2 sig'], tooltip='Various entry signals. Signal 1 and signal 2 are OR connected. Works with pyramiding mode only', group='entry signals:') htf_filt_opt_1 = input.string('Current', title='Time Frame - Entry Filter 1', options=['Current', '5m', '10m', '15m', '30m', '1H', '2H', '3H', '4H', '6H', '12H', 'D', '3D', 'W', 'M'], tooltip='The time frame for the 1st ENTRY SIGNAL filter. Choose always a higher time frame than the current. Lower time frames than the current may result in false values.', group='Entry filters:') htf_filt_opt_2 = input.string('Current', title='Time Frame - Entry Filter 2', options=['Current', '5m', '10m', '15m', '30m', '1H', '2H', '3H', '4H', '6H', '12H', 'D', '3D', 'W', 'M'], tooltip='The time frame for the 2st ENTRY SIGNAL filter. Choose always a higher time frame than the current. Lower time frames than the current may result in false values.', group='Entry filters:') entry_f_1 = input.string('---', title='Entry Filter 1', options=['---', 'Fractals trend lines filter (no tf filter)', 'Bar breakout 1 filter', 'Bar breakout 2 filter', 'SMA filter', 'MACD filter', 'EMA1 x EMA2 filter', 'RSI Stochastic filter', 'TRIX slope filter', 'ALMA slope filter','HMA slope filter', 'MACD(fast) slope filter', 'RSI50 filter', 'Segments filter (no tf filter)', 'Reverse fractal filter', 'Fractals filter', 'SuperTrend filter', 'Parabolic SAR filter', 'ADX Threshold filter', 'DMI filter', 'Price X Kumo filter', 'Price X Kijun filter', 'Kumo flip filter', 'Price filtered Kumo flip filter (no tf filter)', 'Chikou X price filter', 'Chikou X Kumo filter', 'Price X Tenkan filter', 'Tenkan X Kumo filter', 'Tenkan X Kijun filter', 'B1/S1 sig', 'B2/S2 sig', 'IB/IS sig (no tf filter)'], group='Entry filters:', tooltip='Various entry filter signals. Entry filter 1 and Entry filter 2 are AND connected.') entry_f_2 = input.string('---', title='Entry Filter 2', options=['---', 'Fractals trend lines filter (no tf filter)', 'Bar breakout 1 filter', 'Bar breakout 2 filter', 'SMA filter', 'MACD filter', 'EMA1 x EMA2 filter', 'RSI Stochastic filter', 'TRIX slope filter', 'ALMA slope filter','HMA slope filter', 'MACD(fast) slope filter', 'RSI50 filter', 'Segments filter (no tf filter)', 'Reverse fractal filter', 'Fractals filter', 'SuperTrend filter', 'Parabolic SAR filter', 'ADX Threshold filter', 'DMI filter', 'Price X Kumo filter', 'Price X Kijun filter', 'Kumo flip filter', 'Price filtered Kumo flip filter (no tf filter)', 'Chikou X price filter', 'Chikou X Kumo filter', 'Price X Tenkan filter', 'Tenkan X Kumo filter', 'Tenkan X Kijun filter', 'B1/S1 sig', 'B2/S2 sig', 'IB/IS sig (no tf filter)'], group='Entry filters:', tooltip='Various entry filter signals. Filter 1 and filter 2 are AND connected.') htf_exit_opt_1 = input.string('Current', title='Time Frame - Exit Filter 1', options=['Current', '5m', '10m', '15m', '30m', '1H', '2H', '3H', '4H', '6H', '12H', 'D', '3D', 'W', 'M'], tooltip='Choose always a higher time frame than the current. Lower time frames than the current may result in false values.', group='exit filters:') htf_exit_opt_2 = input.string('Current', title='Time Frame - Exit Filter 2', options=['Current', '5m', '10m', '15m', '30m', '1H', '2H', '3H', '4H', '6H', '12H', 'D', '3D', 'W', 'M'], tooltip='Choose always a higher time frame than the current. Lower time frames than the current may result in false values.', group='exit filters:') exit_f_1 = input.string('---', title='Exit Filter 1', options=['---', 'Reverse bar exit', 'Reverse fractal exit', 'Bar breakout 2 exit', 'SMA exit', 'MACD exit', 'MACD(fast) slope exit', 'RSI50 exit', 'RSI Stochastic exit', 'TRIX slope exit', 'HMA slope exit', 'EMA1 x EMA2 exit', 'Fractals exit', 'SuperTrend exit', 'Parabolic SAR exit', 'ADX Threshold exit', 'Cloud exit', 'Kijun exit', 'IB/IS exit (no tf filter)'], group='exit filters:', tooltip='Some exit filter signals. Exit filter 1 and Exit filter 2 are OR connected.') exit_f_2 = input.string('---', title='Exit Filter 2', options=['---', 'Reverse bar exit', 'Reverse fractal exit', 'Bar breakout 2 exit', 'SMA exit', 'MACD exit', 'MACD(fast) slope exit', 'RSI50 exit', 'RSI Stochastic exit', 'TRIX slope exit', 'HMA slope exit', 'EMA1 x EMA2 exit', 'Fractals exit', 'SuperTrend exit', 'Parabolic SAR exit', 'ADX Threshold exit', 'Cloud exit', 'Kijun exit', 'IB/IS exit (no tf filter)'], group='exit filters:', tooltip='Some exit filter signals. Exit filter 1 and Exit filter 2 are OR connected.') //------------------------ lot size for live trading -------------------------- //Alertatron lot size on Bybit lot_size = input.int(300, title='Lot Size', minval=1, step=100, tooltip='Alertatron lot size string for Bybit exchange. Affects live trading only.', group='Live trading Parameter (does not affect backtesting):') grid_gap = input.float(500, title='Grid Gap - Base Currency', minval=1, step=50, group='Grid parameter:', tooltip='The minimum trigger-gap between two trades in case of a selected grid signal.') //------------------------ Backtest periode inputs ---------------------------- period_start = input.time(title='', inline='start_timestamp', defval=timestamp('13 Mar 2020 00:00 +0000'), group='Define the backtest period or start of trend:', tooltip='Backtest period start.') period_stop = input.time(title='', inline='end_timestamp', defval=timestamp('31 Dec 2120 00:00 +0000'), group='Define the backtest period or start of trend:', tooltip='Backtest period end.') //---------------------- take profit inputs ----------------------------- av_tp_en = input.bool(title='Enable take Profit - Average Position Price Profit', defval=true, group='Take profit based on average position price:', tooltip='Profit taking condition: current price >= average position price of positions + ATR') av_tp_qty = input.float(10, title='Take Average Position Price Profit - Quantity Of Position (Percent)', minval=1, step=5, maxval=100, group='Take profit based on average position price:', tooltip='Reduction of the current position in percent.') atr_l = input.int(50, title='ATR Length', minval=0, step=5, group='Take profit based on average position price:', tooltip='ATR length for profit and step calculation') atr_tf = input.string('W', title='ATR Time Frame', options=['60', '120', '240', '480', '960', 'D', '3D', 'W', 'M'], group='Take profit based on average position price:', tooltip='ATR time frame for profit and step calculation') atr_fact = input.float(1, title='ATR Factor', minval=0, step=0.1, group='Take profit based on average position price:', tooltip='ATR factor to increase/decrease ATR for profit and step calculation') //---------------------- stop loss inputs -------------------------- sl_en = input.bool(title='Enable Stop Loss - Average Position Price Loss', defval=true, group='Stop loss based on average position price:', tooltip='Stop loss condition: current price <= average position price of positions - \'Stop average-entry loss...\' AND current price <= average position price of positions - \'Stop loss step...\'') av_sl_qty = input.float(50, title='Stop Average Position Price Loss - Quantity Of Position (Percent)', minval=0, step=5, maxval=100, group='Stop loss based on average position price:', tooltip='Reduction of the current position in percent.') atr_l_l = input.int(50, title='ATR Length', minval=0, step=5, group='Stop loss based on average position price:', tooltip='ATR length for loss and step calculation') atr_tf_l = input.string('W', title='ATR Time Frame', options=['60', '120', '240', '480', '960', 'D', '3D', 'W', 'M'], group='Stop loss based on average position price:', tooltip='ATR time frame for loss and step calculation') atr_fact_l = input.float(1, title='ATR Factor', minval=0, step=0.1, group='Stop loss based on average position price:', tooltip='ATR factor to increase/decrease ATR for loss and step calculation') //------------------------ Signal inputs CB/CS and IB/IS --------------------------- trig_gap_cbcs = input.float(2, title='CB/CS Signal Offset', minval=-6, maxval=9, step=1, group='Confluence signal offsets:', tooltip='Decreasing this parameter increases the sensitivity of the signal.') trig_gap_ibis = input.float(0, title='IB/IS Signal Offset', minval=-5, maxval=4, step=1, group='Confluence signal offsets:', tooltip='Decreasing this parameter increases the sensitivity of the signal.') //----------------------- entry signals and filters ----------------------- sb = input.int(10, title='Segment Max Bars', minval=0, step=1, group='Shared filter and entry signal parameters:') p_bar_sens_1 = input.float(0.6, title='Pin Bar Sensitivity 1', step=0.02, tooltip='Condition: candle wick > candle body * \'Pin bar sensitivity\' . The smaller the factor, the more wicks are detected as part of a pin bar.', group='Shared filter and entry signal parameters:') p_bar_sens_2 = input.int(1, title='Pin Bar Sensitivity 2', step=1, minval=1, tooltip='Condition: high/low >< last two high/low\'.', group='Shared filter and entry signal parameters:') fr_period = input.int(2, title='Fractals Period', minval=1, group='Shared filter and entry signal parameters:') rsi_period = input.int(14, title='RSI Period', minval=1, group='Shared filter and entry signal parameters:') ma_period = input.int(50, title='SMA Period', minval=1, step=5, group='Shared filter and entry signal parameters:') mult = input.float(3, title='SuperTrend Multiplier', minval=1, step=0.2, group='Shared filter and entry signal parameters:') len = input.int(6, title='SuperTrend Length', minval=1, group='Shared filter and entry signal parameters:') start = 0.02 //input(0.02, title= "PSAR Start (Filter/Entry)", minval= 0) inc = 0.02 //input(0.02, title= "PSAR Increment (Filter/Entry)", minval= 0) max = 0.2 //input(.2, title= "PSAR Maximum (Filter/Entry)", minval= 0) di_length_s = input.int(10, title='ADX DI Length', minval=1, group='Shared filter and entry signal parameters:') adx_smooth_s = input.int(10, title='ADX Smooth', minval=1, group='Shared filter and entry signal parameters:') adx_thres_s = input.int(25, title='ADX Threshold', step=2, minval=1, group='Shared filter and entry signal parameters:') windowsize = input.int(9, title="ALMA Window Size", minval=1, step=1, group='Shared filter and entry signal parameters:', tooltip='') offset = input.float(0.85, title="ALMA Offset", minval=0, step=0.05, group='Shared filter and entry signal parameters:', tooltip='') sigma = input.float(6, title="ALMA Sigma", minval=1, step=1, group='Shared filter and entry signal parameters:', tooltip='') slope_len = input.int(1, minval=1, title='MACD MacdlLine Slope Lenth', tooltip='MACD\'s fast line', group='Shared filter and entry signal parameters:') hma_len_f = input.int(100, minval=1, step=5, title='HMA Length', group='Shared filter and entry signal parameters:') ema1_len_f = input.int(10, minval=1, step=2, title='EMA1 Length', group='Shared filter and entry signal parameters:') ema2_len_f = input.int(20, minval=1, step=2, title='EMA2 Length', group='Shared filter and entry signal parameters:') k_smoo_f = input.int(3, title='RSI-Stoch K-line', minval=1, tooltip='RSI Stochastic\'s fast line', group='Shared filter and entry signal parameters:') d_smoo_f = input.int(3, title='RSI-Stoch D-line', minval=1, tooltip='RSI Stochastic\'s slow line', group='Shared filter and entry signal parameters:') stoch_length_f = input.int(14, title='RSI-Stoch Stochastic Length', minval=1, group='Shared filter and entry signal parameters:') rsi_length_sto_f = input.int(14, title='RSI-Stoch RSI Length', minval=1, group='Shared filter and entry signal parameters:') trix_len_f = input.int(10, title="TRIX Length", minval=1, group='Shared filter and entry signal parameters:') // exit filters fr_period_x = input.int(2, title='Exit Fractals - Period', minval=1, group='Exit filter Parameters:') fr_past_x = input.int(0, title='Exit Fractals - Past Fractal', minval=0, group='Exit filter Parameters:') rsi_period_x = input.int(14, title='Exit RSI Period', minval=1, group='Exit filter Parameters:') ma_period_x = input.int(50, title='Exit SMA Period', step=5, minval=1, group='Exit filter Parameters:') mult_x = input.float(2, title='Exit SuperTrend Multiplier', minval=1, group='Exit filter Parameters:') len_x = input.int(5, title='Exit SuperTrend Length', minval=1, group='Exit filter Parameters:') di_length_x = input.int(10, title='Exit ADX Period', minval=1, group='Exit filter Parameters:') adx_smooth_x = input.int(10, title='Exit ADX Smooth', minval=1, group='Exit filter Parameters:') adx_thres_x = input.int(25, title='Exit ADX Threshold', step=2, minval=1, group='Exit filter Parameters:') slope_len_x = input.int(1, title='Exit MACD MacdlLine Slope Lenth', minval=1, tooltip='MACD\'s fast line', group='Exit filter Parameters:') hma_len_x = input.int(100, minval=1, step=5, title='Exit HMA Length', group='Exit filter Parameters:') ema1_len_x = input.int(10, title='Exit EMA1 Length', minval=1, step=2, group='Exit filter Parameters:') ema2_len_x = input.int(20, title='Exit EMA2 Length', minval=1, step=2, group='Exit filter Parameters:') k_smoo_x = input.int(3, title='Exit RSI-Stoch K-line', minval=1, tooltip='RSI Stochastic\'s fast line', group='Exit filter Parameters:') d_smoo_x = input.int(3, title='Exit RSI-Stoch D-line', minval=1, tooltip='RSI Stochastic\'s slow line', group='Exit filter Parameters:') stoch_length_x = input.int(14, title='Exit RSI-Stoch Stochastic Length', minval=1, group='Exit filter Parameters:') rsi_length_sto_x = input.int(14, title='Exit RSI-Stoch RSI Length', minval=1, group='Exit filter Parameters:') trix_len_x = input.int(10, title="Exit TRIX Length", minval=1, group='Exit filter Parameters:') //--------------- Current unrealized profit or loss for the open position ------------------- if panel var info_panel = table.new(position = position.bottom_left, columns = 1, rows = 1, bgcolor=color.new(color.blue, 92), frame_width=1, border_width=1) text1 = "Unrealized Profit/Loss:\n" + str.tostring(strategy.openprofit, "#.00") table.cell(table_id=info_panel, column=0, row=0, text=text1, text_size= size.normal, text_color=color.new(color.silver, 0)) //----------------------- Backtest periode -------------------------------- backtest_period() => time >= period_start and time <= period_stop ? true : false //-------------------- Ichimoku -------------------- TKlength = 9 //input(9, "Tenkan-sen length", minval= 1) KJlength = 26 //input(26, "Kijun-sen length", minval= 1) CSHSlength = 26 //input(26, "Chikouspan length/horizontal shift", minval= 1) SBlength = 52 //input(52, "SenkouspanB length", minval= 1) SAlength = 26 //input(26, "SenkouspanA length", minval= 1) // calculation TK = math.avg(ta.lowest(TKlength), ta.highest(TKlength)) KJ = math.avg(ta.lowest(KJlength), ta.highest(KJlength)) CS = close SB = math.avg(ta.lowest(SBlength), ta.highest(SBlength)) SA = math.avg(TK, KJ) kumo_high = math.max(SA[CSHSlength - 1], SB[CSHSlength - 1]) kumo_low = math.min(SA[CSHSlength - 1], SB[CSHSlength - 1]) //--------------------------------------------------------------------------------- Filters and entry signals ----------------------------------------------------------------------------------- //---------------------- Ichimoku filter ------------------------ var bool tkkj_x = true if ta.crossover(TK, KJ) and TK > kumo_high and KJ > kumo_high tkkj_x := true tkkj_x if ta.crossunder(TK, KJ) and TK < kumo_low and KJ < kumo_low tkkj_x := false tkkj_x //Ichimoku entry signals kijun_buy = one_side_pyr ? ta.crossover(close, KJ) : close > KJ kumo_buy = one_side_pyr ? ta.crossover(close, kumo_high) : close > kumo_high kumo_flip_buy = one_side_pyr ? ta.crossover(SA, SB) : SA > SB chikou_X_price_buy = one_side_pyr ? ta.crossover(CS, high[26 - 1]) : CS > high[26 - 1] chikou_X_kumo_buy = one_side_pyr ? ta.crossover(CS, kumo_high[26 - 1]) : CS > kumo_high[26 - 1] price_X_tenkan_buy = one_side_pyr ? ta.crossover(close, TK) : close > TK tenkan_X_kumo_buy = one_side_pyr ? ta.crossover(TK, kumo_high) : TK > kumo_high tenkan_X_kijun_buy = one_side_pyr ? ta.crossover(TK, KJ) : TK > KJ kijun_sell = one_side_pyr ? ta.crossunder(close, KJ) : close < KJ kumo_sell = one_side_pyr ? ta.crossunder(close, kumo_low) : close < kumo_low kumo_flip_sell = one_side_pyr ? ta.crossunder(SA, SB) : SA < SB chikou_X_price_sell = one_side_pyr ? ta.crossunder(CS, low[26 - 1]) : CS < low[26 - 1] chikou_X_kumo_sell = one_side_pyr ? ta.crossunder(CS, kumo_low[26 - 1]) : CS < kumo_low[26 - 1] price_X_tenkan_sell = one_side_pyr ? ta.crossunder(close, TK) : close < TK tenkan_X_kumo_sell = one_side_pyr ? ta.crossunder(TK, kumo_low) : TK < kumo_low tenkan_X_kijun_sell = one_side_pyr ? ta.crossunder(TK, KJ) : TK < KJ // Ichimoku filters kijun_buy_f = close > KJ kumo_buy_f = close > kumo_high kumo_flip_buy_f = SA > SB chikou_X_price_buy_f = CS > high[26 - 1] chikou_X_kumo_buy_f = CS > kumo_high[26 - 1] price_X_tenkan_buy_f = close > TK tenkan_X_kumo_buy_f = TK > kumo_high tenkan_X_kijun_buy_f = TK > KJ kumo_filtered_tenkan_X_kijun_buy_f = tkkj_x and TK > kumo_high and KJ > kumo_high and TK > KJ kijun_sell_f = close < KJ kumo_sell_f = close < kumo_low kumo_flip_sell_f = SA < SB chikou_X_price_sell_f = CS < low[26 - 1] chikou_X_kumo_sell_f = CS < kumo_low[26 - 1] price_X_tenkan_sell_f = close < TK tenkan_X_kumo_sell_f = TK < kumo_low tenkan_X_kijun_sell_f = TK < KJ kumo_filtered_tenkan_X_kijun_sell_f = not tkkj_x and TK < kumo_low and KJ < kumo_low and TK < KJ // Ichimoku exits kijun_buy_x = ta.crossover(high, KJ) kijun_sell_x = ta.crossunder(low, KJ) kumo_buy_x = ta.crossover(high, kumo_high) kumo_sell_x = ta.crossunder(low, kumo_low) //----------------------- bar signals ----------------------- //entry signal bar_sig_1_buy = close > high[1] // bar breakout signal 1 bar_sig_1_sell = close < low[1] //filter bar_sig_1_buy_f = close > high[1] // bar breakout signal 1 - filter bar_sig_1_sell_f = close < low[1] //entry bar_sig_2_buy = high > high[1] // bar breakout signal 2 bar_sig_2_sell = low < low[1] //filter bar_sig_2_buy_f = high > high[1] // bar breakout signal 2 - filter bar_sig_2_sell_f = low < low[1] rev_bar_sig_buy = close > open // reverse bar exit rev_bar_sig_sell = close < open hllh_buy = low > low[1] // higher-low/lower-high bar sig hllh_sell = high < high[1] open_buy = close != 0 // entry on every open bar sig open_sell = close != 0 //-------------------------- trix -------------------------- f_trix(_trix_len) => 10000 * ta.change(ta.ema(ta.ema(ta.ema(math.log(close), _trix_len), _trix_len), _trix_len)) trix_f = f_trix(trix_len_f) trix_x = f_trix(trix_len_x) trix_buy_s = ta.rising(trix_f, 1) and not ta.rising(trix_f, 1)[1] //one_side_pyr ? ta.rising(trix_f, 1) and not ta.rising(trix_f, 1)[1] : ta.rising(trix_f, 1) trix_sell_s = ta.falling(trix_f, 1) and not ta.falling(trix_f, 1)[1] //one_side_pyr ? ta.falling(trix_f, 1) and not ta.falling(trix_f, 1)[1] : ta.falling(trix_f, 1) trix_slo_up_f = ta.rising(trix_f, 1) trix_slo_up_x = ta.rising(trix_x, 1) and not ta.rising(trix_x, 1)[1] trix_slo_dn_x = ta.falling(trix_x, 1) and not ta.falling(trix_x, 1)[1] //----------------------- rsi stochastic ---------------------------- //filter rsi_rs_f = ta.rsi(close, rsi_length_sto_f) k_f = ta.sma(ta.stoch(rsi_rs_f, rsi_rs_f, rsi_rs_f, stoch_length_f), k_smoo_f) d_f = ta.sma(k_f, d_smoo_f) //signal kd_mom_up_f = k_f > 20 and d_f > 20 and not(k_f < d_f and k_f < 80 and d_f < 80) kd_mom_dn_f = k_f < 80 and d_f < 80 and not(k_f > d_f and k_f > 80 and d_f > 80) //exit rsi_rs_x = ta.rsi(close, rsi_length_sto_x) k_x = ta.sma(ta.stoch(rsi_rs_x, rsi_rs_x, rsi_rs_x, stoch_length_x), k_smoo_x) d_x = ta.sma(k_x, d_smoo_x) //signal kd_mom_up_x = k_x > 20 and d_x > 20 and not(k_x < d_x and k_x < 80 and d_x < 80) kd_mom_dn_x = k_x < 80 and d_x < 80 and not(k_x > d_x and k_x > 80 and d_x > 80) //------------------------- hma ---------------------------- f_hma(_hma_len) => ta.hma(close, _hma_len) hma_f = f_hma(hma_len_f) // entry filter hma_x = f_hma(hma_len_x) // exit hma_up_e = ta.rising(hma_f, 1) and not ta.rising(hma_f, 1)[1] //one_side_pyr ? ta.rising(hma_f, 1) and not ta.rising(hma_f, 1)[1] : ta.rising(hma_f, 1) // entry signal hma_dn_e = ta.falling(hma_f, 1) and not ta.falling(hma_f, 1)[1] //one_side_pyr ? ta.falling(hma_f, 1) and not ta.falling(hma_f, 1)[1] : ta.falling(hma_f, 1) hma_up_f = ta.rising(hma_f, 1) // entry filter hma_up_x = ta.rising(hma_x, 1) and not ta.rising(hma_x, 1)[1] // exit hma_dn_x = ta.falling(hma_x, 1) and not ta.falling(hma_x, 1)[1] //------------------------ grid -------------------------- re_grid = 0. re_grid := nz(high > re_grid[1] + grid_gap or low < re_grid[1] - grid_gap ? close : re_grid[1]) grid_ct_buy = re_grid < re_grid[1] grid_ct_sell = re_grid > re_grid[1] grid_re_buy = re_grid > re_grid[1] grid_re_sell = re_grid < re_grid[1] //plot(re_grid,"Plot", color= color.yellow, linewidth= 2) //---------------------- reverse fractal signal and filter -------------------------- up_bar = close[0] > open[0] dn_bar = close[0] < open[0] hl = low[0] > low[1] lh = high[0] < high[1] rev_up_fr_sell = ta.pivothigh(high, 3, 0) and dn_bar and up_bar[1] or ta.pivothigh(high, 4, 1) and dn_bar and up_bar[1] or ta.pivothigh(high, 4, 1) and lh and up_bar and up_bar[1] rev_dn_fr_buy = ta.pivotlow(low, 3, 0) and up_bar and dn_bar[1] or ta.pivotlow(low, 4, 1) and up_bar and dn_bar[1] or ta.pivotlow(low, 4, 1) and hl and dn_bar and dn_bar[1] //------------------------- ema1 x ema2 ------------------------ f_ema(_ema_len) => ta.ema(close, _ema_len) // ma function definition f_sma(_sma_len) => ta.sma(close, _sma_len) // ma function definition ema1_f = f_ema(ema1_len_f) ema2_f = f_ema(ema2_len_f) ema1_x = f_ema(ema1_len_x) ema2_x = f_ema(ema2_len_x) ema_1x2_buy_s = ta.crossover(ema1_f, ema2_f) ema_1x2_sell_s = ta.crossunder(ema1_f, ema2_f) ema_1x2_buy_f = ema1_f > ema2_f ema_1x2_buy_x = ta.crossover(ema1_x, ema2_x) ema_1x2_sell_x = ta.crossunder(ema1_x, ema2_x) //--------------------- ALMA ------------------------ alma = ta.alma(close, windowsize, offset, sigma) //entry signals alma_slo_up_e = ta.rising(alma, 1) and not ta.rising(alma, 1)[1] //one_side_pyr ? ta.rising(alma, 1) and not ta.rising(alma, 1)[1] : ta.rising(alma, 1) alma_slo_dn_e = ta.falling(alma, 1) and not ta.falling(alma, 1)[1] //one_side_pyr ? ta.falling(alma, 1) and not ta.falling(alma, 1)[1] : ta.falling(alma, 1) //filters alma_slo_up_f = ta.rising(alma, 1) //----------------------- macd filter and macd slope----------------------- [macdLine_f, signalLine_f, histLine_f] = ta.macd(close, 12, 26, 9) //filters macd_buy = macdLine_f > signalLine_f macd_sell = macdLine_f < signalLine_f //exit macd_buy_x = ta.crossover(macdLine_f, signalLine_f) macd_sell_x = ta.crossunder(macdLine_f, signalLine_f) //macd fast line slope macd_slope_up_e = ta.rising(macdLine_f, slope_len) and not ta.rising(macdLine_f, slope_len)[1] //one_side_pyr ? ta.rising(macdLine_f, slope_len) and not ta.rising(macdLine_f, slope_len)[1] : ta.rising(macdLine_f, slope_len) // entry macd_slope_dn_e = ta.falling(macdLine_f, slope_len) and not ta.falling(macdLine_f, slope_len)[1] //one_side_pyr ? ta.falling(macdLine_f, slope_len) and not ta.falling(macdLine_f, slope_len)[1] : ta.falling(macdLine_f, slope_len) macd_slope_up_f = ta.rising(macdLine_f, slope_len) // filter macd_slope_up_x = ta.rising(macdLine_f, slope_len_x) and not ta.rising(macdLine_f, slope_len_x)[1] // exit macd_slope_dn_x = ta.falling(macdLine_f, slope_len_x) and not ta.falling(macdLine_f, slope_len_x)[1] //---------------------- rsi filter and entry signal------------------------ f_rsi(_rsi_period) => ta.rsi(close, _rsi_period) //entry rsi_f = f_rsi(rsi_period) rsi_f_buy = one_side_pyr ? ta.crossover(rsi_f, 50) : rsi_f > 50 rsi_f_sell = one_side_pyr ? ta.crossunder(rsi_f, 50) : rsi_f < 50 //filters rsi_f_buy_f = rsi_f > 50 rsi_f_sell_f = rsi_f < 50 //exit rsi_f_x = f_rsi(rsi_period_x) rsi_f_buy_x = ta.crossover(rsi_f_x, 50) rsi_f_sell_x = ta.crossunder(rsi_f_x, 50) //---------------- Bill Williams Fractals (filter and entry signal) ----------------- up_fr = ta.pivothigh(fr_period, fr_period) dn_fr = ta.pivotlow(fr_period, fr_period) fractal_up_v = ta.valuewhen(up_fr, high[fr_period], 0) fractal_dn_v = ta.valuewhen(dn_fr, low[fr_period], 0) //entry signal fr_upx = one_side_pyr ? ta.crossover(high, fractal_up_v) : high > fractal_up_v fr_dnx = one_side_pyr ? ta.crossunder(low, fractal_dn_v) : low < fractal_dn_v //filters fr_upx_f = high > fractal_up_v fr_dnx_f = low < fractal_dn_v //exit up_fr_x = ta.pivothigh(fr_period_x, fr_period_x) dn_fr_x = ta.pivotlow(fr_period_x, fr_period_x) fractal_up_v_x = ta.valuewhen(up_fr_x, high[fr_period_x], fr_past_x) fractal_dn_v_x = ta.valuewhen(dn_fr_x, low[fr_period_x], fr_past_x) fr_upx_x = ta.crossover(high, fractal_up_v_x) fr_dnx_x = ta.crossunder(low, fractal_dn_v_x) //-------------------- SuperTrend filter and entry signal --------------------- //entry [SuperTrend, Dir] = ta.supertrend(mult, len) sup_buy = one_side_pyr ? ta.crossover(high, SuperTrend) : high > SuperTrend sup_sell = one_side_pyr ? ta.crossunder(low, SuperTrend) : low < SuperTrend //filters sup_buy_f = high > SuperTrend sup_sell_f = low < SuperTrend //exit [SuperTrend_x, Dir_x] = ta.supertrend(mult_x, len_x) sup_buy_x = ta.crossover(high, SuperTrend_x) sup_sell_x = ta.crossunder(low, SuperTrend_x) //----------------- Parabolic SAR Signal (pb/ps) and filter ------------------- psar_buy = one_side_pyr ? ta.crossover(high, ta.sar(start, inc, max)[0]) : high > ta.sar(start, inc, max)[0] psar_sell = one_side_pyr ? ta.crossunder(low, ta.sar(start, inc, max)[0]) : low < ta.sar(start, inc, max)[0] //filters psar_buy_f = high > ta.sar(start, inc, max)[0] psar_sell_f = low < ta.sar(start, inc, max)[0] psar_buy_x = ta.crossover(high, ta.sar(start, inc, max)[0]) psar_sell_x = ta.crossunder(low, ta.sar(start, inc, max)[0]) //-------------------------- DMI ADX entry sig and filter --------------------------- //exit [diplus_f_x, diminus_f_X, adx_f_x] = ta.dmi(di_length_x, adx_smooth_x) adx_thres_f_x = ta.crossunder(adx_f_x, adx_thres_x) //dmi and adx signal 1/2/3 and filters [diplus_s, diminus_s, adx_s] = ta.dmi(di_length_s, adx_smooth_s) adx_above_thres = adx_s > adx_thres_s adx_slope_up = ta.rising(adx_s, 1) //entry filter long_e = diplus_s > diminus_s short_e = diplus_s < diminus_s //entry long_1 = one_side_pyr ? ta.crossover(diplus_s, diminus_s) and adx_s < diplus_s and adx_s > diminus_s : diplus_s > diminus_s and adx_s < diplus_s and adx_s > diminus_s short_1 = one_side_pyr ? ta.crossunder(diplus_s, diminus_s) and adx_s > diplus_s and adx_s < diminus_s : diplus_s < diminus_s and adx_s > diplus_s and adx_s < diminus_s long_2 = one_side_pyr ? ta.crossover(diplus_s, diminus_s) and adx_s > adx_thres_s : diplus_s > diminus_s and adx_above_thres short_2 = one_side_pyr ? ta.crossunder(diplus_s, diminus_s) and adx_s > adx_thres_s : diplus_s < diminus_s and adx_above_thres //dmi adx-slope signal adx_up_c = adx_slope_up and diplus_s > diminus_s and not (adx_slope_up and diplus_s > diminus_s)[1] adx_dn_c = adx_slope_up and diplus_s < diminus_s and not (adx_slope_up and diplus_s < diminus_s)[1] //-------------------------- SMA50 filter and entry--------------------------- //entry sma_buy = one_side_pyr ? ta.crossover(close[1], f_sma(ma_period)) : close[2] > f_sma(ma_period) sma_sell = one_side_pyr ? ta.crossunder(close[1], f_sma(ma_period)) : close[2] < f_sma(ma_period) //filters sma_buy_f = close[2] > f_sma(ma_period) sma_sell_f = close[2] < f_sma(ma_period) //exit sma_buy_x = ta.crossover(close[1], f_sma(ma_period_x)) sma_sell_x = ta.crossunder(close[1], f_sma(ma_period_x)) //---------------- williams fractals trend lines ----------------- up_w_fr = ta.pivothigh(2, 2) dn_w_fr = ta.pivotlow(2, 2) y1_frup_1 = ta.valuewhen(up_w_fr, high[2], 1) y0_frup_0 = ta.valuewhen(up_w_fr, high[2], 0) y1_frdn_1 = ta.valuewhen(dn_w_fr, low[2], 1) y0_frdn_0 = ta.valuewhen(dn_w_fr, low[2], 0) // bar-id loops to get x1 and x2 for line.new() xup0 = 2 for i = 1 to 35 by 1 if high[i + 2] >= high[i + 3] and high[i + 2] > high[i + 4] and high[i + 2] > high[i + 1] and high[i + 2] >= high[i + 0] break xup0 := xup0 + 1 xup0 xup1 = xup0 for i = xup1 to 50 by 1 if high[i + 2] >= high[i + 3] and high[i + 2] > high[i + 4] and high[i + 2] > high[i + 1] and high[i + 2] >= high[i + 0] break xup1 := xup1 + 1 xup1 xdn0 = 2 for i = 1 to 35 by 1 if low[i + 2] <= low[i + 3] and low[i + 2] < low[i + 4] and low[i + 2] < low[i + 1] and low[i + 2] <= low[i + 0] break xdn0 := xdn0 + 1 xdn0 xdn1 = xdn0 for i = xdn1 to 50 by 1 if low[i + 2] <= low[i + 3] and low[i + 2] < low[i + 4] and low[i + 2] < low[i + 1] and low[i + 2] <= low[i + 0] break xdn1 := xdn1 + 1 xdn1 // y-linebreak values for upper_line and lower_line y_up_lvl = (y0_frup_0 - y1_frup_1) / (xup1 + 2 - xup0) * xup0 + y0_frup_0 // y = slope * x0 + y0 y_dn_lvl = (y0_frdn_0 - y1_frdn_1) / (xdn1 + 2 - xdn0) * xdn0 + y0_frdn_0 // entry //frup_buy = ta.crossover(high, y0_frup_0) //frdn_sell = ta.crossunder(low, y0_frdn_0) buy_up_line = one_side_pyr ? ta.crossover(high, y_up_lvl) : high > y_up_lvl// or frup_buy sell_dn_line = one_side_pyr ? ta.crossunder(low, y_dn_lvl) : low < y_dn_lvl// or frdn_sell //--------------------------- Segments signal ---------------------------- count1_l = 0 count2_l = 0 segment_1_stat_l = false segment_2_stat_l = false segment_3_stat_l = false higher_low = low > low[1] var line segment_low_1_l = na var line segment_low_2_l = na var line segment_low_3_l = na // long segments for i = 0 to sb by 1 count1_l := count1_l + 1 if low[1] > low[i + 2] and higher_low segment_1_stat_l := true break for i = count1_l to sb + count1_l by 1 count2_l := count2_l + 1 if low[1 + count1_l] > low[i + 2] and segment_1_stat_l segment_2_stat_l := true break for i = count2_l to sb + count2_l by 1 if low[1 + count1_l + count2_l] > low[i + 2 + count1_l] and segment_2_stat_l segment_3_stat_l := true break // short segments count1_s = 0 count2_s = 0 segment_1_stat_s = false segment_2_stat_s = false segment_3_stat_s = false lower_high = high < high[1] var line segment_high_1 = na var line segment_high_2 = na var line segment_high_3 = na for i = 0 to sb by 1 count1_s := count1_s + 1 if high[1] < high[i + 2] and lower_high segment_1_stat_s := true break for i = count1_s to sb + count1_s by 1 count2_s := count2_s + 1 if high[1 + count1_s] < high[i + 2] and segment_1_stat_s segment_2_stat_s := true break for i = count2_s to sb + count2_s by 1 if high[1 + count1_s + count2_s] < high[i + 2 + count1_s] and segment_2_stat_s segment_3_stat_s := true break // segments signals seg_stat_l = segment_1_stat_l and segment_2_stat_l and segment_3_stat_l seg_stat_s = segment_1_stat_s and segment_2_stat_s and segment_3_stat_s //entry segments_buy = high > high[1] and seg_stat_l[1] segments_sell = low < low[1] and seg_stat_s[1] //filters segments_buy_f = high > high[1] and seg_stat_l[1] segments_sell_f = low < low[1] and seg_stat_s[1] //----------------------- i-o-s-p signals ------------------------ i_bar_buy = high[1] < high[2] and low[1] > low[2] and close > high[1] i_bar_sell = high[1] < high[2] and low[1] > low[2] and close < low[1] o_bar_buy = high[1] > high[2] and low[1] < low[2] and high > high[1] o_bar_sell = high[1] > high[2] and low[1] < low[2] and low < low[1] s_bar_buy = high[2] < high[3] and low[2] > low[3] and high[1] > high[2] and low[1] < low[2] and high > high[1] s_bar_sell = high[2] < high[3] and low[2] > low[3] and high[1] > high[2] and low[1] < low[2] and low < low[1] //pinbar candle_body = math.abs(open - close) pivot_up = ta.pivothigh(high, p_bar_sens_2, 0) pivot_dn = ta.pivotlow(low, p_bar_sens_2, 0) up_wick = close > open ? high - close : high - open dn_wick = close > open ? open - low : close - low pin_up_def = high - open > p_bar_sens_1 * candle_body and close < open or high - close > p_bar_sens_1 * candle_body and close > open pin_dn_def = open - low > p_bar_sens_1 * candle_body and close > open or close - low > p_bar_sens_1 * candle_body and close < open p_bar_sell = pin_up_def and pivot_up and up_wick > dn_wick p_bar_buy = pin_dn_def and pivot_dn and up_wick < dn_wick //----------------- Ichimoku Signal B1/S1 ----------------- buy_strong_B1 = TK >= KJ and high > kumo_high and CS > high[26 - 1] and CS > kumo_high[26 - 1] and SA > SB sell_strong_S1 = TK <= KJ and low < kumo_low and CS < low[26 - 1] and CS < kumo_low[26 - 1] and SA < SB //----------------- Ichimoku Signal B2/S2 ----------------- buy_strong_B2 = TK >= KJ and high > kumo_high and CS > high[26 - 1] sell_strong_S2 = TK <= KJ and low < kumo_low and CS < low[26 - 1] //---------------------------- Confluence Signal CB/CS ---------------------------- long_short_trig = 10 //input(9, type= input.float, title= "Confluence signal trigger Level", step= 0.2) //Indicators // ma sma1 = f_sma(50) sma2 = f_sma(200) ema1 = f_ema(50) ema2 = f_ema(200) ema_c = f_ema(21) sma_c = f_sma(20) [macdLine, signalLine, histLine] = ta.macd(close, 12, 26, 9) rsi = f_rsi(14) [diplus, diminus, adx] = ta.dmi(7, 7) [superTrend, dir] = ta.supertrend(2, 5) //Klinger Oszillator sv = ta.change(hlc3) >= 0 ? volume : -volume kvo = ta.ema(sv, 34) - ta.ema(sv, 55) sig = ta.ema(kvo, 13) //Vortex Indicator VMP = math.sum(math.abs(high - low[1]), 14) VMM = math.sum(math.abs(low - high[1]), 14) STR = math.sum(ta.atr(1), 14) VIP = VMP / STR VIM = VMM / STR //HMA slope hma_slo_up = ta.rising(f_hma(15),1) //ALMA slope alma_slo_up = ta.rising(ta.alma(close, 9, 0.85, 6),1) //MACD slope macd_slo_up = ta.rising(macdLine, 1) //Signals var float sem_sig_w = na var float sma_sig_w = na var float ema_sig_w = na var float p_kj_sig_w = na var float tk_kj_sig_w = na var float B1_S1_sig_w = na var float B2_S2_sig_w = na var float psar_sig_w = na var float frac_sig_w = na var float macd_sig_w = na var float rsi_sig_w = na var float p_tk_sig_w = na var float dmi_sig_w = na var float klin_sig_w = na var float vort_sig_w = na var float sup_sig_w = na var float hma_sig_w = na var float alma_sig_w = na var float macd_s_sig_w = na if ema_c > sma_c sem_sig_w := 1 else if ema_c < sma_c sem_sig_w := 0 if sma1 > sma2 sma_sig_w := 1 else if sma1 < sma2 sma_sig_w := 0 if ema1 > ema2 ema_sig_w := 1 else if ema1 < ema2 ema_sig_w := 0 if high > KJ p_kj_sig_w := 1 else if low < KJ p_kj_sig_w := 0 if TK > KJ tk_kj_sig_w := 1 else if TK < KJ tk_kj_sig_w := 0 if buy_strong_B1 B1_S1_sig_w := 1 else if sell_strong_S1 B1_S1_sig_w := 0 if buy_strong_B2 B2_S2_sig_w := 1 else if sell_strong_S2 B2_S2_sig_w := 0 if high >= ta.sar(start, inc, max)[0] psar_sig_w := 1 else if low <= ta.sar(start, inc, max)[0] psar_sig_w := 0 if high > fractal_up_v frac_sig_w := 1 else if low < fractal_dn_v frac_sig_w := 0 if macdLine > signalLine macd_sig_w := 1 else if macdLine < signalLine macd_sig_w := 0 if rsi > 50 rsi_sig_w := 1 else if rsi < 50 rsi_sig_w := 0 if high > TK p_tk_sig_w := 1 else if low < TK p_tk_sig_w := 0 if diplus > diminus dmi_sig_w := 1 else if diplus < diminus dmi_sig_w := 0 if sig > 0 klin_sig_w := 1 else if sig < 0 klin_sig_w := 0 if VIP > VIM vort_sig_w := 1 else if VIP < VIM vort_sig_w := 0 if high > superTrend sup_sig_w := 1 else if low < superTrend sup_sig_w := 0 if hma_slo_up hma_sig_w := 2 else if not hma_slo_up hma_sig_w := -1 if alma_slo_up alma_sig_w := 2 else if not alma_slo_up alma_sig_w := -1 if macd_slo_up macd_s_sig_w := 1 else if not macd_slo_up macd_s_sig_w := 0 bs_conf_sig = sma_sig_w + ema_sig_w + p_kj_sig_w + tk_kj_sig_w + B1_S1_sig_w + B2_S2_sig_w + psar_sig_w + frac_sig_w + macd_sig_w + rsi_sig_w + dmi_sig_w + klin_sig_w + vort_sig_w + sup_sig_w + p_tk_sig_w + sem_sig_w + hma_sig_w + alma_sig_w + macd_s_sig_w long_c = one_side_pyr ? ta.crossover(bs_conf_sig, (long_short_trig + trig_gap_cbcs)) : bs_conf_sig > (long_short_trig + trig_gap_cbcs) //with +- signal is more stable short_c = one_side_pyr ? ta.crossunder(bs_conf_sig, (long_short_trig - trig_gap_cbcs)) : bs_conf_sig < (long_short_trig - trig_gap_cbcs) //---------------------------- Pure Ichimoku Confluence Signal IB/IS ---------------------------- pic_l_s_trig = 5 //input(4, type= input.float, title= "Ichimoku confluence signal trigger Level", step= 0.1) //Signals var float tkkh_sig_w = na var float csh_sig_w = na var float cskh_sig_w = na var float pkj_sig_w = na var float ptk_sig_w = na var float tkkj_sig_w = na var float sasb_sig_w = na var float ckh_sig_w = na var float cskj_sig_w = na var float cstk_sig_w = na var float kjcl_sig_w = na if TK > kumo_high tkkh_sig_w := 1 else if TK < kumo_low tkkh_sig_w := 0 if CS > high[26 - 1] csh_sig_w := 1 else if CS < low[26 - 1] csh_sig_w := 0 if CS > kumo_high[26 - 1] cskh_sig_w := 1 else if CS < kumo_low[26 - 1] cskh_sig_w := 0 if high > TK ptk_sig_w := 1 else if low < TK ptk_sig_w := 0 if high > KJ pkj_sig_w := 1 else if low < KJ pkj_sig_w := 0 if TK > KJ tkkj_sig_w := 1 else if TK < KJ tkkj_sig_w := 0 if SA > SB sasb_sig_w := 1 else if SA < SB sasb_sig_w := 0 if high > kumo_high ckh_sig_w := 1 else if low < kumo_low ckh_sig_w := 0 if CS > KJ[26 - 1] cskj_sig_w := 1 else if CS < KJ[26 - 1] cskj_sig_w := 0 if CS > TK[26 - 1] cstk_sig_w := 1 else if CS < TK[26 - 1] cstk_sig_w := 0 if KJ > kumo_high kjcl_sig_w := 1 else if KJ < kumo_high kjcl_sig_w := 0 bs_pic_sig = tkkh_sig_w + csh_sig_w + cskh_sig_w + ptk_sig_w + pkj_sig_w + tkkj_sig_w + sasb_sig_w + ckh_sig_w + cskj_sig_w + cstk_sig_w + kjcl_sig_w long_pic = one_side_pyr ? ta.crossover(bs_pic_sig, pic_l_s_trig + trig_gap_ibis) : bs_pic_sig > pic_l_s_trig + trig_gap_ibis short_pic = one_side_pyr ? ta.crossunder(bs_pic_sig, pic_l_s_trig - trig_gap_ibis) : bs_pic_sig < pic_l_s_trig - trig_gap_ibis long_pic_x = long_pic and not long_pic[1] short_pic_x = short_pic and not short_pic[1] //-------------------------------------------------------------------- entry filters ------------------------------------------------------------------- f_secureSecurity(_symbol, _res, _src) => request.security(_symbol, _res, _src[repaint == 'Allowed' ? 0 : 1]) // no repainting - taken from PineCoders entry_filter_sig_buy_1 = entry_f_1 == '---' ? true : entry_f_1 == 'TRIX slope filter' ? trix_slo_up_f : entry_f_1 == 'RSI Stochastic filter' ? kd_mom_up_f : entry_f_1 == 'EMA1 x EMA2 filter' ? ema_1x2_buy_f : entry_f_1 == 'HMA slope filter' ? hma_up_f : entry_f_1 == 'MACD(fast) slope filter' ? macd_slope_up_f : entry_f_1 == 'MACD filter' ? macd_buy : entry_f_1 == 'RSI50 filter' ? rsi_f_buy_f : entry_f_1 == 'Fractals filter' ? fr_upx_f : entry_f_1 == 'SuperTrend filter' ? sup_buy_f : entry_f_1 == 'Parabolic SAR filter' ? psar_buy_f : entry_f_1 == 'SMA filter' ? sma_buy_f : entry_f_1 == 'ADX Threshold filter' ? adx_above_thres : entry_f_1 == 'DMI filter' ? long_e : entry_f_1 == 'Bar breakout 1 filter' ? bar_sig_1_buy_f : entry_f_1 == 'Bar breakout 2 filter' ? bar_sig_2_buy_f : entry_f_1 == 'Reverse fractal filter' ? rev_dn_fr_buy : entry_f_1 == 'ALMA slope filter' ? alma_slo_up_f : entry_f_1 == 'Price X Kumo filter' ? kumo_buy_f : entry_f_1 == 'Price X Kijun filter' ? kijun_buy_f : entry_f_1 == 'Kumo flip filter' ? kumo_flip_buy_f : entry_f_1 == 'Chikou X price filter' ? chikou_X_price_buy_f : entry_f_1 == 'Chikou X Kumo filter' ? chikou_X_kumo_buy_f : entry_f_1 == 'Price X Tenkan filter' ? price_X_tenkan_buy_f : entry_f_1 == 'Tenkan X Kumo filter' ? tenkan_X_kumo_buy_f : entry_f_1 == 'Tenkan X Kijun filter' ? tenkan_X_kijun_buy_f : entry_f_1 == 'B1/S1 sig' ? buy_strong_B1 : entry_f_1 == 'B2/S2 sig' ? buy_strong_B2 : true entry_filter_sig_sell_1 = entry_f_1 == '---' ? true : entry_f_1 == 'TRIX slope filter' ? not trix_slo_up_f : entry_f_1 == 'RSI Stochastic filter' ? kd_mom_dn_f : entry_f_1 == 'EMA1 x EMA2 filter' ? not ema_1x2_buy_f : entry_f_1 == 'HMA slope filter' ? not hma_up_f : entry_f_1 == 'MACD(fast) slope filter' ? not macd_slope_up_f : entry_f_1 == 'MACD filter' ? macd_sell : entry_f_1 == 'RSI50 filter' ? rsi_f_sell_f : entry_f_1 == 'Fractals filter' ? fr_dnx_f : entry_f_1 == 'SuperTrend filter' ? sup_sell_f : entry_f_1 == 'Parabolic SAR filter' ? psar_sell_f : entry_f_1 == 'SMA filter' ? sma_sell_f : entry_f_1 == 'ADX Threshold filter' ? adx_above_thres : entry_f_1 == 'DMI filter' ? short_e : entry_f_1 == 'Bar breakout 1 filter' ? bar_sig_1_sell_f : entry_f_1 == 'Bar breakout 2 filter' ? bar_sig_2_sell_f : entry_f_1 == 'Reverse fractal filter' ? rev_up_fr_sell : entry_f_1 == 'ALMA slope filter' ? not alma_slo_up_f : entry_f_1 == 'Price X Kumo filter' ? kumo_sell_f : entry_f_1 == 'Price X Kijun filter' ? kijun_sell_f : entry_f_1 == 'Kumo flip filter' ? kumo_flip_sell_f : entry_f_1 == 'Chikou X price filter' ? chikou_X_price_sell_f : entry_f_1 == 'Chikou X Kumo filter' ? chikou_X_kumo_sell_f : entry_f_1 == 'Price X Tenkan filter' ? price_X_tenkan_sell_f : entry_f_1 == 'Tenkan X Kumo filter' ? tenkan_X_kumo_sell_f : entry_f_1 == 'Tenkan X Kijun filter' ? tenkan_X_kijun_sell_f : entry_f_1 == 'B1/S1 sig' ? sell_strong_S1 : entry_f_1 == 'B2/S2 sig' ? sell_strong_S2 : true entry_filter_sig_buy_2 = entry_f_2 == '---' ? true : entry_f_2 == 'TRIX slope filter' ? trix_slo_up_f : entry_f_2 == 'RSI Stochastic filter' ? kd_mom_up_f : entry_f_2 == 'EMA1 x EMA2 filter' ? ema_1x2_buy_f : entry_f_2 == 'HMA slope filter' ? hma_up_f : entry_f_2 == 'MACD(fast) slope filter' ? macd_slope_up_f : entry_f_2 == 'MACD filter' ? macd_buy : entry_f_2 == 'RSI50 filter' ? rsi_f_buy_f : entry_f_2 == 'Fractals filter' ? fr_upx_f : entry_f_2 == 'SuperTrend filter' ? sup_buy_f : entry_f_2 == 'Parabolic SAR filter' ? psar_buy_f : entry_f_2 == 'SMA filter' ? sma_buy_f : entry_f_2 == 'ADX Threshold filter' ? adx_above_thres : entry_f_2 == 'DMI filter' ? long_e : entry_f_2 == 'Bar breakout 1 filter' ? bar_sig_1_buy_f : entry_f_2 == 'Bar breakout 2 filter' ? bar_sig_2_buy_f : entry_f_2 == 'Reverse fractal filter' ? rev_dn_fr_buy : entry_f_2 == 'ALMA slope filter' ? alma_slo_up_f : entry_f_2 == 'Price X Kumo filter' ? kumo_buy_f : entry_f_2 == 'Price X Kijun filter' ? kijun_buy_f : entry_f_2 == 'Kumo flip filter' ? kumo_flip_buy_f : entry_f_2 == 'Chikou X price filter' ? chikou_X_price_buy_f : entry_f_2 == 'Chikou X Kumo filter' ? chikou_X_kumo_buy_f : entry_f_2 == 'Price X Tenkan filter' ? price_X_tenkan_buy_f : entry_f_2 == 'Tenkan X Kumo filter' ? tenkan_X_kumo_buy_f : entry_f_2 == 'Tenkan X Kijun filter' ? tenkan_X_kijun_buy_f : entry_f_2 == 'B1/S1 sig' ? buy_strong_B1 : entry_f_2 == 'B2/S2 sig' ? buy_strong_B2 : true entry_filter_sig_sell_2 = entry_f_2 == '---' ? true : entry_f_2 == 'TRIX slope filter' ? not trix_slo_up_f : entry_f_2 == 'RSI Stochastic filter' ? kd_mom_dn_f : entry_f_2 == 'EMA1 x EMA2 filter' ? not ema_1x2_buy_f : entry_f_2 == 'HMA slope filter' ? not hma_up_f : entry_f_2 == 'MACD(fast) slope filter' ? not macd_slope_up_f : entry_f_2 == 'MACD filter' ? macd_sell : entry_f_2 == 'RSI50 filter' ? rsi_f_sell_f : entry_f_2 == 'Fractals filter' ? fr_dnx_f : entry_f_2 == 'SuperTrend filter' ? sup_sell_f : entry_f_2 == 'Parabolic SAR filter' ? psar_sell_f : entry_f_2 == 'SMA filter' ? sma_sell_f : entry_f_2 == 'ADX Threshold filter' ? adx_above_thres : entry_f_2 == 'DMI filter' ? long_e : entry_f_2 == 'Bar breakout 1 filter' ? bar_sig_1_sell_f : entry_f_2 == 'Bar breakout 2 filter' ? bar_sig_2_sell_f : entry_f_2 == 'Reverse fractal filter' ? rev_up_fr_sell : entry_f_2 == 'ALMA slope filter' ? not alma_slo_up_f : entry_f_2 == 'Price X Kumo filter' ? kumo_sell_f : entry_f_2 == 'Price X Kijun filter' ? kijun_sell_f : entry_f_2 == 'Kumo flip filter' ? kumo_flip_sell_f : entry_f_2 == 'Chikou X price filter' ? chikou_X_price_sell_f : entry_f_2 == 'Chikou X Kumo filter' ? chikou_X_kumo_sell_f : entry_f_2 == 'Price X Tenkan filter' ? price_X_tenkan_sell_f : entry_f_2 == 'Tenkan X Kumo filter' ? tenkan_X_kumo_sell_f : entry_f_2 == 'Tenkan X Kijun filter' ? tenkan_X_kijun_sell_f : entry_f_2 == 'B1/S1 sig' ? sell_strong_S1 : entry_f_2 == 'B2/S2 sig' ? sell_strong_S2 : true //entry buy filter 1 options entry_filter_buy_1 = htf_filt_opt_1 == 'Current' ? entry_filter_sig_buy_1[repaint == 'Allowed' ? 0 : 1] : f_secureSecurity(syminfo.tickerid, htf_filt_opt_1 == '5m' ? '5' : htf_filt_opt_1 == '10m' ? '10' : htf_filt_opt_1 == '15m' ? '15' : htf_filt_opt_1 == '30m' ? '30' : htf_filt_opt_1 == '1H' ? '60' : htf_filt_opt_1 == '2H' ? '120' : htf_filt_opt_1 == '3H' ? '180' : htf_filt_opt_1 == '4H' ? '240' : htf_filt_opt_1 == '6H' ? '360' : htf_filt_opt_1 == '12H' ? '720' : htf_filt_opt_1 == 'D' ? 'D' : htf_filt_opt_1 == '3D' ? '3D' : htf_filt_opt_1 == 'W' ? 'W' : htf_filt_opt_1 == 'M' ? 'M' : na, entry_filter_sig_buy_1) entry_filter_buy_11 = entry_f_1 == 'Segments filter (no tf filter)' ? segments_buy : entry_f_1 == 'IB/IS sig (no tf filter)' ? long_pic[repaint == 'Allowed' ? 0 : 1] : entry_f_1 == 'Fractals trend lines filter (no tf filter)' ? buy_up_line : true //entry sell filter 1 options entry_filter_sell_1 = htf_filt_opt_1 == 'Current' ? entry_filter_sig_sell_1[repaint == 'Allowed' ? 0 : 1] : f_secureSecurity(syminfo.tickerid, htf_filt_opt_1 == '5m' ? '5' : htf_filt_opt_1 == '10m' ? '10' : htf_filt_opt_1 == '15m' ? '15' : htf_filt_opt_1 == '30m' ? '30' : htf_filt_opt_1 == '1H' ? '60' : htf_filt_opt_1 == '2H' ? '120' : htf_filt_opt_1 == '3H' ? '180' : htf_filt_opt_1 == '4H' ? '240' : htf_filt_opt_1 == '6H' ? '360' : htf_filt_opt_1 == '12H' ? '720' : htf_filt_opt_1 == 'D' ? 'D' : htf_filt_opt_1 == '3D' ? '3D' : htf_filt_opt_1 == 'W' ? 'W' : htf_filt_opt_1 == 'M' ? 'M' : na, entry_filter_sig_sell_1) entry_filter_sell_11 = entry_f_1 == 'Segments filter (no tf filter)' ? segments_sell : entry_f_1 == 'IB/IS sig (no tf filter)' ? short_pic[repaint == 'Allowed' ? 0 : 1] : entry_f_1 == 'Fractals trend lines filter (no tf filter)' ? sell_dn_line : true //entry buy filter 2 options entry_filter_buy_2 = htf_filt_opt_2 == 'Current' ? entry_filter_sig_buy_2[repaint == 'Allowed' ? 0 : 1] : f_secureSecurity(syminfo.tickerid, htf_filt_opt_2 == '5m' ? '5' : htf_filt_opt_2 == '10m' ? '10' : htf_filt_opt_2 == '15m' ? '15' : htf_filt_opt_2 == '30m' ? '30' : htf_filt_opt_2 == '1H' ? '60' : htf_filt_opt_2 == '2H' ? '120' : htf_filt_opt_2 == '3H' ? '180' : htf_filt_opt_2 == '4H' ? '240' : htf_filt_opt_2 == '6H' ? '360' : htf_filt_opt_2 == '12H' ? '720' : htf_filt_opt_2 == 'D' ? 'D' : htf_filt_opt_2 == '3D' ? '3D' : htf_filt_opt_2 == 'W' ? 'W' : htf_filt_opt_2 == 'M' ? 'M' : na, entry_filter_sig_buy_2) entry_filter_buy_22 = entry_f_2 == 'Fractals trend lines filter (no tf filter)' ? buy_up_line : entry_f_2 == 'Segments filter (no tf filter)' ? segments_buy : entry_f_2 == 'IB/IS sig (no tf filter)' ? long_pic[repaint == 'Allowed' ? 0 : 1] : true //entry sell filter 2 options entry_filter_sell_2 = htf_filt_opt_2 == 'Current' ? entry_filter_sig_sell_2[repaint == 'Allowed' ? 0 : 1] : f_secureSecurity(syminfo.tickerid, htf_filt_opt_2 == '5m' ? '5' : htf_filt_opt_2 == '10m' ? '10' : htf_filt_opt_2 == '15m' ? '15' : htf_filt_opt_2 == '30m' ? '30' : htf_filt_opt_2 == '1H' ? '60' : htf_filt_opt_2 == '2H' ? '120' : htf_filt_opt_2 == '3H' ? '180' : htf_filt_opt_2 == '4H' ? '240' : htf_filt_opt_2 == '6H' ? '360' : htf_filt_opt_2 == '12H' ? '720' : htf_filt_opt_2 == 'D' ? 'D' : htf_filt_opt_2 == '3D' ? '3D' : htf_filt_opt_2 == 'W' ? 'W' : htf_filt_opt_2 == 'M' ? 'M' : na, entry_filter_sig_sell_2) entry_filter_sell_22 = entry_f_2 == 'Fractals trend lines filter (no tf filter)' ? sell_dn_line : entry_f_2 == 'Segments filter (no tf filter)' ? segments_sell : entry_f_2 == 'IB/IS sig (no tf filter)' ? short_pic[repaint == 'Allowed' ? 0 : 1] : true //-------------------------------------------------------------------- exit filters ----------------------------------------------------------------------- exit_filter_sig_buy_1 = exit_f_1 == '---' ? false : exit_f_1 == 'TRIX slope exit' ? trix_slo_up_x : exit_f_1 == 'RSI Stochastic exit' ? kd_mom_up_x : exit_f_1 == 'EMA1 x EMA2 exit' ? ema_1x2_buy_x : exit_f_1 == 'HMA slope exit' ? hma_up_x : exit_f_1 == 'Reverse bar exit' ? rev_bar_sig_buy : exit_f_1 == 'Reverse fractal exit' ? rev_dn_fr_buy : exit_f_1 == 'Bar breakout 2 exit' ? bar_sig_2_buy : exit_f_1 == 'MACD(fast) slope exit' ? macd_slope_up_x : exit_f_1 == 'MACD exit' ? macd_buy_x : exit_f_1 == 'RSI50 exit' ? rsi_f_buy_x : exit_f_1 == 'Fractals exit' ? fr_upx_x : exit_f_1 == 'SuperTrend exit' ? sup_buy_x : exit_f_1 == 'Parabolic SAR exit' ? psar_buy_x : exit_f_1 == 'SMA exit' ? sma_buy_x : exit_f_1 == 'ADX Threshold exit' ? adx_thres_f_x : exit_f_1 == 'Cloud exit' ? kumo_buy_x : exit_f_1 == 'Kijun exit' ? kijun_buy_x : false exit_filter_sig_sell_1 = exit_f_1 == '---' ? false : exit_f_1 == 'TRIX slope exit' ? trix_slo_dn_x : exit_f_1 == 'RSI Stochastic exit' ? kd_mom_dn_x : exit_f_1 == 'EMA1 x EMA2 exit' ? ema_1x2_sell_x : exit_f_1 == 'HMA slope exit' ? hma_dn_x : exit_f_1 == 'Reverse bar exit' ? rev_bar_sig_sell : exit_f_1 == 'Reverse fractal exit' ? rev_up_fr_sell : exit_f_1 == 'Bar breakout 2 exit' ? bar_sig_2_sell : exit_f_1 == 'MACD(fast) slope exit' ? macd_slope_dn_x : exit_f_1 == 'MACD exit' ? macd_sell_x : exit_f_1 == 'RSI50 exit' ? rsi_f_sell_x : exit_f_1 == 'Fractals exit' ? fr_dnx_x : exit_f_1 == 'SuperTrend exit' ? sup_sell_x : exit_f_1 == 'Parabolic SAR exit' ? psar_sell_x : exit_f_1 == 'SMA exit' ? sma_sell_x : exit_f_1 == 'ADX Threshold exit' ? adx_thres_f_x : exit_f_1 == 'Cloud exit' ? kumo_sell_x : exit_f_1 == 'Kijun exit' ? kijun_sell_x : false exit_filter_sig_buy_2 = exit_f_2 == '---' ? false : exit_f_2 == 'TRIX slope exit' ? trix_slo_up_x : exit_f_2 == 'RSI Stochastic exit' ? kd_mom_up_x : exit_f_2 == 'EMA1 x EMA2 exit' ? ema_1x2_buy_x : exit_f_2 == 'HMA slope exit' ? hma_up_x : exit_f_2 == 'Reverse bar exit' ? rev_bar_sig_buy : exit_f_2 == 'Reverse fractal exit' ? rev_dn_fr_buy : exit_f_2 == 'Bar breakout 2 exit' ? bar_sig_2_buy : exit_f_2 == 'MACD(fast) slope exit' ? macd_slope_up_x : exit_f_2 == 'MACD exit' ? macd_buy_x : exit_f_2 == 'RSI50 exit' ? rsi_f_buy_x : exit_f_2 == 'Fractals exit' ? fr_upx_x : exit_f_2 == 'SuperTrend exit' ? sup_buy_x : exit_f_2 == 'Parabolic SAR exit' ? psar_buy_x : exit_f_2 == 'SMA exit' ? sma_buy_x : exit_f_2 == 'ADX Threshold exit' ? adx_thres_f_x : exit_f_2 == 'Cloud exit' ? kumo_buy_x : exit_f_2 == 'Kijun exit' ? kijun_buy_x : false exit_filter_sig_sell_2 = exit_f_2 == '---' ? false : exit_f_2 == 'TRIX slope exit' ? trix_slo_dn_x : exit_f_2 == 'RSI Stochastic exit' ? kd_mom_dn_x : exit_f_2 == 'EMA1 x EMA2 exit' ? ema_1x2_sell_x : exit_f_2 == 'HMA slope exit' ? hma_dn_x : exit_f_2 == 'Reverse bar exit' ? rev_bar_sig_sell : exit_f_2 == 'Reverse fractal exit' ? rev_up_fr_sell : exit_f_2 == 'Bar breakout 2 exit' ? bar_sig_2_sell : exit_f_2 == 'MACD(fast) slope exit' ? macd_slope_dn_x : exit_f_2 == 'MACD exit' ? macd_sell_x : exit_f_2 == 'RSI50 exit' ? rsi_f_sell_x : exit_f_2 == 'Fractals exit' ? fr_dnx_x : exit_f_2 == 'SuperTrend exit' ? sup_sell_x : exit_f_2 == 'Parabolic SAR exit' ? psar_sell_x : exit_f_2 == 'SMA exit' ? sma_sell_x : exit_f_2 == 'ADX Threshold exit' ? adx_thres_f_x : exit_f_2 == 'Cloud exit' ? kumo_sell_x : exit_f_2 == 'Kijun exit' ? kijun_sell_x : false //short exit buy filter 1 options exit_filter_buy_1 = htf_exit_opt_1 == 'Current' ? exit_filter_sig_buy_1[repaint == 'Allowed' ? 0 : 1] : f_secureSecurity(syminfo.tickerid, htf_exit_opt_1 == '5m' ? '5' : htf_exit_opt_1 == '10m' ? '10' : htf_exit_opt_1 == '15m' ? '15' : htf_exit_opt_1 == '30m' ? '30' : htf_exit_opt_1 == '1H' ? '60' : htf_exit_opt_1 == '2H' ? '120' : htf_exit_opt_1 == '3H' ? '180' : htf_exit_opt_1 == '4H' ? '240' : htf_exit_opt_1 == '6H' ? '360' : htf_exit_opt_1 == '12H' ? '720' : htf_exit_opt_1 == 'D' ? 'D' : htf_exit_opt_1 == '3D' ? '3D' : htf_exit_opt_1 == 'W' ? 'W' : htf_exit_opt_1 == 'M' ? 'M' : na, exit_filter_sig_buy_1) exit_filter_sig_buy_11 = exit_f_1 == 'IB/IS exit (no tf filter)' ? long_pic_x[repaint == 'Allowed' ? 0 : 1] : false //long exit sell filter 1 options exit_filter_sell_1 = htf_exit_opt_1 == 'Current' ? exit_filter_sig_sell_1[repaint == 'Allowed' ? 0 : 1] : f_secureSecurity(syminfo.tickerid, htf_exit_opt_1 == '5m' ? '5' : htf_exit_opt_1 == '10m' ? '10' : htf_exit_opt_1 == '15m' ? '15' : htf_exit_opt_1 == '30m' ? '30' : htf_exit_opt_1 == '1H' ? '60' : htf_exit_opt_1 == '2H' ? '120' : htf_exit_opt_1 == '3H' ? '180' : htf_exit_opt_1 == '4H' ? '240' : htf_exit_opt_1 == '6H' ? '360' : htf_exit_opt_1 == '12H' ? '720' : htf_exit_opt_1 == 'D' ? 'D' : htf_exit_opt_1 == '3D' ? '3D' : htf_exit_opt_1 == 'W' ? 'W' : htf_exit_opt_1 == 'M' ? 'M' : na, exit_filter_sig_sell_1) exit_filter_sig_sell_11 = exit_f_1 == 'IB/IS exit (no tf filter)' ? short_pic_x[repaint == 'Allowed' ? 0 : 1] : false //short exit buy filter 2 options exit_filter_buy_2 = htf_exit_opt_2 == 'Current' ? exit_filter_sig_buy_2[repaint == 'Allowed' ? 0 : 1] : f_secureSecurity(syminfo.tickerid, htf_exit_opt_2 == '5m' ? '5' : htf_exit_opt_2 == '10m' ? '10' : htf_exit_opt_2 == '15m' ? '15' : htf_exit_opt_2 == '30m' ? '30' : htf_exit_opt_2 == '1H' ? '60' : htf_exit_opt_2 == '2H' ? '120' : htf_exit_opt_2 == '3H' ? '180' : htf_exit_opt_2 == '4H' ? '240' : htf_exit_opt_2 == '6H' ? '360' : htf_exit_opt_2 == '12H' ? '720' : htf_exit_opt_2 == 'D' ? 'D' : htf_exit_opt_2 == '3D' ? '3D' : htf_exit_opt_2 == 'W' ? 'W' : htf_exit_opt_2 == 'M' ? 'M' : na, exit_filter_sig_buy_2) exit_filter_sig_buy_22 = exit_f_2 == 'IB/IS exit (no tf filter)' ? long_pic_x[repaint == 'Allowed' ? 0 : 1] : false //long exit sell filter 2 options exit_filter_sell_2 = htf_exit_opt_2 == 'Current' ? exit_filter_sig_sell_2[repaint == 'Allowed' ? 0 : 1] : f_secureSecurity(syminfo.tickerid, htf_exit_opt_2 == '5m' ? '5' : htf_exit_opt_2 == '10m' ? '10' : htf_exit_opt_2 == '15m' ? '15' : htf_exit_opt_2 == '30m' ? '30' : htf_exit_opt_2 == '1H' ? '60' : htf_exit_opt_2 == '2H' ? '120' : htf_exit_opt_2 == '3H' ? '180' : htf_exit_opt_2 == '4H' ? '240' : htf_exit_opt_2 == '6H' ? '360' : htf_exit_opt_2 == '12H' ? '720' : htf_exit_opt_2 == 'D' ? 'D' : htf_exit_opt_2 == '3D' ? '3D' : htf_exit_opt_2 == 'W' ? 'W' : htf_exit_opt_2 == 'M' ? 'M' : na, exit_filter_sig_sell_2) exit_filter_sig_sell_22 = exit_f_2 == 'IB/IS exit (no tf filter)' ? short_pic_x[repaint == 'Allowed' ? 0 : 1] : false //---------------------------------------------------------------------- entry signals ------------------------------------------------------------------- entry_opt_sig_buy_1 = X_opt == '---' ? na : X_opt == 'TRIX slope sig' ? trix_buy_s : X_opt == 'EMA1 x EMA2 sig' ? ema_1x2_buy_s : X_opt == 'HMA slope sig' ? hma_up_e : X_opt == 'DMI ADX-slope sig' ? adx_up_c : X_opt == 'DMI ADX mod sig' ? long_1 : X_opt == 'DMI ADX classic sig' ? long_2 : X_opt == 'Pin bar sig' ? p_bar_buy : X_opt == 'Inside bar sig' ? i_bar_buy : X_opt == 'Outside bar sig' ? o_bar_buy : X_opt == 'Sandwich bar sig' ? s_bar_buy : X_opt == 'Bar breakout 1 sig' ? bar_sig_1_buy : X_opt == 'Bar breakout 2 sig' ? bar_sig_2_buy : X_opt == 'Higher-low/lower-high bar sig' ? hllh_buy : X_opt == 'Entry on every bar-open sig' ? open_buy : X_opt == 'SMA sig' ? sma_buy : X_opt == 'Fractals sig' ? fr_upx : X_opt == 'Reverse fractal sig' ? rev_dn_fr_buy : X_opt == 'MACD(fast) slope sig' ? macd_slope_up_e : X_opt == 'RSI50 sig' ? rsi_f_buy : X_opt == 'Parabolic SAR sig' ? psar_buy : X_opt == 'ALMA slope sig' ? alma_slo_up_e : X_opt == 'SuperTrend sig' ? sup_buy : X_opt == 'Price X Kijun sig' ? kijun_buy : X_opt == 'Price X Kumo sig' ? kumo_buy : X_opt == 'Kumo flip sig' ? kumo_flip_buy : X_opt == 'Chikou X price sig' ? chikou_X_price_buy : X_opt == 'Chikou X Kumo sig' ? chikou_X_kumo_buy : X_opt == 'Price X Tenkan sig' ? price_X_tenkan_buy : X_opt == 'Tenkan X Kumo sig' ? tenkan_X_kumo_buy : X_opt == 'Tenkan X Kijun sig' ? tenkan_X_kijun_buy : X_opt == 'B1/S1 sig' ? buy_strong_B1 : X_opt == 'B2/S2 sig' ? buy_strong_B2 : na entry_opt_sig_sell_1 = X_opt == '---' ? na : X_opt == 'TRIX slope sig' ? trix_sell_s : X_opt == 'EMA1 x EMA2 sig' ? ema_1x2_sell_s : X_opt == 'HMA slope sig' ? hma_dn_e : X_opt == 'DMI ADX-slope sig' ? adx_dn_c : X_opt == 'DMI ADX mod sig' ? short_1 : X_opt == 'DMI ADX classic sig' ? short_2 : X_opt == 'Pin bar sig' ? p_bar_sell : X_opt == 'Inside bar sig' ? i_bar_sell : X_opt == 'Outside bar sig' ? o_bar_sell : X_opt == 'Sandwich bar sig' ? s_bar_sell : X_opt == 'Bar breakout 1 sig' ? bar_sig_1_sell : X_opt == 'Bar breakout 2 sig' ? bar_sig_2_sell : X_opt == 'Higher-low/lower-high bar sig' ? hllh_sell : X_opt == 'Entry on every bar-open sig' ? open_sell : X_opt == 'SMA sig' ? sma_sell : X_opt == 'Fractals sig' ? fr_dnx : X_opt == 'Reverse fractal sig' ? rev_up_fr_sell : X_opt == 'MACD(fast) slope sig' ? macd_slope_dn_e : X_opt == 'RSI50 sig' ? rsi_f_sell : X_opt == 'Parabolic SAR sig' ? psar_sell : X_opt == 'ALMA slope sig' ? alma_slo_dn_e : X_opt == 'SuperTrend sig' ? sup_sell : X_opt == 'Price X Kijun sig' ? kijun_sell : X_opt == 'Price X Kumo sig' ? kumo_sell : X_opt == 'Kumo flip sig' ? kumo_flip_sell : X_opt == 'Chikou X price sig' ? chikou_X_price_sell : X_opt == 'Chikou X Kumo sig' ? chikou_X_kumo_sell : X_opt == 'Price X Tenkan sig' ? price_X_tenkan_sell : X_opt == 'Tenkan X Kumo sig' ? tenkan_X_kumo_sell : X_opt == 'Tenkan X Kijun sig' ? tenkan_X_kijun_sell : X_opt == 'B1/S1 sig' ? sell_strong_S1 : X_opt == 'B2/S2 sig' ? sell_strong_S2 : na entry_opt_sig_buy_2 = X_opt_2 == '---' ? na : X_opt_2 == 'TRIX slope sig' ? trix_buy_s : X_opt_2 == 'EMA1 x EMA2 sig' ? ema_1x2_buy_s : X_opt_2 == 'HMA slope sig' ? hma_up_e : X_opt_2 == 'DMI ADX-slope sig' ? adx_up_c : X_opt_2 == 'DMI ADX mod sig' ? long_1 : X_opt_2 == 'DMI ADX classic sig' ? long_2 : X_opt_2 == 'Pin bar sig' ? p_bar_buy : X_opt_2 == 'Inside bar sig' ? i_bar_buy : X_opt_2 == 'Outside bar sig' ? o_bar_buy : X_opt_2 == 'Sandwich bar sig' ? s_bar_buy : X_opt_2 == 'Bar breakout 1 sig' ? bar_sig_1_buy : X_opt_2 == 'Bar breakout 2 sig' ? bar_sig_2_buy : X_opt_2 == 'Higher-low/lower-high bar sig' ? hllh_buy : X_opt_2 == 'Entry on every bar-open sig' ? open_buy : X_opt_2 == 'SMA sig' ? sma_buy : X_opt_2 == 'Fractals sig' ? fr_upx : X_opt_2 == 'Reverse fractal sig' ? rev_dn_fr_buy : X_opt_2 == 'MACD(fast) slope sig' ? macd_slope_up_e : X_opt_2 == 'RSI50 sig' ? rsi_f_buy : X_opt_2 == 'Parabolic SAR sig' ? psar_buy : X_opt_2 == 'ALMA slope sig' ? alma_slo_up_e : X_opt_2 == 'SuperTrend sig' ? sup_buy : X_opt_2 == 'Price X Kijun sig' ? kijun_buy : X_opt_2 == 'Price X Kumo sig' ? kumo_buy : X_opt_2 == 'Kumo flip sig' ? kumo_flip_buy : X_opt_2 == 'Chikou X price sig' ? chikou_X_price_buy : X_opt_2 == 'Chikou X Kumo sig' ? chikou_X_kumo_buy : X_opt_2 == 'Price X Tenkan sig' ? price_X_tenkan_buy : X_opt_2 == 'Tenkan X Kumo sig' ? tenkan_X_kumo_buy : X_opt_2 == 'Tenkan X Kijun sig' ? tenkan_X_kijun_buy : X_opt_2 == 'B1/S1 sig' ? buy_strong_B1 : X_opt_2 == 'B2/S2 sig' ? buy_strong_B2 : na entry_opt_sig_sell_2 = X_opt_2 == '---' ? na : X_opt_2 == 'TRIX slope sig' ? trix_sell_s : X_opt_2 == 'EMA1 x EMA2 sig' ? ema_1x2_sell_s : X_opt_2 == 'HMA slope sig' ? hma_dn_e : X_opt_2 == 'DMI ADX-slope sig' ? adx_dn_c : X_opt_2 == 'DMI ADX mod sig' ? short_1 : X_opt_2 == 'DMI ADX classic sig' ? short_2 : X_opt_2 == 'Pin bar sig' ? p_bar_sell : X_opt_2 == 'Inside bar sig' ? i_bar_sell : X_opt_2 == 'Outside bar sig' ? o_bar_sell : X_opt_2 == 'Sandwich bar sig' ? s_bar_sell : X_opt_2 == 'Bar breakout 1 sig' ? bar_sig_1_sell : X_opt_2 == 'Bar breakout 2 sig' ? bar_sig_2_sell : X_opt_2 == 'Higher-low/lower-high bar sig' ? hllh_sell : X_opt_2 == 'Entry on every bar-open sig' ? open_sell : X_opt_2 == 'SMA sig' ? sma_sell : X_opt_2 == 'Fractals sig' ? fr_dnx : X_opt_2 == 'Reverse fractal sig' ? rev_up_fr_sell : X_opt_2 == 'MACD(fast) slope sig' ? macd_slope_dn_e : X_opt_2 == 'RSI50 sig' ? rsi_f_sell : X_opt_2 == 'Parabolic SAR sig' ? psar_sell : X_opt_2 == 'ALMA slope sig' ? alma_slo_dn_e : X_opt_2 == 'SuperTrend sig' ? sup_sell : X_opt_2 == 'Price X Kijun sig' ? kijun_sell : X_opt_2 == 'Price X Kumo sig' ? kumo_sell : X_opt_2 == 'Kumo flip sig' ? kumo_flip_sell : X_opt_2 == 'Chikou X price sig' ? chikou_X_price_sell : X_opt_2 == 'Chikou X Kumo sig' ? chikou_X_kumo_sell : X_opt_2 == 'Price X Tenkan sig' ? price_X_tenkan_sell : X_opt_2 == 'Tenkan X Kumo sig' ? tenkan_X_kumo_sell : X_opt_2 == 'Tenkan X Kijun sig' ? tenkan_X_kijun_sell : X_opt_2 == 'B1/S1 sig' ? sell_strong_S1 : X_opt_2 == 'B2/S2 sig' ? sell_strong_S2 : na // buy signal options 1 opt_sig_buy_1 = htf_entr_opt_1 == 'Current' ? entry_opt_sig_buy_1[repaint == 'Allowed' ? 0 : 1] : f_secureSecurity(syminfo.tickerid, htf_entr_opt_1 == '5m' ? '5' : htf_entr_opt_1 == '10m' ? '10' : htf_entr_opt_1 == '15m' ? '15' : htf_entr_opt_1 == '30m' ? '30' : htf_entr_opt_1 == '1H' ? '60' : htf_entr_opt_1 == '2H' ? '120' : htf_entr_opt_1 == '3H' ? '180' : htf_entr_opt_1 == '4H' ? '240' : htf_entr_opt_1 == '6H' ? '360' : htf_entr_opt_1 == '12H' ? '720' : htf_entr_opt_1 == 'D' ? 'D' : htf_entr_opt_1 == '3D' ? '3D' : htf_entr_opt_1 == 'W' ? 'W' : htf_entr_opt_1 == 'M' ? 'M' : na, entry_opt_sig_buy_1) opt_sig_buy_11 = X_opt == 'Grid - counter trend sig (no tf filter)' ? grid_ct_buy : X_opt == 'Grid - reentry sig (no tf filter)' ? grid_re_buy : X_opt == 'Fractals trend lines sig (no tf filter)' ? buy_up_line : X_opt == 'Segments sig (no tf filter)' ? segments_buy : X_opt == 'CB/CS sig (no tf filter)' ? long_c[repaint == 'Allowed' ? 0 : 1] : X_opt == 'IB/IS sig (no tf filter)' ? long_pic[repaint == 'Allowed' ? 0 : 1] : na // sell signal options 1 opt_sig_sell_1 = htf_entr_opt_1 == 'Current' ? entry_opt_sig_sell_1[repaint == 'Allowed' ? 0 : 1] : f_secureSecurity(syminfo.tickerid, htf_entr_opt_1 == '5m' ? '5' : htf_entr_opt_1 == '10m' ? '10' : htf_entr_opt_1 == '15m' ? '15' : htf_entr_opt_1 == '30m' ? '30' : htf_entr_opt_1 == '1H' ? '60' : htf_entr_opt_1 == '2H' ? '120' : htf_entr_opt_1 == '3H' ? '180' : htf_entr_opt_1 == '4H' ? '240' : htf_entr_opt_1 == '6H' ? '360' : htf_entr_opt_1 == '12H' ? '720' : htf_entr_opt_1 == 'D' ? 'D' : htf_entr_opt_1 == '3D' ? '3D' : htf_entr_opt_1 == 'W' ? 'W' : htf_entr_opt_1 == 'M' ? 'M' : na, entry_opt_sig_sell_1) opt_sig_sell_11 = X_opt == 'Grid - counter trend sig (no tf filter)' ? grid_ct_sell : X_opt == 'Grid - reentry sig (no tf filter)' ? grid_re_sell : X_opt == 'Fractals trend lines sig (no tf filter)' ? sell_dn_line : X_opt == 'Segments sig (no tf filter)' ? segments_sell : X_opt == 'CB/CS sig (no tf filter)' ? short_c[repaint == 'Allowed' ? 0 : 1] : X_opt == 'IB/IS sig (no tf filter)' ? short_pic[repaint == 'Allowed' ? 0 : 1] : na // buy signal options 2 opt_sig_buy_2 = htf_entr_opt_2 == 'Current' ? entry_opt_sig_buy_2[repaint == 'Allowed' ? 0 : 1] : f_secureSecurity(syminfo.tickerid, htf_entr_opt_2 == '5m' ? '5' : htf_entr_opt_2 == '10m' ? '10' : htf_entr_opt_2 == '15m' ? '15' : htf_entr_opt_2 == '30m' ? '30' : htf_entr_opt_2 == '1H' ? '60' : htf_entr_opt_2 == '2H' ? '120' : htf_entr_opt_2 == '3H' ? '180' : htf_entr_opt_2 == '4H' ? '240' : htf_entr_opt_2 == '6H' ? '360' : htf_entr_opt_2 == '12H' ? '720' : htf_entr_opt_2 == 'D' ? 'D' : htf_entr_opt_2 == '3D' ? '3D' : htf_entr_opt_2 == 'W' ? 'W' : htf_entr_opt_2 == 'M' ? 'M' : na, entry_opt_sig_buy_2) opt_sig_buy_22 = X_opt_2 == 'Grid - counter trend sig (no tf filter)' ? grid_ct_buy : X_opt_2 == 'Grid - reentry sig (no tf filter)' ? grid_re_buy : X_opt_2 == 'Fractals trend lines sig (no tf filter)' ? buy_up_line : X_opt_2 == 'Segments sig (no tf filter)' ? segments_buy : X_opt_2 == 'CB/CS sig (no pyr, no tf filter)' ? long_c[repaint == 'Allowed' ? 0 : 1] : X_opt_2 == 'IB/IS sig (no pyr, no tf filter)' ? long_pic[repaint == 'Allowed' ? 0 : 1] : na // sell signal options 2 opt_sig_sell_2 = htf_entr_opt_2 == 'Current' ? entry_opt_sig_sell_2[repaint == 'Allowed' ? 0 : 1] : f_secureSecurity(syminfo.tickerid, htf_entr_opt_2 == '5m' ? '5' : htf_entr_opt_2 == '10m' ? '10' : htf_entr_opt_2 == '15m' ? '15' : htf_entr_opt_2 == '30m' ? '30' : htf_entr_opt_2 == '1H' ? '60' : htf_entr_opt_2 == '2H' ? '120' : htf_entr_opt_2 == '3H' ? '180' : htf_entr_opt_2 == '4H' ? '240' : htf_entr_opt_2 == '6H' ? '360' : htf_entr_opt_2 == '12H' ? '720' : htf_entr_opt_2 == 'D' ? 'D' : htf_entr_opt_2 == '3D' ? '3D' : htf_entr_opt_2 == 'W' ? 'W' : htf_entr_opt_2 == 'M' ? 'M' : na, entry_opt_sig_sell_2) opt_sig_sell_22 = X_opt_2 == 'Grid - counter trend sig (no tf filter)' ? grid_ct_sell : X_opt_2 == 'Grid - reentry sig (no tf filter)' ? grid_re_sell : X_opt_2 == 'Fractals trend lines sig (no tf filter)' ? sell_dn_line : X_opt_2 == 'Segments sig (no tf filter)' ? segments_sell : X_opt_2 == 'CB/CS sig (no tf filter)' ? short_c[repaint == 'Allowed' ? 0 : 1] : X_opt_2 == 'IB/IS sig (no tf filter)' ? short_pic[repaint == 'Allowed' ? 0 : 1] : na //---------------------------------------------------- Take profit, stop loss and trailing price -------------------------------------------------------- //take profit of average position price atr_sec = request.security(syminfo.tickerid, atr_tf, ta.atr(atr_l)) atr_calc = atr_sec * atr_fact tp_step = 0. tp_step := nz(high > tp_step[1] + atr_calc or low < tp_step[1] - atr_calc ? close : tp_step[1]) tp_step_l = tp_step > tp_step[1] tp_step_s = tp_step < tp_step[1] av_profit_l = close - strategy.position_avg_price > atr_calc and tp_step_l av_profit_s = strategy.position_avg_price - close > atr_calc and tp_step_s //stop loss of average position price atr_sec_l = request.security(syminfo.tickerid, atr_tf_l, ta.atr(atr_l_l)) atr_calc_l = atr_sec_l * atr_fact_l sl_step = 0. sl_step := nz(high > sl_step[1] + atr_calc_l or low < sl_step[1] - atr_calc_l ? close : sl_step[1]) sl_step_l = sl_step < sl_step[1] sl_step_s = sl_step > sl_step[1] sl_t_l = strategy.position_avg_price - close > atr_calc_l and sl_step_l sl_t_s = close - strategy.position_avg_price > atr_calc_l and sl_step_s //average position price line plot(plot_avg_price ? strategy.position_avg_price : na, linewidth=1, color=color.new(color.blue, 30), title='position_avg_price') //---------------------------------------------------------------- strategy entry / exit ----------------------------------------------------------------- long = entry_type != 'Short' // long or both short = entry_type != 'Long' // short or both both = entry_type == 'Both' // both //exit filter exit_long_1 = exit_filter_sell_1 or exit_filter_sell_2 or exit_filter_sig_sell_11 or exit_filter_sig_sell_22 exit_short_1 = exit_filter_buy_1 or exit_filter_buy_2 or exit_filter_sig_buy_11 or exit_filter_sig_buy_22 //opposite signal as exit signal exit_long_2 = opt_sig_sell_1 or opt_sig_sell_2 or opt_sig_sell_11 or opt_sig_sell_22 exit_short_2 = opt_sig_buy_1 or opt_sig_buy_2 or opt_sig_buy_11 or opt_sig_buy_22 //long entry conditions for the 1st and the 2nd entry signal entry_long_1 = (opt_sig_buy_11 or opt_sig_buy_1) and entry_filter_buy_1 and entry_filter_buy_2 and entry_filter_buy_11 and entry_filter_buy_22 and not exit_long_1 entry_long_2 = (opt_sig_buy_22 or opt_sig_buy_2) and entry_filter_buy_1 and entry_filter_buy_2 and entry_filter_buy_11 and entry_filter_buy_22 and not exit_long_1 //short entry conditions for the 1st and the 2nd entry signal entry_short_1 = (opt_sig_sell_11 or opt_sig_sell_1) and entry_filter_sell_1 and entry_filter_sell_2 and entry_filter_sell_11 and entry_filter_sell_22 and not exit_short_1 entry_short_2 = (opt_sig_sell_22 or opt_sig_sell_2) and entry_filter_sell_1 and entry_filter_sell_2 and entry_filter_sell_11 and entry_filter_sell_22 and not exit_short_1 if backtest_period() if long if entry_long_1 strategy.entry('os_b', strategy.long) // 1st entry signal if one_side_pyr and entry_long_2 strategy.entry('os_b', strategy.long) // 2nd entry signal when in pyramiding mode if not both and not one_side_pyr ? exit_long_2 : exit_long_1 strategy.close('os_b') // opposite signal or exit-filter signal exit if not both and one_side_pyr ? exit_long_1 and not exit_long_1[1] : na strategy.close('os_b') // exit-filter exit if av_tp_en and av_profit_l strategy.close('os_b', qty_percent= av_tp_qty) // average take profit if sl_en and sl_t_l strategy.close('os_b', qty_percent= av_sl_qty) // average stop loss if short if entry_short_1 strategy.entry('os_s', strategy.short) if one_side_pyr and entry_short_2 strategy.entry('os_s', strategy.short) if not both and not one_side_pyr ? exit_short_2 : exit_short_1 strategy.close('os_s') if not both and one_side_pyr ? exit_short_1 and not exit_short_1[1] : na strategy.close('os_s') if av_tp_en and av_profit_s strategy.close('os_s', qty_percent= av_tp_qty) if sl_en and sl_t_s strategy.close('os_s', qty_percent= av_sl_qty) //alert messages - same conditions like strategy....() - live trading if long and entry_long_1 or long and (one_side_pyr ? entry_long_2 : na) alert(message= 'BybitAPI(BTCUSD) { continue(if=positionShort); market(position= 0); } BybitAPI(BTCUSD) { wait(0.5s); market(side=buy, amount=' + str.tostring(lot_size) + '); } \n #bot', freq= alert.freq_once_per_bar) if short and entry_short_1 or short and (one_side_pyr ? entry_short_2 : na) alert(message= 'BybitAPI(BTCUSD) { continue(if=positionLong); market(position= 0); } BybitAPI(BTCUSD) { wait(0.5s); market(side=sell, amount=' + str.tostring(lot_size) + '); } \n #bot', freq= alert.freq_once_per_bar) if long and (not both and not one_side_pyr ? exit_long_2 : exit_long_1) or long and (not both and one_side_pyr ? exit_long_1 and not exit_long_1[1] : na) or short and (not both and not one_side_pyr ? exit_short_2 : exit_short_1) or short and (not both and one_side_pyr ? exit_short_1 and not exit_short_1[1] : na) alert(message= 'BybitAPI(BTCUSD) { market(position= 0 %p); } \n #bot', freq= alert.freq_once_per_bar) var float av_tp_qty_var = 100 - av_tp_qty // calc because of alertatron syntax string var float av_sl_qty_var = 100 - av_sl_qty if long and (av_tp_en ? av_profit_l : na) or short and (av_tp_en ? av_profit_s : na) alert(message= 'BybitAPI(BTCUSD) { market(position=' + str.tostring(av_tp_qty_var) + '%p); } \n #bot', freq= alert.freq_once_per_bar) if long and (sl_en ? sl_t_l : na) or short and (sl_en ? sl_t_s : na) alert(message= 'BybitAPI(BTCUSD) { market(position=' + str.tostring(av_sl_qty_var) + '%p); } \n #bot', freq= alert.freq_once_per_bar)

EMA_cumulativeVolume_crossover[Strategy]

https://www.tradingview.com/script/Xwlq5xrB-EMA-cumulativeVolume-crossover-Strategy/

mohanee

https://www.tradingview.com/u/mohanee/

strategy

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("EMA_cumulativeVolume_crossover[Strategy]", overlay=true, pyramiding=1, default_qty_type=strategy.percent_of_equity, default_qty_value=20, initial_capital=10000) emaLength= input(50, title="EMA Length", minval=1, maxval=200) cumulativePeriod = input(100, title="cumulative volume Period", minval=1, maxval=200) riskCapital = input(title="Risk % of capital", defval=10, minval=1) stopLoss=input(8,title="Stop Loss",minval=1) takePartialProfits=input(false, title="take partial profits (percentage same as stop loss)") tradeDirection=input(title="Trade Direction", defval="LONG", options=["LONG", "SHORT"]) avgPrice = (high + low + close) / 3 avgPriceVolume = avgPrice * volume cumulPriceVolume = sum(avgPriceVolume, cumulativePeriod) cumulVolume = sum(volume, cumulativePeriod) vwapValue = cumulPriceVolume / cumulVolume emaVal=ema(close, emaLength) plot(emaVal, title="EMA", color=color.green, transp=25) plot(vwapValue, title="Cumulate Volumne / VWAP", color=color.orange, linewidth=2, transp=25) bgcolor(emaVal>vwapValue?color.blue:color.purple) //Entry-- //Echeck how many units can be purchased based on risk manage ment and stop loss qty1 = (strategy.equity * riskCapital / 100 ) / (close*stopLoss/100) //check if cash is sufficient to buy qty1 , if capital not available use the available capital only qty1:= (qty1 * close >= strategy.equity ) ? (strategy.equity / close) : qty1 strategy.entry(id="LE",comment="LE", long=true, qty=qty1, when=crossover(emaVal, vwapValue) and (tradeDirection=="LONG") ) //emaVal>vwapValue and crossover(close , emaVal) //stoploss stopLossVal= strategy.position_size>=1 ? (strategy.position_avg_price * (1-(stopLoss*0.01) )) : 0.00 //draw initil stop loss plot(strategy.position_size>=1 ? stopLossVal : na, color = color.purple , style=plot.style_linebr, linewidth = 2, title = "stop loss") //partial exits takeProfit= strategy.position_size>=1 ? (strategy.position_avg_price * (1+(stopLoss*0.01) )) : ( close[1] * 2 ) if(takePartialProfits==true) strategy.close(id="LE", comment="Partial"+tostring(close-strategy.position_avg_price, "###.##") , qty=strategy.position_size/3 , when = (tradeDirection=="LONG" ) and close>takeProfit and crossunder(close, emaVal) ) //close<close[1] and close[1]<close[2] and close[2]<close[3]) strategy.close(id="LE" , comment="LE Exit Points="+tostring(close-strategy.position_avg_price, "###.##"), when=crossunder(emaVal, vwapValue) and (tradeDirection=="LONG") ) strategy.close(id="LE" , comment="SL Exit Loss="+tostring(close-strategy.position_avg_price, "###.##"), when= close < stopLossVal and (tradeDirection=="LONG") ) //for short you dont have to wait crossodown of ema, falling is speed , so just check if close crossing down vwapVal strategy.entry(id="SE",comment="SE", long=false, qty=qty1, when=(close<vwapValue and close<open and close[1] < vwapValue and close[1]<open[1] and close<close[1]) and emaVal>=vwapValue and (tradeDirection=="SHORT") ) //emaVal>vwapValue and crossover(close , emaVal) //stoploss stopLossValUpside= abs(strategy.position_size)>=1 and tradeDirection=="SHORT" ? (strategy.position_avg_price * (1+(stopLoss*0.01) )) : 0.00 //draw initil stop loss plot(abs(strategy.position_size)>=1 and tradeDirection=="SHORT" ? stopLossValUpside : na, color = color.purple , style=plot.style_linebr, linewidth = 2, title = "stop loss") //partial exits shortTakeProfit= abs(strategy.position_size)>=1 and tradeDirection=="SHORT" ? (strategy.position_avg_price * (1-(stopLoss*0.01) )) : 0.00 if(takePartialProfits==true) strategy.close(id="SE", comment="Partial" , qty=strategy.position_size/3 , when = (tradeDirection=="SHORT" ) and close<shortTakeProfit ) //close<takeProfit and (emaVal - close)>8 ) //strategy.close(id="SE" , comment="SE Exit Points="+tostring(close-strategy.position_avg_price, "###.##"), when=crossover(emaVal, vwapValue) and (tradeDirection=="SHORT") ) strategy.close(id="SE" , comment="SE Exit Points="+tostring(close-strategy.position_avg_price, "###.##"), when= abs(strategy.position_size)>=1 and ( (emaVal<vwapValue and close>vwapValue and open>vwapValue and close>open ) or (crossover(emaVal,vwapValue)) ) and (tradeDirection=="SHORT") ) strategy.close(id="SE" , comment="SL Exit Loss="+tostring(close-strategy.position_avg_price, "###.##"), when= abs(strategy.position_size)>=1 and close > stopLossValUpside and (tradeDirection=="SHORT" ) )

Price action strategy FOREX with amazing results

https://www.tradingview.com/script/66n9XaEf-Price-action-strategy-FOREX-with-amazing-results/

SoftKill21

https://www.tradingview.com/u/SoftKill21/

strategy

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("CLOSE HIGH T3",overlay=true) fromDay = input(defval = 1, title = "From Day", minval = 1, maxval = 31) fromMonth = input(defval = 1, title = "From Month", minval = 1, maxval = 12) fromYear = input(defval = 2000, title = "From Year", minval = 1970) //monday and session // To Date Inputs toDay = input(defval = 31, title = "To Day", minval = 1, maxval = 31) toMonth = input(defval = 12, title = "To Month", minval = 1, maxval = 12) toYear = input(defval = 2020, title = "To Year", minval = 1970) startDate = timestamp(fromYear, fromMonth, fromDay, 00, 00) finishDate = timestamp(toYear, toMonth, toDay, 00, 00) time_cond = time >= startDate and time <= finishDate timeinrange(res, sess) => time(res, sess) != 0 Length = input(9, minval=1) xPrice = close xe1 = ema(xPrice, Length) xe2 = ema(xe1, Length) xe3 = ema(xe2, Length) xe4 = ema(xe3, Length) xe5 = ema(xe4, Length) xe6 = ema(xe5, Length) b = 0.7 c1 = -b*b*b c2 = 3*b*b+3*b*b*b c3 = -6*b*b-3*b-3*b*b*b c4 = 1+3*b+b*b*b+3*b*b nT3Average = c1 * xe6 + c2 * xe5 + c3 * xe4 + c4 * xe3 plot(nT3Average, color=color.blue, title="T3") myspecifictradingtimes = input('1000-1900', type=input.session, title="My Defined Hours") //myspecifictradingtimes2 = input('1000-1900', type=input.session, title="My Defined Hours") exittime = input('2100-2115', type=input.session, title="exit time") optionmacd=true entrytime = time(timeframe.period, myspecifictradingtimes) != 0 exiton = time(timeframe.period, exittime) != 0 //entrytime2 = time(timeframe.period, myspecifictradingtimes2) != 0 // long =time_cond and (entrytime or entrytime2) and close > high[1] and close > nT3Average // short =time_cond and (entrytime or entrytime2) and close < low[1] and close < nT3Average long =time_cond and (entrytime ) and close > high[1] and close > nT3Average short =time_cond and (entrytime) and close < low[1] and close < nT3Average tp = input(0.01) sl = input(0.01) modified=input(true) inverse=input(true) exit = input(false) if(modified) if(not exiton) if(inverse) strategy.entry("long",1,when=short) strategy.entry("short",0,when=long) /// strategy.exit("xlong","long",profit=200, loss=200) // strategy.exit("xshort","short",profit=200, loss=200) if(inverse==false) strategy.entry("long",1,when=long) strategy.entry("short",0,when=short) if(exit) // strategy.close("long", when = crossover(close,nT3Average)) // strategy.close("short", when = crossunder(close,nT3Average)) strategy.exit("closelong", "long" , profit = close * tp / syminfo.mintick, loss = close * sl / syminfo.mintick, alert_message = "closelong") strategy.exit("closeshort", "short" , profit = close * tp / syminfo.mintick, loss = close * sl / syminfo.mintick, alert_message = "closeshort") if(modified==false) if(inverse) strategy.entry("long",1,when=short) strategy.entry("short",0,when=long) /// strategy.exit("xlong","long",profit=200, loss=200) // strategy.exit("xshort","short",profit=200, loss=200) if(inverse==false) strategy.entry("long",1,when=long) strategy.entry("short",0,when=short) // if(exit) // // strategy.close("long", when = crossover(close,nT3Average)) // // strategy.close("short", when = crossunder(close,nT3Average)) strategy.exit("closelong", "long" , loss = close * sl / syminfo.mintick, alert_message = "closelong") strategy.exit("closeshort", "short" , loss = close * sl / syminfo.mintick, alert_message = "closeshort") //strategy.close_all(when =exiton ) //gbpnzd 10-20 //gbpcad 10-19 //gbpaud 07-19 //euruad 10-19 / 16-20 //eurnzd 08-21 / 10-20 //eurchf 08-20 //gbpchf 06-18 // 18-19settings entry gbp aud, gbpcad gbpnzd ??? 1 entry only big spread //test

MACD 50x Leveraged Short Strategy with Real Equity

https://www.tradingview.com/script/PAdPhuKR-MACD-50x-Leveraged-Short-Strategy-with-Real-Equity/

Noldo

https://www.tradingview.com/u/Noldo/

strategy

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 strategy(title="MACD SHORT STRATEGY REAL EQUITY WITH 50X LEVERAGE",shorttitle = "MACD SHORT 50X REAL EQUITY", overlay=true, initial_capital=100, linktoseries = false, default_qty_type=strategy.cash, default_qty_value=1, commission_type=strategy.commission.percent, commission_value=0.0, calc_on_order_fills = false, calc_on_every_tick = true, max_bars_back = 5000, pyramiding = 0, precision = 3) // Variables src = close fromyear = input(2016, defval = 2009, minval = 2000, maxval = 2100, title = "From Year") toyear = input(2100, defval = 2100, minval = 1900, maxval = 2100, title = "To Year") frommonth = input(04, defval = 04, 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") term = (time > timestamp(fromyear, frommonth, fromday, 00, 00) and time < timestamp(toyear, tomonth, today, 23, 59)) // STRATEGY COMPONENTS // SL values // STOP VALUE ==> //The 50x leverage explodes at just 2% above the current entry price and the current position size melts. //2% below the entry price is determined as the liquidation point so that the transaction is guaranteed. stop_value = valuewhen(strategy.position_size != 0 and strategy.position_size[1] == 0,strategy.position_avg_price * 1.02 , 0) // // LEVERAGE ==> 50X leverage = 50 // POSITION SIZE ==> %1 (0.01) possize = 1 // MACD fastLength = input(12) slowlength = input(26) MACDLength = input(9) MACD = ema(close, fastLength) - ema(close, slowlength) aMACD = ema(MACD, MACDLength) delta = MACD - aMACD // STRATEGY if (crossunder(delta, 0) and term) strategy.entry("MacdSE",strategy.short,qty = possize) if (crossover(delta, 0) and term) strategy.close("MacdSE", true, comment="CLOSE") if(high >= stop_value and delta < 0 and term ) strategy.close("MacdSE",true) if time > timestamp(toyear, tomonth, today, 23, 59) strategy.close_all() // REAL LEVERAGE SIMULATION --- _longmovement = strategy.position_size != 0 and strategy.position_size[1] == 0 _exitmovement = strategy.position_size[1] != 0 and strategy.position_size == 0 // MODE : Indicating a situation for winners and losers, just like in the martingale system, to know if the strategy is losing or gaining. float mode = na mode := change(strategy.wintrades) > 0 ? 1 : change(strategy.losstrades) > 0 ? -1 : nz(mode[1], 1) float capital = 0.00 chg = change(strategy.position_size) _b = valuewhen(_longmovement,strategy.position_avg_price,0) _s = valuewhen(_exitmovement,open,0) pips = ((_s - _b) / _b) * 100 //If we are in profit, how much will this affect all of our capital with leverage? //If we are already at a loss, all of our position size will be gone. // Now let's put this into expression : capital := _longmovement ? nz(capital[1], 0) + chg : _exitmovement and mode == 1 ? (capital[1] + chg) + ((-chg * leverage * pips)/100) : _exitmovement and mode != 1 ? capital[1] : capital[1] // NET CAPITAL capita = 100 + capital float netcapital = na netcapital := netcapital[1] <= 0 ? 0 : capita // Now, if we are ready, it's time to see the facts: //If we had made a strategy using 1% position size and 50x leverage, that is, our entry point would be less than 2% liquidation point, the change in our capital would be in the form of a blue-colored area. //The result are still not good. // The first moment we switch to - is the moment we run out of cash and the game is over. // NOTE: It is recommended to use as chart bottom indicator. plot(netcapital , color = color.teal , linewidth = 2)

HTF High/Low Repaint Strategy

https://www.tradingview.com/script/5FvIVVS2-HTF-High-Low-Repaint-Strategy/

Trendoscope

https://www.tradingview.com/u/Trendoscope/

strategy

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/ // © HeWhoMustNotBeNamed //@version=4 strategy("HTF High/Low Repaint Strategy", overlay=true, initial_capital = 20000, default_qty_type = strategy.percent_of_equity, default_qty_value = 100, commission_type = strategy.commission.percent, pyramiding = 1, commission_value = 0.01) i_startTime = input(defval = timestamp("01 Jan 2010 00:00 +0000"), title = "Start Time", type = input.time) i_endTime = input(defval = timestamp("01 Jan 2099 00:00 +0000"), title = "End Time", type = input.time) inDateRange = time >= i_startTime and time <= i_endTime resolution = input("3M", type=input.resolution) HTFMultiplier = input(22, minval=1, step=1) offset = input(0, minval=0, step=1) lookahead = input(true) gaps = false f_secureSecurity_on_on(_symbol, _res, _src, _offset) => security(_symbol, _res, _src[_offset], lookahead = barmerge.lookahead_on, gaps=barmerge.gaps_on) f_secureSecurity_on_off(_symbol, _res, _src, _offset) => security(_symbol, _res, _src[_offset], lookahead = barmerge.lookahead_on, gaps=barmerge.gaps_off) f_secureSecurity_off_on(_symbol, _res, _src, _offset) => security(_symbol, _res, _src[_offset], lookahead = barmerge.lookahead_off, gaps=barmerge.gaps_on) f_secureSecurity_off_off(_symbol, _res, _src, _offset) => security(_symbol, _res, _src[_offset], lookahead = barmerge.lookahead_off, gaps=barmerge.gaps_off) f_multiple_resolution(HTFMultiplier) => target_Res_In_Min = timeframe.multiplier * HTFMultiplier * ( timeframe.isseconds ? 1. / 60. : timeframe.isminutes ? 1. : timeframe.isdaily ? 1440. : timeframe.isweekly ? 7. * 24. * 60. : timeframe.ismonthly ? 30.417 * 24. * 60. : na) target_Res_In_Min <= 0.0417 ? "1S" : target_Res_In_Min <= 0.167 ? "5S" : target_Res_In_Min <= 0.376 ? "15S" : target_Res_In_Min <= 0.751 ? "30S" : target_Res_In_Min <= 1440 ? tostring(round(target_Res_In_Min)) : tostring(round(min(target_Res_In_Min / 1440, 365))) + "D" f_get_htfHighLow(resolution, HTFMultiplier, lookahead, gaps, offset)=> derivedResolution = resolution == ""?f_multiple_resolution(HTFMultiplier):resolution nhigh_on_on = f_secureSecurity_on_on(syminfo.tickerid, derivedResolution, high, offset) nlow_on_on = f_secureSecurity_on_on(syminfo.tickerid, derivedResolution, low, offset) nhigh_on_off = f_secureSecurity_on_off(syminfo.tickerid, derivedResolution, high, offset) nlow_on_off = f_secureSecurity_on_off(syminfo.tickerid, derivedResolution, low, offset) nhigh_off_on = f_secureSecurity_off_on(syminfo.tickerid, derivedResolution, high, offset) nlow_off_on = f_secureSecurity_off_on(syminfo.tickerid, derivedResolution, low, offset) nhigh_off_off = f_secureSecurity_off_off(syminfo.tickerid, derivedResolution, high, offset) nlow_off_off = f_secureSecurity_off_off(syminfo.tickerid, derivedResolution, low, offset) nhigh = lookahead and gaps ? nhigh_on_on : lookahead and not gaps ? nhigh_on_off : not lookahead and gaps ? nhigh_off_on : not lookahead and not gaps ? nhigh_off_off : na nlow = lookahead and gaps ? nlow_on_on : lookahead and not gaps ? nlow_on_off : not lookahead and gaps ? nlow_off_on : not lookahead and not gaps ? nlow_off_off : na [nhigh, nlow] [nhigh, nlow] = f_get_htfHighLow(resolution, HTFMultiplier, lookahead, gaps, offset) [nhighlast, nlowlast] = f_get_htfHighLow(resolution, HTFMultiplier, lookahead, gaps, offset+1) plot(nhigh , title="HTF High",style=plot.style_circles, color=color.green, linewidth=1) plot(nlow , title="HTF Low",style=plot.style_circles, color=color.red, linewidth=1) buyCondition = nhigh > nhighlast and nlow > nlowlast sellCondition = nhigh < nhighlast and nlow < nlowlast strategy.entry("Buy", strategy.long, when= buyCondition and inDateRange, oca_name="oca_buy", oca_type=strategy.oca.cancel) strategy.entry("Sell", strategy.short, when= sellCondition and inDateRange, oca_name="oca_sell", oca_type=strategy.oca.cancel)

Double EMA CROSS

https://www.tradingview.com/script/mVplGpsd-Double-EMA-CROSS/

EmreErturk_

https://www.tradingview.com/u/EmreErturk_/

strategy

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/ // Double EMA CROSS By © EmreE (Emre Ertürk) Also thx for KivancOzbilgic color based bars //@version=4 strategy(title="Double EMA CROSS", shorttitle="DEC", overlay=true) matype = input("ema") hidema = input(false) sourcetype = input(close, title="Source Type") source=close // STEP 1: // Configure backtest start date with inputs startDate = input(title="Start Date", type=input.integer, defval=1, minval=1, maxval=231) startMonth = input(title="Start Month", type=input.integer, defval=1, minval=1, maxval=12) startYear = input(title="Start Year", type=input.integer, defval=2020, minval=1800, maxval=2100) // STEP 2: // See if this bar's time happened on/after start date afterStartDate = (time >= timestamp(syminfo.timezone, startYear, startMonth, startDate, 0, 0)) fast = input(25, title="Fast") slow = input(75, title="Slow") matype1=ema(source, fast) matype2=ema(source, slow) signalcolor = source > matype2 ? color.blue : color.red signal = cross(fast, slow) hizliema=plot(hidema ? na : matype1, color=color.green, linewidth=2,transp=0, title="Fast EMA") yavasema=plot(hidema ? na : matype2, color=color.red, linewidth=2,transp=0, title="Slow EMA") //kesisme=plot(signal, style=cross, color=signalcolor, linewidth=5, title="Kesişme") longCondition = crossover(matype1, matype2) if (afterStartDate and longCondition) strategy.entry("Long", strategy.long) shortCondition = crossunder(matype1, matype2) if (afterStartDate and shortCondition) strategy.entry("Short", strategy.short) //-------------------------------------------------------- //volume based color bars length=input(21, "length", minval=1) avrg=sma(volume,length) vold1 = volume > avrg*1.5 and close<open vold2 = volume >= avrg*0.5 and volume<=avrg*1.5 and close<open vold3 = volume < avrg *0.5 and close<open volu1 = volume > avrg*1.5 and close>open volu2 = volume >= avrg*0.5 and volume<=avrg*1.5 and close>open volu3 = volume< avrg*0.5 and close>open cold1=#800000 cold2=#FF0000 cold3=color.orange colu1=#006400 colu2=color.lime colu3=#7FFFD4 ac = vold1 ? cold1 : vold2 ? cold2 : vold3 ? cold3 : volu1 ? colu1 : volu2 ? colu2 : volu3 ? colu3 : na barcolor(ac)

Buy-and-hold strategy stats

https://www.tradingview.com/script/ZfPn3wG2-Buy-and-hold-strategy-stats/

TradersForecast

https://www.tradingview.com/u/TradersForecast/

strategy

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/ // © TradersForecast //@version=4 strategy("Buy-and-hold strategy stats", overlay=true, pyramiding=1, initial_capital=10000, default_qty_type=strategy.percent_of_equity, default_qty_value=100, process_orders_on_close=true) minDate = input(timestamp("01 Jan 2010 0:0 -0500"), title = "Start Date/Time", type = input.time) maxDate = input(timestamp("01 Jan 2030 0:0 -0500"), title = "End Date/Time", type = input.time) revTrd = input(false, title="Short position? (else it defaults to LONG)", type=input.bool) strategy.close_all() if time >= minDate and time <= maxDate strategy.entry("My Long Entry Id", revTrd ? strategy.short : strategy.long)

cRSI + Waves Strategy with VWMA overlay

https://www.tradingview.com/script/mcr9VUaB-cRSI-Waves-Strategy-with-VWMA-overlay/

Dr_Roboto

https://www.tradingview.com/u/Dr_Roboto/

strategy

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/ // © Dr_Roboto // //@version=4 // // This indicator uses the cyclic smoothed Relative Strength Index (cRSI) instead of the traditional Relative Strength Index (RSI). See below for more info on the benefits to the cRSI. // // [b]My key contributions[/b] // 1) A Weighted Moving Average (WMA) to track the general trend of the cRSI signal. This is very helpful in determining when the equity switches from bullish to bearish, which can be used to determine buy/sell points. // This is then is used to color the region between the upper and lower cRSI bands (green above, red below). // 2) An attempt to detect the motive (impulse) and corrective and waves. Corrective waves are indicated A, B, C, D, E, F, G. F and G waves are not technically Elliot Waves, but the way I detect waves it is really hard // to always get it right. Once and a while you could actually see G and F a second time. Motive waves are identified as s (strong) and w (weak). Strong waves have a peak above the cRSI upper band and weak waves have a peak below the upper band. // 3) My own divergence indicator for bull, hidden bull, bear, and hidden bear. I was not able to replicate the TradingView style of drawing a line from peak to peak, but for this indicator I think in the end it makes the chart cleaner. // 4) I have also added "alert conditions" for most of the key events. Select the equity you want (such as: SPX) and the desired timeframe (such as: D). // Go to the TradingView "Alerts" tab (click the alarm clock icon) --> Create Alert (alarm clock with a +) --> Change the first condition drop down to "Cyclic Smoothed RSI with Motive-Corrective Wave Indicator" --> in the // drop down below that select the alert that you want (such as: Bull - cRSI Above WMA). You will want to give the alert a good name that includes the ticker name and time frame, for example "SPX 1D: Bull - cRSI above WMA" // // There is a latency issue with an indicator like this that is based on moving averages. That means they tend to trigger right after key events. Perfect timing is not possible strictly with these indicators, but they do work // very well "on average." However, my implementation has minimal latency as peaks (tops/bottoms) only require one bar to detect. // // As a bit of an Easter Egg, this code can be tweaked and run as a strategy to get buy/sell signals. I use this code for both my indicator and for trading strategy. Just copy and past it into a new strategy script and just // change it from study to something like. // strategy("cRSI + Waves Strategy with VWMA overlay", overlay=overlay) // The buy/sell code is at the end and just needs to be uncommented. I make no promises or guarantees about how good it is as a strategy, but it gives you some code and ideas to work with. // // [b]Tuning[/b] // 1) Volume Weighted Moving Average (VWMA): This is a “hidden strategy” feature implemented that will display the high-low bands of the VWMA on the price chart if run the code using “overlay = true”. // - [Use Volume for VWMA] If the equity does not have volume, then the VWMA will not show up. Uncheck this box and it will use the regular WMA (no volume). // - [VWMA Length] defines how far back the WMA averages price. // // 2) cRSI (Black line in the indicator) // - [CRSI Dominate Cycle Length] Increase to length that amount of time a band (upper/lower) stays high/low after a peak. Reduce the value to shorten the time. Just increment it up/down to see the effect. // - [CRSI Moving Average Length] defines how far back the SMA averages the cRSI. This affects the purple line in the indicator. // - [CRSI Top/Bottom Detector Lookback] defines how many bars back the peak detector looks to determine if a peak has occurred. For example, a top is detected like this: current-bar down relative to the 1-bar-back, // 1-bar-back up relative to 2-bars-back (look back = 1), c) 2-bars-back up relative to 3-bars-back (lookback = 2), and d) 3-bars-back up relative to 4-bars-back (lookback = 3). I hope that makes sense. There are // only 2 options for this setting: 2 or 3 bars. 2 bars will be able to detect small peaks but create more “false” peaks that may not be meaningful. 3 bars will be more robust but can miss short duration peaks. // // 3) Waves // - The check boxes are self explanatory for which labels they turn on and off on the plot. // // 4) Divergence Indicators // - The check boxes are self explanatory for which labels they turn on and off on the plot. // // [b]Hints[/b] // - The most common parameter to change is the [CRSI Top/Bottom Detector Lookback]. Different stocks will have different levels of strength in their peaks. A setting of 2 may generate too many corrective waves. // - Different times scales will give you different wave counts. This is to be expected. A conunter impulse wave inside a corrective wave may actually go above the cRSI WMA on a smaller time frame. You may need to increase it one or two levels to see large waves. // - Just because you see divergence (bear or hidden bear) does not mean a price is going to go down. Often price continues to rise through bears, so take note and that is normal. Bulls are usually pretty good indicators especially if you see them on C,E,G waves. // // // --------------------------------------- // cyclic smoothed RSI (cRSI) indicator // --------------------------------------- // The “core” code for the cyclic smoothed RSI (cRSI) indicator was written by Lars von Theinen and is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/. Copyright (C) 2017 CC BY, // whentotrade / Lars von Thienen. For more details on the cRSI Indicator: https://www.tradingview.com/script/TmqiR1jp-RSI-cyclic-smoothed-v2/ // // The cyclic smoothed RSI indicator is an enhancement of the classic RSI, adding // 1) additional smoothing according to the market vibration, // 2) adaptive upper and lower bands according to the cyclic memory and // 3) using the current dominant cycle length as input for the indicator. // It is much more responsive to market moves than the basic RSI. The indicator uses the dominant cycle as input to optimize signal, smoothing, and cyclic memory. To get more in-depth information on the cyclic-smoothed // RSI indicator, please read Decoding The Hidden Market Rhythm - Part 1: Dynamic Cycles (2017), Chapter 4: "Fine-tuning technical indicators." You need to derive the dominant cycle as input parameter for the cycle length as described in chapter 4. //================================================================================================================================= //================================================================================================================================= overlay = true // plots VWMA (need to close and re-added) // overlay = false // plots cRSI (need to close and re-added) strategy("cRSI + Waves Strategy with VWMA overlay", overlay=overlay, max_bars_back=300) //================================================================================================================================= //================================================================================================================================= // Disables cRSI and VWMA plotting so debug data can be plotted // DEBUG = true DEBUG = false //================================================================================================================================= //================================================================================================================================= // Helper Functions //================================================================================================================================= //================================================================================================================================= // function to convert bool to int b2i(bval) => ival = bval ? 1 : 0 // function to look for a price in the lookback that is recently above the current price recentAbove(in, thresh, lookback) => found = false for i=0 to lookback if in[i] >= thresh found := true break if found res = true else res = false // is value rising or falling based on history isRisingFalling(in, lookback) => cntThresh = round(lookback*0.6) // majority = greater than 50% cntUp = 0 cntDown = 0 rising = false falling = false // count up the times it is above or below the current value for i=1 to lookback if in[0] > in[i] cntUp := cntUp + 1 else if in[0] < in[i] cntDown := cntDown + 1 // rising if cntUp > cntThresh rising := true else rising := false // falling if cntDown > cntThresh falling := true else falling := false // flat flat = not(rising) and not(falling) // if flat, then select preivous value for rising and falling if flat rising := rising[1] falling := falling[1] // return tuple [rising,falling,flat] // Do the last several prices form a top isTop(price, lookback) => if lookback == 3 // 3 prices back -> 3rd check helps ensure there was a down trend, but can miss some small reversals // up->up->down if (price[2] > price[3]) and (price[1] > price[2]) and (price[0] < price[1]) top = true else top = false else // 2 places back // up->down if (price[1] > price[2]) and (price[0] < price[1]) top = true else top = false // Do the last several prices form a bottom isBottom(price, lookback) => if lookback == 3 // 3 prices back -> 3rd check helps ensure there was a down trend, but can miss some small reversals // down->down->up if (price[2] < price[3]) and (price[1] < price[2]) and (price[0] > price[1]) bottom = true else bottom = false else // 2 prices back // down->up if (price[1] < price[2]) and (price[0] > price[1]) bottom = true else bottom = false // function to filter multiple signals in a row filterSignal(signalFlag, lookback) => signalFlagFilt = signalFlag for i = 1 to lookback signalFlagFilt := signalFlagFilt[0] == true and signalFlagFilt[i] == true ? false : signalFlagFilt //================================================================================================================================= //================================================================================================================================= // Price Movement //================================================================================================================================= //================================================================================================================================= priceRising = close[0] >= close[1] and close[1] >= close[2] priceFalling = close[0] <= close[1] and close[1] <= close[2] // plot(priceRising?1.0:0,color=color.green) // plot(priceFalling?1.0:0,color=color.red) //================================================================================================================================= //================================================================================================================================= // Volume Weighted Moving Average (VWMA) //================================================================================================================================= //================================================================================================================================= plotVWMA = overlay and not(DEBUG) // check if volume is available for this equity useVolume = input(title="Use Volume for VWMA (uncheck if equity does not have volume)", defval=true) vwmaLen = input(defval=21, title="VWMA Length", type=input.integer, minval=1, maxval=200) vwma = vwma(close, vwmaLen) vwma_high = vwma(high, vwmaLen) vwma_low = vwma(low, vwmaLen) if not(useVolume) vwma := wma(close, vwmaLen) vwma_high := wma(high, vwmaLen) vwma_low := wma(low, vwmaLen) // +1 when above, -1 when below, 0 when inside vwmaSignal(priceOpen, priceClose, vwmaHigh, vwmaLow) => sig = 0 color = color.gray if priceClose > vwmaHigh sig := 1 color := color.green else if priceClose < vwmaLow sig := -1 color := color.red else sig := 0 color := color.gray [sig,color] [vwma_sig, vwma_color] = vwmaSignal(open, close, vwma_high, vwma_low) priceAboveVWMA = vwma_sig == 1 ? true : false priceBelowVWMA = vwma_sig == -1 ? true : false // plot(priceAboveVWMA?2.0:0,color=color.blue) // plot(priceBelowVWMA?2.0:0,color=color.maroon) // bandTrans = input(defval=70, title="VWMA Band Transparancy (100 invisible)", type=input.integer, minval=0, maxval=100) // fillTrans = input(defval=70, title="VWMA Fill Transparancy (100 invisible)", type=input.integer, minval=0, maxval=100) bandTrans = 70 fillTrans = 70 // ***** Plot VWMA ***** highband = plot(plotVWMA?fixnan(vwma_high):na, title='VWMA High band', color = vwma_color, linewidth=1, transp=bandTrans) lowband = plot(plotVWMA?fixnan(vwma_low):na, title='VWMA Low band', color = vwma_color, linewidth=1, transp=bandTrans) fill(lowband, highband, title='VWMA Band fill', color=vwma_color, transp=fillTrans) plot(plotVWMA?vwma:na, title='VWMA', color = vwma_color, linewidth=3, transp=0) //================================================================================================================================= //================================================================================================================================= // Moving Average (VWMA) //================================================================================================================================= //================================================================================================================================= smaLineWidth = 8 smaLen1 = input(defval=50, title="SMA #1 Length", type=input.integer, minval=1, maxval=200) plot(sma(close,smaLen1), title='SMA', color = color.blue, linewidth=smaLineWidth) smaLen2 = input(defval=100, title="SMA #2 Length", type=input.integer, minval=1, maxval=200) plot(sma(close,smaLen2), title='SMA', color = color.black, linewidth=smaLineWidth) //================================================================================================================================= //================================================================================================================================= // Moving Average Convergence Divergence (MACD) //================================================================================================================================= //================================================================================================================================= [macdLine, signalLine, histLine] = macd(close, 12, 26, 9) // Is the histogram rising or falling histLineRising = histLine[0] >= histLine[1] and histLine[1] >= histLine[2] histLineFalling = histLine[0] <= histLine[1] and histLine[1] <= histLine[2] // Did the histogram cross over zero histLineCrossNeg2Pos = histLine[0] >= 0.0 and histLine[1] < 0.0 histLineCrossPos2Neg = histLine[0] <= 0.0 and histLine[1] > 0.0 // plot(histLineRising?1.0:0,color=color.green) // plot(histLineFalling?1.0:0,color=color.red) // plot(histLineCrossNeg2Pos?1.0:0,color=color.green) // plot(histLineCrossPos2Neg?1.0:0,color=color.red) //================================================================================================================================= //================================================================================================================================= // Cyclic Smoothed Relative Strength Index (cRSI) //================================================================================================================================= //================================================================================================================================= plotCRSI = not(overlay) and not(DEBUG) //src = input(title="cRSI Source", defval=close) src = close domcycle = input(10, minval=5, title="cRSI Dominant Cycle Length (persist after high/low)") //12 crsi = 0.0 cyclelen = domcycle / 2 vibration = 10 leveling = 10.0 cyclicmemory = domcycle * 2 //set min/max ranges? torque = 2.0 / (vibration + 1) phasingLag = (vibration - 1) / 2.0 up = rma(max(change(src), 0), cyclelen) down = rma(-min(change(src), 0), cyclelen) rsi = down == 0 ? 100 : up == 0 ? 0 : 100 - 100 / (1 + up / down) crsi := torque * (2 * rsi - rsi[phasingLag]) + (1 - torque) * nz(crsi[1]) // there is a bug that can cause the lower bound to be bigger than the upper bound with a value of 999999.0 // lmax = -999999.0 // lmin = 999999.0 lmax = 0.0 // don't konw why, but this fixes the bug lmin = 0.0 for i = 0 to cyclicmemory - 1 by 1 if nz(crsi[i], -999999.0) > lmax lmax := nz(crsi[i]) lmax else if nz(crsi[i], 999999.0) < lmin lmin := nz(crsi[i]) lmin mstep = (lmax - lmin) / 100 aperc = leveling / 100 crsiLowband = 0.0 for steps = 0 to 100 by 1 testvalue = lmin + mstep * steps above = 0 below = 0 for m = 0 to cyclicmemory - 1 by 1 below := below + iff(crsi[m] < testvalue, 1, 0) below ratio = below / cyclicmemory if ratio >= aperc crsiLowband := testvalue break else continue crsiHighband = 0.0 for steps = 0 to 100 by 1 testvalue = lmax - mstep * steps above = 0 for m = 0 to cyclicmemory - 1 by 1 above := above + iff(crsi[m] >= testvalue, 1, 0) above ratio = above / cyclicmemory if ratio >= aperc crsiHighband := testvalue break else continue //================================================================================================================================= //================================================================================================================================= // cRSI moving average //================================================================================================================================= //================================================================================================================================= crsiMaLen = input(title="cRSI Moving Average Length", defval=50, minval=0, step=5, type=input.integer) // crsiSMA = sma(crsi,crsiMaLen) // crsiEMA = ema(crsi,crsiMaLen) crsiWMA = wma(crsi,crsiMaLen) // plot(crsiSMA, "CRSI SMA", color.red, linewidth=2) // plot(crsiEMA, "CRSI EMA", color.green, linewidth=2) // plot(crsiWMA, "CRSI WMA", color.fuchsia, linewidth=2) //================================================================================================================================= //================================================================================================================================= // cRSI Feature Analysis //================================================================================================================================= //================================================================================================================================= // Crossing of upper band crsiAboveHighband = crsi >= crsiHighband crsiBelowHighband = not(crsiAboveHighband) crsiCrossAboveHighband = crsiAboveHighband[0] and crsiBelowHighband[1] ? true : false crsiCrossBelowHighband = crsiBelowHighband[0] and crsiAboveHighband[1] ? true : false // plot(crsiAboveHighband?2.0:0,color=color.black) // plot(crsiBelowHighband?2.25:0,color=color.red) // plot(crsiCrossAboveHighband?2.5:0,color=color.green) // plot(crsiCrossBelowHighband?2.75:0,color=color.blue) //----------------------------------------------------------------------------- // Crossing of lower band crsiAboveLowband = crsi >= crsiLowband crsiBelowLowband = not(crsiAboveLowband) crsiCrossAboveLowband = crsiAboveLowband[0] and crsiBelowLowband[1] ? true : false crsiCrossBelowLowband = crsiBelowLowband[0] and crsiAboveLowband[1] ? true : false // plot(crsiAboveLowband?1.0:0,color=color.black) // plot(crsiBelowLowband?1.25:0,color=color.red) // plot(crsiCrossAboveLowband?1.5:0,color=color.green) // plot(crsiCrossBelowLowband?1.75:0,color=color.blue) //----------------------------------------------------------------------------- // Crossing of WMA crsiAboveWMA = crsi >= crsiWMA crsiBelowWMA = not(crsiAboveWMA) crsiCrossAboveWMA = crsiAboveWMA[0] and crsiBelowWMA[1] ? true : false crsiCrossBelowWMA = crsiBelowWMA[0] and crsiAboveWMA[1] ? true : false // plot(crsiAboveWMA?1.0:0,color=color.black) // plot(crsiBelowWMA?1.25:0,color=color.red) // plot(crsiCrossAboveWMA?1.5:0,color=color.blue) // plot(crsiCrossBelowWMA?1.75:0,color=color.maroon) //----------------------------------------------------------------------------- // Crossing of 50 level crsiAbove50 = crsi >= 50 crsiBelow50 = not(crsiAbove50) crsiCrossAbove50 = crsiAbove50[0] and crsiBelow50[1] ? true : false crsiCrossBelow50 = crsiBelow50[0] and crsiAbove50[1] ? true : false //----------------------------------------------------------------------------- // CRSI falling or rising crsiRising = crsi[0] >= crsi[1] crsiFalling = crsi[0] < crsi[1] // plot(crsiRising?3.0:0,color=color.green) // plot(crsiFalling?3.0:0,color=color.red) //----------------------------------------------------------------------------- // Compare cRSI to crsiWMA to determine if equity is bullish (motive) or bearish (corrective) bull = crsiAboveWMA bear = not(bull) bullBearColor = bull ? color.green : color.red bullStart = bull[0] and bear[1] ? true : false bearStart = bear[0] and bull[1] ? true : false alertcondition(bullStart, title='Bull - cRSI above WMA', message='Bull - cRSI above WMA') alertcondition(bearStart, title='Bear - cRSI below WMA', message='Bear - cRSI below WMA') //================================================================================================================================= //================================================================================================================================= // Plot cRSI colored by Bull or Bear //================================================================================================================================= //================================================================================================================================= // Basic RSI hline(plotCRSI?50:na, title="Middle Line", linestyle=hline.style_dashed, linewidth=2) h2 = hline(plotCRSI?70:na, title="Overbought", linestyle=hline.style_dashed, linewidth=2) h1 = hline(plotCRSI?30:na, title="Oversold", linestyle=hline.style_dashed, linewidth=2) fill(h1, h2, color=color.silver, transp=80) // cRSI crsiLB2 = plot(plotCRSI?crsiLowband:na, "cRSI LowBand", bullBearColor) crsiHB2 = plot(plotCRSI?crsiHighband:na, "cRSI HighBand", bullBearColor) fill(crsiLB2, crsiHB2, bullBearColor, transp=75) plot(plotCRSI?crsiWMA:na, "CRSI WMA", color.fuchsia, linewidth=2) plot(plotCRSI?crsi:na, "CRSI", color.black, linewidth=4) //================================================================================================================================= //================================================================================================================================= // Moitve (impulse) and Corrective Waves //================================================================================================================================= //================================================================================================================================= // THIS IS A MAJOR ASSUMPTION TO THIS APPROACH!!! motiveWave = bull correctiveWave = bear // TOP AND BOTTOM ARE DETECTED ONE BAR LATE!!! topBottomLookback = input(title="cRSI Top/Bottom Detector Lookback (3 is more robust but misses smaller)", defval=2, minval=2, maxval=3, step=1, type=input.integer) crsiTop = isTop(crsi, topBottomLookback) crsiBottom = isBottom(crsi,topBottomLookback) // Top above high band crsiTopAboveHighband = crsiTop and crsiAboveHighband[1] waveStrongImpulse = crsiTopAboveHighband // Top that does not break high band but is above WMA crsiTopBelowHighband = (crsiTop and crsiBelowHighband[1]) and (crsi > crsiWMA) waveWeakImpulse = crsiTopBelowHighband //----------------------------------------------------------------------------- // Determine the ABC, ABCDE, ABCDEFG sequence // Note that ABCDEFG is not a true Elliott corrective wave sequence, but for this approach is shows up once in a blue moon possibleWaveA = crsiBottom and crsiBelowLowband[1] possibleWaveB = (crsiTop and crsiBelowWMA[1]) or (crsiTop and crsiBelow50[1]) // Also catch the tops that are above wma but stay under RSI 50 (rare) possibleWaveC = possibleWaveA or (crsiBottom and crsiBelowWMA[1]) // sometimes wave C is above the lower band but below the WMA // Wave AB findWaveAB(possibleWaveA, possibleWaveB, correctiveWave) => isWaveAB = false foundMatch = false // start with Wave B if possibleWaveB // search backwards and look for wave A for i=1 to 50 // Equity must be in correction else invalidated if correctiveWave[i] if possibleWaveA[i] foundMatch := true break //else // keep looping else // motive wave invalidates search foundMatch := false break // Did we match an A and B wave? if foundMatch isWaveAB := true else isWaveAB := false else isWaveAB := false waveAB = findWaveAB(possibleWaveA, possibleWaveB, correctiveWave) // Wave ABC findWaveABC(possibleWaveC, waveAB, correctiveWave) => isWaveABC = false foundMatch = false if possibleWaveC // search backwards and look for wave AB for i=1 to 50 // Equity must be in correction else invalidated if correctiveWave[i] if waveAB[i] foundMatch := true break //else // keep looping else // motive wave invalidates search foundMatch := false break // Did we match a waveAB with C? if foundMatch isWaveABC := true else isWaveABC := false else isWaveABC := false waveABC = findWaveABC(possibleWaveC, waveAB, correctiveWave) // Wave ABCD findWaveABCD(possibleWaveB, waveABC, correctiveWave) => isWaveABCD = false foundMatch = false if possibleWaveB // search backwards and look for wave ABC for i=1 to 50 // Equity must be in correction else invalidated if correctiveWave[i] if waveABC[i] foundMatch := true break //else // keep looping else // motive wave invalidates search foundMatch := false break // Did we match a waveABC with D? if foundMatch isWaveABCD := true else isWaveABCD := false else isWaveABCD := false waveABCD = findWaveABCD(possibleWaveB, waveABC, correctiveWave) // Wave ABCDE findWaveABCDE(possibleWaveC, waveABCD, correctiveWave) => isWaveABCDE = false foundMatch = false if possibleWaveC // search backwards and look for another wave ABC in this correction for i=1 to 50 // Equity must be in correction else invalidated if correctiveWave[i] if waveABCD[i] foundMatch := true break //else // keep looping else // motive wave invalidates search foundMatch := false break // Did we match a waveABC with another waveABC? if foundMatch isWaveABCDE := true else isWaveABCDE := false else isWaveABCDE := false waveABCDE = findWaveABCDE(possibleWaveC, waveABCD, correctiveWave) // Wave ABCDEF findWaveABCDEF(possibleWaveB, waveABCDE, correctiveWave) => isWaveABCDEF = false foundMatch = false if possibleWaveB // search backwards and look for another wave ABC in this correction for i=1 to 50 // Equity must be in correction else invalidated if correctiveWave[i] if waveABCDE[i] foundMatch := true break //else // keep looping else // motive wave invalidates search foundMatch := false break // Did we match a waveABC with another waveABC? if foundMatch isWaveABCDEF := true else isWaveABCDEF := false else isWaveABCDEF := false waveABCDEF = findWaveABCDEF(possibleWaveB, waveABCDE, correctiveWave) // Wave ABCDEFG findWaveABCDEFG(possibleWaveC, waveABCDEF, correctiveWave) => isWaveABCDEFG = false foundMatch = false if possibleWaveC // search backwards and look for another wave ABC in this correction for i=1 to 50 // Equity must be in correction else invalidated if correctiveWave[i] if waveABCDEF[i] foundMatch := true break //else // keep looping else // motive wave invalidates search foundMatch := false break // Did we match a waveABC with another waveABC? if foundMatch isWaveABCDEFG := true else isWaveABCDEFG := false else isWaveABCDEFG := false waveABCDEFG = findWaveABCDEFG(possibleWaveC, waveABCDEF, correctiveWave) // Determine individual corrective waves waveA = possibleWaveA and not(waveABC) and not(waveABCDE) waveB = waveAB and not(waveABCD) waveC = waveABC waveD = waveABCD waveE = waveABCDE waveF = waveABCDEF waveG = waveABCDEFG //----------------------------------------------------------------------------- // Plot key cRSI points // plot(crsiCrossBelowHighband?crsi:na, title='cRSI cross below high band', color=color.red, linewidth=7, style=plot.style_circles) // plot(crsiCrossAboveLowband?crsi:na, title='cRSI cross above low band', color=color.green, linewidth=7, style=plot.style_circles) // plot(crsiCrossBelowWMA?crsi:na, title='cRSI cross below WMA', color=color.red, linewidth=5, style=plot.style_cross) // plot(crsiCrossAboveWMA?crsi:na, title='cRSI cross above WMA', color=color.green, linewidth=5, style=plot.style_cross) // plot(crsiCrossAbove50?crsi:na, title='cRSI cross above 50', color=color.black, linewidth=7, style=plot.style_circles) // plot(crsiCrossBelow50?crsi:na, title='cRSI cross below 50', color=color.black, linewidth=7, style=plot.style_circles) // plot(crsiTop?crsi[1]:na, title='cRSI Top', color=color.blue, linewidth=4, style=plot.style_cross, offset=-1) // plot(crsiBottom?crsi[1]:na, title='cRSI Top', color=color.purple, linewidth=4, style=plot.style_cross, offset=-1) //-------------------- // Impulse waves plotStrong = input(title="Plot Strong Impulse Waves (above upper band)", defval=true) and plotCRSI plotWeak = input(title="Plot Weak Impulse Waves (below upper band)", defval=true) and plotCRSI impWaveSz = size.tiny plotshape(plotStrong and waveStrongImpulse?crsi[1]:na, text="s", title='Strong Impulse', style=shape.labeldown, location=location.absolute, color=color.navy, transp=0, offset=-1, textcolor=color.white, size=impWaveSz) plotshape(plotWeak and waveWeakImpulse?crsi[1]:na, text="w", title='Weak Impulse', style=shape.labeldown, location=location.absolute, color=color.purple, transp=0, offset=-1, textcolor=color.white, size=impWaveSz) //--------------------- // Corrective waves // plot(possibleWaveC?crsi[1]:na, title='Possible Wave C', color=color.green, linewidth=6, style=plot.style_circles, offset=-1) // plot(possibleWaveB?crsi[1]:na, title='Possible Wave B', color=color.blue, linewidth=6, style=plot.style_circles, offset=-1) // plot(possibleWaveA?crsi[1]:na, title='Possible Wave A', color=color.purple, linewidth=6, style=plot.style_circles, offset=-1) // plot(waveAB?crsi[1]:na, title='Wave AB', color=color.black, linewidth=5, style=plot.style_cross, offset=-1) // plot(waveABC?crsi[1]:na, title='Wave ABC', color=color.black, linewidth=7, style=plot.style_cross, offset=-1) // plot(waveABCDE?crsi[1]:na, title='Wave ABCDE', color=color.black, linewidth=9, style=plot.style_cross, offset=-1) // plotshape(waveAB?crsi[1]:na, title='Wave AB', style=shape.triangledown, location=location.absolute, color=color.orange, transp=0, offset=-1, text="AB", textcolor=color.orange, size=size.small) // plotshape(waveABC?crsi[1]:na, title='Wave ABC', style=shape.triangleup, location=location.absolute, color=color.blue, transp=0, offset=-1, text="ABC", textcolor=color.blue, size=size.small) // plotshape(waveABCD?crsi[1]:na, title='Wave ABCD', style=shape.triangledown, location=location.absolute, color=color.red, transp=0, offset=-1, text="ABCD", textcolor=color.red, size=size.small) // plotshape(waveABCDE?crsi[1]:na, title='Wave ABCDE', style=shape.triangleup, location=location.absolute, color=color.green, transp=0, offset=-1, text="ABCDE", textcolor=color.green, size=size.small) plotWaves = input(title="Plot Corrective Waves (ABC,ABCDE)", defval=true) and plotCRSI corWaveSz = size.small plotshape(plotWaves and waveA?crsi[1]:na, text="A", title='Wave A', style=shape.labelup, location=location.absolute, color=color.blue, transp=0, offset=-1, textcolor=color.white, size=corWaveSz) plotshape(plotWaves and waveB?crsi[1]:na, text="B", title='Wave B', style=shape.labeldown, location=location.absolute, color=color.red, transp=0, offset=-1, textcolor=color.white, size=corWaveSz) plotshape(plotWaves and waveC?crsi[1]:na, text="C", title='Wave C', style=shape.labelup, location=location.absolute, color=color.green, transp=0, offset=-1, textcolor=color.white, size=corWaveSz) plotshape(plotWaves and waveD?crsi[1]:na, text="D", title='Wave D', style=shape.labeldown, location=location.absolute, color=color.maroon, transp=0, offset=-1, textcolor=color.white, size=corWaveSz) plotshape(plotWaves and waveE?crsi[1]:na, text="E", title='Wave E', style=shape.labelup, location=location.absolute, color=color.lime, transp=0, offset=-1, textcolor=color.white, size=corWaveSz) plotshape(plotWaves and waveF?crsi[1]:na, text="F", title='Wave F', style=shape.labeldown, location=location.absolute, color=color.fuchsia, transp=0, offset=-1, textcolor=color.white, size=corWaveSz) plotshape(plotWaves and waveG?crsi[1]:na, text="G", title='Wave G', style=shape.labelup, location=location.absolute, color=color.aqua, transp=0, offset=-1, textcolor=color.white, size=corWaveSz) //--------------------- // PRICE CHANGE BETWEEN IMPULSE AND WAVE A //================================================================================================================================= //================================================================================================================================= // Divergence Indicator Using cRSI //================================================================================================================================= //================================================================================================================================= plotBull = input(title="Plot Bullish (cRSI Higher-Low : Price Lower-Low)", defval=true) and plotCRSI plotHiddenBull = input(title="Plot Hidden Bullish (cRSI Lower-Low : Price Higher-Low)", defval=true) and plotCRSI plotBear = input(title="Plot Bearish (cRSI Lower-High : Price Higher-High", defval=true) and plotCRSI plotHiddenBear = input(title="Plot Hidden Bearish (cRSI Higher-High : Price Lower-High)", defval=true) and plotCRSI //------------------------------------------------------------------------------ crsiHighs = waveStrongImpulse or waveWeakImpulse crsiLows = possibleWaveA or possibleWaveC //------------------------------------------------------------------------------ // Regular Bullish --> cRSI makes a Higher-Low, but price makes a Lower-Low // Hidden Bullish --> cRSI makes a Lower-Low, but price makes a Higher-Low bullish(crsiLows, crsi, price) => foundLow = false crsiHigherLow = false priceHigher = false regularBullish = false hiddenBullish = false if crsiLows[0] == true for i=1 to 50 if crsiLows[i] == true foundLow := true // crsi higher or lower? if crsi[0] > crsi[i] crsiHigherLow := true else crsiHigherLow := false // price higher or lower if price[0] > price[i] priceHigher := true else priceHigher := false // found low, stop looking break else continue if foundLow // Regular Bullish --> cRSI makes a Higher-Low, but price makes a Lower-Low if (crsiHigherLow==true) and (priceHigher==false) regularBullish := true hiddenBullish := false // Hidden Bullish --> cRSI makes a Lower-Low, but price makes a Higher-Low else if (crsiHigherLow==false) and (priceHigher==true) regularBullish := false hiddenBullish := true else regularBullish := false hiddenBullish := false else regularBullish := false hiddenBullish := false else // this is not a low regularBullish := false hiddenBullish := false // return tuple [regularBullish,hiddenBullish] [regularBullish,hiddenBullish] = bullish(crsiLows, crsi, close) plotshape(plotBull and regularBullish?crsi[1]-12:na, text="Bull", title='Bull', style=shape.labelup, location=location.absolute, color=color.green, transp=0, offset=-1, textcolor=color.white, size=corWaveSz) plotshape(plotHiddenBull and hiddenBullish?crsi[1]-12:na, text="H Bull", title='Hidden Bull', style=shape.labelup, location=location.absolute, color=color.green, transp=20, offset=-1, textcolor=color.white, size=corWaveSz) //------------------------------------------------------------------------------ // Regular Bearish --> cRSI makes a Lower-High, but price makes a Higher-High // Hidden Bearish --> cRSI makes a Higher-High, but price makes a Lower-High bearish(crsiHighs, crsi, price) => foundHigh = false crsiHigherHigh = false priceHigher = false regularBearish = false hiddenBearish = false if crsiHighs[0] == true for i=1 to 50 if crsiHighs[i] == true foundHigh := true // crsi higher or lower? if crsi[0] > crsi[i] crsiHigherHigh := true else crsiHigherHigh := false // price higher or lower if price[0] > price[i] priceHigher := true else priceHigher := false // found high, stop looking break else continue if foundHigh // Regular Bearish --> cRSI makes a Lower-High, but price makes a Higher-High if (crsiHigherHigh==false) and (priceHigher==true) regularBearish := true hiddenBearish := false // Hidden Bearish --> cRSI makes a Higher-High, but price makes a Lower-High else if (crsiHigherHigh==true) and (priceHigher==false) regularBearish := false hiddenBearish := true else regularBearish := false hiddenBearish := false else regularBearish := false hiddenBearish := false else // this is not a low regularBearish := false hiddenBearish := false // return tuple [regularBearish,hiddenBearish] [regularBearish,hiddenBearish] = bearish(crsiHighs, crsi, close) plotshape(plotBear and regularBearish?crsi[1]+10:na, text="Bear", title='Bear', style=shape.labeldown, location=location.absolute, color=color.red, transp=0, offset=-1, textcolor=color.white, size=corWaveSz) plotshape(plotHiddenBear and hiddenBearish?crsi[1]+10:na, text="H Bear", title='Hidden Bear', style=shape.labeldown, location=location.absolute, color=color.red, transp=20, offset=-1, textcolor=color.white, size=corWaveSz) //================================================================================================================================================================================================================================================================== //================================================================================================================================================================================================================================================================== //================================================================================================================================================================================================================================================================== // Buy/Sell Strategy //================================================================================================================================================================================================================================================================== //================================================================================================================================================================================================================================================================== //================================================================================================================================================================================================================================================================== // Remove duplicate buy/sells if one was already executed recently filterLookback = 5 // normalize a value in a range between min and max normalize(val, valMin, valMax) => valNorm = val valNorm := valNorm < valMin ? valMin : valNorm valNorm := valNorm > valMax ? valMax : valNorm valNorm := (valNorm-valMin) / (valMax-valMin) recentWave(wave, lookback) => ret = false found = false for i=0 to lookback if wave[i] == true found := true break if found ret := true else ret := false //----------------------------------------------------------------------------- // Levels for upper band - High crsiHighband_extremeHighLevel = 90 crsiHighband_highLevel = 70 crsiHighband_highWeight = normalize(crsiHighband, crsiHighband_highLevel, crsiHighband_extremeHighLevel) // Levels for upper band - Low crsiHighband_extremeLowLevel = 45 crsiHighband_lowLevel = 55 crsiHighband_lowWeight = 1.0 - normalize(crsiHighband, crsiHighband_extremeLowLevel, crsiHighband_lowLevel) // plot(crsiHighband_highWeight,color=color.blue) // plot(crsiHighband_lowWeight,color=color.red) //----------------------------------------------------------------------------- // // Levels for lower band - High crsiLowband_extremeHighLevel = 80 crsiLowband_highLevel = 60 crsiLowband_higheight = normalize(crsiLowband, crsiLowband_highLevel, crsiLowband_extremeHighLevel) // Levels for lower band - Low crsiLowband_extremeLowLevel = 20 crsiLowband_lowLevel = 45 crsiLowband_lowWeight = 1.0 - normalize(crsiLowband, crsiLowband_extremeLowLevel, crsiLowband_lowLevel) // plot(crsiLowband_highWeight,color=color.blue) // plot(crsiLowband_lowWeight,color=color.red) //-------------------------------------------------------------------------------------------- // SELL //-------------------------------------------------------------------------------------------- maxSellOrderSize = 10 crsiHighband_above_crsiHighband_highLevel = crsiHighband > crsiHighband_highLevel ? true : false Sell1 = waveStrongImpulse Sell2 = crsiAboveHighband and crsiFalling ? true : false // Above high band and now falling Sell3 = crsiAboveHighband[1] and crsiFalling ? true : false // 1x previous was above high band and now falling (sometimes it can be off by a bar) Sell4 = crsiAboveHighband[2] and crsiFalling ? true : false // 2x previous was above high band and now falling (sometimes it can be off by a bar) //Sell = Sell1 //and crsiHighband_above_crsiHighband_highLevel // Sell = Sell1 //and crsiHighband_above_crsiHighband_highLevel // Sell = (Sell1 or Sell2) //and crsiHighband_above_crsiHighband_highLevel // Sell = (Sell1 or Sell2 or Sell3) //and crsiHighband_above_crsiHighband_highLevel Sell = (Sell1 or Sell2 or Sell3 or Sell4) and crsiHighband_above_crsiHighband_highLevel Sell := filterSignal(Sell, filterLookback) // Base sell size on how high the Highband is sellSize = crsiHighband_highWeight *maxSellOrderSize // When in doubt, DON'T SELL! Stonks only go up ;) // extreme cRSI sellSize := crsi > crsiHighband_extremeHighLevel ? 1.5*maxSellOrderSize : sellSize // if the sell size is small, just make min sell sellSize := sellSize < maxSellOrderSize/3 ? 0 : sellSize sellSize := round(sellSize) if Sell strategy.order("Sell", false, sellSize) //-------------------------------------------------------------------------------------------- // BUY - Price can continue to fall even when cRSI is rising!!! //-------------------------------------------------------------------------------------------- maxBuyOrderSize = 10 // Wait until it crosses back above WMA so it is clear that motive wave is clear. // Buying at the bottom is really hard because RSI can start to rise yet price will continue to fall Buy1 = bullStart // Using waves can help do a better job timing the bottom, but big corrections can go much deeper than just Wave C (Zig Zag) Buy2 = waveA and regularBullish Buy3 = waveC and regularBullish Buy4 = waveE and (topBottomLookback == 3) // usullay max is a wave E with topBottomLookback == 3 Buy5 = waveG and (topBottomLookback == 2) // can see a G wave when topBottomLookback == 2 Buy = Buy1 or Buy2 or Buy3 or Buy4 or Buy5 Buy := filterSignal(Buy, filterLookback) // Base buy size on how low the Lowband is buySize = crsiLowband_lowWeight*maxBuyOrderSize // buySize := buySize < 1 ? 1 : buySize // When in doubt, BUY! Stonks only go up ;) // Look for recent wave endings that can increase our guess of buying at a low recentWaveC = recentWave(waveC, 10) recentWaveE = recentWave(waveE, 10) recentWaveG = recentWave(waveG, 10) // buySize := recentWaveE ? 1.5*maxBuyOrderSize : buySize // buySize := recentWaveG ? 1.5*maxBuyOrderSize : buySize buySize := recentWaveE ? maxBuyOrderSize : buySize buySize := recentWaveG ? maxBuyOrderSize : buySize // if the buy size is small, just make min buy buySize := buySize < maxSellOrderSize/3 ? 0 : buySize buySize := round(buySize) if Buy strategy.order("Buy", true, buySize)

MA Candles Supertrend Strategy

https://www.tradingview.com/script/3o1JCZQL-MA-Candles-Supertrend-Strategy/

Trendoscope

https://www.tradingview.com/u/Trendoscope/

strategy

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/ // © HeWhoMustNotBeNamed //@version=5 strategy('MA Candles Supertrend Strategy', shorttitle='MACSTS', overlay=true, initial_capital=20000, default_qty_type=strategy.percent_of_equity, default_qty_value=100, commission_type=strategy.commission.percent, pyramiding=1, commission_value=0.01) MAType = input.string(title='Moving Average Type', defval='rma', options=['ema', 'sma', 'hma', 'rma', 'vwma', 'wma']) LoopbackBars = input.int(20, step=10) AtrMAType = input.string(title='Moving Average Type', defval='rma', options=['ema', 'sma', 'hma', 'rma', 'vwma', 'wma']) AtrLength = input.int(30, step=10) AtrMult = input(1) adoptiveWicks = false // does not work wicks = input(true) dThreshold = input.float(0.2, step=0.1, maxval=1) rThreshold = input.float(0.7, step=0.1, maxval=1) tradeDirection = input.string(title='Trade Direction', defval=strategy.direction.long, options=[strategy.direction.all, strategy.direction.long, strategy.direction.short]) i_startTime = input.time(defval=timestamp('01 Jan 2010 00:00 +0000'), title='Start Time') i_endTime = input.time(defval=timestamp('01 Jan 2099 00:00 +0000'), title='End Time') inDateRange = time >= i_startTime and time <= i_endTime strategy.risk.allow_entry_in(tradeDirection) f_getMovingAverage(source, MAType, length) => ma = ta.sma(source, length) if MAType == 'ema' ma := ta.ema(source, length) ma if MAType == 'hma' ma := ta.hma(source, length) ma if MAType == 'rma' ma := ta.rma(source, length) ma if MAType == 'vwma' ma := ta.vwma(source, length) ma if MAType == 'wma' ma := ta.wma(source, length) ma ma f_secureSecurity(_symbol, _res, _src, _offset) => request.security(_symbol, _res, _src[_offset], lookahead=barmerge.lookahead_on) f_getYearlyHighLowCondition() => yhighrange = f_secureSecurity(syminfo.tickerid, '12M', high, 1) ylowrange = f_secureSecurity(syminfo.tickerid, '12M', low, 1) yearlyHighCondition = close > yhighrange * (1 - dThreshold) or close > ylowrange * (1 + rThreshold) yearlyLowCondition = close < ylowrange * (1 + dThreshold) or close < yhighrange * (1 - rThreshold) [yearlyHighCondition, yearlyLowCondition] f_getSupertrend(oOpen, oClose, oHigh, oLow, AtrMAType, AtrLength, AtrMult, wicks) => truerange = math.max(oHigh, oClose[1]) - math.min(oLow, oClose[1]) averagetruerange = f_getMovingAverage(truerange, AtrMAType, AtrLength) atr = averagetruerange * AtrMult longWicks = adoptiveWicks and close < oClose or wicks shortWicks = adoptiveWicks and close > oClose or wicks longStop = oClose - atr longStopPrev = nz(longStop[1], longStop) longStop := (longWicks ? oLow[1] : oClose[1]) > longStopPrev ? math.max(longStop, longStopPrev) : longStop shortStop = oClose + atr shortStopPrev = nz(shortStop[1], shortStop) shortStop := (shortWicks ? oHigh[1] : oClose[1]) < shortStopPrev ? math.min(shortStop, shortStopPrev) : shortStop dir = 1 dir := nz(dir[1], dir) dir := dir == -1 and (longWicks ? oHigh : oClose) > shortStopPrev ? 1 : dir == 1 and (shortWicks[1] ? oLow : oClose) < longStopPrev ? -1 : dir [dir, longStop, shortStop] oOpen = f_getMovingAverage(open, MAType, LoopbackBars) oClose = f_getMovingAverage(close, MAType, LoopbackBars) oHigh = f_getMovingAverage(high, MAType, LoopbackBars) oLow = f_getMovingAverage(low, MAType, LoopbackBars) colorByPreviousClose = false candleColor = colorByPreviousClose ? oClose[1] < oClose ? color.green : oClose[1] > oClose ? color.red : color.silver : oOpen < oClose ? color.green : oOpen > oClose ? color.red : color.silver plotcandle(oOpen, oHigh, oLow, oClose, 'Oscilator Candles', color=candleColor) [yearlyHighCondition, yearlyLowCondition] = f_getYearlyHighLowCondition() [dir, longStop, shortStop] = f_getSupertrend(oOpen, oClose, oHigh, oLow, AtrMAType, AtrLength, AtrMult, wicks) trailingStop = dir == 1 ? longStop : shortStop trendColor = dir == 1 ? color.green : color.red plot(trailingStop, title='TrailingStop', color=trendColor, linewidth=2, style=plot.style_linebr) exitLongCondition = dir == -1 and (dir[1] == -1 and close < close[1] or close < longStop) exitShortCondition = dir == 1 and (dir[1] == 1 and close > close[1] or close > shortStop) longCondition = exitShortCondition and yearlyHighCondition and inDateRange shortCondition = exitLongCondition and yearlyLowCondition and inDateRange strategy.risk.allow_entry_in(tradeDirection) strategy.entry('Long', strategy.long, when=longCondition, oca_name='oca_buy', oca_type=strategy.oca.cancel) strategy.close('Long', when=exitLongCondition) strategy.entry('Short', strategy.short, when=shortCondition, oca_name='oca_sell', oca_type=strategy.oca.cancel) strategy.close('Short', when=exitShortCondition)

RSI-VWAP Indicator %

https://www.tradingview.com/script/d0FZtMLp/

UnknownUnicorn2151907

https://www.tradingview.com/u/UnknownUnicorn2151907/

strategy

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("RSI-VWAP Indicator %", overlay = false, pyramiding = 5, initial_capital = 100000, default_qty_value = 0, commission_value = 0.04, max_labels_count = 500) //█ Initial inputs StartDate = timestamp( "01 Jan 2000 00:00 +0000") Spot = input(false, "Spot Trading (no leverage)", input.bool) testPeriodStart = input(StartDate, "Start of trading", input.time) Length = input(16, "RSI/VWAP Length", input.integer, minval = 1) OverSold = input(18, "RSI/VWAP Oversold", input.float, minval = 0, maxval = 100) OverBought = input(80, "RSI/VWAP Overbought", input.float, minval = 0, maxval = 100) EquityPercent = input(25, "% Equity on Longs", input.float, minval = 0, maxval = 100) PositionPercent = input(50, "% Position on Closings", input.float, minval = 0, maxval = 100) Risk = input(15, "% Drawdown allowed", input.float, minval = 0, maxval = 100) MarginRate = input(1.0, "% Margin Rate", input.float, minval = 0) / 100 // RSI with VWAP as source RsiVwap = rsi(vwap(close), Length) //█ Plotting // Rsi-vwap Line Color RsiVwapLineColor = RsiVwap > OverBought ? color.new(color.red, 50) : RsiVwap < OverSold ? color.new(color.lime, 50) : color.new(color.blue, 50) // Rsi-vwap Fill Color FillColorOverBought = RsiVwap > OverBought ? color.new(color.red, 75) : na FillColorOverSold = RsiVwap < OverSold ? color.new(color.lime, 75) : na // Overbought/Oversold Color OboughtOsoldColor = color.new(color.gray, 50) // Rsi-vwap plot RsiVwapLine = plot(RsiVwap, "RSI/VWAP", RsiVwapLineColor, linewidth = 2) // Plot of the top line OverBoughtLine = plot(OverBought, "Overbought", OboughtOsoldColor) // Plot of the bottom line OverSoldLine = plot(OverSold, "Oversold", OboughtOsoldColor) // Fill between plots fill(RsiVwapLine, OverBoughtLine, FillColorOverBought) fill(RsiVwapLine, OverSoldLine, FillColorOverSold) // Information panel Equity = strategy.equity Balance = strategy.initial_capital + strategy.netprofit RealizedPnL = strategy.netprofit Floating = strategy.openprofit PercentFloating = (Floating / strategy.initial_capital) * 100 PercentRealizedPnL = (RealizedPnL / strategy.initial_capital) * 100 URealizedPnL = Floating + RealizedPnL PercentURealizedPnL = ((URealizedPnL) / strategy.initial_capital) * 100 PositionSize = strategy.position_size * strategy.position_avg_price Cash = Spot ? max(0, Balance - PositionSize) : max(0, Balance - (PositionSize * MarginRate)) Leverage = PositionSize / Balance Margin = Spot ? 0 : PositionSize * MarginRate var label labelEquity = na labelEquity := label.new(bar_index, 50, style = label.style_label_left, textcolor = #9598a1, color = #131722, textalign = text.align_left, size = size.normal, text = "Position Size: " + tostring(strategy.position_size, '#.########') + " " + syminfo.basecurrency + "\n" + "Cash: " + tostring(Cash, '#.##') + " " + syminfo.currency + "\n" + "Margin: " + tostring(Margin, '#.##') + " " + syminfo.currency + "\n" + "Floating: " + tostring(Floating, '#.##') + " " + syminfo.currency + " / " + tostring(PercentFloating, '#.##') + " %" + "\n" + "Realized PnL: " + tostring(RealizedPnL, '#.##') + " " + syminfo.currency + " / " + tostring(PercentRealizedPnL, '#.##') + " %" + "\n" + "Unrealized PnL: " + tostring(URealizedPnL, '#.##') + " " + syminfo.currency + " / " + tostring(PercentURealizedPnL, '#.##') + " %") // Deleting previous labels label.delete(labelEquity[1]) //█ Backtest & Alerts // Quantities QuantityOnLong = Spot ? (EquityPercent / 100) * ((strategy.equity / close) - strategy.position_size) : (EquityPercent / 100) * (strategy.equity / close) QuantityOnClose = (PositionPercent / 100) * strategy.position_size // Buy/Long shapes var bool long = na if crossover(RsiVwap[1], OverSold) and (time > testPeriodStart) label.new(bar_index, OverSold, tostring(Leverage, "#.#") + "X", textcolor = Spot ? na : #9598a1, color = color.new(color.lime, 25), style = label.style_diamond, size = size.tiny) long := true // Sell/Closing shapes if crossunder(RsiVwap[1], OverBought) and (time > testPeriodStart) and not na(long) label.new(bar_index, OverBought, color = color.new(color.red, 25), style = label.style_diamond, size = size.tiny) // Alerts string BuyMessage = "q=" + tostring(EquityPercent) + "% t=market" string SellMessage = "q=" + tostring(PositionPercent) + "% t=market" // (copy and paste on the alert window a message similar to this) // {{strategy.order.action}} @ {{strategy.order.price}} | e={{exchange}} a=account s={{ticker}} b={{strategy.order.action}} {{strategy.order.alert_message}} // Market orders on long if crossover(RsiVwap, OverSold) and (time > testPeriodStart) strategy.entry("LONG", strategy.long, qty = QuantityOnLong, alert_message = BuyMessage) // Market orders on close if crossunder(RsiVwap, OverBought) strategy.close("LONG", qty_percent = PositionPercent, comment = "CLOSE", alert_message = SellMessage) // Max Drawdown allowed percent strategy.risk.max_drawdown(Risk, strategy.percent_of_equity) // by XaviZ

Oscillator Evaluator (Analysis tool)

https://www.tradingview.com/script/M9taaIkp-Oscillator-Evaluator-Analysis-tool/

mks17

https://www.tradingview.com/u/mks17/

strategy

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/ // © mks17 //@version=4 //Created for tradingview backtester strategy(title='Oscillator Evaluator (Analysis tool)', shorttitle='Oscillator Evaluator', precision=3, initial_capital=700, pyramiding=500, default_qty_value=500, default_qty_type=strategy.cash, commission_type=strategy.commission.percent, commission_value=0.1, calc_on_every_tick=false, calc_on_order_fills=false, max_bars_back=600, overlay=false) //--------------------Average Returns--------------------------------- avgRetR = input(title='Average Returns Ratio Adjustment', type=input.float, defval=1, minval=0.02, step=0.02) //To change the automatic calculated avgRet parameter sum = 0.0 sum := nz(sum[1]) returns = (close - close[1]) * 100 / close sum := sum + abs(returns) avgRet = sum / bar_index avgRet := avgRet * avgRetR avgRet100 = avgRet / 100 avgRetClose100 = close * avgRet100 //---------------------------Inputs------------------------------------ lEntries = input(false, title="Show Long Entries Only") sEntries = input(false, title="Show Short Entries Only") stratSel = input(defval="MA Strategy", title="Strategy Selector", options=["MA Strategy", "MA Crossover Strategy", "Cross over 0 Strategy","Buy/Sell on Extremes Strategy", "Mean Reversion Strategy", "Take Profit Strategy"], type=input.string) dataSel = input(defval="Oscillator 1", title="Oscillator Selector", options=["Oscillator 1", "Oscillator 2", "Oscillator 3"], type=input.string) scale1 = input(title="Oscillator 1 Scale Adjustment", type=input.float, defval=1, minval=0, maxval=10, step=0.05) tfadj1 = input(title="Oscillator 1 Timeframe Adjustment", type=input.float, defval=0.2, minval=0, maxval=10, step=0.05) scale2 = input(title="Oscillator 2 Scale Adjustment", type=input.float, defval=1, minval=0, maxval=10, step=0.05) tfadj2 = input(title="Oscillator 2 Timeframe Adjustment", type=input.float, defval=0.2, minval=0, maxval=10, step=0.05) scale3 = input(title="Oscillator 3 Scale Adjustment", type=input.float, defval=1, minval=0, maxval=10, step=0.05) tfadj3 = input(title="Oscillator 3 Timeframe Adjustment", type=input.float, defval=0.2, minval=0, maxval=10, step=0.05) bool mastrat = false, macrossstrat = false, crossstrat = false, bsstrat = false, mrstrat = false, tpstrat = false if stratSel == "MA Strategy" mastrat := true else if stratSel == "MA Crossover Strategy" macrossstrat := true else if stratSel == "Cross over 0 Strategy" crossstrat := true else if stratSel == "Buy/Sell on Extremes Strategy" bsstrat := true else if stratSel == "Mean Reversion Strategy" mrstrat := true else tpstrat := true //MA Strat malmt = input(7, "MA Strat Length") mcthr = input(0.07, "MA Strat Range Threshold", step=0.005) //"MC Range Threshold " //MA crossOver Strat mas = input(3, "MA Crossover Strat Short Length") //"MA Short Length" mal = input(9, "MA Crossover Strat Long Length") //"MA Long Length" //Cross on 0 Strat cross = input(0, "Cross Strat Horizon", step=0.1) //"Cross over 0" //Buy Sell on Extremes Strat bsOversold = input(-36.2, "Buy/Sell on Extremes Strat Oversold Value", step=0.1) //"Entry Max Signal" bsOverbought = input(47.2, "Buy/Sell on Extremes Strat Overbought Value", step=0.1) //"Entry Max Signal" //Mean Reversion Strat mrOversold = input(-45, "Mean Reversion Strat Oversold Value", step=0.1) //"Entry Max Signal" mrOverbought = input(45, "Mean Reversion Strat Overbought Value", step=0.1) //"Entry Max Signal" // factor0 = input(1, step=0.1) // factor1 = input(1, step=0.1) // factor2 = input(1, step=0.1) mrtp = input(0.5, "Mean Reversion Strat TP (%)", step=0.1) / 100// mrsl = input(0.5, "Mean Reversion Strat SL (%)", step=0.1) / 100// //Take Profit Strat tpOversold = input(-45, "Take Profit Strat Oversold Value", step=0.1) //"Entry Max Signal" tpOverbought = input(45, "Take Profit Strat Overbought Value", step=0.1) //"Entry Max Signal" tp = input(10, "Take Profit Strat TP (%)", step=1) / 100// sl = input(4, "Take Profit Strat TP (%)", step=1) / 100// //Max loss and Max Downturn for all strategies emaxl = input(10, "Max Loss (%)", step=1) / 100 //"Exit Max loss" emaxdn =input(20, "Max Downturn (%)", step=1) / 100//"Exit Max Downturn" //-------------Oscillators----------------- //Put here your 2 oscillators of choice for comparison //Mine is RSI rsi1 = rsi(ohlc4, 1) rsi2 = rsi(ohlc4, 2), rsi2 := nz(rsi2, rsi1) rsi3 = rsi(ohlc4, 3), rsi3 := nz(rsi3, rsi2) rsi4 = rsi(ohlc4, 4), rsi4 := nz(rsi4, rsi3) rsi5 = rsi(ohlc4, 5), rsi5 := nz(rsi5, rsi4) rsi6 = rsi(ohlc4, 6), rsi6 := nz(rsi6, rsi5) rsi7 = rsi(ohlc4, 7), rsi7 := nz(rsi7, rsi6) LTFrsi = ((rsi1 + rsi2 + rsi3 + rsi4 + rsi5 + rsi6 + rsi7) / 7) - 50 rsi12 = rsi(ohlc4, 12), rsi12 := nz(rsi12, LTFrsi) rsi24 = rsi(ohlc4, 24), rsi24 := nz(rsi24, rsi12) rsi36 = rsi(ohlc4, 36), rsi36 := nz(rsi36, rsi24) rsi48 = rsi(ohlc4, 48), rsi48 := nz(rsi48, rsi36) rsi60 = rsi(ohlc4, 60), rsi60 := nz(rsi60, rsi48) rsi72 = rsi(ohlc4, 72), rsi72 := nz(rsi72, rsi60) rsi84 = rsi(ohlc4, 84), rsi84 := nz(rsi84, rsi72) HTFrsi = ((rsi12 + rsi24 + rsi36 + rsi48 + rsi60 + rsi72 + rsi84) / 7) - 50 rsi = tfadj1 * LTFrsi + (1 - tfadj1) * HTFrsi //And Stochastic stoch1 = sma(stoch(close, high, low, 1), 2) stoch2 = sma(stoch(close, high, low, 2), 2), stoch2 := nz(stoch2, stoch1) stoch3 = sma(stoch(close, high, low, 3), 2), stoch3 := nz(stoch3, stoch2) stoch4 = sma(stoch(close, high, low, 4), 2), stoch4 := nz(stoch4, stoch3) stoch5 = sma(stoch(close, high, low, 5), 2), stoch5 := nz(stoch5, stoch4) stoch6 = sma(stoch(close, high, low, 6), 2), stoch6 := nz(stoch6, stoch5) stoch7 = sma(stoch(close, high, low, 7), 2), stoch7 := nz(stoch7, stoch6) LTFstoch = ((stoch1 + stoch2 + stoch3 + stoch4 + stoch5 + stoch6 + stoch7) / 7) - 50 stoch12 = sma(stoch(close, high, low, 12), 2), stoch12 := nz(stoch12, LTFstoch) stoch24 = sma(stoch(close, high, low, 24), 2), stoch24 := nz(stoch24, stoch12) stoch36 = sma(stoch(close, high, low, 36), 2), stoch36 := nz(stoch36, stoch24) stoch48 = sma(stoch(close, high, low, 48), 2), stoch48 := nz(stoch48, stoch36) stoch60 = sma(stoch(close, high, low, 60), 2), stoch60 := nz(stoch60, stoch48) stoch72 = sma(stoch(close, high, low, 72), 2), stoch72 := nz(stoch72, stoch60) stoch84 = sma(stoch(close, high, low, 84), 2), stoch84 := nz(stoch84, stoch72) HTFstoch = ((stoch12 + stoch24 + stoch36 + stoch48 + stoch60 + stoch72 + stoch84) / 7) - 50 stoch = tfadj2 * LTFstoch + (1 - tfadj2) * HTFstoch //Data Selector float data = 0.0 if dataSel == "Oscillator 1" data := rsi * scale1 else if dataSel == "Oscillator 2" data := stoch * scale2 else data := stoch * scale3 //--------------------MAs--------------------- PI = 2 * asin(1) laguerre(src, alpha) => // A 4-element Laguerre filter L0 = 0.0, L2 = 0.0, L4 = 0.0, L6 = 0.0 L0 := alpha * src + (1 - alpha) * nz(L0[1], src) L2 := -(1 - alpha) * L0 + nz(L0[1], src) + (1 - alpha) * nz(L2[1], src) L4 := -(1 - alpha) * L2 + nz(L2[1], src) + (1 - alpha) * nz(L4[1], src) L6 := -(1 - alpha) * L4 + nz(L4[1], src) + (1 - alpha) * nz(L6[1], src) (L0 + 2 * L2 + 2 * L4 + L6) / 6 highpassFilter(src, highpassLength) => a = 0.707 * 2 * PI / highpassLength alpha1 = 1 + (sin(a) - 1) / cos(a) b = 1 - alpha1 / 2 c = 1 - alpha1 highpass = 0.0 highpass := highpassLength != 0 ? b * b * (src - 2 * nz(src[1]) + nz(src[2])) + 2 * c * nz(highpass[1]) - c * c * nz(highpass[2]) : src hilbertTransform(src) => 0.0962 * src + 0.5769 * nz(src[2]) - 0.5769 * nz(src[4]) - 0.0962 * nz(src[6]) computeComponent(src, mesaPeriodMult) => hilbertTransform(src) * mesaPeriodMult computeAlpha(src, fastLimit, slowLimit) => mesaPeriod = 0.0, smooth = 0.0, detrender = 0.0, I2 = 0.0, Q2 = 0.0, phase = 0.0 mesaPeriodMult = 0.075 * nz(mesaPeriod[1]) + 0.54 smooth := (4 * src + 3 * nz(src[1]) + 2 * nz(src[2]) + nz(src[3])) / 10 detrender := computeComponent(smooth, mesaPeriodMult) I1 = nz(detrender[3]) Q1 = computeComponent(detrender, mesaPeriodMult) jI = computeComponent(I1, mesaPeriodMult) jQ = computeComponent(Q1, mesaPeriodMult) I2 := I1 - jQ Q2 := Q1 + jI I2 := 0.2 * I2 + 0.8 * nz(I2[1]) Q2 := 0.2 * Q2 + 0.8 * nz(Q2[1]) Re = I2 * nz(I2[1]) + Q2 * nz(Q2[1]) Im = I2 * nz(Q2[1]) - Q2 * nz(I2[1]) Re := 0.2 * Re + 0.8 * nz(Re[1]) Im := 0.2 * Im + 0.8 * nz(Im[1]) if Re != 0 and Im != 0 mesaPeriod := 2 * PI / atan(Im / Re) if mesaPeriod > 1.5 * nz(mesaPeriod[1]) mesaPeriod := 1.5 * nz(mesaPeriod[1]) if mesaPeriod < 0.67 * nz(mesaPeriod[1]) mesaPeriod := 0.67 * nz(mesaPeriod[1]) if mesaPeriod < 6 mesaPeriod := 6 if mesaPeriod > 50 mesaPeriod := 50 mesaPeriod := 0.2 * mesaPeriod + 0.8 * nz(mesaPeriod[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 alpha mama(_src, _fastlimit, _slowlimit) => alpha = computeAlpha(_src, _fastlimit, _slowlimit) mama = 0.0 mama := alpha * _src + (1 - alpha) * nz(mama[1], _src) kama(_src, _len) => mom = abs(change(_src, _len)) volatility = sum(abs(change(_src)), _len) er = volatility != 0 ? mom / volatility : 0 fastAlpha = 0.6666 slowAlpha = 0.0645 alpha = pow((er * (fastAlpha - slowAlpha)) + slowAlpha, 2) kama = 0.0 kama := alpha * _src + (1 - alpha) * nz(kama[1], _src) percent(nom, div) => 100 * nom / div vidya(_src, _len) => alpha = 6 / (_len + 1) momm = change(_src) m1 = momm >= 0.0 ? momm : 0.0 m2 = momm >= 0.0 ? 0.0 : -momm sm1 = sum(m1, _len) sm2 = sum(m2, _len) chandeMO = nz(percent(sm1 - sm2, sm1 + sm2)) k = abs(chandeMO) / 100 vidya = 0.0 vidya := alpha * k * _src + (1 - alpha * k) * nz(vidya[1], _src) sSmooth(src, length) => //Ehlers Super Smooth Filter arg = sqrt(2) * PI / length a1 = exp(-arg) coef2 = 2 * a1 * cos(arg) coef3 = -pow(a1, 2) coef1 = 1 - coef2 - coef3 src1 = nz(src[1], src) src2 = nz(src[2], src1) ssf = 0.0 ssf := coef1 * (src + src1) * 0.5 + coef2 * nz(ssf[1], src1) + coef3 * nz(ssf[2], src2) filter(type, src, len) => // MA type Selector type == "Laguerre" ? laguerre(src, 4.0 / (1 + len)) : type == "EMA" ? ema(src, len) : type == "SMA" ? sma(src, len) : type == "MAMA" ? mama(src, 4.5 / len, 0.45 / len) : type == "KAMA" ? kama(src, len) : type == "VIDYA" ? vidya(src, len) : type == "S Smooth" ? sSmooth(src, len) : src //-------------------------Strategies--------------------- //-------------MA Strategy bool bear = false, bool bull = false, bool range = false, var rangeprice = close, ma2 = 0.0 if mastrat ma2 := filter("Laguerre", data, malmt) //Market Cycle MA //Average Change MA change = (ma2 - ma2[1]) / ma2 suma4 = 0.0 suma4 := nz(suma4[1]) abschange = abs(change) suma4 := suma4 + abschange * 100 avgChange = suma4 / bar_index avgChange100 = ma2 * avgChange / 100 mcthr := mcthr * avgChange100 ma2a = ma2 + 50 dataa = data + 50 //Normal Range if ma is flat then is a range if (mcthr >= -0.15 * avgChange100 and mcthr <= 0.15 * avgChange100) if (ma2a[1] - ma2a >= mcthr) bear := true if (ma2a - ma2a[1] >= mcthr and not(bear)) bull := true if (abs(ma2a - ma2a[1]) < mcthr and not(bear or bull)) range := true //MC Change if above or below MA complete change to opossite condition if (mcthr < -0.15 * avgChange100) if (abs(ma2a - ma2a[1]) < -mcthr - 0.15 * avgChange100) range := true if (dataa > ma2a and data > ma2a and not(range)) bull := true if (dataa < ma2a and data < ma2a and not(range or bull)) bear := true //MC Range if above or below MA cahnge to range condition if (mcthr > 0.15 * avgChange100) if (abs(ma2a - ma2a[1]) < mcthr - 0.15 * avgChange100 or (ma2a - ma2a[1] >= mcthr - 0.15 * avgChange100 and dataa < ma2a and dataa < ma2a or ma2a[1] - ma2a >= mcthr - 0.15 * avgChange100 and dataa > ma2a and dataa > ma2a)) range := true if (ma2a - ma2a[1] >= mcthr - 0.15 * avgChange100 and not(range)) bull := true if (ma2a[1] - ma2a >= mcthr - 0.15* avgChange100 and not(range or bull)) bear := true rangeprice := range[1] == false and range ? ma2 : range[1] and range == false ? na : rangeprice[1] //--------------MA CrossOver Strategy ma1 = 0.0, ma3 = 0.0 if macrossstrat ma1 := filter("EMA", data, mas) //"MA Short" ma3 := filter("Laguerre", data, mal) //"MA Long" //-------------------------Entry Strategy--------------------------- longentry = 0, shortentry = 0, x2longentry = 0, x2shortentry = 0, shortexit = 0, longexit = 0, overBought = 0, overSold = 0 last_open_long = float(na), last_open_short = float(na), var last_close_long = float(na), var last_close_short = float(na) var pyramiding = 0 //To know the current pyramiding var longCounter = 0, var shortCounter = 0 //To keep track of the position we are in var maxProfit = float(na) if (longCounter == 0 or shortCounter == 0) //MA Strat if mastrat if (longCounter == 0 and shortCounter == 0 or longCounter == 0 and shortCounter == 1) if (bull) longentry := 1 longCounter := 1 if (shortCounter != 0 and sEntries) shortexit := 1 shortCounter := 0 if (shortCounter == 0 and longCounter == 0 or longCounter == 1 and shortCounter == 0) if (bear) shortentry := 1 shortCounter := 1 if (longCounter != 0 and lEntries) longexit := 1 longCounter := 0 //MA CrossOver Strat if macrossstrat if (longCounter == 0 and ma1 >= ma3) longentry := 1 longCounter := 1 if (shortCounter != 0 and sEntries) shortexit := 1 shortCounter := 0 if (shortCounter == 0 and ma1 < ma3) shortentry := 1 shortCounter := 1 if (longCounter != 0 and lEntries) longexit := 1 longCounter := 0 //Cross 0 Strat if crossstrat if (data >= cross and longCounter == 0) longentry := 1 longCounter := 1 if (shortCounter != 0 and sEntries) shortexit := 1 shortCounter := 0 if (data < cross and shortCounter == 0) shortentry := 1 shortCounter := 1 if (longCounter != 0 and lEntries) longexit := 1 longCounter := 0 //Buy/Sell on Extremes Strat if bsstrat if data < bsOversold longentry := 1 longCounter := longCounter + 1 if (shortCounter != 0 and sEntries) shortexit := 1 shortCounter := 0 if data > bsOverbought shortentry := 1 shortCounter := shortCounter + 1 if (longCounter != 0 and lEntries) longexit := 1 longCounter := 0 //Mean Reversion Strat if mrstrat if (shortCounter == 0 and longCounter == 0 and data < mrOversold) longentry := 1 longCounter := longCounter + 1 if (shortCounter != 0 and sEntries) shortexit := 1 shortCounter := 0 if (longCounter == 0 and shortCounter == 0 and data > mrOverbought) shortentry := 1 shortCounter := shortCounter + 1 if (longCounter != 0 and lEntries) longexit := 1 longCounter := 0 //Take Profit Strat if tpstrat if (shortCounter == 0 and longCounter == 0 and crossunder(data, tpOversold)) longentry := 1 longCounter := longCounter + 1 if (shortCounter != 0 and sEntries) shortexit := 1 shortCounter := 0 if (longCounter == 0 and shortCounter == 0 and crossover(data, tpOverbought)) shortentry := 1 shortCounter := shortCounter + 1 if (longCounter != 0 and lEntries) longexit := 1 longCounter := 0 last_open_long := longentry == 1 or x2longentry == 1 ? close : nz(last_open_long[1]) last_open_short := shortentry == 1 or x2shortentry == 1 ? close : nz(last_open_short[1]) if longCounter > 0 maxProfit := max(maxProfit[1], close) else if shortCounter > 0 maxProfit := min(maxProfit[1], close) else maxProfit := 0 if longentry == 1 or x2longentry == 1 or shortentry == 1 or x2shortentry == 1 maxProfit := close //-----------------------Close Strategy------------------------------- if (longCounter != 0 or shortCounter != 0) //Max Loss Exits maxlossLong = close < last_open_long * (1 - emaxl) maxlossShort = close > last_open_short * (1 + emaxl) if (longCounter != 0 and maxlossLong) longexit := 4 longCounter := 0 shortCounter := 0 if (shortCounter != 0 and maxlossShort) shortexit := 4 shortCounter := 0 longCounter := 0 maxdowntLong = close < maxProfit * (1 - emaxdn) maxdowntShort = close > maxProfit * (1 + emaxdn) //Max Downturn Exits if (longCounter != 0 and maxdowntLong) longexit := 5 longCounter := 0 shortCounter := 0 if (shortCounter != 0 and maxdowntShort) shortexit := 5 shortCounter := 0 longCounter := 0 //Mean Reversion Strat if mrstrat if (longCounter != 0 and close > last_open_long * (1 + mrtp)) longexit := 2 longCounter := 0 if (longCounter != 0 and close < last_open_long * (1 - mrsl)) longexit := 3 longCounter := 0 if (shortCounter != 0 and close < last_open_short * (1 - mrtp)) shortexit := 2 shortCounter := 0 if (shortCounter != 0 and close > last_open_short * (1 + mrsl)) shortexit := 3 shortCounter := 0 //Take Profit Strat if tpstrat if (longCounter != 0 and close > last_open_long * (1 + tp)) longexit := 2 longCounter := 0 if (longCounter != 0 and close < last_open_long * (1 - sl)) longexit := 3 longCounter := 0 if (shortCounter != 0 and close < last_open_short * (1 - tp)) shortexit := 2 shortCounter := 0 if (shortCounter != 0 and close > last_open_short * (1 + sl)) shortexit := 3 shortCounter := 0 //--------------------------Backtesting & Orders----------------------------- useTB1 = input(false, title="Time Break 1") startTime1 = input(defval = timestamp("01 Jan 2017"), title = "TB Start Time", type = input.time) days1 = input(title="TB 1 Range (days)", type=input.integer, defval=40, minval=1) // useTB2 = input(false, title="Time Break 2") //startTime2 = input(defval = timestamp("01 Aug 2017 00:00 +0000"), title = "TB Start Time", type = input.time) // days2 = input(title="TB 2 Range (days)", type=input.integer, defval=20, minval=1) useTR = input(true, title="Time Range") startTime = input(defval = timestamp("01 Jan 2000"), title = "TR Start Time", type = input.time) endTime = input(defval = timestamp("01 Jun 2020"), title = "TR End Time", type = input.time) useWF = input(true, title="Walk-Forward") weeks = input(title="WF Range (weeks)", type=input.integer, defval=50, minval=0) //Time Range & Walk Forward Test window() => // create function "within window of time" time >= startTime and time <= endTime ? true : false finish2 = endTime + weeks * timestamp(1970, 1, 8, 00, 00) // WF finish window window2() => // To show the WF period time >= endTime and time <= finish2 ? true : false window3() => // To include the WF period and the backtest period time >= startTime and time <= finish2 ? true : false ///Time Breaks finish4 = startTime1 + days1 * timestamp(1970, 1, 2, 00, 00) window4() => // create function "within window of time" time >= startTime1 and time <= finish4 ? true : false // finish5 = startTime2 + days2 * timestamp(1970, 1, 2, 00, 00) // window5() => // create function "within window of time" // time >= startTime2 and time <= finish5 ? true : false if useTB1 and window4() //or useTB2 and window5() longentry := 0 shortentry := 0 x2longentry := 0 x2shortentry := 0 //Strategy and Backtest Conditions //smallOrder = (orderqty * ctorder) / close == 0 ? 2 : (orderqty * ctorder) / close //smallOrder = strategy.equity * mcordqty / close if useTR and useWF == false and window() or useWF and useTR == false and window2() or useWF and useTR and window3() if lEntries == false strategy.entry("Short", false, oca_name="oca_short", oca_type=strategy.oca.reduce, when=shortentry == 1) //strategy.entry("2xShort", false, oca_name="oca_short", oca_type=strategy.oca.reduce, when=x2shortentry == 1) if sEntries == false strategy.entry("Long", true, oca_name="oca_long", oca_type=strategy.oca.reduce, when=longentry == 1) //strategy.entry("2xLong", true, oca_name="oca_long", oca_type=strategy.oca.reduce, when=x2longentry == 1) if strategy.position_size != 0 strategy.close("Short", when=shortexit == 1, comment="Exit") // strategy.close("Long", when=longexit == 1, comment="Exit") // strategy.close("2xShort", when=shortexit == 1, comment="Exit") // strategy.close("2xLong", when=longexit == 1, comment="Exit") // strategy.close_all(when=longexit == 4 or shortexit == 4, comment="Max Loss") strategy.close_all(when=longexit == 5 or shortexit == 5, comment="Max Downturn") strategy.exit("TP", qty_percent=100, stop=high, oca_name="oca_long", when=longexit == 2) strategy.exit("TP", qty_percent=100, stop=low, oca_name="oca_short", when=shortexit == 2) strategy.exit("SL", qty_percent=100, stop=high, oca_name="oca_long", when=longexit == 3) strategy.exit("SL", qty_percent=100, stop=low, oca_name="oca_short", when=shortexit == 3) //-------------------------Plotting---------------------------- plotchar(longCounter - shortCounter, title="Position Counter", char="•", color=color.white, transp=100, location=location.top, size=size.tiny) plotchar(avgRet, title="Average Returns", char="•", color=color.white, transp=100, location=location.top, size=size.tiny) cColor = bull ? color.lime : range ? color.maroon : color.orange plot(mastrat ? ma2 : na, color=cColor, transp=0, title="MA Strat", style=plot.style_linebr) plot(macrossstrat ? ma1 : na, color=color.blue) plot(macrossstrat ? ma3 : na, color=color.orange) plot(data, color=color.black) hline(0) hline(50, linestyle=hline.style_solid) hline(-50, linestyle=hline.style_solid)

RMI + Triple HMRSI + Double EVWRSI + TERSI + CMO Strategy

https://www.tradingview.com/script/8KaVydkk-RMI-Triple-HMRSI-Double-EVWRSI-TERSI-CMO-Strategy/

burgercrisis

https://www.tradingview.com/u/burgercrisis/

strategy

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/ // © burgercrisis //@version=4 strategy("RMI + Triple HMRSI + Double EVWRSI + TERSI Strategy") //* Backtesting Period Selector | Component *// //* https://www.tradingview.com/script/eCC1cvxQ-Backtesting-Period-Selector-Component *// //* https://www.tradingview.com/u/pbergden/ *// //* Modifications made *// testStartYear = input(2021, "Backtest Start Year") testStartMonth = input(1, "Backtest Start Month") testStartDay = input(1, "Backtest Start Day") testPeriodStart = timestamp(testStartYear,testStartMonth,testStartDay,0,0) testStopYear = input(999999, "Backtest Stop Year") testStopMonth = input(9, "Backtest Stop Month") testStopDay = input(26, "Backtest Stop Day") testPeriodStop = timestamp(testStopYear,testStopMonth,testStopDay,0,0) testPeriod() => time >= testPeriodStart and time <= testPeriodStop ? true : false /////////////// END - Backtesting Period Selector | Component /////////////// src = input(close, "Price", type = input.source) CMOlength = input(9, minval=1, title="Alpha Chande Momentum Length") //CMO momm = change(src) f1(m) => m >= 0.0 ? m : 0.0 f2(m) => m >= 0.0 ? 0.0 : -m m1 = f1(momm) m2 = f2(momm) sm1 = sum(m1, CMOlength) sm2 = sum(m2, CMOlength) percent(nom, div) => 100 * nom / div chandeMO = percent(sm1-sm2, sm1+sm2) plot(chandeMO, "Chande MO", color=color.blue) //RMI // Copyright (c) 2018-present, Alex Orekhov (everget) // Relative Momentum Index script may be freely distributed under the MIT license. length3 = input(title="RMI Length", type=input.integer, minval=1, defval=30) momentumLength3 = input(title="RMI Momentum ", type=input.integer, minval=1, defval=25) up3 = rma(max(change(src, momentumLength3), 0), length3) down3 = rma(-min(change(src, momentumLength3), 0), length3) rmi3 = (down3 == 0 ? 100 : up3 == 0 ? 0 : 100 - (100 / (1 + up3 / down3)))-50 // // // end RMI, end Alex Orekhov copywrite // // lengthMA = input(7) lengthRSI = input(14) thrsi = hma(hma(hma(rsi(src, lengthRSI), lengthMA), lengthMA), lengthMA) thrsi1 = (thrsi-50)*10 lengthMA2 = input(7) lengthRSI2 = input(14) devwrsi = ((ema(ema(vwma(rsi(src, lengthRSI2), lengthMA2), lengthMA2), lengthMA2))-50)*5 lengthMA3 = input(7) lengthRSI3 = input(14) tersi = ((ema(ema(ema(rsi(src, lengthRSI3), lengthMA3), lengthMA3), lengthMA3))-50)*10 rmirsi = ((thrsi*rmi3/25)) //Boundary Lines obLevel1 = input(0, title="Chande Sellline") osLevel1 = input(0, title="Chande Buyline") hline(obLevel1, color=#0bc4d9) hline(osLevel1, color=#0bc4d9) obLevel2 = input(0, title="Triple HMRSI Sellline") osLevel2 = input(0, title="Triple HMRSI Buyline") hline(obLevel2, color=#5a0bd9) hline(osLevel2, color=#5a0bd9) obLevel3 = input(0, title="DEVWRSI Sellline") osLevel3 = input(0, title="DEVWRSI Buyline") hline(obLevel3, color=#5a0bd9) hline(osLevel3, color=#5a0bd9) obLevel4 = input(0, title="TERSI Sellline") osLevel4 = input(0, title="TERSI Buyline") hline(obLevel4, color=#5a0bd9) hline(osLevel4, color=#5a0bd9) obLevel5 = input(0, title="RMI Sellline") osLevel5 = input(0, title="RMI Buyline") hline(obLevel5, color=#5a0bd9) hline(osLevel5, color=#5a0bd9) obLevel6 = input(0, title="RMI*RSI Sellline") osLevel6 = input(0, title="RMI*RSI Buyline") hline(obLevel6, color=#5a0bd9) hline(osLevel6, color=#5a0bd9) plot((thrsi1), title="THRSI") plot(devwrsi, color=color.red, title="DEVWRSI") plot(tersi, color=color.yellow, title="TERSI") plot(rmirsi, color=color.purple, title="RMI*HMRSI") plot(rmi3, color=color.orange, title="RMI") longcondition1 = crossover(chandeMO, osLevel1) shortcondition1 = crossunder(chandeMO, obLevel1) longcondition2 = rmirsi<osLevel6 and rmi3<osLevel5 and tersi<osLevel4 and devwrsi<osLevel3 and thrsi1<osLevel2 and longcondition1 shortcondition2 = rmirsi>obLevel6 and rmi3>obLevel5 and tersi>obLevel4 and devwrsi>obLevel3 and thrsi1>obLevel2 and shortcondition1 if testPeriod() if longcondition2 strategy.entry("Buy", strategy.long) if shortcondition2 strategy.entry("Sell", strategy.short) hline(0, color=#C0C0C0, linestyle=hline.style_dashed, title="Zero Line")

Bollinger Band with Fib Golden Ratio (0.618)

https://www.tradingview.com/script/WrQQipHz-Bollinger-Band-with-Fib-Golden-Ratio-0-618/

mohanee

https://www.tradingview.com/u/mohanee/

strategy

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="Bollinger Band with Fib Golden Ratio (0.618)", shorttitle="Bollinger Band with Fib Golden Ratio" , overlay=true, pyramiding=1, default_qty_type=strategy.percent_of_equity, default_qty_value=20, initial_capital=10000, currency=currency.USD) length = input(50,title="BB Length" , minval=1) src1 = input(hlc3, title="Source") //mult1 = input(1.33, minval=0.001, maxval=50) mult = input(1.5,title="multplier", minval=0.001, maxval=50) stopLoss=input(5,title="Stop Loss",minval=1) basis = vwma(src1, length) dev = mult * stdev(src1, length) //dev3 = mult3 * stdev(src, length) upper_618= basis + (0.618*dev) lower_618= basis - (0.618*dev) //lower_618_dev3= basis - (0.618*dev3) plot_upper618= plot(upper_618, color=color.purple, linewidth=2, title="0.618") plot(basis, color=color.purple,style=plot.style_circles, linewidth=2) plot_lower618= plot(lower_618, color=color.purple, linewidth=2, title="0.618 entry") //plot_lower618_dev3= plot(lower_618_dev3, color=color.red, linewidth=1, title="0.618 stop") //plot_lower618= plot(lower_618, color=color.purple, linewidth=1, title="0.618 entry") ema200=ema(close,200) ema50=ema(close,50) plot (ema200, title="ema200", color=color.orange, linewidth=2) plot (ema50, title="ema50", color=color.blue , linewidth=2) longCondition= ema50 > ema200 strategy.entry(id="BB_Fib618", long=true, when = longCondition and ( close < lower_618 or low <= lower_618) ) strategy.close(id="BB_Fib618", comment="points="+tostring(close - strategy.position_avg_price, "###.##") , when = strategy.position_size >= 1 and crossover(close,upper_618 )) //stoploss exit stopLossVal = strategy.position_size>=1 ? strategy.position_avg_price * ( 1 - (stopLoss/100) ) : 0.00 strategy.close(id="BB_Fib618", comment="SL="+tostring(close - strategy.position_avg_price, "###.##"), when=abs(strategy.position_size)>=1 and close < stopLossVal ) //and close > strategy.position_avg_price )

Triple EMA Strategy

https://www.tradingview.com/script/a9mAFvYF-Triple-EMA-Strategy/

IndoPilot

https://www.tradingview.com/u/IndoPilot/

strategy

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/ // © Matt Dearden - IndoPilot // @version=4 /////////////////////////////////////////////////////// Initial Parameters /////////////////////////////////////////////////////// SystemName = "Triple EMA Strategy" ShortSystemName = "TEMA" InitPosition = 100000 InitCapital = 100000 InitCommission = 0.004 //approx value to compensate for Oanda spreads InitPyramidMax = 0 CalcOnorderFills = true strategy(title=SystemName, shorttitle=ShortSystemName, overlay=true, pyramiding=InitPyramidMax, default_qty_type=strategy.cash, default_qty_value=InitPosition, commission_type=strategy.commission.percent, commission_value=InitCommission, initial_capital=InitCapital, max_lines_count=500, max_labels_count=500, process_orders_on_close=false, calc_on_every_tick=false) ///////////////////////////////////////////////////////////// Inputs ///////////////////////////////////////////////////////////// DateFilter = input(false, "═════ Data Filtering ═════") InitYear = input(title="Year", type=input.integer, defval=2021, minval=2000, maxval=2021) InitMonth = input(title="Month (0=ALL)", type=input.integer, defval=0, minval=0, maxval=12) InitStopLoss = input(title="Stop Loss (ticks)", type=input.integer, defval=100, minval=0, maxval=1000) TrailingStopLoss = input(title="Trailing S/L (ticks)", type=input.integer, defval=130, minval=0, maxval=1000) InitBuffer = input(title="Buffer (ticks)", type=input.integer, defval=15, minval=0, maxval=1000) InitEMA1 = input(title="EMA 1", type=input.integer, defval=5, minval=0, maxval=1000) InitEMA2 = input(title="EMA 2", type=input.integer, defval=20, minval=0, maxval=1000) InitEMA3 = input(title="EMA 3", type=input.integer, defval=50, minval=0, maxval=1000) //////////////////////////////////////////////////////////// Variables /////////////////////////////////////////////////////////// var StopLoss = float(0.0) var StartPrice = float(0.0) //setup multipliers and catch JPY difference Multiplier = syminfo.currency == "JPY" ? 10 : 1000 //get the daily exchange rate from yesterday //X_rate = security(AccountCurrency+syminfo.currency, "D", close[1]) OrderQty = int(InitCapital / (InitStopLoss / Multiplier)) Buffer = InitBuffer / (Multiplier * 100) /////////////////////////////////////////////////////// Triple EMA Strategy ////////////////////////////////////////////////////// EMA1 = ema(close, InitEMA1) EMA2= ema(close, InitEMA2) EMA3 = ema(close, InitEMA3) //entry conditions longCondition = crossover(EMA1, EMA2) and close > EMA3 and EMA1 > EMA3 and EMA2 > EMA3 and close > (close[1] + Buffer) shortCondition = crossunder(EMA1, EMA2) and close < EMA3 and EMA1 < EMA3 and EMA2 < EMA3 and close < (close[1] - Buffer) /////////////////////////////////////////////////////// Trailing Stoploss //////////////////////////////////////////////////////// if (strategy.position_size > 0 and (close > (StartPrice + (TrailingStopLoss / (100 * Multiplier))))) StopLoss := max(StopLoss, close - (TrailingStopLoss / (100 * Multiplier))) strategy.exit("Long Stoploss", "Long", stop=StopLoss) if (strategy.position_size < 0 and (close < (StartPrice - (InitStopLoss / (100 * Multiplier))))) StopLoss := min(StopLoss, close + (TrailingStopLoss / (100 * Multiplier))) strategy.exit("Short Stoploss", "Short", stop=StopLoss) ///////////////////////////////////////////////////////// Setup entries ///////////////////////////////////////////////////////// if (longCondition and year == InitYear and (InitMonth == 0 or month == InitMonth)) StartPrice := close StopLoss := StartPrice - (InitStopLoss / (100 * Multiplier)) strategy.entry("Long", strategy.long, qty=OrderQty) strategy.exit("Long Stoploss", "Long", stop=StopLoss) if (shortCondition and year == InitYear and (InitMonth == 0 or month == InitMonth)) StartPrice := close StopLoss := StartPrice + (InitStopLoss / (100 * Multiplier)) strategy.entry("Short", strategy.short, qty=OrderQty) strategy.exit("Short Stoploss", "Short", stop=StopLoss) ///////////////////////////////////////////////////////// Draw the EMAs ///////////////////////////////////////////////////////// plot(EMA1, "EMA1", color=#00FF00) plot(EMA2, "EMA2", color=#FF0000) plot(EMA3, "EMA3", color=#4040FF)

Flawless Victory Strategy - 15min BTC Machine Learning Strategy

https://www.tradingview.com/script/i3Uc79fF-Flawless-Victory-Strategy-15min-BTC-Machine-Learning-Strategy/

Bunghole

https://www.tradingview.com/u/Bunghole/

strategy

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/ // © Bunghole //@version=4 strategy(overlay=true, shorttitle="Flawless Victory Strategy", default_qty_type = strategy.percent_of_equity, initial_capital = 100000, default_qty_value = 100, pyramiding = 0, title="Flawless Victory Strategy", currency = 'USD') ////////// ** Inputs ** ////////// // Stoploss and Profits Inputs v1 = input(true, title="Version 1 - Doesn't Use SL/TP") v2 = input(false, title="Version 2 - Uses SL/TP") v3 = input(false, title="Version 3 - Uses SL/TP") v2stoploss_input = input(6.604, title='Stop Loss %', type=input.float, minval=0.01)/100 v2takeprofit_input = input(2.328, title='Take Profit %', type=input.float, minval=0.01)/100 v2stoploss_level = strategy.position_avg_price * (1 - v2stoploss_input) v2takeprofit_level = strategy.position_avg_price * (1 + v2takeprofit_input) v3stoploss_input = input(8.882, title='Stop Loss %', type=input.float, minval=0.01)/100 v3takeprofit_input = input(2.317, title='Take Profit %', type=input.float, minval=0.01)/100 v3stoploss_level = strategy.position_avg_price * (1 - v3stoploss_input) v3takeprofit_level = strategy.position_avg_price * (1 + v3takeprofit_input) plot(v2 and v2stoploss_input and v2stoploss_level ? v2stoploss_level: na, color=color.red, style=plot.style_linebr, linewidth=2, title="v2 Stoploss") plot(v2 and v2takeprofit_input ? v2takeprofit_level: na, color=color.green, style=plot.style_linebr, linewidth=2, title="v2 Profit") plot(v3 and v3stoploss_input and v3stoploss_level ? v3stoploss_level: na, color=color.red, style=plot.style_linebr, linewidth=2, title="v3 Stoploss") plot(v3 and v3takeprofit_input ? v3takeprofit_level: na, color=color.green, style=plot.style_linebr, linewidth=2, title="v3 Profit") ////////// ** Indicators ** ////////// // RSI len = 14 src = close up = rma(max(change(src), 0), len) down = rma(-min(change(src), 0), len) rsi = down == 0 ? 100 : up == 0 ? 0 : 100 - 100 / (1 + up / down) // MFI MFIlength = 14 MFIsrc = hlc3 MFIupper = sum(volume * (change(MFIsrc) <= 0 ? 0 : MFIsrc), MFIlength) MFIlower = sum(volume * (change(MFIsrc) >= 0 ? 0 : MFIsrc), MFIlength) _rsi(MFIupper, MFIlower) => if MFIlower == 0 100 if MFIupper == 0 0 100.0 - (100.0 / (1.0 + MFIupper / MFIlower)) mfi = _rsi(MFIupper, MFIlower) // v1 Bollinger Bands length1 = 20 src1 = close mult1 = 1.0 basis1 = sma(src1, length1) dev1 = mult1 * stdev(src1, length1) upper1 = basis1 + dev1 lower1 = basis1 - dev1 // v2 Bollinger Bands length2 = 17 src2 = close mult2 = 1.0 basis2 = sma(src2, length2) dev2 = mult2 * stdev(src2, length2) upper2 = basis2 + dev2 lower2 = basis2 - dev2 ////////// ** Triggers and Guards ** ////////// // v1 Strategy Parameters RSILowerLevel1 = 42 RSIUpperLevel1 = 70 BBBuyTrigger1 = src1 < lower1 BBSellTrigger1 = src1 > upper1 rsiBuyGuard1 = rsi > RSILowerLevel1 rsiSellGuard1 = rsi > RSIUpperLevel1 // v2 Strategy Parameters RSILowerLevel2 = 42 RSIUpperLevel2 = 76 BBBuyTrigger2 = src2 < lower2 BBSellTrigger2 = src2 > upper2 rsiBuyGuard2 = rsi > RSILowerLevel2 rsiSellGuard2 = rsi > RSIUpperLevel2 // v3 Strategy Parameters MFILowerLevel3 = 60 RSIUpperLevel3 = 65 MFIUpperLevel3 = 64 BBBuyTrigger3 = src1 < lower1 BBSellTrigger3 = src1 > upper1 mfiBuyGuard3 = mfi < MFILowerLevel3 rsiSellGuard3 = rsi > RSIUpperLevel3 mfiSellGuard3 = mfi > MFIUpperLevel3 //////////** Strategy Signals ** ////////// // v1 Signals Buy_1 = BBBuyTrigger1 and rsiBuyGuard1 Sell_1 = BBSellTrigger1 and rsiSellGuard1 if v1 == true strategy.entry("Long", strategy.long, when = Buy_1, alert_message = "v1 - Buy Signal!") strategy.close("Long", when = Sell_1, alert_message = "v1 - Sell Signal!") // v2 Signals Buy_2 = BBBuyTrigger2 and rsiBuyGuard2 Sell_2 = BBSellTrigger2 and rsiSellGuard2 if v2 == true strategy.entry("Long", strategy.long, when = Buy_2, alert_message = "v2 - Buy Signal!") strategy.close("Long", when = Sell_2, alert_message = "v2 - Sell Signal!") strategy.exit("Stoploss/TP", "Long", stop = v2stoploss_level, limit = v2takeprofit_level) // v3 Signals Buy_3 = BBBuyTrigger3 and mfiBuyGuard3 Sell_3 = BBSellTrigger3 and rsiSellGuard3 and mfiSellGuard3 if v3 == true strategy.entry("Long", strategy.long, when = Buy_3, alert_message = "v2 - Buy Signal!") strategy.close("Long", when = Sell_3, alert_message = "v2 - Sell Signal!") strategy.exit("Stoploss/TP", "Long", stop = v3stoploss_level, limit = v3takeprofit_level)

Basic SMA 200 Strategy

https://www.tradingview.com/script/EXtBltMY-Basic-SMA-200-Strategy/

Ichimoku-Trading

https://www.tradingview.com/u/Ichimoku-Trading/

strategy

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/ // © Ichimoku-Trading by TradersEldorado //@version=4 strategy("simple MA 200 cross", overlay=true) //Inputs MA_Len = input(title="Moving Average Length", type=input.integer, defval=200) //Moving Average MA = sma(close, MA_Len) //Entry longCondition = crossover(close, MA) if (longCondition) strategy.entry("Long", strategy.long) //Exit exitCondition = crossunder(close, MA) if (exitCondition) strategy.close("Long") //Plot plot(MA, title="Moving Average") plotshape(longCondition, style=shape.arrowup, color=color.green, location=location.belowbar, size=size.normal, title="Entry", text="Entry") plotshape(exitCondition, style=shape.arrowdown, color=color.red, location=location.abovebar, size=size.normal, title="Exit", text="Exit")

McClellan Oscillator Strategy

https://www.tradingview.com/script/pxfqn7b4-McClellan-Oscillator-Strategy/

sparrow_hawk_737

https://www.tradingview.com/u/sparrow_hawk_737/

strategy

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/ // © sparrow_hawk_737 //@version=3 strategy("McClellan Oscillator Strategy", default_qty_type=strategy.percent_of_equity, default_qty_value=100) exitWhenOscIsZero = input(false, title="Exit when oscillator goes under 0?") enterWhenOscIsZero = input(false, title="Enter when oscillator goes over 0?") isRA=input(true, title="Stockcharts version (Ratio Adjusted)?") rm=input(defval=1000, title="RANA ratio multiplier") showEMAs=input(false, title="Show EMAs?") showOsc=input(true, title="Show Oscillator?") slowLengthSell = input(20, title="Slow Length Sell") fastLengthSell = input(9, title="Fast Length Sell") slowLengthBuy = input(20, title="Slow Length Buy") fastLengthBuy = input(9, title="Fast Length Buy") useCTF=input(false, title="Use Custom Timeframe?"), tf=useCTF?input("D", type=resolution, title="Custom Timeframe"):period // Recommend NOT enabling this gaps=barmerge.gaps_off // Recommend leaving this OFF src=close // Varianta doar cu NYSE sau doar cu NASDAQ da semnale long mai proaste decat // varianta cu toate bursele, dar uneori (f rar) cea cu NYSE le da mai devreme. use_ny=input(100.0,"NYSE %")/100 use_nq=input(0,"NASDAQ %")/100 use_us=input(100.0,"US %")/100 use_dj=input(0,"DJ %")/100 use_ax=input(100.0,"AX %")/100 use_am=input(0,"AM %")/100 ai=0.0, di=0.0 adv=use_ny*nz(security("ADVN.NY", tf, src, gaps))+use_nq*nz(security("ADVN.NQ", tf, src, gaps))+use_us*nz(security("ADVN.US", tf, src, gaps))+use_dj*nz(security("ADVN.DJ", tf, src, gaps))+use_ax*nz(security("ADVN.AX", tf, src, gaps))+use_am*nz(security("ADVN.AM", tf, src, gaps)) dec=use_ny*nz(security("DECL.NY", tf, src, gaps))+use_nq*nz(security("DECL.NQ", tf, src, gaps))+use_us*nz(security("DECL.US", tf, src, gaps))+use_dj*nz(security("DECL.DJ", tf, src, gaps))+use_ax*nz(security("DECL.AX", tf, src, gaps))+use_am*nz(security("DECL.AM", tf, src, gaps)) ai:=ai+adv, di:=di+dec rana=rm * (ai-di)/(ai+di) moonel = input(16, "mo1 length") mtwol = input(36, "mo2 length") e1=isRA?ema(rana, moonel):ema(ai-di, moonel),e2=isRA?ema(rana, mtwol):ema(ai-di, mtwol) mo=e1-e2 hline(0, title="0") plot(showOsc?mo<0?mo:0:na, style=area, color=white, title="-") plot(showOsc?mo>=0?mo:0:na, style=area, color=white, title="+") plot(showOsc?mo:na, style=line, color=black, title="MO", linewidth=2) plot(showEMAs?e1:na, color=blue, linewidth=2, title="19 EMA") plot(showEMAs?e2:na, color=red, linewidth=2, title="39 EMA") short= mo>=100 and mo<mo[1] long= mo<=-100 and mo>mo[1] bgcolor(long ? green : short ? red : white, transp=75) alertcondition(long and not long[1], "McC long ", "McC long ") alertcondition(short and not short[1], "McC short ", "McC short ") exited = false inpos = strategy.position_size > 0 mas1 = ema(mo, fastLengthSell) mas2 = ema(mo, slowLengthSell) mab1 = ema(mo, fastLengthBuy) mab2 = ema(mo, slowLengthBuy) plot(mas1, color=blue, linewidth=2, title="39 EMA") plot(mas2, color=orange, linewidth=2, title="39 EMA") plot(mab1, color=red, linewidth=2, title="39 EMA") plot(mab2, color=black, linewidth=2, title="39 EMA") get_bbr(x, length) => mult = 2 basis = sma(x, length) dev = mult * stdev(x, length) upper = basis + dev lower = basis - dev (x - lower)/(upper - lower) vxx = security("VXX", "", close) vvix = security("VVIX", "", close) bbr1 = get_bbr(vvix, input(10, title="vvix bbr length")) bbr2 = get_bbr(vxx, input(20,title="vxx bbr length")) mmthsell = input(true, "Only sell when percent of X stocks is in downtrend") // 25 is the max observed so far mmth = sma(security(input("MMOH", "Percent of stocks above X"), "", close), input(20, "percent of stocks length")) mmthlow =( ( mmth[0] - mmth[1] ) + ( mmth[1] - mmth[2] ) + ( mmth[2] - mmth[3] ) ) / 3 < 0 mmfi = security("MMFI", "", close) mmfibbr = get_bbr(mmfi, 100) buy2 = mmfibbr >= 0 and ( mmfibbr[1] <= 0.01) skew = security("SKEW", "", close) skewma = sma(skew, input(10, "SKEW MA LENGTH")) skewpos = ( ( (skewma - skewma[1]) + (skewma[1] - skewma[2]) + (skewma[2] - skewma[3]) ) / 3) > 0 skbbr = get_bbr(skew, input(29, "skew bbr length")) skewthresh = input(1.1, "skew bbr thresh") extremenegativeskew = (skbbr > skewthresh) or (skbbr[1] > skewthresh) v1 = security("VX1!", "", close) v2 = security("VX2!", "", close) vix = security("VIX", "", close) roll_yield = (v1 - vix) / vix shape = ( v2 - v1 ) rysell = roll_yield <= 0.01 plot(roll_yield * 100, color=orange, linewidth=2,title="ROLL YIELD") plot(shape * 10, color=yellow, linewidth=2,title="VIX SHAPE") iwm = security("IWM", "", close) iwmma12 = sma(iwm, input(12)) buy3 = iwm > iwmma12 sell = rysell and mmthlow and ( crossunder(mas1, mas2) or mas1 < mas2 ) and ( bbr1 >= 0.90 or bbr2 >= 0.90 and mas1 < mas1[1]) and not extremenegativeskew and not buy3 preznobuy = ((year - 2004) % 4 == 0 and month == 10 ? dayofmonth < 10 and dayofmonth > 31 : true) prezsell = ((year - 2004) % 4 == 0 and month == 10 ? dayofmonth >= 10 and dayofmonth <= 17 : false) if (preznobuy and extremenegativeskew and strategy.position_size <= 0) strategy.entry("extremenegativeskew", strategy.long) if (preznobuy and ( (crossover(mab1, mab2) or mab1 > mab2)) and strategy.position_size <= 0) strategy.entry("mab cross", strategy.long) if (preznobuy and (buy2 and skewpos) and strategy.position_size <= 0) strategy.entry("mmfi + skew bottom", strategy.long) if (preznobuy and (buy3 and skewpos) and strategy.position_size <= 0) strategy.entry("RUS bottom", strategy.long) if ((prezsell or sell) and strategy.position_size > 0) strategy.close_all()

Zweig Market Breadth Thrust Indicator Strategy

https://www.tradingview.com/script/f31wnImM-Zweig-Market-Breadth-Thrust-Indicator-Strategy/

mohanee

https://www.tradingview.com/u/mohanee/

strategy

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("Zweig Market Breadth Thrust Indicator Strategy", overlay=false, pyramiding=3 , default_qty_type=strategy.percent_of_equity, default_qty_value=20, initial_capital=10000, currency=currency.USD) ma_type = input("EMA", options=["SMA","EMA","WMA"] ) ma_length = input(defval=65, minval=1, title="MA Length") mkt = input ("NYSE" , options=["NYSE","NASDAQ", "AMEX", "COMBINED"] ) buyEntryAt = input(0.40, minval=0.10, maxval=0.60) stopLoss = input(title="Stop Loss%", defval=5, minval=1) trailingStop = input(false, title="Trailing Stop") partialCloseIndicator = input("RSI", title="Partial Close using Indicator ", options=["ZWEIG", "RSI"]) colorOBOS = input(true, title="Color OB/OS") showDecLineThrust= input(false, title="show DecLine Thrust") //function getMAval(s,l, ma_type) => ma_type== "SMA" ? sma(s,l): ma_type== "EMA" ? ema(s,l) : ma_type=="WMA" ? wma(s,l) : sma(s,l) //calculate Zweig Market Breadth Thrust ///////////////////////////////////////////////////////////// res = "D" advn="ADVN", decn="DECN" // NYSE advnq="ADVQ", decnq="DECQ" // NASDAQ advna="ADVA", decna="DECA" // AMEX advc="(ADVN+ADVQ+ADVA)/3.0" decc="(DECN+DECQ+DECA)/3.0" adv= security(mkt=="COMBINED" ? advc:mkt == "NYSE" ? advn: mkt == "NASDAQ" ? advnq : mkt == "AMEX" ? advna:na, res, close) //res dec= security(mkt=="COMBINED" ? decc:mkt == "NYSE" ? decn:mkt == "NASDAQ" ? decnq : mkt == "AMEX" ? decna:na, res, close) zmbti = getMAval(adv/(adv+dec), ma_length, ma_type) zmbtr = getMAval(dec/(adv+dec), ma_length, ma_type) //calculate Zweig Market Breadth Thrust ///////////////////////////////////////////////////////////// myRsi = rsi(close, 5) //Plot ///////////////////////////////////////////////////////////// osl=plot(buyEntryAt, color=color.gray, style=plot.style_linebr, title="OS") //osl1=plot(0.45, color=color.blue, style=plot.style_circles, linewidth=2 , title="OS1") obl=plot(0.615, color=color.gray, style=plot.style_linebr, title="OB") osd=plot(colorOBOS?(zmbti<buyEntryAt?zmbti:buyEntryAt):na, style=plot.style_linebr,linewidth=0, title="DummyOS") obd=plot(colorOBOS?(zmbti>0.615?zmbti:0.615):na, style=plot.style_linebr, linewidth=0, title="DummyOB") fill(osl,obl,color.purple, title="RegionFill") fill(osl, osd, color.green, transp=60, title="OSFill") fill(obl, obd, color.red, transp=60, title="OBFill") plot(zmbti, color=color.blue, linewidth=2, title="BreadthThrust(advances)") plot(showDecLineThrust == true ? zmbtr : na, color=color.red, linewidth=2, title="BreadthThrust(declines)") //plot ///////////////////////////////////////////////////////////// //Strategy ///////////////////////////////////////////////////////////// strategy.entry(id="zmbtiLong" , long=true, when=crossover(zmbti, buyEntryAt) ) ////// Calculate trailing SL sl_val = close * stopLoss / 100 trailing_sl = 0.0 trailing_sl := strategy.position_size>=1 ? max(low - sl_val, nz(trailing_sl[1])) : na stopLossVal = strategy.position_size>=1 ? strategy.position_avg_price * ( 1 - (stopLoss / 100) ) : 0.00 //draw initil stop loss //plot(strategy.position_size>=1 ? trailing_sl : na, color = color.blue , style=plot.style_linebr, linewidth = 2, title = "stop loss") //exit partial position when zmbti crossing down OB level strategy.close(id="zmbtiLong" , comment="Partial close ZWEIG" , qty=strategy.position_size/3 , when=strategy.position_size>=1 and partialCloseIndicator=="ZWEIG" and close>strategy.position_avg_price and crossunder(zmbti, 0.6) ) strategy.close(id="zmbtiLong" , comment="Partial close RSI" , qty=strategy.position_size/3 , when=strategy.position_size>=1 and partialCloseIndicator=="RSI" and close>strategy.position_avg_price and crossunder(myRsi, 90) ) //exit whole position when zmbti turns back to OS Level strategy.close(id="zmbtiLong" , comment="close all" , when=strategy.position_size>=1 and close >strategy.position_avg_price and crossunder(zmbti , buyEntryAt) ) //exit whole position when stop loss hits strategy.close(id="zmbtiLong" , comment="TSL", when=strategy.position_size>=1 and trailingStop==true and close < trailing_sl ) //if trailing stop is set strategy.close(id="zmbtiLong" , comment="SL", when=strategy.position_size>=1 and close < stopLossVal ) //if trailing stop is NOT set

(IK) Grid Script

https://www.tradingview.com/script/IIchZZ2m-IK-Grid-Script/

tapRoot_coding

https://www.tradingview.com/u/tapRoot_coding/

strategy

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/ // © tapRoot_coding - Ian Kuzmik //@version=4 strategy("(IK) Grid Script", overlay=true, pyramiding=14, close_entries_rule="ANY", default_qty_type=strategy.cash, initial_capital=100.0, currency="USD", commission_type=strategy.commission.percent, commission_value=0.1) // == INPUT == i_autoBounds = input(group="Grid Bounds", title="Use Auto Bounds?", defval=false, type=input.bool) // calculate upper and lower bound of the grid automatically? This will theorhetically be less profitable, but will certainly require less attention i_boundSrc = input(group="Grid Bounds", title="(Auto) Bound Source", defval="Hi & Low", options=["Hi & Low", "Average"]) // should bounds of the auto grid be calculated from recent High & Low, or from a Simple Moving Average i_boundLookback = input(group="Grid Bounds", title="(Auto) Bound Lookback", defval=250, type=input.integer, maxval=500, minval=0) // when calculating auto grid bounds, how far back should we look for a High & Low, or what should the length be of our sma i_boundDev = input(group="Grid Bounds", title="(Auto) Bound Deviation", defval=0.10, type=input.float, maxval=1, minval=-1) // if sourcing auto bounds from High & Low, this percentage will (positive) widen or (negative) narrow the bound limits. If sourcing from Average, this is the deviation (up and down) from the sma, and CANNOT be negative. i_upperBound = input(group="Grid Bounds", title="(Manual) Upper Boundry", defval=0.285, type=input.float) // for manual grid bounds only. The upperbound price of your grid i_lowerBound = input(group="Grid Bounds", title="(Manual) Lower Boundry", defval=0.225, type=input.float) // for manual grid bounds only. The lowerbound price of your grid. i_gridQty = input(group="Grid Lines", title="Grid Line Quantity", defval=8, maxval=15, minval=3, type=input.integer) // how many grid lines are in your grid // == FUNCTIONS == // for auto grid only. return the upperbound if _up == true, or the lowerbound if _up == false f_getGridBounds(_bs, _bl, _bd, _up) => if _bs == "Hi & Low" _up ? highest(close, _bl) * (1 + _bd) : lowest(close, _bl) * (1 - _bd) else avg = sma(close, _bl) _up ? avg * (1 + _bd) : avg * (1 - _bd) // using the lowerbound, grid width, and grid line quantity, build an array of prices (grid lines) from the bottom up f_buildGrid(_lb, _gw, _gq) => gridArr = array.new_float(0) for i=0 to _gq-1 array.push(gridArr, _lb+(_gw*i)) gridArr // return an array that contains the closest grid lines above and below current price (not counting the line price is currently on). This is solely for plotting purposes f_getNearGridLines(_gridArr, _price) => arr = array.new_int(3) for i = 0 to array.size(_gridArr)-1 if array.get(_gridArr, i) > _price array.set(arr, 0, i == array.size(_gridArr)-1 ? i : i+1) array.set(arr, 1, i == 0 ? i : i-1) break arr // == VARIABLES == var upperBound = i_autoBounds ? f_getGridBounds(i_boundSrc, i_boundLookback, i_boundDev, true) : i_upperBound // upperbound of our grid var lowerBound = i_autoBounds ? f_getGridBounds(i_boundSrc, i_boundLookback, i_boundDev, false) : i_lowerBound // lowerbound of our grid var gridWidth = (upperBound - lowerBound)/(i_gridQty-1) // space between lines in our grid var gridLineArr = f_buildGrid(lowerBound, gridWidth, i_gridQty) // an array of prices that correspond to our grid lines var orderArr = array.new_bool(i_gridQty, false) // a boolean array that indicates if there is an open order corresponding to each grid line var closeLineArr = f_getNearGridLines(gridLineArr, close) // for plotting purposes - an array of 2 indices that correspond to grid lines near price var nearTopGridLine = array.get(closeLineArr, 0) // for plotting purposes - the index (in our grid line array) of the closest grid line above current price var nearBotGridLine = array.get(closeLineArr, 1) // for plotting purposes - the index (in our grid line array) of the closest grid line below current price // == LOGIC == // ENTRY & EXIT for i = 0 to (array.size(gridLineArr) - 1) if close < array.get(gridLineArr, i) and not array.get(orderArr, i) and i < (array.size(gridLineArr) - 1) buyId = i array.set(orderArr, buyId, true) strategy.entry(id=tostring(buyId), long=true, qty=(strategy.initial_capital/(i_gridQty-1))/close, comment="#"+tostring(buyId)) if close > array.get(gridLineArr, i) and i != 0 if array.get(orderArr, i-1) sellId = i-1 array.set(orderArr, sellId, false) strategy.close(id=tostring(sellId), comment="#"+tostring(sellId)) // MAINTAIN GRID // update auto grid (if active) if i_autoBounds upperBound := f_getGridBounds(i_boundSrc, i_boundLookback, i_boundDev, true) lowerBound := f_getGridBounds(i_boundSrc, i_boundLookback, i_boundDev, false) gridWidth := (upperBound - lowerBound)/(i_gridQty-1) gridLineArr := f_buildGrid(lowerBound, gridWidth, i_gridQty) // update near grid lines (for plotting purposes) closeLineArr := f_getNearGridLines(gridLineArr, close) nearTopGridLine := array.get(closeLineArr, 0) nearBotGridLine := array.get(closeLineArr, 1) // plot grid lines plot(array.size(gridLineArr) > 0 ? array.get(gridLineArr,0) : na, color=bar_index % 2 == 1 ? color.rgb(255,255,0,50) : #00000000) plot(array.size(gridLineArr) > 1 ? array.get(gridLineArr,1) : na, color=bar_index % 2 == 1 ? color.rgb(255,255,0,50) : #00000000) plot(array.size(gridLineArr) > 2 ? array.get(gridLineArr,2) : na, color=bar_index % 2 == 1 ? color.rgb(255,255,0,50) : #00000000) plot(array.size(gridLineArr) > 3 ? array.get(gridLineArr,3) : na, color=bar_index % 2 == 1 ? color.rgb(255,255,0,50) : #00000000) plot(array.size(gridLineArr) > 4 ? array.get(gridLineArr,4) : na, color=bar_index % 2 == 1 ? color.rgb(255,255,0,50) : #00000000) plot(array.size(gridLineArr) > 5 ? array.get(gridLineArr,5) : na, color=bar_index % 2 == 1 ? color.rgb(255,255,0,50) : #00000000) plot(array.size(gridLineArr) > 6 ? array.get(gridLineArr,6) : na, color=bar_index % 2 == 1 ? color.rgb(255,255,0,50) : #00000000) plot(array.size(gridLineArr) > 7 ? array.get(gridLineArr,7) : na, color=bar_index % 2 == 1 ? color.rgb(255,255,0,50) : #00000000) plot(array.size(gridLineArr) > 8 ? array.get(gridLineArr,8) : na, color=bar_index % 2 == 1 ? color.rgb(255,255,0,50) : #00000000) plot(array.size(gridLineArr) > 9 ? array.get(gridLineArr,9) : na, color=bar_index % 2 == 1 ? color.rgb(255,255,0,50) : #00000000) plot(array.size(gridLineArr) > 10 ? array.get(gridLineArr,10) : na, color=bar_index % 2 == 1 ? color.rgb(255,255,0,50) : #00000000) plot(array.size(gridLineArr) > 11 ? array.get(gridLineArr,11) : na, color=bar_index % 2 == 1 ? color.rgb(255,255,0,50) : #00000000) plot(array.size(gridLineArr) > 12 ? array.get(gridLineArr,12) : na, color=bar_index % 2 == 1 ? color.rgb(255,255,0,50) : #00000000) plot(array.size(gridLineArr) > 13 ? array.get(gridLineArr,13) : na, color=bar_index % 2 == 1 ? color.rgb(255,255,0,50) : #00000000) plot(array.size(gridLineArr) > 14 ? array.get(gridLineArr,14) : na, color=bar_index % 2 == 1 ? color.rgb(255,255,0,50) : #00000000) // plot near grid lines plot(array.get(gridLineArr, nearTopGridLine), color=color.rgb(255,0,255,20), style=plot.style_stepline, linewidth=2) plot(array.get(gridLineArr, nearBotGridLine), color=color.rgb(0,0,255,20), style=plot.style_stepline, linewidth=2)

SMIO strat

https://www.tradingview.com/script/N8nGnOsj-SMIO-strat/

Nico_TM

https://www.tradingview.com/u/Nico_TM/

strategy

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/ // © Nico_TM //@version=4 strategy(shorttitle= "MFM", title= "SMIO", overlay=true) longlen = input(35, minval=1, title="Long Length") shortlen = input(15, minval=1, title="Short Length") siglen = input(15, minval=1, title="Signal Line Length") erg = tsi(close, shortlen, longlen) sig = ema(erg, siglen) osc = erg - sig plot(osc, color=#FF8080, style=plot.style_histogram, title="SMI Ergodic Oscillator") long = crossover(osc, 0) short = crossunder(osc, 0) strategy.entry("long", true, when = long) strategy.entry("short", false, when = short) strategy.close("long", when = short) strategy.close("short", when = long) start = timestamp(2020, 6, 1, 0, 0) end = timestamp(2021, 6, 1 ,0, 0)

Hi-Lo Channel Strategy

https://www.tradingview.com/script/nGQYrGYv-Hi-Lo-Channel-Strategy/

shiner_trading

https://www.tradingview.com/u/shiner_trading/

strategy

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/ // © shiner_trading // [email protected] //@version=4 strategy("Hi-Lo Channel Strategy", overlay=true, default_qty_type=strategy.percent_of_equity, initial_capital=500, default_qty_value=100, currency="USD") lenh = input(5, "High-Based MA") lenl = input (5, "Low-Based MA") ha = input(true, "Use Heikin Ashi OHCL values (on real chart)?") ha_h = security(heikinashi(syminfo.tickerid), timeframe.period, high) ha_l = security(heikinashi(syminfo.tickerid), timeframe.period, low) ha_c = security(heikinashi(syminfo.tickerid), timeframe.period, close) float mah = na float mal = na longCondition = false shortCondition = false /// HA is the check mark box in the configuration. /// IF "Use Heikin Ashi OHCL values?" is true, then the strategy will use the Heikin Ashi close values // and therefore give the same buy/sell signals regardless of what chart you are viewing. /// That being said, if "Use Heikin Ashi OHCL values?" is FALSE, yet you are viewing Heikin Ashi candles on your chart, // then logically you will also get the same buy/sell signals if ha == true mah := sma(ha_h, lenh) mal := sma(ha_l, lenl) longCondition := ha_c > mah shortCondition := ha_c < mal if ha == false mah := sma(high, lenh) mal := sma(low, lenl) longCondition := close > mah shortCondition := close < mal plot(mah, color=color.green) plot(mal, color=color.red) if (longCondition) strategy.entry("Buy", 100) if (shortCondition) strategy.close("Buy")

RSI Trend Crypto

https://www.tradingview.com/script/Ru7qOVtp-RSI-Trend-Crypto/

FieryTrading

https://www.tradingview.com/u/FieryTrading/

strategy

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/ // © FieryTrading //@version=4 strategy("RSI Trend Crypto", overlay=false, pyramiding=1, commission_value=0.2, default_qty_type=strategy.percent_of_equity, default_qty_value=100) // Input UseEmergency = input(false, "Use Emergency Exit?") RSIlong = input(35, "RSI Long Cross") RSIclose = input(75, "RSI Close Position") Emergencyclose = input(10, "RSI Emergency Close Position") // RSI rsi = rsi(close, 14) // Conditions long = crossover(rsi, RSIlong) longclose = crossunder(rsi, RSIclose) emergency = crossunder(rsi, Emergencyclose) // Plots plot(rsi, color=color.white, linewidth=2) plot(RSIlong, color=color.green) plot(RSIclose, color=color.red) // Alert messages // When using a bot remember to use "{{strategy.order.alert_message}}" in your alert // You can edit the alert message freely to suit your needs LongAlert = 'RSI Long Cross: LONG' CloseAlert = 'RSI Close Position' EmergencyAlert = 'RSI Emergency Close' // Strategy if long strategy.entry("Long", strategy.long, alert_message=LongAlert) if longclose strategy.close("Long", alert_message=CloseAlert) if emergency and UseEmergency==true strategy.close("Long", alert_message=EmergencyAlert)

Backtesting 3commas DCA Bot v2

https://www.tradingview.com/script/8d6Auyst-Backtesting-3commas-DCA-Bot-v2/

rouxam

https://www.tradingview.com/u/rouxam/

strategy

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/ // © rouxam //@version=4 // Author: rouxam strategy("Backtesting 3commas DCA Bot v2", overlay=true, pyramiding=99, process_orders_on_close=true, commission_type=strategy.commission.percent, commission_value=0.1, initial_capital=3009) // Important Note : Initial Capital above is written to match the default value based on bot parameters. // It is expected the user will update the initial_capital via the GUI Parameters > Properties tab // A warning will displayed in case initial capital and max amount for bot usage do not match. // ---------------------------------- // Strategy Inputs // ---------------------------------- take_profit = input(4.5, type=input.float, title="Take Profit (%)", minval=0.0, step=0.1)/100 take_profit_type = input(defval="% from total volume", title="Take Profit Type", options=["% from total volume", "% from base order"]) ttp = input(0.0, type=input.float, title="Trailing Take Profit (%) [0 = Disabled]", minval=0.0, step=0.1)/100 stop_loss = input(0.0, type=input.float, title="Stop Loss (%) [0 = Disabled]", minval=0.0, step=0.1)/100 order_size_type = input(defval="Fixed", title="Order Size Type", options=["Fixed", "% of equity"]) base_order = input(100.0, type=input.float,title="Base Order") safe_order = input(140.0, type=input.float,title="Safety Order") max_safe_order = input(6, title="Max Safety Trades Count", minval=0, maxval=99, step=1) price_deviation = input(1.5, type=input.float, title="Price deviation to open safety order (%)", minval=0.0, step=0.1)/100 safe_order_volume_scale = input(1.5, type=input.float, title="Safety Order Volume Scale", step=0.1) safe_order_step_scale = input(1.6, type=input.float, title="Safety Order Step Scale", step=0.1) dsc = input(defval="RSI-7", title="Deal Start Condition", options=["Start ASAP", "RSI-7", "TV presets"]) dsc_rsi_threshold = input(defval=30, title="[RSI-7 only] RSI Threshold", minval=1, maxval=99) dsc_technicals = input(defval="Strong", title="[TV presets only] Strength", options=["Strong", "Weak"]) dsc_res = input("", title="[RSI-7 and TV presets Only] Indicator Timeframe", type=input.resolution) bot_direction = input(defval="Long", title="Bot Direction", options=["Long", "Short"]) start_time = input(defval=timestamp("15 June 2021 06:00"), title="Start Time", type=input.time) end_time = input(defval=timestamp("31 Dec 2021 20:00"), title="End Time", type=input.time) // ---------------------------------- // Declarations // ---------------------------------- var bo_level = 0.0 var last_so_level = 0.0 var so_level = 0.0 var ttp_active = false var ttp_extremum = 0.0 var ttp_level = 0.0 var stop_level = 0.0 var take_profit_level = 0.0 var deal_counter = 0 var stop_loss_counter = 0 var stop_loss_on_bar = false var latest_price = close var deal_start_condition = false var start_time_actual = start_time var end_time_actual = start_time // CONSTANTS var float init_price = na var IS_LONG = bot_direction == "Long" // ---------------------------------- // Utilities functions // ---------------------------------- pretty_date(t) => tostring(dayofmonth(t)) + "/" + tostring(month(t)) + "/" + tostring(year(t)) within_window() => time >= start_time and time <= end_time base_order_size() => order_size_type == "Fixed" ? base_order : base_order/100 * strategy.equity safe_order_size() => order_size_type == "Fixed" ? safe_order : safe_order/100 * strategy.equity safety_order_deviation(index) => price_deviation * pow(safe_order_step_scale, index - 1) safety_order_price(index, last_safety_order_price) => if IS_LONG last_safety_order_price * (1 - safety_order_deviation(index)) else last_safety_order_price * (1 + safety_order_deviation(index)) safety_order_qty(index) => safe_order_size() * pow(safe_order_volume_scale, index - 1) max_amount_for_bot_usage() => var total_qty = 0.0 var last_order_qty = 0.0 total_qty := base_order_size() last_order_qty := safe_order_size() if max_safe_order > 0 for index = 1 to max_safe_order total_qty := total_qty + safety_order_qty(index) total_qty // returned value max_deviation() => var total_deviation = 0.0 total_deviation := 0.0 for index = 1 to max_safe_order total_deviation := total_deviation + safety_order_deviation(index) currency_format() => if syminfo.currency == "USDT" or syminfo.currency == "USD" or syminfo.currency == "TUSD" or syminfo.currency == "BUSD" or syminfo.currency == "USDC" or syminfo.currency == "EUR" or syminfo.currency == "AUD" "#.##" else if syminfo.currency == "BTC" "#.########" else // TODO (rouxam) list more options "#.####" // *********************************** // Deal Start Condition Strategies // *********************************** // RSI-7 // *********************************** rsi_signal() => // Regular strat would be crossover but not for 3C DCA Bot rsi7 = rsi(close, 7) if IS_LONG [rsi7 < dsc_rsi_threshold, close] else [rsi7 > dsc_rsi_threshold, close] // TV presets // *********************************** // This whole section is from the TradingView "Technical Ratings" code. // Adding the Technical Ratings "indicator" as input to this "strategy" is not sufficient for our purpose, // Therefore the code is copy-pasted. // *********************************** // Awesome Oscillator AO() => sma(hl2, 5) - sma(hl2, 34) // Stochastic RSI StochRSI() => rsi1 = rsi(close, 14) K = sma(stoch(rsi1, rsi1, rsi1, 14), 3) D = sma(K, 3) [K, D] // Ultimate Oscillator tl() => close[1] < low ? close[1]: low uo(ShortLen, MiddlLen, LongLen) => Value1 = sum(tr, ShortLen) Value2 = sum(tr, MiddlLen) Value3 = sum(tr, LongLen) Value4 = sum(close - tl(), ShortLen) Value5 = sum(close - tl(), MiddlLen) Value6 = sum(close - tl(), LongLen) float UO = na if Value1 != 0 and Value2 != 0 and Value3 != 0 var0 = LongLen / ShortLen var1 = LongLen / MiddlLen Value7 = (Value4 / Value1) * (var0) Value8 = (Value5 / Value2) * (var1) Value9 = (Value6 / Value3) UO := (Value7 + Value8 + Value9) / (var0 + var1 + 1) UO // Ichimoku Cloud donchian(len) => avg(lowest(len), highest(len)) ichimoku_cloud() => conversionLine = donchian(9) baseLine = donchian(26) leadLine1 = avg(conversionLine, baseLine) leadLine2 = donchian(52) [conversionLine, baseLine, leadLine1, leadLine2] calcRatingMA(ma, src) => na(ma) or na(src) ? na : (ma == src ? 0 : ( ma < src ? 1 : -1 )) calcRating(buy, sell) => buy ? 1 : ( sell ? -1 : 0 ) ta_presets_signal() => //============== MA ================= SMA10 = sma(close, 10) SMA20 = sma(close, 20) SMA30 = sma(close, 30) SMA50 = sma(close, 50) SMA100 = sma(close, 100) SMA200 = sma(close, 200) EMA10 = ema(close, 10) EMA20 = ema(close, 20) EMA30 = ema(close, 30) EMA50 = ema(close, 50) EMA100 = ema(close, 100) EMA200 = ema(close, 200) HullMA9 = hma(close, 9) // Volume Weighted Moving Average (VWMA) VWMA = vwma(close, 20) [IC_CLine, IC_BLine, IC_Lead1, IC_Lead2] = ichimoku_cloud() // ======= Other ============= // Relative Strength Index, RSI RSI = rsi(close,14) // Stochastic lengthStoch = 14 smoothKStoch = 3 smoothDStoch = 3 kStoch = sma(stoch(close, high, low, lengthStoch), smoothKStoch) dStoch = sma(kStoch, smoothDStoch) // Commodity Channel Index, CCI CCI = cci(close, 20) // Average Directional Index float adxValue = na, float adxPlus = na, float adxMinus = na [P, M, V] = dmi(14, 14) adxValue := V adxPlus := P adxMinus := M // Awesome Oscillator ao = AO() // Momentum Mom = mom(close, 10) // Moving Average Convergence/Divergence, MACD [macdMACD, signalMACD, _] = macd(close, 12, 26, 9) // Stochastic RSI [Stoch_RSI_K, Stoch_RSI_D] = StochRSI() // Williams Percent Range WR = wpr(14) // Bull / Bear Power BullPower = high - ema(close, 13) BearPower = low - ema(close, 13) // Ultimate Oscillator UO = uo(7,14,28) if not na(UO) UO := UO * 100 //////////////////////////////////////////////////////////////////////////////////////////////////////////////////////// PriceAvg = ema(close, 50) DownTrend = close < PriceAvg UpTrend = close > PriceAvg // calculate trading recommendation based on SMA/EMA float ratingMA = 0 float ratingMAC = 0 if not na(SMA10) ratingMA := ratingMA + calcRatingMA(SMA10, close) ratingMAC := ratingMAC + 1 if not na(SMA20) ratingMA := ratingMA + calcRatingMA(SMA20, close) ratingMAC := ratingMAC + 1 if not na(SMA30) ratingMA := ratingMA + calcRatingMA(SMA30, close) ratingMAC := ratingMAC + 1 if not na(SMA50) ratingMA := ratingMA + calcRatingMA(SMA50, close) ratingMAC := ratingMAC + 1 if not na(SMA100) ratingMA := ratingMA + calcRatingMA(SMA100, close) ratingMAC := ratingMAC + 1 if not na(SMA200) ratingMA := ratingMA + calcRatingMA(SMA200, close) ratingMAC := ratingMAC + 1 if not na(EMA10) ratingMA := ratingMA + calcRatingMA(EMA10, close) ratingMAC := ratingMAC + 1 if not na(EMA20) ratingMA := ratingMA + calcRatingMA(EMA20, close) ratingMAC := ratingMAC + 1 if not na(EMA30) ratingMA := ratingMA + calcRatingMA(EMA30, close) ratingMAC := ratingMAC + 1 if not na(EMA50) ratingMA := ratingMA + calcRatingMA(EMA50, close) ratingMAC := ratingMAC + 1 if not na(EMA100) ratingMA := ratingMA + calcRatingMA(EMA100, close) ratingMAC := ratingMAC + 1 if not na(EMA200) ratingMA := ratingMA + calcRatingMA(EMA200, close) ratingMAC := ratingMAC + 1 if not na(HullMA9) ratingHullMA9 = calcRatingMA(HullMA9, close) ratingMA := ratingMA + ratingHullMA9 ratingMAC := ratingMAC + 1 if not na(VWMA) ratingVWMA = calcRatingMA(VWMA, close) ratingMA := ratingMA + ratingVWMA ratingMAC := ratingMAC + 1 float ratingIC = na if not (na(IC_Lead1) or na(IC_Lead2) or na(close) or na(close[1]) or na(IC_BLine) or na(IC_CLine)) ratingIC := calcRating( IC_Lead1 > IC_Lead2 and close > IC_Lead1 and close < IC_BLine and close[1] < IC_CLine and close > IC_CLine, IC_Lead2 > IC_Lead1 and close < IC_Lead2 and close > IC_BLine and close[1] > IC_CLine and close < IC_CLine) if not na(ratingIC) ratingMA := ratingMA + ratingIC ratingMAC := ratingMAC + 1 ratingMA := ratingMAC > 0 ? ratingMA / ratingMAC : na float ratingOther = 0 float ratingOtherC = 0 ratingRSI = RSI if not(na(ratingRSI) or na(ratingRSI[1])) ratingOtherC := ratingOtherC + 1 ratingOther := ratingOther + calcRating(ratingRSI < 30 and ratingRSI[1] < ratingRSI, ratingRSI > 70 and ratingRSI[1] > ratingRSI) if not(na(kStoch) or na(dStoch) or na(kStoch[1]) or na(dStoch[1])) ratingOtherC := ratingOtherC + 1 ratingOther := ratingOther + calcRating(kStoch < 20 and dStoch < 20 and kStoch > dStoch and kStoch[1] < dStoch[1], kStoch > 80 and dStoch > 80 and kStoch < dStoch and kStoch[1] > dStoch[1]) ratingCCI = CCI if not(na(ratingCCI) or na(ratingCCI[1])) ratingOtherC := ratingOtherC + 1 ratingOther := ratingOther + calcRating(ratingCCI < -100 and ratingCCI > ratingCCI[1], ratingCCI > 100 and ratingCCI < ratingCCI[1]) if not(na(adxValue) or na(adxPlus[1]) or na(adxMinus[1]) or na(adxPlus) or na(adxMinus)) ratingOtherC := ratingOtherC + 1 ratingOther := ratingOther + calcRating(adxValue > 20 and adxPlus[1] < adxMinus[1] and adxPlus > adxMinus, adxValue > 20 and adxPlus[1] > adxMinus[1] and adxPlus < adxMinus) if not(na(ao) or na(ao[1])) ratingOtherC := ratingOtherC + 1 ratingOther := ratingOther + calcRating(crossover(ao,0) or (ao > 0 and ao[1] > 0 and ao > ao[1] and ao[2] > ao[1]), crossunder(ao,0) or (ao < 0 and ao[1] < 0 and ao < ao[1] and ao[2] < ao[1])) if not(na(Mom) or na(Mom[1])) ratingOtherC := ratingOtherC + 1 ratingOther := ratingOther + calcRating(Mom > Mom[1], Mom < Mom[1]) if not(na(macdMACD) or na(signalMACD)) ratingOtherC := ratingOtherC + 1 ratingOther := ratingOther + calcRating(macdMACD > signalMACD, macdMACD < signalMACD) float ratingStoch_RSI = na if not(na(DownTrend) or na(UpTrend) or na(Stoch_RSI_K) or na(Stoch_RSI_D) or na(Stoch_RSI_K[1]) or na(Stoch_RSI_D[1])) ratingStoch_RSI := calcRating( DownTrend and Stoch_RSI_K < 20 and Stoch_RSI_D < 20 and Stoch_RSI_K > Stoch_RSI_D and Stoch_RSI_K[1] < Stoch_RSI_D[1], UpTrend and Stoch_RSI_K > 80 and Stoch_RSI_D > 80 and Stoch_RSI_K < Stoch_RSI_D and Stoch_RSI_K[1] > Stoch_RSI_D[1]) if not na(ratingStoch_RSI) ratingOtherC := ratingOtherC + 1 ratingOther := ratingOther + ratingStoch_RSI float ratingWR = na if not(na(WR) or na(WR[1])) ratingWR := calcRating(WR < -80 and WR > WR[1], WR > -20 and WR < WR[1]) if not na(ratingWR) ratingOtherC := ratingOtherC + 1 ratingOther := ratingOther + ratingWR float ratingBBPower = na if not(na(UpTrend) or na(DownTrend) or na(BearPower) or na(BearPower[1]) or na(BullPower) or na(BullPower[1])) ratingBBPower := calcRating( UpTrend and BearPower < 0 and BearPower > BearPower[1], DownTrend and BullPower > 0 and BullPower < BullPower[1]) if not na(ratingBBPower) ratingOtherC := ratingOtherC + 1 ratingOther := ratingOther + ratingBBPower float ratingUO = na if not(na(UO)) ratingUO := calcRating(UO > 70, UO < 30) if not na(ratingUO) ratingOtherC := ratingOtherC + 1 ratingOther := ratingOther + ratingUO ratingOther := ratingOtherC > 0 ? ratingOther / ratingOtherC : na float ratingTotal = 0 float ratingTotalC = 0 if not na(ratingMA) ratingTotal := ratingTotal + ratingMA ratingTotalC := ratingTotalC + 1 if not na(ratingOther) ratingTotal := ratingTotal + ratingOther ratingTotalC := ratingTotalC + 1 ratingTotal := ratingTotalC > 0 ? ratingTotal / ratingTotalC : na // little piece of @rouxam logic var bool start_condition = false float bound = dsc_technicals == "Strong" ? 0.5 : 0.1 if IS_LONG start_condition := ratingTotal > bound else start_condition := ratingTotal < -bound [start_condition, close] // ---------------------------------- // (Re-)Initialize // ---------------------------------- var max_amount = max_amount_for_bot_usage() var max_dev = max_deviation() init_price := na(init_price) and within_window() ? open : init_price latest_price := within_window() ? close : latest_price // Actualize the start and end time of the backtesting window because number of bars is limited. // NOTE: limits on number of available bars: // TradingView FREE account: 5000 bars available, // TradingView PRO/PRO+ account: 10000 bars available, // TradingView PREMIUM account: 20000 bars available. start_time_actual := barstate.isfirst and time > start_time_actual ? time : start_time_actual end_time_actual := time > end_time_actual and time <= end_time ? time : end_time_actual if strategy.position_size == 0.0 ttp_extremum := 0.0 ttp_active := false deal_start_condition := false // ---------------------------------- // Open deal with Base Order on Deal Start Condition // ---------------------------------- [dsc_rsi, bo_level_rsi] = security(syminfo.tickerid, dsc_res, rsi_signal()) [dsc_ta, bo_level_ta] = security(syminfo.tickerid, dsc_res, ta_presets_signal()) if(strategy.opentrades == 0 and within_window() and close > 0 and strategy.equity > 0.0) // Compute deal start condition if dsc == "Start ASAP" deal_start_condition := true bo_level := close if dsc == "RSI-7" deal_start_condition := dsc_rsi bo_level := bo_level_rsi if dsc == "TV presets" deal_start_condition := dsc_ta bo_level := bo_level_ta // Place Buy Order if deal_start_condition deal_counter := deal_counter + 1 if IS_LONG strategy.entry("BO", limit=bo_level, long=strategy.long, qty=base_order_size()/bo_level) else strategy.entry("BO", limit=bo_level, long=strategy.short, qty=base_order_size()/bo_level) last_so_level := bo_level // Place Safety Orders if max_safe_order > 0 for index = 1 to max_safe_order so_level := safety_order_price(index, last_so_level) so_name = "SO" + tostring(index) if IS_LONG strategy.entry(so_name, long=strategy.long, limit=so_level, qty=safety_order_qty(index)/so_level) else strategy.entry(so_name, long=strategy.short, limit=so_level, qty=safety_order_qty(index)/so_level) last_so_level := so_level // ---------------------------------- // Close Deal on SL, TP or TTP // ---------------------------------- if abs(strategy.position_size) > 0 take_profit_factor = IS_LONG ? (1 + take_profit) : (1 - take_profit) stop_loss_factor = IS_LONG ? (1 - stop_loss) : (1 + stop_loss) ttp_factor = IS_LONG ? (1 - ttp) : (1 + ttp) stop_level := bo_level * stop_loss_factor if take_profit_type == "% from total volume" take_profit_level := strategy.position_avg_price * take_profit_factor else take_profit_level := bo_level * take_profit_factor // Stop Loss stop_loss_on_bar := false if stop_loss > max_dev and not ttp_active if IS_LONG and low < stop_level stop_loss_counter := stop_loss_counter + 1 strategy.exit(id="x", stop=stop_level, comment="SL") stop_loss_on_bar := true else if not IS_LONG and high > stop_level stop_loss_counter := stop_loss_counter + 1 strategy.exit(id="x", stop=stop_level, comment="SL") stop_loss_on_bar := true if not stop_loss_on_bar if ttp == 0.0 // Simple take profit strategy.exit(id="x", limit=take_profit_level, comment="TP") else // Trailing take profit if IS_LONG and high >= take_profit_level ttp_extremum := max(high, ttp_extremum) ttp_active := true if not IS_LONG and low <= take_profit_level ttp_extremum := min(low, ttp_extremum) ttp_active := true if ttp_active ttp_level := ttp_extremum * ttp_factor strategy.exit(id="x", stop=ttp_level, comment="TTP") // Cleanup if (crossunder(strategy.opentrades, 0.5)) strategy.close_all() strategy.cancel_all() // ---------------------------------- // Results // ---------------------------------- profit = max(strategy.equity, 0.0) - strategy.initial_capital profit_pct = profit / strategy.initial_capital add_line(the_table, the_row, the_label, the_value, is_warning) => // if providing a value, the row is shown as: the_label | the_value // else: the_label is considered to be a title is_even = (the_row % 2) == 1 is_title = na(the_value) ? true : false text = is_title ? "" : tostring(the_value) bg_color = is_title ? color.black : is_warning ? color.red : is_even ? color.silver : color.white text_color = is_title ? color.white : color.black left_cell_align = is_title ? text.align_right : text.align_left table.cell(the_table, 0, the_row, the_label, bgcolor=bg_color, text_color=text_color, text_size=size.auto, text_halign=left_cell_align) table.cell(the_table, 1, the_row, text, bgcolor=bg_color, text_color=text_color, text_size=size.auto, text_halign=text.align_right) var string warnings_text = "" var warnings = array.new_string(0, "") if (max_amount / strategy.initial_capital > 1.005 or max_amount / strategy.initial_capital < 0.995) if order_size_type == "Fixed" array.push(warnings, "Strategy Initial Capital (currently " + tostring(strategy.initial_capital, currency_format()) + " " + syminfo.currency + ") must match Max Amount For Bot Usage (" + tostring(max_amount, currency_format()) + " " + syminfo.currency + ")") else array.push(warnings, "Please adjust Base Order and Safe Order percentage to reach 100% of usage of capital. Currently using " + tostring(max_amount / strategy.initial_capital, "#.##%")) if (max_dev >= 1.0) array.push(warnings, "Max Price Deviation (" + tostring(max_dev, "#.##%") + ") cannot be >= 100.0%") if (stop_loss > 0.0 and stop_loss <= max_dev) array.push(warnings, "Stop Loss (" + tostring(stop_loss, "#.##%") + ") should be greater than Max Price Deviation (" + tostring(max_dev, "#.##%") + ")") if ((timeframe.isminutes and not (tonumber(timeframe.period) < 30)) or timeframe.isdwm) array.push(warnings, "Backtesting may be inaccurate. Recommended to use timeframe of 15m or less") if (ttp >= take_profit) array.push(warnings, "Trailing Take Profit (" + tostring(ttp, "#.##%") + ") cannot be greater than Take Profit (" + tostring(take_profit, "#.##%") + ")") // Making the results table var results_table = table.new(position.top_right, 2, 20, frame_color=color.black) curr_row = -1 None = int(na) curr_row += 1, add_line(results_table, curr_row, "Bot setup", None, false) if (array.size(warnings) > 0) for index = 1 to array.size(warnings) curr_row += 1 add_line(results_table, curr_row, "Please review your strategy settings", array.pop(warnings), true) curr_row += 1, add_line(results_table, curr_row, "Dates", pretty_date(start_time_actual) + " to " + pretty_date(end_time_actual), false) curr_row += 1, add_line(results_table, curr_row, "Deal Start Condition", dsc, false) curr_row += 1, add_line(results_table, curr_row, "Base and Safety Orders", "BO: " + tostring(base_order, currency_format()) + " " + (order_size_type == "Fixed" ? "" : "% ") + syminfo.currency + " / " + "SO: " + tostring(safe_order, currency_format()) + " " + (order_size_type == "Fixed" ? "" : "% ") + syminfo.currency, false) curr_row += 1, add_line(results_table, curr_row, "Price Deviation", tostring(price_deviation, "#.##%"), false) curr_row += 1, add_line(results_table, curr_row, "Safe Order Scale", "Volume: " + tostring(safe_order_volume_scale) + " / Scale: " + tostring(safe_order_step_scale), false) curr_row += 1, add_line(results_table, curr_row, "Take Profit / Stop Loss", tostring(take_profit, "#.##%") + (ttp > 0.0 ? "( Trailing: " + tostring(ttp, "#.##%") + ")" : "") + "/ " + (stop_loss > 0.0 ? tostring(stop_loss, "#.##%") : "No Stop Loss"), false) curr_row += 1, add_line(results_table, curr_row, "Max Amount For Bot Usage", tostring(max_amount, currency_format()) + " " + syminfo.currency, false) curr_row += 1, add_line(results_table, curr_row, "Max Coverage", tostring(max_safe_order) + " Safety Orders / " + tostring(max_dev, "#.##%"), false) curr_row += 1, add_line(results_table, curr_row, "Summary", None, false) curr_row += 1, add_line(results_table, curr_row, "Initial Capital", tostring(strategy.initial_capital, currency_format()) + " " + syminfo.currency, false) curr_row += 1, add_line(results_table, curr_row, "Final Capital", tostring(max(strategy.equity, 0.0), currency_format()) + " " + syminfo.currency, false) curr_row += 1, add_line(results_table, curr_row, "Net Result", tostring(profit, currency_format()) + " " + syminfo.currency + " (" + tostring(profit_pct, "#.##%") + ")", false) curr_row += 1, add_line(results_table, curr_row, "Total Deals", tostring(deal_counter), false) if stop_loss > 0.0 curr_row += 1, add_line(results_table, curr_row, "Deals Closed on Stop Loss", tostring(stop_loss_counter), false) if IS_LONG buy_hold_profit = (latest_price - init_price) / init_price * strategy.initial_capital buy_hold_profit_pct = buy_hold_profit / strategy.initial_capital ratio = profit_pct / buy_hold_profit_pct curr_row += 1, add_line(results_table, curr_row, "Comparison to Buy-And-Hold", None, false) curr_row += 1, add_line(results_table, curr_row, "Net Result for Buy-and-hold", tostring(buy_hold_profit, currency_format()) + " " + syminfo.currency + " (" + tostring(buy_hold_profit_pct, "#.##%") + ")", false) curr_row += 1, add_line(results_table, curr_row, "(Bot Performance) / (Buy-and-hold Performance)", tostring(ratio, "#.###"), false)