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The Lazy Trader - Index (ETF) Trend Following Robot50/150 moving average, index (ETF) trend following robot. Coded for people who cannot psychologically handle dollar-cost-averaging through bear markets and extreme drawdowns (although DCA can produce better results eventually), this robot helps you to avoid bear markets. Be a fair-weathered friend of Mr Market, and only take up his offer when the sun is shining! Designed for the lazy trader who really doesn't care... Recommended Chart Settings: Asset Class: ETF Time Frame: Daily Necessary ETF Macro Conditions: a) Country must have healthy demographics, good ratio of young > old b) Country population must be increasing c) Country must be experiencing price-inflation Default Robot Settings: Slow Moving Average: 50 (integer) //adjust to suit your underlying index Fast Moving Average: 150 (integer) //adjust to suit your underlying index Bullish Slope Angle: 5 (degrees) //up angle of moving averages Bearish Slope Angle: -5 (degrees) //down angle of moving averages Average True Range: 14 (integer) //input for slope-angle formula Risk: 100 (%) //100% risk means using all equity per trade ETF Test Results (Default Settings): SPY (1993 to 2020, 27 years), 332% profit, 20 trades, 6.4 profit factor, 7% drawdown EWG (1996 to 2020, 24 years), 310% profit, 18 trades, 3.7 profit factor, 10% drawdown EWH (1996 to 2020, 24 years), 4% loss, 26 trades, 0.9 profit factor, 36% drawdown QQQ (1999 to 2020, 21 years), 232% profit, 17 trades, 3.6 profit factor, 2% drawdown EEM (2003 to 2020, 17 years), 73% profit, 17 trades, 1.1 profit factor, 3% drawdown GXC (2007 to 2020, 13 years), 18% profit, 14 trades, 1.3 profit factor, 26% drawdown BKF (2009 to 2020, 11 years), 11% profit, 13 trades, 1.2 profit factor, 33% drawdown A longer time in the markets is better, with the exception of EWH. 6 out of 7 tested ETFs were profitable, feel free to test on your favourite ETF (default settings) and comment below. Risk Warning: Not tested on commodities nor other financial products like currencies (code will not work), feel free to leave comments below. Moving Average Slope Angle Formula: Reproduced and modified from source:
Strategia Pine Script®
od UnknownUnicorn1373033
3
50-Line Oscillator // (\_/) // ( •.•) // (")_(") 25-Line Oscillator Description: The 25-Line Oscillator is a sophisticated technical analysis tool designed to visualize market trends through the use of multiple Simple Moving Averages (SMAs). This indicator computes a series of 26 SMAs, incrementally increasing the base length, providing traders with a comprehensive view of price dynamics. Features: Customizable Base Length: Adjust the base length of the SMAs according to trading preferences, enhancing versatility for different market conditions. Rainbow Effect: The indicator employs a visually appealing rainbow color scheme to differentiate between the various trend lines, making it easy to identify crossovers and momentum shifts. Crossovers Detection: The script includes logic to detect crossover events between consecutive trend lines, which can serve as signals for potential entry or exit points in trading. Clear Visualization: Suitable for both novice and seasoned traders, the plots enable quick interpretation of trends and market behavior. How to Use: Add the indicator to your chart and customize the base length as desired. Observe the rainbow-colored lines for trend direction. Look for crossover events between the SMAs as potential trading signals. Application: This indicator is particularly useful for swing traders and trend followers who aim to capitalize on market momentum and identify reversals. By monitoring the behavior of multiple SMAs, traders can gain insights into the strength and direction of price movements over various time frames.
Wskaźnik Pine Script®
od FollowtheWhiteRabbitz
50/100/200 Moving Averages (Pine Script For Copy)by fresca SCRIPT LANGUAGE Copy script below and adjust based on your preferences. -function (change function from "sma" to "ema", "wma" and more) -length (25 Day, 150 Day or add more averages to the three in this script.) -color, (red, yellow, etc. or use color hex codes i.e. #FEDA15, #FFAD8F, etc.) -transparency (set to desired level 1-100) Or add more options. RESOURCES Color hex codes site: www.canva.com Trading View Pine Script Editor Reference Guide: www.tradingview.com
Wskaźnik Pine Script®
od manifresca
9
dhruv private 91400//@version=5 // VERSION = '7.9-X'// 2024.3.20 strategy( 'LE VAN DO® - Swing Signals & Overlays Private™ 7.9-X', shorttitle = 'LE VAN DO® - Swing Signals & Overlays Private™ 7.9-X' + VERSION, overlay = true, explicit_plot_zorder = true, pyramiding = 0, default_qty_type = strategy.percent_of_equity, default_qty_value = 50, calc_on_every_tick = false, process_orders_on_close = true, max_bars_back = 500, initial_capital = 5000, commission_type = strategy.commission.percent, commission_value = 0.02, max_lines_count = 500 ) //Truncate Function truncate(number, decimals) => factor = math.pow(10, decimals) int(number * factor) / factor // // === INPUTS === TPSType = input.string('Trailing', 'What TPS should be taken : ', options = ) setupType = input.string('Open/Close', title='What Trading Setup should be taken : ', options= ) scolor = input(true, title='Show coloured Bars to indicate Trend?') almaRibbon = input(false, title='Enable Ribbon?') //tradeType = input.string('BOTH', title='What trades should be taken : ', options= ) // === /INPUTS === // Display the probabilities in a table //text01_ = str.tostring(timeframe.multiplier * intRes, '####') //t = timenow + math.round(ta.change(time) * 25) //var label lab01 = na //label.delete(lab01) //lab01 := label.new(t, close, text=text01_, style=label.style_label_left, yloc=yloc.price, xloc=xloc.bar_time, textalign=text.align_left, textcolor=color.white) // Constants colours that include fully non-transparent option. green100 = #008000FF lime100 = #66bb6a red100 = #f7525f blue100 = #0000FFFF aqua100 = #00FFFFFF darkred100 = #8B0000FF gray100 = #808080FF ///////////////////////////////////////////// // Create non-repainting security function rp_security(_symbol, _res, _src) => request.security(_symbol, _res, _src ) // f_tfInMinutes() => _tfInMinutes = timeframe.period == '1' ? '3' : timeframe.period == '3' ? '5' : timeframe.period == '5' ? '15' : timeframe.period == '15' ? '30' : timeframe.period == '30' ? '60' : timeframe.period == '60' ? '240' : 'D' _tfInMinutes my_time1 = f_tfInMinutes() tfmult = 18 //input.int(18, "Input Timeframe Multiplier") f_resInMinutes() => _resInMinutes = timeframe.multiplier * ( timeframe.isseconds ? 1. / 60. : timeframe.isminutes ? 1. : timeframe.isdaily ? 1440. : timeframe.isweekly ? 10080. : timeframe.ismonthly ? 43800. : na) my_time = str.tostring(f_resInMinutes()*tfmult) useSource = close //input.string('Close', 'What Source to be used?', options = ) enableFilter = input(true, "Enable Backtesting Range Filtering") fromDate = input.time(timestamp("01 Jan 2023 00:00 +0300"), "Start Date") toDate = input.time(timestamp("31 Dec 2099 00:00 +0300"), "End Date") tradeDateIsAllowed = not enableFilter or (time >= fromDate and time <= toDate) filter1 = 'Filter with Atr' filter2 = 'Filter with RSI' filter3 = 'Atr or RSI' filter4 = 'Atr and RSI' filter5 = 'No Filtering' filter6 = 'Entry Only in sideways market(By ATR or RSI)' filter7 = 'Entry Only in sideways market(By ATR and RSI)' typefilter = input.string(filter5, title='Sideways Filtering Input', options= , group='Strategy Options') RSI = truncate(ta.rsi(close, input.int(7, group='RSI Filterring')), 2) toplimitrsi = input.int(45, title='TOP Limit', group='RSI Filterring') botlimitrsi = input.int(10, title='BOT Limit', group='RSI Filterring') //ST = input.bool(true, title='Show Supertrend?', group='Supertrend Indicator') //period = input.int(1440, group='Supertrend Indicator') //mult = input.float(2.612, group='Supertrend Indicator') atrfiltLen = 5 //input.int(5, minval=1, title='atr Length', group='Sideways Filtering Input') atrMaType = 'EMA' //input.string('EMA', options= , group='Sideways Filtering Input', title='atr Moving Average Type') atrMaLen = 5 //input.int(5, minval=1, title='atr MA Length', group='Sideways Filtering Input') //filtering atra = request.security(syminfo.tickerid, '', ta.atr(atrfiltLen)) atrMa = atrMaType == 'EM' ? ta.ema(atra, atrMaLen) : ta.sma(atra, atrMaLen) updm = ta.change(high) downdm = -ta.change(low) plusdm = na(updm) ? na : updm > downdm and updm > 0 ? updm : 0 minusdm = na(downdm) ? na : downdm > updm and downdm > 0 ? downdm : 0 cndSidwayss1 = atra >= atrMa cndSidwayss2 = RSI > toplimitrsi or RSI < botlimitrsi cndSidways = cndSidwayss1 or cndSidwayss2 cndSidways1 = cndSidwayss1 and cndSidwayss2 Sidwayss1 = atra <= atrMa Sidwayss2 = RSI < toplimitrsi and RSI > botlimitrsi Sidways = Sidwayss1 or Sidwayss2 Sidways1 = Sidwayss1 and Sidwayss2 trendType = typefilter == filter1 ? cndSidwayss1 : typefilter == filter2 ? cndSidwayss2 : typefilter == filter3 ? cndSidways : typefilter == filter4 ? cndSidways1 : typefilter == filter5 ? RSI > 0 : typefilter == filter6 ? Sidways : typefilter == filter7 ? Sidways1 : na // === /INPUTS === tf = my_time //input('15') r = ticker.heikinashi(syminfo.tickerid) openSeriesAlt = request.security(r, tf, open, lookahead=barmerge.lookahead_on) closeSeriesAlt = request.security(r, tf, close, lookahead=barmerge.lookahead_on) //openP = plot(almaRibbon ? openSeriesAlt : na, color=color.new(color.lime, 0), linewidth=3) //closeP = plot(almaRibbon ? closeSeriesAlt : na, color=color.new(color.red, 0), linewidth=3) BUYOC = ta.crossover(closeSeriesAlt, openSeriesAlt) and setupType == "Open/Close" and trendType SELLOC = ta.crossunder(closeSeriesAlt, openSeriesAlt) and setupType == "Open/Close" and trendType //strategy.entry('sell', direction=strategy.short, qty=trade_size, comment='sell', when=sel_entry) //strategy.entry('buy', direction=strategy.long, qty=trade_size, comment='buy', when=buy_entry) //trendColour = closeSeriesAlt > openSeriesAlt ? color.green : color.red //bcolour = closeSeriesAlt > openSeriesAlt ? lime100 : red100 //barcolor(scolor ? bcolour : na, title='Bar Colours') //closeP = plot(almaRibbon ? closeSeriesAlt : na, title='Close Series', color=color.new(trendColour, 20), linewidth=2, style=plot.style_line) //openP = plot(almaRibbon ? openSeriesAlt : na, title='Open Series', color=color.new(trendColour, 20), linewidth=2, style=plot.style_line) //fill(closeP, openP, color=color.new(trendColour, 80)) // //rt = input(true, title="ATR Based REnko is the Default, UnCheck to use Traditional ATR?") atrLen = 3 //input.int(3, title="RENKO_ATR", group = "Renko Settings") isATR = true //input.bool(true, title="RENKO_USE_RENKO_ATR", group = "Renko Settings") tradLen1 = 1000 //input.int(1000, title="RENKO_TRADITIONAL", group = "Renko Settings") //Code to be implemented in V2 //mul = input(1, "Number Of minticks") //value = mul * syminfo.mintick tradLen = tradLen1 * 1 param = isATR ? ticker.renko(syminfo.tickerid, "ATR", atrLen) : ticker.renko(syminfo.tickerid, "Traditional", tradLen) renko_close = request.security(param, my_time, close, lookahead=barmerge.lookahead_on) renko_open = request.security(param, my_time, open, lookahead=barmerge.lookahead_on) //============================================ //Sniper------------------------------------------------------------------------------------------------------------------------------------- // Signal 2 //============================================ //============================================ //EMA_CROSS-------------------------------------------------------------------------------------------------------------------------------- // Signal 4 //============================================ EMA1_length=input.int(2, "EMA1_length", group = "Renko Settings") EMA2_length=input.int(10, "EMA2_length", group = "Renko Settings") a = ta.ema(renko_close, EMA1_length) b = ta.ema(renko_close, EMA2_length) //BUY = ta.cross(a, b) and a > b and renko_open < renko_close //SELL = ta.cross(a, b) and a < b and renko_close < renko_open /////////////////////////////// // Determine long and short conditions BUYR = ta.crossover(a, b) and setupType == "Renko" and trendType SELLR = ta.crossunder(a, b) and setupType == "Renko" and trendType sel_color = setupType == "Open/Close" ? closeSeriesAlt < openSeriesAlt : setupType == "Renko" ? renko_close < renko_open : na buy_color = setupType == "Open/Close" ? closeSeriesAlt > openSeriesAlt : setupType == "Renko" ? renko_close > renko_open : na sel_entry = setupType == "Open/Close" ? SELLOC : setupType == "Renko" ? SELLR : na buy_entry = setupType == "Open/Close" ? BUYOC : setupType == "Renko" ? BUYR : na trendColour = buy_color ? color.green : color.red bcolour = buy_color ? lime100 : red100 barcolor(scolor ? bcolour : na, title='Bar Colours') p11=plot(almaRibbon and setupType == "Open/Close" ? closeSeriesAlt : almaRibbon and setupType == "Renko" ? renko_close : na, style=plot.style_circles, linewidth=1, color=color.new(trendColour, 80), title="RENKO_1") p22=plot(almaRibbon and setupType == "Open/Close" ? openSeriesAlt : almaRibbon and setupType == "Renko" ? renko_open : na, style=plot.style_circles, linewidth=1, color=color.new(trendColour, 80), title="RENKO_2") fill(p11, p22, color=color.new(trendColour, 50), title="RENKO_fill") // lxTrigger = false sxTrigger = false leTrigger = buy_entry seTrigger = sel_entry // === /ALERT conditions. buy = leTrigger //ta.crossover(closeSeriesAlt, openSeriesAlt) sell = seTrigger //ta.crossunder(closeSeriesAlt, openSeriesAlt) varip wasLong = false varip wasShort = false if barstate.isconfirmed wasLong := false else if buy wasLong := true if barstate.isconfirmed wasShort := false else if sell wasShort := true plotshape(wasLong, color = color.yellow) plotshape(wasShort, color = color.yellow) //plotshape(almaRibbon ? buy : na, title = "Buy", text = 'Buy', style = shape.labelup, location = location.belowbar, color= #39ff14, textcolor = #FFFFFF, size = size.tiny) //plotshape(almaRibbon ? sell : na, title = "Exit", text = 'Exit', style = shape.labeldown, location = location.abovebar, color= #ff1100, textcolor = #FFFFFF, size = size.tiny) // === STRATEGY === i_alert_txt_entry_long = "Short Exit" //input.text_area(defval = "Short Exit", title = "Long Entry Message", group = "Alerts") i_alert_txt_exit_long = "Long Exit" //input.text_area(defval = "Long Exit", title = "Long Exit Message", group = "Alerts") i_alert_txt_entry_short = "Go Short" //input.text_area(defval = "Go Short", title = "Short Entry Message", group = "Alerts") i_alert_txt_exit_short = "Go Long" //input.text_area(defval = "Go Long", title = "Short Exit Message", group = "Alerts") // Entries and Exits with TP/SL //tradeType if buy and TPSType == "Trailing" and tradeDateIsAllowed strategy.close("Short" , alert_message = i_alert_txt_exit_short) strategy.entry("Long" , strategy.long , alert_message = i_alert_txt_entry_long) if sell and TPSType == "Trailing" and tradeDateIsAllowed strategy.close("Long" , alert_message = i_alert_txt_exit_long) strategy.entry("Short" , strategy.short, alert_message = i_alert_txt_entry_short) //tradeType if buy and TPSType == "Options" and tradeDateIsAllowed // strategy.close("Short" , alert_message = i_alert_txt_exit_short) strategy.entry("Long" , strategy.long , alert_message = i_alert_txt_entry_long) if sell and TPSType == "Options" and tradeDateIsAllowed strategy.close("Long" , alert_message = i_alert_txt_exit_long) // strategy.entry("Short" , strategy.short, alert_message = i_alert_txt_entry_short) G_RISK = '■ ' + 'Risk Management' //#region ———— <↓↓↓ G_RISK ↓↓↓> { //ATR SL Settings atrLength = 20 //input.int(20, minval=1, title='ATR Length') profitFactor = 2.5 //input(2.5, title='Take Profit Factor') stopFactor = 1 //input(1.0, title='Stop Loss Factor') // Calculate ATR tpatrValue = ta.atr(atrLength) // Calculate take profit and stop loss levels for buy signals takeProfit1_buy = 1 * profitFactor * tpatrValue //close + profitFactor * atrValue takeProfit2_buy = 2 * profitFactor * tpatrValue //close + 2 * profitFactor * atrValue takeProfit3_buy = 3 * profitFactor * tpatrValue //close + 3 * profitFactor * atrValue stopLoss_buy = close - takeProfit1_buy //stopFactor * tpatrValue // Calculate take profit and stop loss levels for sell signals takeProfit1_sell = 1 * profitFactor * tpatrValue //close - profitFactor * atrValue takeProfit2_sell = 2 * profitFactor * tpatrValue //close - 2 * profitFactor * atrValue takeProfit3_sell = 3 * profitFactor * tpatrValue //close - 3 * profitFactor * atrValue stopLoss_sell = close + takeProfit1_sell //stopFactor * tpatrValue // ——————————— //Tooltip T_LVL = '(%) Exit Level' T_QTY = '(%) Adjust trade exit volume' T_MSG = 'Paste JSON message for your bot' //Webhook Message O_LEMSG = 'Long Entry' O_LXMSGSL = 'Long SL' O_LXMSGTP1 = 'Long TP1' O_LXMSGTP2 = 'Long TP2' O_LXMSGTP3 = 'Long TP3' O_LXMSG = 'Long Exit' O_SEMSG = 'Short Entry' O_SXMSGSL = 'Short SL' O_SXMSGA = 'Short TP1' O_SXMSGB = 'Short TP2' O_SXMSGC = 'Short TP3' O_SXMSGX = 'Short Exit' // on whole pips) for forex currency pairs. pip_size = syminfo.mintick * (syminfo.type == "forex" ? 10 : 1) // On the last historical bar, show the instrument's pip size //if barstate.islastconfirmedhistory // label.new(x=bar_index + 2, y=close, style=label.style_label_left, // color=color.navy, textcolor=color.white, size=size.large, // text=syminfo.ticker + "'s pip size is:\n" + // str.tostring(pip_size)) // ——————————— | | | Line length guide | i_lxLvlTP1 = leTrigger ? takeProfit1_buy : seTrigger ? takeProfit1_sell : na //input.float (1, 'Level TP1' , group = G_RISK, tooltip = T_LVL) i_lxQtyTP1 = input.float (50, 'Qty TP1' , group = G_RISK, tooltip = T_QTY) i_lxLvlTP2 = leTrigger ? takeProfit2_buy : seTrigger ? takeProfit2_sell : na //input.float (1.5, 'Level TP2' , group = G_RISK, tooltip = T_LVL) i_lxQtyTP2 = input.float (30, 'Qty TP2' , group = G_RISK, tooltip = T_QTY) i_lxLvlTP3 = leTrigger ? takeProfit3_buy : seTrigger ? takeProfit3_sell : na //input.float (2, 'Level TP3' , group = G_RISK, tooltip = T_LVL) i_lxQtyTP3 = input.float (20, 'Qty TP3' , group = G_RISK, tooltip = T_QTY) i_lxLvlSL = leTrigger ? takeProfit1_buy : seTrigger ? takeProfit1_sell : na //input.float (0.5, 'Stop Loss' , group = G_RISK, tooltip = T_LVL) i_sxLvlTP1 = i_lxLvlTP1 i_sxQtyTP1 = i_lxQtyTP1 i_sxLvlTP2 = i_lxLvlTP2 i_sxQtyTP2 = i_lxQtyTP2 i_sxLvlTP3 = i_lxLvlTP3 i_sxQtyTP3 = i_lxQtyTP3 i_sxLvlSL = i_lxLvlSL G_MSG = '■ ' + 'Webhook Message' i_leMsg = O_LEMSG //input.string (O_LEMSG ,'Long Entry' , group = G_MSG, tooltip = T_MSG) i_lxMsgSL = O_LXMSGSL //input.string (O_LXMSGSL ,'Long SL' , group = G_MSG, tooltip = T_MSG) i_lxMsgTP1 = O_LXMSGTP1 //input.string (O_LXMSGTP1,'Long TP1' , group = G_MSG, tooltip = T_MSG) i_lxMsgTP2 = O_LXMSGTP2 //input.string (O_LXMSGTP2,'Long TP2' , group = G_MSG, tooltip = T_MSG) i_lxMsgTP3 = O_LXMSGTP3 //input.string (O_LXMSGTP3,'Long TP3' , group = G_MSG, tooltip = T_MSG) i_lxMsg = O_LXMSG //input.string (O_LXMSG ,'Long Exit' , group = G_MSG, tooltip = T_MSG) i_seMsg = O_SEMSG //input.string (O_SEMSG ,'Short Entry' , group = G_MSG, tooltip = T_MSG) i_sxMsgSL = O_SXMSGSL //input.string (O_SXMSGSL ,'Short SL' , group = G_MSG, tooltip = T_MSG) i_sxMsgTP1 = O_SXMSGA //input.string (O_SXMSGA ,'Short TP1' , group = G_MSG, tooltip = T_MSG) i_sxMsgTP2 = O_SXMSGB //input.string (O_SXMSGB ,'Short TP2' , group = G_MSG, tooltip = T_MSG) i_sxMsgTP3 = O_SXMSGC //input.string (O_SXMSGC ,'Short TP3' , group = G_MSG, tooltip = T_MSG) i_sxMsg = O_SXMSGX //input.string (O_SXMSGX ,'Short Exit' , group = G_MSG, tooltip = T_MSG) i_src = close G_DISPLAY = 'Display' // i_alertOn = true //input.bool (true, 'Alert Labels On/Off' , group = G_DISPLAY) i_barColOn = true //input.bool (true, 'Bar Color On/Off' , group = G_DISPLAY) // ——————————— // @function Calculate the Take Profit line, and the crossover or crossunder f_tp(_condition, _conditionValue, _leTrigger, _seTrigger, _src, _lxLvlTP, _sxLvlTP)=> var float _tpLine = 0.0 _topLvl = _src + _lxLvlTP //TPSType == "Fixed %" ? _src + (_src * (_lxLvlTP / 100)) : _src + _lxLvlTP _botLvl = _src - _lxLvlTP //TPSType == "Fixed %" ? _src - (_src * (_sxLvlTP / 100)) : _src - _sxLvlTP _tpLine := _condition != _conditionValue and _leTrigger ? _topLvl : _condition != -_conditionValue and _seTrigger ? _botLvl : nz(_tpLine ) // @function Similar to "ta.crossover" or "ta.crossunder" f_cross(_scr1, _scr2, _over)=> _cross = _over ? _scr1 > _scr2 and _scr1 < _scr2 : _scr1 < _scr2 and _scr1 > _scr2 // ——————————— // var float condition = 0.0 var float slLine = 0.0 var float entryLine = 0.0 // entryLine := leTrigger and condition <= 0.0 ? close : seTrigger and condition >= 0.0 ? close : nz(entryLine ) // slTopLvl = TPSType == "Fixed %" ? i_src + (i_src * (i_lxLvlSL / 100)) : i_src + i_lxLvlSL slBotLvl = TPSType == "Fixed %" ? i_src - (i_src * (i_sxLvlSL / 100)) : i_src - i_lxLvlSL slLine := condition <= 0.0 and leTrigger ? slBotLvl : condition >= 0.0 and seTrigger ? slTopLvl : nz(slLine ) slLong = f_cross(low, slLine, false) slShort = f_cross(high, slLine, true ) // = f_tp(condition, 1.2,leTrigger, seTrigger, i_src, i_lxLvlTP3, i_sxLvlTP3) = f_tp(condition, 1.1,leTrigger, seTrigger, i_src, i_lxLvlTP2, i_sxLvlTP2) = f_tp(condition, 1.0,leTrigger, seTrigger, i_src, i_lxLvlTP1, i_sxLvlTP1) tp3Long = f_cross(high, tp3Line, true ) tp3Short = f_cross(low, tp3Line, false) tp2Long = f_cross(high, tp2Line, true ) tp2Short = f_cross(low, tp2Line, false) tp1Long = f_cross(high, tp1Line, true ) tp1Short = f_cross(low, tp1Line, false) switch leTrigger and condition <= 0.0 => condition := 1.0 seTrigger and condition >= 0.0 => condition := -1.0 tp3Long and condition == 1.2 => condition := 1.3 tp3Short and condition == -1.2 => condition := -1.3 tp2Long and condition == 1.1 => condition := 1.2 tp2Short and condition == -1.1 => condition := -1.2 tp1Long and condition == 1.0 => condition := 1.1 tp1Short and condition == -1.0 => condition := -1.1 slLong and condition >= 1.0 => condition := 0.0 slShort and condition <= -1.0 => condition := 0.0 lxTrigger and condition >= 1.0 => condition := 0.0 sxTrigger and condition <= -1.0 => condition := 0.0 longE = leTrigger and condition <= 0.0 and condition == 1.0 shortE = seTrigger and condition >= 0.0 and condition == -1.0 longX = lxTrigger and condition >= 1.0 and condition == 0.0 shortX = sxTrigger and condition <= -1.0 and condition == 0.0 longSL = slLong and condition >= 1.0 and condition == 0.0 shortSL = slShort and condition <= -1.0 and condition == 0.0 longTP3 = tp3Long and condition == 1.2 and condition == 1.3 shortTP3 = tp3Short and condition == -1.2 and condition == -1.3 longTP2 = tp2Long and condition == 1.1 and condition == 1.2 shortTP2 = tp2Short and condition == -1.1 and condition == -1.2 longTP1 = tp1Long and condition == 1.0 and condition == 1.1 shortTP1 = tp1Short and condition == -1.0 and condition == -1.1 // ——————————— { // if strategy.position_size <= 0 and longE and TPSType == "ATR" and tradeDateIsAllowed strategy.entry( 'Long', strategy.long, alert_message = i_leMsg, comment = 'LE') if strategy.position_size > 0 and condition == 1.0 and TPSType == "ATR" and tradeDateIsAllowed strategy.exit( id = 'LXTP1', from_entry = 'Long', qty_percent = i_lxQtyTP1, limit = tp1Line, stop = slLine, comment_profit = 'LXTP1', comment_loss = 'SL', alert_profit = i_lxMsgTP1, alert_loss = i_lxMsgSL) if strategy.position_size > 0 and condition == 1.1 and TPSType == "ATR" and tradeDateIsAllowed strategy.exit( id = 'LXTP2', from_entry = 'Long', qty_percent = i_lxQtyTP2, limit = tp2Line, stop = slLine, comment_profit = 'LXTP2', comment_loss = 'SL', alert_profit = i_lxMsgTP2, alert_loss = i_lxMsgSL) if strategy.position_size > 0 and condition == 1.2 and TPSType == "ATR" and tradeDateIsAllowed strategy.exit( id = 'LXTP3', from_entry = 'Long', qty_percent = i_lxQtyTP3, limit = tp3Line, stop = slLine, comment_profit = 'LXTP3', comment_loss = 'SL', alert_profit = i_lxMsgTP3, alert_loss = i_lxMsgSL) if longX and tradeDateIsAllowed strategy.close( 'Long', alert_message = i_lxMsg, comment = 'LX') // if strategy.position_size >= 0 and shortE and TPSType == "ATR" and tradeDateIsAllowed strategy.entry( 'Short', strategy.short, alert_message = i_leMsg, comment = 'SE') if strategy.position_size < 0 and condition == -1.0 and TPSType == "ATR" and tradeDateIsAllowed strategy.exit( id = 'SXTP1', from_entry = 'Short', qty_percent = i_sxQtyTP1, limit = tp1Line, stop = slLine, comment_profit = 'SXTP1', comment_loss = 'SL', alert_profit = i_sxMsgTP1, alert_loss = i_sxMsgSL) if strategy.position_size < 0 and condition == -1.1 and TPSType == "ATR" and tradeDateIsAllowed strategy.exit( id = 'SXTP2', from_entry = 'Short', qty_percent = i_sxQtyTP2, limit = tp2Line, stop = slLine, comment_profit = 'SXTP2', comment_loss = 'SL', alert_profit = i_sxMsgTP2, alert_loss = i_sxMsgSL) if strategy.position_size < 0 and condition == -1.2 and TPSType == "ATR" and tradeDateIsAllowed strategy.exit( id = 'SXTP3', from_entry = 'Short', qty_percent = i_sxQtyTP3, limit = tp3Line, stop = slLine, comment_profit = 'SXTP3', comment_loss = 'SL', alert_profit = i_sxMsgTP3, alert_loss = i_sxMsgSL) if shortX and tradeDateIsAllowed strategy.close( 'Short', alert_message = i_sxMsg, comment = 'SX') // ——————————— c_tp = leTrigger or seTrigger ? na : condition == 0.0 ? na : color.green c_entry = leTrigger or seTrigger ? na : condition == 0.0 ? na : color.blue c_sl = leTrigger or seTrigger ? na : condition == 0.0 ? na : color.red p_tp1Line = plot ( condition == 1.0 or condition == -1.0 ? tp1Line : na, title = "TP Line 1", color = c_tp, linewidth = 1, style = plot.style_linebr) p_tp2Line = plot ( condition == 1.0 or condition == -1.0 or condition == 1.1 or condition == -1.1 ? tp2Line : na, title = "TP Line 2", color = c_tp, linewidth = 1, style = plot.style_linebr) p_tp3Line = plot ( condition == 1.0 or condition == -1.0 or condition == 1.1 or condition == -1.1 or condition == 1.2 or condition == -1.2 ? tp3Line : na, title = "TP Line 3", color = c_tp, linewidth = 1, style = plot.style_linebr) p_entryLine = plot ( condition >= 1.0 or condition <= -1.0 ? entryLine : na, title = "Entry Line", color = c_entry, linewidth = 1, style = plot.style_linebr) p_slLine = plot ( condition == 1.0 or condition == -1.0 or condition == 1.1 or condition == -1.1 or condition == 1.2 or condition == -1.2 ? slLine : na, title = "SL Line", color = c_sl, linewidth = 1, style = plot.style_linebr) //fill( p_tp3Line, p_entryLine, color = leTrigger or seTrigger ? na :color.new(color.green, 90)) fill( p_entryLine, p_slLine, color = leTrigger or seTrigger ? na :color.new(color.red, 90)) // plotshape( i_alertOn and longE, title = 'Long', text = 'Long', textcolor = color.white, color = color.green, style = shape.labelup, size = size.tiny, location = location.belowbar) plotshape( i_alertOn and shortE, title = 'Short', text = 'Short', textcolor = color.white, color = color.red, style = shape.labeldown, size = size.tiny, location = location.abovebar) plotshape( i_alertOn and (longX or shortX) ? close : na, title = 'Close', text = 'Close', textcolor = color.white, color = color.gray, style = shape.labelup, size = size.tiny, location = location.absolute) l_tp = i_alertOn and (longTP1 or shortTP1) ? close : na plotshape( l_tp, title = "TP1 Cross", text = "TP1", textcolor = color.white, color = #ec407a, style = shape.labelup, size = size.tiny, location = location.absolute) plotshape( i_alertOn and (longTP2 or shortTP2) ? close : na, title = "TP2 Cross", text = "TP2", textcolor = color.white, color = #ec407a, style = shape.labelup, size = size.tiny, location = location.absolute) plotshape( i_alertOn and (longTP3 or shortTP3) ? close : na, title = "TP3 Cross", text = "TP3", textcolor = color.white, color = #ec407a, style = shape.labelup, size = size.tiny, location = location.absolute) plotshape( i_alertOn and (longSL or shortSL) ? close : na, title = "SL Cross", text = "SL", textcolor = color.white, color = color.maroon, style = shape.labelup, size = size.tiny, location = location.absolute) // plot( na, title = "─── ───", editable = false, display = display.data_window) plot( condition, title = "condition", editable = false, display = display.data_window) plot( strategy.position_size * 100, title = ".position_size", editable = false, display = display.data_window) //#endregion } // ——————————— <↑↑↑ G_RISK ↑↑↑> //#region ———— <↓↓↓ G_SCRIPT02 ↓↓↓> { // @function Queues a new element in an array and de-queues its first element. f_qDq(_array, _val) => array.push(_array, _val) _return = array.shift(_array) _return var line a_slLine = array.new_line(1) var line a_entryLine = array.new_line(1) var line a_tp3Line = array.new_line(1) var line a_tp2Line = array.new_line(1) var line a_tp1Line = array.new_line(1) var label a_slLabel = array.new_label(1) var label a_tp3label = array.new_label(1) var label a_tp2label = array.new_label(1) var label a_tp1label = array.new_label(1) var label a_entryLabel = array.new_label(1) newEntry = longE or shortE entryIndex = 1 entryIndex := newEntry ? bar_index : nz(entryIndex ) lasTrade = bar_index >= entryIndex l_right = 10 if TPSType == "ATR" line.delete( f_qDq(a_slLine, line.new( entryIndex, slLine, last_bar_index + l_right, slLine, style = line.style_solid, color = c_sl))) if TPSType == "ATR" line.delete( f_qDq(a_entryLine, line.new( entryIndex, entryLine, last_bar_index + l_right, entryLine, style = line.style_solid, color = color.blue))) if TPSType == "ATR" line.delete( f_qDq(a_tp3Line, line.new( entryIndex, tp3Line, last_bar_index + l_right, tp3Line, style = line.style_solid, color = c_tp))) if TPSType == "ATR" line.delete( f_qDq(a_tp2Line, line.new( entryIndex, tp2Line, last_bar_index + l_right, tp2Line, style = line.style_solid, color = c_tp))) if TPSType == "ATR" line.delete( f_qDq(a_tp1Line, line.new( entryIndex, tp1Line, last_bar_index + l_right, tp1Line, style = line.style_solid, color = c_tp))) if TPSType == "ATR" label.delete( f_qDq(a_slLabel, label.new( last_bar_index + l_right, slLine, 'SL: ' + str.tostring(slLine, '##.###'), style = label.style_label_left, textcolor = color.white, color = c_sl))) if TPSType == "ATR" label.delete( f_qDq(a_entryLabel, label.new( last_bar_index + l_right, entryLine, 'Entry: ' + str.tostring(entryLine, '##.###'), style = label.style_label_left, textcolor = color.white, color = color.blue))) if TPSType == "ATR" label.delete( f_qDq(a_tp3label, label.new( last_bar_index + l_right, tp3Line, 'TP3: ' + str.tostring(tp3Line, '##.###') + " - Target Pips : - " + str.tostring(longE ? tp3Line - entryLine : entryLine - tp3Line, "#.##"), style = label.style_label_left, textcolor = color.white, color = c_tp))) if TPSType == "ATR" label.delete( f_qDq(a_tp2label, label.new( last_bar_index + l_right, tp2Line, 'TP2: ' + str.tostring(tp2Line, '##.###'), style = label.style_label_left, textcolor = color.white, color = c_tp))) if TPSType == "ATR" label.delete( f_qDq(a_tp1label, label.new( last_bar_index + l_right, tp1Line, 'TP1: ' + str.tostring(tp1Line, '##.###'), style = label.style_label_left, textcolor = color.white, color = c_tp))) //#endregion } // ——————————— <↑↑↑ G_SCRIPT02 ↑↑↑> c_barCol = close > open ? color.rgb(120, 9, 139) : color.rgb(69, 155, 225) barcolor( i_barColOn ? c_barCol : na) // ——————————— // if longE or shortE or longX or shortX alert(message = 'Any Alert', freq = alert.freq_once_per_bar_close) if longE alert(message = 'Long Entry', freq = alert.freq_once_per_bar_close) if shortE alert(message = 'Short Entry', freq = alert.freq_once_per_bar_close) if longX alert(message = 'Long Exit', freq = alert.freq_once_per_bar_close) if shortX alert(message = 'Short Exit', freq = alert.freq_once_per_bar_close) //#endregion } // ——————————— <↑↑↑ G_SCRIPT03 ↑↑↑> // This source code is subject to the terms of the Mozilla Public License 2.0 at mozilla.org // © TraderHalai // This script was born out of my quest to be able to display strategy back test statistics on charts to allow for easier backtesting on devices that do not natively support backtest engine (such as mobile phones, when I am backtesting from away from my computer). There are already a few good ones on TradingView, but most / many are too complicated for my needs. // //Found an excellent display backtest engine by 'The Art of Trading'. This script is a snippet of his hard work, with some very minor tweaks and changes. Much respect to the original author. // //Full credit to the original author of this script. It can be found here: www.tradingview.com // // This script can be copied and airlifted onto existing strategy scripts of your own, and integrates out of the box without implementation of additional functions. I've also added Max Runup, Average Win and Average Loss per trade to the orignal script. // //Will look to add in more performance metrics in future, as I further develop this script. // //Feel free to use this display panel in your scripts and strategies. //Thanks and enjoy! :) //@version=5 //strategy("Strategy BackTest Display Statistics - TraderHalai", overlay=true, default_qty_value= 5, default_qty_type = strategy.percent_of_equity, initial_capital=10000, commission_type=strategy.commission.percent, commission_value=0.1) //DEMO basic strategy - Use your own strategy here - Jaws Mean Reversion from my profile used here //source = input(title = "Source", defval = close) ///////////////////////////// --- BEGIN TESTER CODE --- //////////////////////// // COPY below into your strategy to enable display //////////////////////////////////////////////////////////////////////////////// // Declare performance tracking variables drawTester = input.bool(false, "Strategy Performance", group='Dashboards', inline="Show Dashboards") var balance = strategy.initial_capital var drawdown = 0.0 var maxDrawdown = 0.0 var maxBalance = 0.0 var totalWins = 0 var totalLoss = 0 // Prepare stats table var table testTable = table.new(position.top_right, 5, 2, border_width=1) f_fillCell(_table, _column, _row, _title, _value, _bgcolor, _txtcolor) => _cellText = _title + "\n" + _value table.cell(_table, _column, _row, _cellText, bgcolor=_bgcolor, text_color=_txtcolor) // Custom function to truncate (cut) excess decimal places //truncate(_number, _decimalPlaces) => // _factor = math.pow(10, _decimalPlaces) // int(_number * _factor) / _factor // Draw stats table var bgcolor = color.new(color.black,0) if drawTester and tradeDateIsAllowed if barstate.islastconfirmedhistory // Update table dollarReturn = strategy.netprofit f_fillCell(testTable, 0, 0, "Total Trades:", str.tostring(strategy.closedtrades), bgcolor, color.white) f_fillCell(testTable, 0, 1, "Win Rate:", str.tostring(truncate((strategy.wintrades/strategy.closedtrades)*100,2)) + "%", bgcolor, color.white) f_fillCell(testTable, 1, 0, "Starting:", "$" + str.tostring(strategy.initial_capital), bgcolor, color.white) f_fillCell(testTable, 1, 1, "Ending:", "$" + str.tostring(truncate(strategy.initial_capital + strategy.netprofit,2)), bgcolor, color.white) f_fillCell(testTable, 2, 0, "Avg Win:", "$"+ str.tostring(truncate(strategy.grossprofit / strategy.wintrades, 2)), bgcolor, color.white) f_fillCell(testTable, 2, 1, "Avg Loss:", "$"+ str.tostring(truncate(strategy.grossloss / strategy.losstrades, 2)), bgcolor, color.white) f_fillCell(testTable, 3, 0, "Profit Factor:", str.tostring(truncate(strategy.grossprofit / strategy.grossloss,2)), strategy.grossprofit > strategy.grossloss ? color.green : color.red, color.white) f_fillCell(testTable, 3, 1, "Max Runup:", str.tostring(truncate(strategy.max_runup, 2 )), bgcolor, color.white) f_fillCell(testTable, 4, 0, "Return:", (dollarReturn > 0 ? "+" : "") + str.tostring(truncate((dollarReturn / strategy.initial_capital)*100,2)) + "%", dollarReturn > 0 ? color.green : color.red, color.white) f_fillCell(testTable, 4, 1, "Max DD:", str.tostring(truncate((strategy.max_drawdown / strategy.equity) * 100 ,2)) + "%", color.red, color.white) // --- END TESTER CODE --- /////////////// // This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0 at mozilla.org // © niceGear68734 //@version=5 //strategy("Table to filter trades per day", overlay=true, use_bar_magnifier = true, initial_capital = 5000, calc_on_every_tick = true, calc_on_order_fills = true, commission_type = strategy.commission.cash_per_contract) //~ ___________________________________________________________________________ //~ !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! //~ !!!!!!!!!!!!!!!_________________ START _________________!!!!!!!!!!!!!!!!! i_showweeklyPerformance = input.bool(false, 'Weekly Performance', group='Dashboards', inline="Show Dashboards") //__________________________ User Inputs ___________________________________ var const string g_table = "Table Settings" i_table_pos = "Top Left" //input.string(defval = "Top Left", title = "Position", options = , group = g_table, inline = "1", tooltip = "It sets the location of the table") i_text_size = "Normal" //input.string(defval = "Normal", title = "Set the size of text", options = , tooltip = "This option is used to change the size of the text in the table") var const string g_general = "General Settings" i_check_open_close = "Opened" //input.string("Opened", "Check when the trade :", , group = g_general, tooltip = "This parameter defines what to check for. If opened is selected, the results will show the trades that opened on that day. If closed is selected, the results will show the trades that closed on that day") i_timezone = "Exchange" //input.string("Exchange", title = "Set the Timezone", options = , group = g_general, tooltip = "You can use this setting whenever you want to change the time that the trade has closed/opened") //~_____________________________ Switches ___________________________________ table_pos = switch i_table_pos "Bottom Right" => position.bottom_right "Bottom Left" => position.bottom_left "Top Right" => position.top_right "Top Left" => position.top_left timezone_setting = i_timezone == "Exchange" ? syminfo.timezone : i_timezone text_size = switch i_text_size "Small" => size.small "Normal" => size.normal "Large" => size.large //__________________________ Array Declaration _____________________________ var string t_column_names = array.from( "", "Sun", "Mon", "Tue", "Wed", "Thur", "Fri", "Sat") // Columns header names var string t_row_names = array.from("", "Total Trades", "Loss", "Win", "Win Rate" ) // Rows header names var t_column_size = array.size(t_column_names) var t_row_size = array.size(t_row_names) var string a_closed_trades = array.new_string() // Save the total number of trades var string a_loss_trades = array.new_string() // Save the number of losing trades var string a_win_trades = array.new_string() // Save the number of winning trades var _a_day_week = array.new_int() // Save the day of the week to split data // __________________________ Custom Functions ________________________________ //~ create a counter so that it gives a number to strategy.closed_trades.entry_time(counter) var trade_number = -1 if strategy.closedtrades > strategy.closedtrades trade_number += 1 f_strategy_closedtrades_hour() => switch i_check_open_close =="Closed" => dayofweek(strategy.closedtrades.exit_time(trade_number), timezone_setting) i_check_open_close =="Opened" => dayofweek(strategy.closedtrades.entry_time(trade_number), timezone_setting) f_data(_i) => var _closed_trades = 0 var _loss_trades = 0 var _win_trades = 0 var _txt_closed_trades = "" var _txt_loss_trades = "" var _txt_win_trades = "" if strategy.closedtrades > strategy.closedtrades and f_strategy_closedtrades_hour() == _i _closed_trades += 1 _txt_closed_trades := str.tostring(_closed_trades) if strategy.losstrades > strategy.losstrades and f_strategy_closedtrades_hour() == _i _loss_trades += 1 _txt_loss_trades := str.tostring(_loss_trades) if strategy.wintrades > strategy.wintrades and f_strategy_closedtrades_hour() == _i _win_trades += 1 _txt_win_trades := str.tostring(_win_trades) //__________________________ var string array1 = array.new_string(5) var string array2 = array.new_string(5) var string array3 = array.new_string(5) var string array4 = array.new_string(5) var string array5 = array.new_string(5) var string array6 = array.new_string(5) var string array7 = array.new_string(5) f_pass_data_to_array(_i, _array) => = f_data(_i) array.set(_array,1 , cl) array.set(_array,2,loss) array.set(_array,3,win) if cl != "" array.set(_array,4,str.tostring(str.tonumber(win) / str.tonumber(cl) * 100 , "##") + " %") if cl != "" and win == "" array.set(_array,4,"0 %") for i = 1 to 7 switch i == 1 => f_pass_data_to_array(i,array1) i == 2 => f_pass_data_to_array(i,array2) i == 3 => f_pass_data_to_array(i,array3) i == 4 => f_pass_data_to_array(i,array4) i == 5 => f_pass_data_to_array(i,array5) i == 6 => f_pass_data_to_array(i,array6) i == 7 => f_pass_data_to_array(i,array7) f_retrieve_data_to_table(_i, _j) => switch _i == 1 => array.get(array1, _j) _i == 2 => array.get(array2, _j) _i == 3 => array.get(array3, _j) _i == 4 => array.get(array4, _j) _i == 5 => array.get(array5, _j) _i == 6 => array.get(array6, _j) _i == 7 => array.get(array7, _j) //~ ___________________________ Create Table ________________________________ create_table(_col, _row, _txt) => var table _tbl = table.new(position = table_pos, columns = t_column_size , rows = t_row_size, border_width=1) color _color = _row == 0 or _col == 0 ? color.rgb(3, 62, 106) : color.rgb(2, 81, 155) table.cell(_tbl, _col, _row, _txt, bgcolor = _color, text_color = color.white, text_size = text_size) //~___________________________ Fill With Data _______________________________ if barstate.islastconfirmedhistory and i_showweeklyPerformance and tradeDateIsAllowed for i = 0 to t_column_size - 1 by 1 for j = 0 to t_row_size - 1 by 1 _txt = "" if i >= 0 and j == 0 _txt := array.get(t_column_names, i) if j >= 0 and i == 0 _txt := array.get(t_row_names, j) if i >= 1 and j >= 1 and j <= 5 _txt := f_retrieve_data_to_table( i , j) create_table(i ,j , _txt) //~ ___________________________ Notice ______________________________________ if timeframe.in_seconds() > timeframe.in_seconds("D") x = table.new(position.middle_center,1,1,color.aqua) table.cell_set_text(x,0,0,"Please select lower timeframes (Daily or lower)") //~ !!!!!!!!!!!!!!!_________________ STOP _________________!!!!!!!!!!!!!!!!!! //~ !!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! //~ ___________________________________________________________________________ // Global Dashboard Variables // ░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░ // Dashboard Table Text Size i_tableTextSize = "Normal" //input.string(title="Dashboard Size", defval="Normal", options= , group="Dashboards") table_text_size(s) => switch s "Auto" => size.auto "Huge" => size.huge "Large" => size.large "Normal" => size.normal "Small" => size.small => size.tiny tableTextSize = table_text_size(i_tableTextSize) // Monthly Table Performance Dashboard By @QuantNomad // ░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░░ i_showMonthlyPerformance = input.bool(false, 'Monthly Performance', group='Dashboards', inline="Show Dashboards") i_monthlyReturnPercision = 2 if i_showMonthlyPerformance and tradeDateIsAllowed new_month = month(time) != month(time ) new_year = year(time) != year(time ) eq = strategy.equity bar_pnl = eq / eq - 1 cur_month_pnl = 0.0 cur_year_pnl = 0.0 // Current Monthly P&L; cur_month_pnl := new_month ? 0.0 : (1 + cur_month_pnl ) * (1 + bar_pnl) - 1 // Current Yearly P&L; cur_year_pnl := new_year ? 0.0 : (1 + cur_year_pnl ) * (1 + bar_pnl) - 1 // Arrays to store Yearly and Monthly P&Ls; var month_pnl = array.new_float(0) var month_time = array.new_int(0) var year_pnl = array.new_float(0) var year_time = array.new_int(0) last_computed = false if (not na(cur_month_pnl ) and (new_month or barstate.islastconfirmedhistory)) if (last_computed ) array.pop(month_pnl) array.pop(month_time) array.push(month_pnl , cur_month_pnl ) array.push(month_time, time ) if (not na(cur_year_pnl ) and (new_year or barstate.islastconfirmedhistory)) if (last_computed ) array.pop(year_pnl) array.pop(year_time) array.push(year_pnl , cur_year_pnl ) array.push(year_time, time ) last_computed := barstate.islastconfirmedhistory ? true : nz(last_computed ) // Monthly P&L; Table var monthly_table = table(na) if (barstate.islastconfirmedhistory) monthly_table := table.new(position.bottom_right, columns = 14, rows = array.size(year_pnl) + 1, border_width = 1) table.cell(monthly_table, 0, 0, "", bgcolor = #cccccc, text_size=tableTextSize) table.cell(monthly_table, 1, 0, "Jan", bgcolor = #cccccc, text_size=tableTextSize) table.cell(monthly_table, 2, 0, "Feb", bgcolor = #cccccc, text_size=tableTextSize) table.cell(monthly_table, 3, 0, "Mar", bgcolor = #cccccc, text_size=tableTextSize) table.cell(monthly_table, 4, 0, "Apr", bgcolor = #cccccc, text_size=tableTextSize) table.cell(monthly_table, 5, 0, "May", bgcolor = #cccccc, text_size=tableTextSize) table.cell(monthly_table, 6, 0, "Jun", bgcolor = #cccccc, text_size=tableTextSize) table.cell(monthly_table, 7, 0, "Jul", bgcolor = #cccccc, text_size=tableTextSize) table.cell(monthly_table, 8, 0, "Aug", bgcolor = #cccccc, text_size=tableTextSize) table.cell(monthly_table, 9, 0, "Sep", bgcolor = #cccccc, text_size=tableTextSize) table.cell(monthly_table, 10, 0, "Oct", bgcolor = #cccccc, text_size=tableTextSize) table.cell(monthly_table, 11, 0, "Nov", bgcolor = #cccccc, text_size=tableTextSize) table.cell(monthly_table, 12, 0, "Dec", bgcolor = #cccccc, text_size=tableTextSize) table.cell(monthly_table, 13, 0, "Year", bgcolor = #999999, text_size=tableTextSize) for yi = 0 to array.size(year_pnl) - 1 table.cell(monthly_table, 0, yi + 1, str.tostring(year(array.get(year_time, yi))), bgcolor = #cccccc, text_size=tableTextSize) y_color = array.get(year_pnl, yi) > 0 ? color.new(color.teal, transp = 40) : color.new(color.gray, transp = 40) table.cell(monthly_table, 13, yi + 1, str.tostring(math.round(array.get(year_pnl, yi) * 100, i_monthlyReturnPercision)), bgcolor = y_color, text_color=color.new(color.white, 0),text_size=tableTextSize) for mi = 0 to array.size(month_time) - 1 m_row = year(array.get(month_time, mi)) - year(array.get(year_time, 0)) + 1 m_col = month(array.get(month_time, mi)) m_color = array.get(month_pnl, mi) > 0 ? color.new(color.teal, transp = 40) : color.new(color.maroon, transp = 40) table.cell(monthly_table, m_col, m_row, str.tostring(math.round(array.get(month_pnl, mi) * 100, i_monthlyReturnPercision)), bgcolor = m_color, text_color=color.new(color.white, 0), text_size=tableTextSize) hide = timeframe.isintraday // Input for EMA period emaPeriod = 48 //input.int(48, title="EMA Period") emaPeriod2 = 2 //input.int(2, title="EME Period 2") emaPeriod3 = 21 //input.int(21, title="EMA Period") // Input to toggle EMA Cloud showcloud = input.bool(false, title="Plot EMA?", group='EMA & ATR', inline="Show EMA's & ATR") useHTF = input.bool(true, title = "Use Higher Time Frame?") matimeframe = useHTF ? my_time1 : '' // EMA calculations ema = request.security(syminfo.tickerid, matimeframe, ta.ema(close, emaPeriod)) ema2 = request.security(syminfo.tickerid, matimeframe, ta.ema(close,emaPeriod2)) ema3 = request.security(syminfo.tickerid, matimeframe,ta.ema(close, emaPeriod3)) emaColor = close > ema3 ? color.new(color.rgb(56, 142, 60, 63), 50) : color.new(color.rgb(147, 40, 51, 38), 50) // Plotting EMA's // plot_ema1 = plot(hide ? ema : na, style=plot.style_line, color=color.new(color.rgb(255, 255, 255, 100), 50), title="EMA", linewidth=2) // plot_ema2 = plot(hide ? ema2 : na, style=plot.style_line, color=color.new(color.rgb(255, 255, 255, 100), 50), title="EMA", linewidth=1) // plot_ema3 = plot(ema3, style=plot.style_line, color=emaColor, title="EMA", linewidth=1) // EMA Cloud cloudColor = ema2 > ema ? color.new(#0f8513, 80) : color.new(#a81414, 80) cloudColor2 = ema2 > ema3 ? color.new(#0f8513, 50) : color.new(#a81414, 50) cloudColor := showcloud ? cloudColor : na // fill(plot_ema1, plot_ema2, color=cloudColor, title="EMA Cloud") // fill(plot_ema3, plot_ema2, color=cloudColor, title="EMA Cloud") /////////////////////////////////////////////////////////////// © BackQuant /////////////////////////////////////////////////////////////// // This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0 at mozilla.org // © BackQuant import TradingView/ta/4 as ta //@version=5 //indicator( // title="DEMA Adjusted Average True Range ", // shorttitle = "DEMA ATR ", // overlay=true, // timeframe="", // timeframe_gaps=true // ) // Define User Inputs simple bool showAtr = input.bool(false, "Plot Dema?", group='EMA & ATR', inline="Show EMA's & ATR") simple bool haCandles = true //input.bool(true, "Use HA Candles?") simple int periodDema = 7 //input.int(7, "Dema Period", group = "Dema Atr") series float sourceDema = close //input.source(close, "Calculation Source", group = "Dema Atr") simple int periodAtr = 14 //input.int(14, "Period", group = "Dema Atr") simple float factorAtr = 1.7 //input.float(1.7, "Factor", step = 0.01, group = "Dema Atr") simple color longColour = #66bb6a simple color shortColour = #f23645 /////////////////////////////////////////////////////////////// © BackQuant /////////////////////////////////////////////////////////////// // Use HA Candles? heikinashi_close = request.security( symbol = ticker.heikinashi(syminfo.tickerid), timeframe = timeframe.period, expression = close, gaps = barmerge.gaps_off, lookahead = barmerge.lookahead_on ) var series float source = close if haCandles == true source := heikinashi_close if haCandles == false source := sourceDema /////////////////////////////////////////////////////////////// © BackQuant /////////////////////////////////////////////////////////////// // Function DemaAtrWithBands(periodDema, source, lookback, atrFactor)=> ema1 = ta.ema(source, periodDema) ema2 = ta.ema(ema1, periodDema) demaOut = 2 * ema1 - ema2 atr = ta.atr(lookback) trueRange = atr * atrFactor DemaAtr = demaOut DemaAtr := nz(DemaAtr , DemaAtr) trueRangeUpper = demaOut + trueRange trueRangeLower = demaOut - trueRange if trueRangeLower > DemaAtr DemaAtr := trueRangeLower if trueRangeUpper < DemaAtr DemaAtr := trueRangeUpper DemaAtr // Function Out DemaAtr = DemaAtrWithBands(periodDema, source, periodAtr, factorAtr) /////////////////////////////////////////////////////////////// © BackQuant /////////////////////////////////////////////////////////////// // Conditions DemaAtrLong = DemaAtr > DemaAtr DemaAtrShort = DemaAtr < DemaAtr // Colour Condtions var color Trendcolor = #ffffff if DemaAtrLong Trendcolor := longColour if DemaAtrShort Trendcolor := shortColour // Plotting plot( showAtr ? DemaAtr : na, "ATR", color=Trendcolor, linewidth = 2 ) import DevLucem/ZigLib/1 as ZigZag //////// // Fetch Ingredients // // //////// // // Bake it with a simple oven this time = ZigZag.zigzag(low, high, Depth, Deviation, Backstep) string nowPoint = "" var float lastPoint = z1.price if bool(ta.change(direction)) lastPoint := z1.price // //////// // // Let it Cool And Serve line zz = na label point = na if repaint zz := line.new(z1, z2, xloc.bar_time, extend? extend.right: extend.none, color.new(direction>0? upcolor: dncolor, lines), width=line_thick) nowPoint := direction<0? (z2.pricelastPoint? "HH": "LH") point := label.new(z2, nowPoint, xloc.bar_time, yloc.price, color.new(direction<0? upcolor: dncolor, labels), direction>0? label.style_label_down: label.style_label_up, color.new(direction>0? upcolor: dncolor, labels), label_size) if direction == direction line.delete(zz ) label.delete(point ) else line.set_extend(zz , extend.none) else if direction != direction zz := line.new(z1 , z2 , xloc.bar_time, extend.none, color.new(direction>0? upcolor: dncolor, lines), width=line_thick) nowPoint := direction <0? (z2.price lastPoint ? "HH": "LH") point := label.new(z2 , nowPoint, xloc.bar_time, yloc.price, color.new(direction <0? upcolor: dncolor, labels), direction >0? label.style_label_down: label.style_label_up, color.new(direction >0? upcolor: dncolor, labels), label_size) bgcolor(direction<0? color.new(dncolor, background): color.new(upcolor, background), title='Direction Background', display = display.none) plotarrow(direction, "direction", display=display.status_line) // //////// // // Declare Meal Was Sweet By Force alertcondition(nowPoint == "HH" and z2.price != z2.price , "New Higher High", 'Zigzag on {{ticker}} higher higher high detected at {{time}}') alertcondition(nowPoint == "LH" and z2.price != z2.price , "New Lower High", 'Zigzag on {{ticker}} higher lower high detected at {{time}}') alertcondition(nowPoint == "HL" and z2.price != z2.price , "New Higher Low", 'Zigzag on {{ticker}} higher lower low detected at {{time}}') alertcondition(nowPoint == "LL" and z2.price != z2.price , "New Lower Low", 'Zigzag on {{ticker}} lower low detected at {{time}}') alertcondition(direction != direction , 'Direction Changed', 'Zigzag on {{ticker}} direction changed at {{time}}') alertcondition(direction != direction and direction>0, 'Bullish Direction', 'Zigzag on {{ticker}} bullish direction at {{time}}') alertcondition(direction != direction and direction<0, 'Bearish Direction', 'Zigzag on {{ticker}} bearish direction at {{time}}') if direction != direction alert((direction<0? "Bearish": "Bullish") + " Direction Final ", alert.freq_once_per_bar_close) MSG = "MARKET STRUCTURE" VBG = "VOLUMETRIC ORDER BLOCKS" MST = "Limit market structure calculation to improve memory speed time" SLT = " Limit swing structure to tot bars back" IDT = " Start date of the internal structure" CST = "Color candle based on trend detection system" OBT = "Display internal buy and sell activity" OBD = "Show Last number of orderblock" OBMT = " Use Length to adjust cordinate of the orderblocks\n Use whole candle body" _ =' ------------  –––––––––––––––––––––––––– INPUTS –––––––––––––––––––––––––––  ------------ '//{ bool windowsis = input.bool(true, "Window", inline="kla", group=MSG) int mswindow = input.int(5000, "", tooltip=MST,group=MSG, inline="kla", minval=1000) bool showSwing = input.bool(true, "Swing", inline="scss", group=MSG) int swingLimit = input.int(100, "", tooltip=SLT, inline="scss", group=MSG, minval=10, maxval=200) color swingcssup = input.color(#f7525f, "", inline="scss", group=MSG) color swingcssdn = input.color(#66bb6a, "", inline="scss", group=MSG) bool showMapping = input.bool(false, "Mapping Structure", inline="mapping", group=MSG) string mappingStyle = input.string("----", "", options= , inline="mapping", group=MSG) color mappingcss = input.color(color.silver, "", tooltip="Display Mapping Structure", inline="mapping", group=MSG) bool candlecss = input.bool(false, "Color Candles", tooltip=CST, group=MSG, inline="txt") string mstext = input.string("Tiny", "", options= , inline="txt", group=MSG) string msmode = input.string("Adjusted Points", "Algorithmic Logic", options= , inline="node", group=MSG) int mslen = input.int(5, "", inline="node", group=MSG, minval=2) bool buildsweep = input.bool(true, "Build Sweep (x)", "Build sweep on market structure", "znc", MSG) bool msbubble = input.bool(true, "Bubbles", tooltip="Display Circle Bubbles", inline="bubbles", group=MSG) bool obshow = input.bool(true, "Show Last", tooltip=OBD, group=VBG, inline="obshow") int oblast = input.int(5, "", group=VBG, inline="obshow", minval=0) color obupcs = input.color(color.new(#089981, 90), "", inline="obshow", group=VBG) color obdncs = input.color(color.new(#f23645, 90), "", inline="obshow", group=VBG) bool obshowactivity = input.bool(true, "Show Buy/Sell Activity", inline="act", group=VBG, tooltip=OBT) color obactup = input.color(color.new(#089981, 50), "", inline="act", group=VBG) color obactdn = input.color(color.new(#f23645, 50), "", inline="act", group=VBG) obshowbb = input.bool(false, "Show Breakers", inline="bb", group=VBG, tooltip="Display Breakers") color bbup = input.color(color.new(#089981, 100), "", inline="bb", group=VBG) color bbdn = input.color(color.new(#f23645, 100), "", inline="bb", group=VBG) obmode = input.string("Length", "Construction", options= , tooltip=OBMT, inline="atr", group=VBG) len = input.int(5, "", inline="atr", group=VBG, minval=1) obmiti = input.string("Close", "Mitigation Method", options= , tooltip="Mitigation method for when to trigger order blocks", group=VBG) obtxt = input.string("Normal", "Metric Size", options= , tooltip="Order block Metrics text size", inline="txt", group=VBG) showmetric = input.bool(true, "Show Metrics", group=VBG) showline = input.bool(true, "Show Mid-Line", group=VBG) overlap = input.bool(true, "Hide Overlap", group=VBG, inline="ov") wichlap = input.string("Recent", "", options= , inline="ov", group=VBG) fvg_enable = input.bool(false, "", inline="1", group="FAIR VALUE GAP", tooltip="Display fair value gap") what_fvg = input.string("FVG", "", inline="1", group="FAIR VALUE GAP", tooltip="Display fair value gap", options= ) fvg_num = input.int(5, "Show Last", inline="1a", group="FAIR VALUE GAP", tooltip="Number of fvg to show", minval=0) fvg_upcss = input.color(color.new(#089981, 80), "", inline="1", group="FAIR VALUE GAP") fvg_dncss = input.color(color.new(#f23645, 80), "", inline="1", group="FAIR VALUE GAP") fvgbbup = input.color(color.new(#089981, 100), "", inline="1", group="FAIR VALUE GAP") fvgbbdn = input.color(color.new(#f23645, 100), "", inline="1", group="FAIR VALUE GAP") fvg_src = input.string("Close", "Mitigation", inline="3", group="FAIR VALUE GAP", tooltip=" Use the close of the body as trigger\n\n Use the extreme point of the body as trigger", options= ) fvgthresh = input.float(0, "Threshold", tooltip="Filter out non significative FVG", group="FAIR VALUE GAP", inline="asd", minval=0, maxval=2, step=0.1) fvgoverlap = input.bool(true, "Hide Overlap", "Hide overlapping FVG", group="FAIR VALUE GAP") fvgline = input.bool(true, "Show Mid-Line", group="FAIR VALUE GAP") fvgextend = input.bool(false, "Extend FVG", group="FAIR VALUE GAP") dispraid = input.bool(false, "Display Raids", inline="raid", group="FAIR VALUE GAP") //} _ =' ------------  –––––––––––––––––––––––––– UDT –––––––––––––––––––––––––––  ------------ '//{ type hqlzone box pbx box ebx box lbx label plb label elb label lbl type Zphl line top line bottom label top_label label bottom_label bool stopcross bool sbottomcross bool itopcross bool ibottomcross string txtup string txtdn float topy float bottomy float topx float bottomx float tup float tdn int tupx int tdnx float itopy float itopx float ibottomy float ibottomx float uV float dV type entered bool normal = false bool breaker = false type store line ln label lb box bx linefill lf type structure int zn float zz float bos float choch int loc int temp int trend int start float main int xloc bool upsweep bool dnsweep string txt = na type drawms int x1 int x2 float y string txt color css string style type ob bool bull float top float btm float avg int loc color css float vol int dir int move int blPOS int brPOS int xlocbl int xlocbr bool isbb = false int bbloc type FVG float top = na float btm = na int loc = bar_index bool isbb = false int bbloc = na bool israid = false float raidy = na int raidloc = na int raidx2 = na bool active = false color raidcs = na type SFP float y int loc float ancor type sfpbuildlbl int x float y string style color css string txt type sfpbuildline int x1 int x2 float y color css float ancor int loc type equalbuild int x1 float y1 int x2 float y2 color css string style type equalname int x float y string txt color css string style type ehl float pt int t float pb int b type sellbuyside float top float btm int loc color css string txt float vol type timer bool start = false int count = 0 //} _ =' ------------  –––––––––––––––––––––––––– SETUP –––––––––––––––––––––––––––  ------------ '//{ var store bin = store.new( array.new< line >() , array.new< label >() , array.new< box >() , array.new() ) var entered blobenter = entered.new() var entered brobenter = entered.new() var entered blfvgenter = entered.new() var entered brfvgenter = entered.new() var entered blarea = entered.new() var entered brarea = entered.new() var timer lc = timer.new () if barstate.islast for obj in bin.ln obj.delete() for obj in bin.lb obj.delete() for obj in bin.bx obj.delete() for obj in bin.lf obj.delete() bin.ln.clear() bin.lb.clear() bin.bx.clear() bin.lf.clear() invcol = #ffffff00 float atr = (ta.atr(200) / (5/len)) //} _ =' ------------  –––––––––––––––––––––––––– UTILITY –––––––––––––––––––––––––––  ------------ '//{ method txSz(string s) => out = switch s "Tiny" => size.tiny "Small" => size.small "Normal" => size.normal "Large" => size.large "Huge" => size.huge "Auto" => size.auto out method lstyle(string style) => out = switch style '⎯⎯⎯⎯' => line.style_solid '----' => line.style_dashed '····' => line.style_dotted ghl() => [high , low , close , open , close, open, high, low, high , low , ta.atr(200)] method IDMIDX(bool use_max, int loc) => min = 99999999. max = 0. idx = 0 if use_max for i = 0 to (bar_index - loc) max := math.max(high , max) min := max == high ? low : min idx := max == high ? i : idx else for i = 0 to (bar_index - loc) min := math.min(low , min) max := min == low ? high : max idx := min == low ? i : idx idx SFPData() => [high, high , high , low, low , low , close, volume, time, bar_index , time ] SFPcords() => RealTF = barstate.isrealtime ? 0 : 1 = SFPData() [h , h1 , h2 , l , l1 , l2 , c , v , t , n , t1 ] method find(structure ms, bool use_max, bool sweep, bool useob) => min = 99999999. max = 0. idx = 0 if not sweep if ((bar_index - ms.loc) - 1) > 0 if use_max for i = 0 to (bar_index - ms.loc) - 1 max := math.max(high , max) min := max == high ? low : min idx := max == high ? i : idx if useob if high
Strategia Pine Script®
od oxaam479
1