Doge SMA is a long-only moving-average crossover strategy drawn on the price chart. It calculates a fast and a slow simple moving average of close and enters a long position when the fast average crosses above the slow average, but only inside a user-defined s
Strategy · Pine Script v5 · On the chart
Backtesting System
This strategy backtests long and short trades from an external source on the price chart.
GitHub stars106on the repository
Pine versionv5runs as is
Lines of code469
Settings40inputs
LicenceGPL-3.0
Last update2 years ago18 Sep 2024
Add It to Your TradingView Chart
- 1Copy the scriptPress Copy script above, or the copy button on the code below.
- 2Open the Pine EditorOpen a TradingView chart and choose Pine Editor at the bottom of the screen.
- 3Paste over the templateCreate a new strategy, select all of the template text and paste. Press Save and give it a name.
- 4Add it to the chartPress Add to chart. The trades and results appear in the Strategy Tester tab; adjust the settings with the gear icon.
Source Code
469 lines of Pine Script v5 from -Backtesting System.pine, published under GPL-3.0. Keep the author's credit and licence lines when you reuse it.
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// @HALDRO Project
// ———————————————————————————————————————————————————————————————————————————————————————————————————————————————————————— \\
//@version=5
strategy('*Backtesting System',
overlay = true,
initial_capital = 10000,
commission_value = 0.04,
default_qty_value = 10,
slippage = 1,
pyramiding = 0,
max_lines_count = 500,
max_labels_count = 500,
currency = currency.USD,
default_qty_type = strategy.percent_of_equity)
MA(string _maType, float _maSource, simple int _maLength) =>
float ma = switch _maType
'ALMA' => ta.alma (_maSource, _maLength, 0.85, 6)
'EMA' => ta.ema (_maSource, _maLength)
'HMA' => ta.hma (_maSource, _maLength)
'RMA' => ta.rma (_maSource, _maLength)
'SMA' => ta.sma (_maSource, _maLength)
'VWMA' => ta.vwma (_maSource, _maLength)
'WMA' => ta.wma (_maSource, _maLength)
ma
// ———————————————————————————————————————————————————————————————————————————————————————————————————————————————————————— \\
// —————— ToolTips
TText_source_ = '𝐄𝐱𝐭𝐞𝐫𝐧𝐚𝐥 𝐒𝐨𝐮𝐫𝐜𝐞 ➖ Here you must select your Indicator, having previously connected the "Connector" to it.\nIf the "Close" option is selected then you can test the backtest on regular MA crosses EMA 200 and EMA 50.'
TTreversesignal = '𝐖𝐚𝐢𝐭 𝐄𝐧𝐝 𝐃𝐞𝐚𝐥 ➖ Enable/Disable waiting for a trade to close at Stop Loss/Take Profit. Until the trade closes on the Stop Loss or Take Profit, no new trade will open. \n'
+ '𝐑𝐞𝐯𝐞𝐫𝐬𝐞 𝐃𝐞𝐚𝐥𝐬 ➖ If true strategy will go in the opposite direction from the signal.'
TTreOpenDeal = '𝐑𝐞𝐄𝐧𝐭𝐫𝐲 𝐃𝐞𝐚𝐥 ➖ If true trade was long and SL/TP was reached then go long again and vice versa. \n'
+ '𝐑𝐞𝐎𝐩𝐞𝐧 𝐃𝐞𝐚𝐥 ➖ If true and Wait End Deal is false then in case you are in a Long position and a new signal to Long, you will reEnter a new Long position and vice versa for Shorts.'
TTslType = '𝐅𝐈𝐗𝐄𝐃 ％ ➖ Fixed SL/TP in percent. \n'
+ '𝐅𝐈𝐗𝐄𝐃 ＄ ➖ Fixed SL/TP in cash. \n'
+ '𝐓𝐑𝐀𝐈𝐋𝐈𝐍𝐆 ➖ Trailing stop in ％ like on exchanges. Regulated by the "𝗧𝗿𝗮𝗶𝗹𝗶𝗻𝗴 ％" parameter. \n'
+ '𝐅𝐀𝐒𝐓 𝐓𝐑𝐀𝐈𝐋 ➖ If in a long, it immediately follows the price when it rises otherwise it stands still. Vice versa for shorts. Regulated by the "𝗧𝗿𝗮𝗶𝗹𝗶𝗻𝗴 ％" parameter. \n'
+ '𝐀𝐓𝐑 ➖ Fixed TP/SL depending on the current ATR. It is regulated by the "𝗔𝗧𝗥 𝗣𝗲𝗿𝗶𝗼𝗱" | "𝗠𝘂𝗹𝘁𝗶𝗽𝗹𝗶𝗲𝗿" parameters. \n'
+ '𝗔𝗧𝗥 𝐓𝐑𝐀𝐈𝐋 ➖ Trailing Stop calculated on the basis of the ATR. It is regulated by the "𝗔𝗧𝗥 𝗣𝗲𝗿𝗶𝗼𝗱" | "𝗠𝘂𝗹𝘁𝗶𝗽𝗹𝗶𝗲𝗿" parameters. \n'
+ '𝗥:𝗥 ➖ Risk Reward sets the TP depending on the size of the SL. For example, if SL is ＄100, and R:R = 2, then the TP is ＄200. \n'
+ '𝐇𝐇 / 𝐋𝐋 ➖ Searches for the last Extremum (High/Low) for the specified number of bars and sets a fixed Take. \n'
+ '𝐋𝐎 / 𝐇𝐈 ➖ Sets the SL for High/Low candles. "𝗟𝗢/𝗛𝗜" = 1 Sets the SL for the last High/Low. \n'
+ '𝐌𝐀 ➖ Movieng Average SL. A very diverse type of SL.'
// —————— Main Inputs
groupset = '➤ ＭＡＩＮ ＳＥＴＴＩＮＧＳ'
ext_source_ = input.source (close, ' 𝐄𝐱𝐭𝐞𝐫𝐧𝐚𝐥 𝐒𝐨𝐮𝐫𝐜𝐞 ', group=groupset, inline='esrc', tooltip=TText_source_)
bullDeal = input.bool (true, ' Long Deals ', group=groupset, inline='deal')
bearDeal = input.bool (true, ' Short Deals', group=groupset, inline='deal')
waitEndDeal = input.bool (true, ' Wait End Deal ', group=groupset, inline='ord1')
reversesignal = input.bool (false, ' Reverse Deals', group=groupset, inline='ord1', tooltip=TTreversesignal)
reEntryDeal = input.bool (false, ' ReEntry Deal ', group=groupset, inline='ord2')
reOpenDeal = input.bool (false, ' ReOpen Deal', group=groupset, inline='ord2', tooltip=TTreOpenDeal)
tpType = input.string ('R:R', ' 𝐓𝐚𝐤𝐞 𝐏𝐫𝐨𝐟𝐢𝐭�', group=groupset, inline='type', options=['None', 'FIXED ％', 'FIXED ＄', 'ATR', 'R:R', 'HH / LL'])
slType = input.string ('ATR', ' 𝐒𝐭𝐨𝐩 𝐋𝐨𝐬𝐬 ', group=groupset, inline='type', options=['None', 'FIXED ％', 'FIXED ＄', 'TRAILING', 'FAST TRAIL', 'ATR', 'ATR TRAIL', 'LO / HI', 'MA'], tooltip=TTslType)
grouptakes = ' ➤ Ｔａｋｅ Ｐｒｏｆｉｔ Ｌｅｖｅｌｓ'
ontake1 = input.bool (false, '🇹🇵¹', group=grouptakes, inline='take')
qtake1 = input.int (20, '�', group=grouptakes, inline='take', minval=1, step=5, maxval=100)
ontake2 = input.bool (false, '🇹🇵²', group=grouptakes, inline='take')
qtake2 = input.int (20, '�', group=grouptakes, inline='take', minval=1, step=5, maxval=100)
ontake3 = input.bool (false, '🇹🇵³', group=grouptakes, inline='take')
qtake3 = input.int (50, '�', group=grouptakes, inline='take', minval=1, step=5, maxval=100)
ontake4 = input.bool (false, '🇹🇵⁴', group=grouptakes, inline='take')
qtake4 = input.int (25, '�', group=grouptakes, inline='take', minval=1, step=5, maxval=100)
ontake5 = input.bool (false, '🇹🇵⁵ ', group=grouptakes, inline='take')
qtake5 = input.int (25, '�', group=grouptakes, inline='take', minval=1, step=5, maxval=100)
onstop0 = input.bool (false, '🇸🇱⁰ ', group=grouptakes, inline='take')
qstop0 = input.int (30, '�', group=grouptakes, inline='take', minval=1, step=5, maxval=100)
// Example Connector
//Signal = buy ? +1 : sell ? -1 : 0
//plot(Signal, "🔌Connector🔌", display = display.none)
// —————— Variables Initialisation
ext_source = nz(ext_source_)
bull = ext_source == +1 // +1 is bull signal
bear = ext_source == -1 // -1 is bear signal
// ———————————————————————————————————————————————————————————————————————————————————————————————————————————————————————— \\
// ————————————————————————————————————————————————— DATE RANGE ——————————————————————————————————————————————————————————— \\ // Credit @jason5480
// ———————————————————————————————————————————————————————————————————————————————————————————————————————————————————————— \\
grouptime = '➤ ＴＩＭＥ ＦＩＬＴＥＲＳ'
src_timezone = input.string ('Exchange', 'Timezones Src->Dst', group=grouptime, inline='Timezone', options=['Exchange', 'UTC', 'America/Los_Angeles', 'America/Phoenix', 'America/Vancouver', 'America/El_Salvador', 'America/Bogota', 'America/Chicago', 'America/New_York', 'America/Toronto', 'America/Argentina/Buenos_Aires', 'America/Sao_Paulo', 'Etc/UTC', 'Europe/London', 'Europe/Berlin', 'Europe/Madrid', 'Europe/Paris', 'Europe/Warsaw', 'Europe/Athens', 'Europe/Moscow', 'Asia/Tehran', 'Asia/Dubai', 'Asia/Ashkhabad', 'Asia/Kolkata', 'Asia/Almaty', 'Asia/Bangkok', 'Asia/Hong_Kong', 'Asia/Shanghai', 'Asia/Singapore', 'Asia/Taipei', 'Asia/Seoul', 'Asia/Tokyo', 'Australia/ACT', 'Australia/Adelaide', 'Australia/Brisbane', 'Australia/Sydney', 'Pacific/Auckland', 'Pacific/Fakaofo', 'Pacific/Chatham', 'Pacific/Honolulu'])
dst_timezone = input.string ('Exchange', '->', group=grouptime, inline='Timezone', options=['Exchange', 'UTC', 'America/Los_Angeles', 'America/Phoenix', 'America/Vancouver', 'America/El_Salvador', 'America/Bogota', 'America/Chicago', 'America/New_York', 'America/Toronto', 'America/Argentina/Buenos_Aires', 'America/Sao_Paulo', 'Etc/UTC', 'Europe/London', 'Europe/Berlin', 'Europe/Madrid', 'Europe/Paris', 'Europe/Warsaw', 'Europe/Athens', 'Europe/Moscow', 'Asia/Tehran', 'Asia/Dubai', 'Asia/Ashkhabad', 'Asia/Kolkata', 'Asia/Almaty', 'Asia/Bangkok', 'Asia/Hong_Kong', 'Asia/Shanghai', 'Asia/Singapore', 'Asia/Taipei', 'Asia/Seoul', 'Asia/Tokyo', 'Australia/ACT', 'Australia/Adelaide', 'Australia/Brisbane', 'Australia/Sydney', 'Pacific/Auckland', 'Pacific/Fakaofo', 'Pacific/Chatham', 'Pacific/Honolulu'], tooltip='The Src is the timezone to be used as a reference for the time settings. The Dst is the timezone to convert into (e.g. the charslPrice\' timezone)')
usefromDate = input.bool (true, 'Srart From ', group=grouptime, inline='From Date')
fromDate = input.time (timestamp('01 Jan 2020 00:00'), '', group=grouptime, inline='From Date')
usetoDate = input.bool (false, 'End To ', group=grouptime, inline='To Date')
toDate = input.time (timestamp('01 Jul 2025 00:00'), '', group=grouptime, inline='To Date')
useSessionDay = input.bool (false, 'Session Days', group=grouptime, inline='Session Days')
mon = input.bool (true, 'Mon', group=grouptime, inline='Session Days')
tue = input.bool (true, 'Tue', group=grouptime, inline='Session Days')
wed = input.bool (true, 'Wed', group=grouptime, inline='Session Days')
thu = input.bool (true, 'Thu', group=grouptime, inline='Session Days')
fri = input.bool (true, 'Fri', group=grouptime, inline='Session Days')
sat = input.bool (false, 'Sat', group=grouptime, inline='Session Days')
sun = input.bool (false, 'Sun', group=grouptime, inline='Session Days')
useSessionStart = input.bool (false, 'Session Start', group=grouptime, inline='Session Start')
sessionStartHour = input.int (12, '', group=grouptime, inline='Session Start', minval=0, maxval=23, step=1)
sessionStartMinute = input.int (00, ':', group=grouptime, inline='Session Start', minval=0, maxval=59, step=1, tooltip='Start time of the session.')
useSessionEnd = input.bool (false, 'Session End ', group=grouptime, inline='Session End')
sessionEndHour = input.int (20, '', group=grouptime, inline='Session End', minval=0, maxval=23, step=1)
sessionEndMinute = input.int (00, ':', group=grouptime, inline='Session End', minval=0, maxval=59, step=1, tooltip='End time of the session.')
// ———————————————————————————————————————————————————————————————————————————————————————————————————————————————————————— \\
ex_timezone(simple string tz) =>
switch tz
'Exchange' => syminfo.timezone
=> tz
if_in_date_range(simple bool usefromDate, simple int fromDate, simple bool usetoDate, simple int toDate, simple string src_timezone = 'Exchange', simple string dst_timezone = 'Exchange', int t = time_close) =>
var src_tz = ex_timezone(src_timezone)
var dst_tz = ex_timezone(dst_timezone)
var fromDateTz = timestamp(src_tz, year(fromDate, dst_tz), month(fromDate, dst_tz), dayofmonth(fromDate, dst_tz), hour(fromDate, dst_tz), minute(fromDate, dst_tz), second(fromDate, dst_tz))
var toDateTz = timestamp(src_tz, year(toDate, dst_tz), month(toDate, dst_tz), dayofmonth(toDate, dst_tz), hour(toDate, dst_tz), minute(toDate, dst_tz), second(toDate, dst_tz))
(usefromDate ? t >= fromDateTz : true) and (usetoDate ? t < toDateTz : true)
if_in_session(simple bool useSessionStart, simple int sessionStartHour, simple int sessionStartMinute, simple bool useSessionEnd, simple int sessionEndHour, simple int sessionEndMinute, simple bool useSessionDay = false, simple bool mon = true, simple bool tue = true, simple bool wed = true, simple bool thu = true, simple bool fri = true, simple bool sat = false, simple bool sun = false, simple string src_timezone = 'Exchange', simple string dst_timezone = 'Exchange', int t = time_close) =>
var one_day = 86400000
var utc_tz = 'UTC'
var src_tz = ex_timezone(src_timezone)
var dst_tz = ex_timezone(dst_timezone)
start_hr = sessionStartHour + (hour(t, dst_tz) - hour(t, src_tz))
start_min = sessionStartMinute + (minute(t, dst_tz) - minute(t, src_tz))
end_hr = sessionEndHour + (hour(t, dst_tz) - hour(t, src_tz))
end_min = sessionEndMinute + (minute(t, dst_tz) - minute(t, src_tz))
time_start_session = timestamp(dst_tz, year(t, src_tz), month(t, src_tz), dayofmonth(t, src_tz), start_hr, start_min, second(t, src_tz))
time_end_session = timestamp(dst_tz, year(t, src_tz), month(t, src_tz), dayofmonth(t, src_tz), end_hr, end_min, second(t, src_tz))
var bool isOvernight = time_start_session >= time_end_session
// in overnight sessions increase end time by one day
if (useSessionStart and useSessionEnd and isOvernight)
time_end_session := time_end_session + one_day
isSessionDay = switch dayofweek(t, src_tz)
dayofweek.monday => mon
dayofweek.tuesday => tue
dayofweek.wednesday => wed
dayofweek.thursday => thu
dayofweek.friday => fri
dayofweek.saturday => sat
dayofweek.sunday => sun
=> false
(useSessionDay ? isSessionDay : true) and (useSessionStart ? t >= time_start_session : true) and (useSessionEnd ? t < time_end_session : true)
// ———————————————————————————————————————————————————————————————————————————————————————————————————————————————————————— \\
bool dateFilterApproval = if_in_date_range(usefromDate, fromDate, usetoDate, toDate, src_timezone, dst_timezone)
bool sessionFilterApproval = if_in_session(useSessionStart, sessionStartHour, sessionStartMinute, useSessionEnd, sessionEndHour, sessionEndMinute, useSessionDay, mon, tue, wed, thu, fri, sat, sun, src_timezone, dst_timezone)
bool timeFilterApproval = dateFilterApproval and sessionFilterApproval
// ———————————————————————————————————————————————————————————————————————————————————————————————————————————————————————— \\
// ————————————————————————————————————————————— Signal Filters ——————————————————————————————————————————————————————————— \\ // Credit @pAulseperformance
// ———————————————————————————————————————————————————————————————————————————————————————————————————————————————————————— \\
groupsignal = '➤ ＳＩＧＮＡＬ ＦＩＬＴＥＲＳ'
FilterType1 = input.bool (false, '1. ADX', group=groupsignal, inline='FT1')
FilterType1Len = input.int (17, '', group=groupsignal, inline='FT1', minval=1 )
FilterType1Smt = input.int (14, '', group=groupsignal, inline='FT1', minval=1, maxval=50)
FilterType1Tresh = input.int (20, '', group=groupsignal, inline='FT1', minval=1, maxval=50, tooltip='ADX Lenght, Smooth, Level. \nTrade If ADX < Level')
FilterType2 = input.bool (false, '2. MACD', group=groupsignal, inline='FT2')
FilterType2Len1 = input.int (12, '', group=groupsignal, inline='FT2')
FilterType2Len2 = input.int (26, '', group=groupsignal, inline='FT2')
FilterType2Len3 = input.int (9, '', group=groupsignal, inline='FT2', tooltip='Fast Len, Slow Len, Smooth. \nLong Filter: MACD > 0\nShort Filter: MACD < 0')
FilterType3 = input.bool (false, '3. Bar direction=Trade direction', group=groupsignal, tooltip='Long filter: close>open\nShort Filter: close<open')
FilterType4 = input.bool (false, '4. Rising Volume', group=groupsignal, tooltip='Long Filter: Volume Increasing\nShort Filter: Volume Decreasing')
FilterType5 = input.bool (false, '5. Rising/Falling MA', group=groupsignal, inline='FT5', tooltip='Long Filter: SMA is Rising\nShort Filter: SMA Falling \nRising/Falling - For N Bars')
FilterType5Len = input.int (50, 'Length', group=groupsignal, inline='FT5', minval=2)
FilterType5Bars = input.int (1, 'Bars', group=groupsignal, inline='FT5', minval=1)
FilterType6 = input.bool (false, '6. High/Low Filter', group=groupsignal, inline='FT6')
FilterType6Bars = input.int (10, 'Lookback', group=groupsignal, inline='FT6', tooltip='If true then the signal bar must be the highest/lovest bar over X bars')
FilterType7 = input.bool (false, '7. Maximum close change (％) allowed on entry', group=groupsignal, inline='FT7')
FilterType7IncPct = input.float (10.0, '', group=groupsignal, inline='FT7', minval=0.0, step=0.5)
FilterType8 = input.bool (false, '8. Minimum close change (％) allowed on entry', group=groupsignal, inline='FT8')
FilterType8IncPct = input.float (1.0, '', group=groupsignal, inline='FT8', minval=0.0, step=0.5)
FilterType9 = input.bool (false, '9. RSI OS/OB', group=groupsignal, inline='FT9')
FilterType9Len = input.int (20, '', group=groupsignal, inline='FT9', minval=2)
FilterType9OS = input.int (25, '', group=groupsignal, inline='FT9', minval=0, maxval=100)
FilterType9OB = input.int (75, '', group=groupsignal, inline='FT9', minval=0, maxval=100, tooltip='RSI Length, OS Level, OB Level \nLong = RSI < OB\nShort = RSI > OS')
FilterType10 = input.bool (false, '10. MA', group=groupsignal, inline='FT10')
FilterType10MAType = input.string ('SMA', '', group=groupsignal, inline='FT10', options=['ALMA', 'EMA', 'HMA', 'RMA', 'SMA', 'VWMA', 'WMA'])
FilterType10Len = input.int (200, '', group=groupsignal, inline='FT10', minval=1, tooltip='MA Type, MA Source, MA Length\nLong = close > MA\nShort = close < MA')
// —————— Filter 1: ADX
[dip, dim, adx] = ta.dmi(FilterType1Len, FilterType1Smt)
Filter1Long = FilterType1 ? adx < FilterType1Tresh : true
Filter1Short = Filter1Long
// —————— Filter 2: MACD Hist
_macdLine = FilterType2 ? nz(MA('EMA', close, FilterType2Len1) - MA('EMA', close, FilterType2Len2)) : 0.
_macdSignal = FilterType2 ? nz(MA('EMA', _macdLine, FilterType2Len3)) : 0.
_macdHist = FilterType2 ? _macdLine - _macdSignal : 0.
Filter2Long = FilterType2 ? _macdHist > 0 : true
Filter2Short = FilterType2 ? _macdHist < 0 : true
// —————— Filter 3: Bar direction
Filter3Long = FilterType3 ? close > open : true
Filter3Short = FilterType3 ? close < open : true
// —————— Filter 4: Rising volume
Filter4Long = FilterType4 ? ta.rising(volume, 1) : true
Filter4Short = Filter4Long
// —————— Filter 5: Rising/Falling MA
Filter5Ma = FilterType5 ? nz(MA('SMA', close, FilterType5Len)) : 0
Filter5Long = FilterType5 ? ta.rising(Filter5Ma, FilterType5Bars) : true
Filter5Short = FilterType5 ? ta.falling(Filter5Ma, FilterType5Bars) : true
// —————— Filter 6: Check high & close filter
Filter6Long = FilterType6 ? high >= ta.highest(high, FilterType6Bars) : true
Filter6Short = FilterType6 ? low <= ta.lowest(low, FilterType6Bars) : true
// —————— Filter 7: Maximum delta with previous close allowed at entry
Filter7Long = FilterType7 ? close < close[1] * (1 + FilterType7IncPct / 100) : true
Filter7Short = FilterType7 ? close > close[1] * (1 - FilterType7IncPct / 100) : true
// —————— Filter 8: Minimum delta with previous close allowed at entry
Filter8Long = FilterType8 ? close > close[1] * (1 + FilterType8IncPct / 100) : true
Filter8Short = FilterType8 ? close < close[1] * (1 - FilterType8IncPct / 100) : true
// —————— Filter 9: RSI OS/OB
Rsi = FilterType9 ? ta.rsi(close, FilterType9Len) : 0
RsiOB = Rsi > FilterType9OB
RsiOS = Rsi < FilterType9OS
Filter9Long = FilterType9 ? not RsiOB : true
Filter9Short = FilterType9 ? not RsiOS : true
// —————— Filter 10: Moving Average
Filter10Ma = FilterType10 ? MA(FilterType10MAType, close, FilterType10Len) : 0.
Filter10Long = FilterType10 ? close > Filter10Ma : true
Filter10Short = FilterType10 ? close < Filter10Ma : true
// —————— Assemble Filters
FilterLongOK = Filter1Long and Filter2Long and Filter3Long and Filter4Long and Filter5Long
and Filter6Long and Filter7Long and Filter8Long and Filter9Long and Filter10Long
FilterShortOK = Filter1Short and Filter2Short and Filter3Short and Filter4Short and Filter5Short
and Filter6Short and Filter7Short and Filter8Short and Filter9Short and Filter10Short
// ———————————————————————————————————————————————————————————————————————————————————————————————————————————————————————— \\
// ————————————————————————————————————————————————— Risk Managment ——————————————————————————————————————————————————————— \\ // Credit @Daveatt
// ———————————————————————————————————————————————————————————————————————————————————————————————————————————————————————— \\
grouprisk = '➤ ＲＩＳＫ ＭＡＮＡＧＥＭＥＮＴ'
setmaxLosingStreak = input.bool (false, '', group=grouprisk, inline='1')
maxLosingStreak = input.int (15, 'Loss Streak ', group=grouprisk, inline='1', minval=1)
setmaxWinStreak = input.bool (false, '', group=grouprisk, inline='1')
maxWinStreak = input.int (15, 'Win Streak ', group=grouprisk, inline='1', minval=1, tooltip='𝐋𝐨𝐬𝐬 𝐒𝐭𝐫𝐞𝐚𝐤 ➖ Set Max number of consecutive loss trades. \n𝐖𝐢𝐧 𝐒𝐭𝐫𝐞𝐚𝐤 ➖ Max Winning Streak Length.')
setmaxLosingDaysStreak = input.bool (false, '', group=grouprisk, inline='2')
maxLosingDaysStreak = input.int (3, 'Row Loss InDay', group=grouprisk, inline='2', minval=1)
setMaxDrawdown = input.bool (false, '', group=grouprisk, inline='2')
maxPercDd = input.int (10, 'DrawDown ％', group=grouprisk, inline='2', minval=1, maxval=100, tooltip='𝐑𝐨𝐰 𝐋𝐨𝐬𝐬 𝐈𝐧𝐃𝐚𝐲 ➖ Max of consecutive days with a loss in a row. \n𝐃𝐫𝐚𝐰𝐃𝐨𝐰𝐧％ ➖ Max DrawDown (in % of strategy equity).')
setMaxIntradayLoss = input.bool (false, '', group=grouprisk, inline='3')
maxIntradayLoss = input.int (3, 'InDay Loss ％ ', group=grouprisk, inline='3', minval=1, maxval=100)
setNumberDailyTrades = input.bool (false, '', group=grouprisk, inline='3')
maxDailyTrades = input.int (10, 'Daily Trades ', group=grouprisk, inline='3', minval=1, maxval=100, tooltip='𝐈𝐧𝐃𝐚𝐲 𝐋𝐨𝐬𝐬 ％ ➖ Set Max Intraday Loss. \n𝐃𝐚𝐢𝐥𝐲 𝐓𝐫𝐚𝐝𝐞𝐬 ➖ Limit the number of MAX trades per day.')
setNumberWeeklyTrades = input.bool (false, '', group=grouprisk, inline='4')
maxWeeklyTrades = input.int (50, 'Weekly Trades', group=grouprisk, inline='4', minval=1, maxval=100, tooltip='𝐖𝐞𝐞𝐤𝐥𝐲 𝐓𝐫𝐚𝐝𝐞𝐬 ➖ Limit the number of MAX trades per week.')
QTYMethod = input.string ('EQUITY', ' Order Size', group=grouprisk, inline=' ', options=['NONE', 'EQUITY', 'SIZE', 'CONTRACTS'])
useNetProfit = input.bool (true, 'Use Net Profit', group=grouprisk, inline=' ', tooltip='𝐔𝐬𝐞 𝐍𝐞𝐭 𝐏𝐫𝐨𝐟𝐢𝐭 ➖ On/Off the use of profit in the following trades. *Only works if the type is EQUITY')
riskPerc = input.int (10, '🇪🇶🇺🇮🇹🇾', group=grouprisk, inline='.', minval=1, maxval=100)
riskSize = input.int (1000, '🇸🇮🇿🇪', group=grouprisk, inline='.', minval=1)
riskCntr = input.int (1, '🇨🇴🇳🇹🇷🇦🇨🇹🇸', group=grouprisk, inline='.', minval=1, tooltip='𝐎𝐫𝐝𝐞𝐫 𝐒𝐢𝐳𝐞: \n𝐍𝐎𝐍𝐄 ➖ Use the default position size settings in Tab "Properties". \n𝐄𝐐𝐔𝐈𝐓𝐘 ➖ ％ per trade from the initial capital. \n𝐒𝐈𝐙𝐄 ➖ Fixed size amount of trade. \n𝐂𝐎𝐍𝐓𝐑𝐀𝐂𝐓𝐒 ➖ The fixed amount of the deal in contracts. \n')
// —————— Order Size
eqty = switch QTYMethod
'NONE' => na
'EQUITY' => riskPerc / close
'SIZE' => riskSize / close
'CONTRACTS' => riskCntr
// ———————————————————————————————————————————————————————————————————————————————————————————————————————————————————————— \\
// —————— Intraday Loss ％
condintradayloss = setMaxIntradayLoss ? maxIntradayLoss : 100
strategy.risk.max_intraday_loss(value=condintradayloss, type=strategy.percent_of_equity)
// —————— Max Drawdown ％
condmaxdrawdown = setMaxDrawdown ? maxPercDd : 100
strategy.risk.max_drawdown(value=condmaxdrawdown, type=strategy.percent_of_equity)
// —————— Daily trades calculation
tradesIntradayCount = setNumberDailyTrades ? maxDailyTrades : 1000
strategy.risk.max_intraday_filled_orders(count=tradesIntradayCount)
// —————— Weekly trades calculation
tradesLastWeek = 0
tradesLastWeek := dayofweek == dayofweek.monday and dayofweek != dayofweek[1] ? strategy.closedtrades[1] + strategy.opentrades[1] : tradesLastWeek[1]
// —————— Calculate number of trades this week
weeklyTrades = strategy.closedtrades + strategy.opentrades - tradesLastWeek
okToTradeWeekly = setNumberWeeklyTrades ? weeklyTrades < maxWeeklyTrades : true
// —————— Consecutive loss days in a row
countConsLossDays = setmaxLosingDaysStreak ? maxLosingDaysStreak : 1000
strategy.risk.max_cons_loss_days(countConsLossDays)
// —————— Calculate the total losing streaks
newLoss = strategy.losstrades > strategy.losstrades[1] and strategy.wintrades == strategy.wintrades[1] and strategy.eventrades == strategy.eventrades[1]
// —————— Determine current losing streak length
streakLossLen = 0
streakLossLen := newLoss ? nz(streakLossLen[1]) + 1 : strategy.wintrades > strategy.wintrades[1] or strategy.eventrades > strategy.eventrades[1] ? 0 : nz(streakLossLen[1])
// —————— Check if losing streak is under max allowed
okToTradeLossStreak = setmaxLosingStreak ? streakLossLen < maxLosingStreak : true
// —————— Calculate the total winning streaks
newWin = strategy.wintrades > strategy.wintrades[1] and strategy.losstrades == strategy.losstrades[1] and strategy.eventrades == strategy.eventrades[1]
// —————— Figure out current winning streak length
streakWinLen = 0
streakWinLen := newWin ? nz(streakWinLen[1]) + 1 : strategy.losstrades > strategy.losstrades[1] or strategy.eventrades > strategy.eventrades[1] ? 0 : nz(streakWinLen[1])
// —————— Check if winning streak is under max allowed
okToTradeWinStreak = setmaxWinStreak ? streakWinLen < maxWinStreak : true
// ———————————————————————————————————————————————————————————————————————————————————————————————————————————————————————— \\
// ————————————————————————————————————————————————— STRATEGY ————————————————————————————————————————————————————————————— \\
// ———————————————————————————————————————————————————————————————————————————————————————————————————————————————————————— \\
percentTP = input.float (4.5, ' Profit ％ ', group=groupset, inline='fix', minval=0.1, step=0.1)
percentSL = input.float (1.5, ' Stop ％ ', group=groupset, inline='fix', minval=0.1, step=0.1)
moneyTP = input.float (333, ' Profit ＄ ', group=groupset, inline='mon', minval=1, step=5)
moneySL = input.float (100, ' Stop ＄ ', group=groupset, inline='mon', minval=1, step=5)
ATRLen = input.int (40, ' ATR Period ', group=groupset, inline='atr', minval=1, step=1)
ATRMult = input.float (4, ' Multiplier', group=groupset, inline='atr', minval=0.1, step=0.1)
trailPerc = input.float (3, ' Trailing ％ ', group=groupset, inline='trl', minval=0.1, step=0.1)
riskReward = input.float (2, ' R:R 1:', group=groupset, inline='trl', minval=0.5, step=0.1)
fixedRR = input.bool (true, ' Fixed RR', group=groupset, inline='trl', tooltip='𝐅𝐢𝐱𝐞𝐝 𝗥:𝗥 ➖ If the stop loss is Dynamic (Trailing or MA) then R:R can also be made Dynamic')
HHLL = input.int (200, ' HH / LL ', group=groupset, inline='hls', minval=1, step=5)
LoHi = input.int (5, ' LO / HI ', group=groupset, inline='hls', minval=1, step=1)
addPerc = input.bool (false, ' Add ％', group=groupset, inline='hls', tooltip='𝐀𝐝𝐝 ％ ➖ If true, then with the "𝗦𝘁𝗼𝗽 ％" parameter you can add percentages to any of the current SL. \nCan be especially useful when using Stop - 𝗔𝗧𝗥 or 𝗠𝗔 or 𝗟𝗢/𝗛𝗜. \nFor example with 𝗟𝗢/𝗛𝗜 to put a stop for the last High/Low and add 0.5% additional Stoploss')
maStopType = input.string ('SMA', ' MA Stop', group=groupset, inline='mas', options=['ALMA', 'EMA', 'HMA', 'RMA', 'SMA', 'VWMA', 'WMA'])
maStopLen = input.int (15, ' Len', group=groupset, inline='mas', minval=1, step=2)
maPerc = input.float (1.5, ' Step', group=groupset, inline='mas', minval=0, step=0.1, tooltip='𝐌𝐀 𝐒𝐭𝐨𝐩 ➖ allows to choose which MA to use. \n𝐋𝐞𝐧 ➖ Length of chosen MA. \n𝐒𝐭𝐞𝐩 ➖％ step of change MA. Step = 0 will use the selected MA without changes. \nWARNING: When 𝐀𝐝𝐝 ％ is on, the MA calculation changes..')
bullcolor = input.color (#00bbd49a, 'Colors: FG', group=grouptakes, inline='col')
bearcolor = input.color (#c2185c9a, '', group=grouptakes, inline='col')
bullcolorb = input.color (#00bbd426, 'BG', group=grouptakes, inline='col')
bearcolorb = input.color (#c2185c27, '', group=grouptakes, inline='col')
TipLvl = input.string ('——⤴—⤴—⤴', '𝐓𝐈𝐏 𝐅𝐨𝐫 𝐓𝐏', group=grouptakes, inline='col', tooltip='Here you can set up intermediate Takes Profit.\nIn each line next to the TP/SL activation, you specify what % of the current position you want to close. \nFor example, if there is a checkmark next to TP 3 and its value = 50, then at this level 50％ of the size of the current position will be closed.')
slNumber = input.int (3, ' SL 0 Position', group=grouptakes, inline='pos', minval=1, maxval=5)
ontpBE = input.bool (false, '', group=grouptakes, inline='pos')
tpBEnumber = input.int (3, 'Breakeven on TP', group=grouptakes, inline='pos', minval=1, maxval=5, tooltip='𝐒𝐋 𝟎 𝐏𝐨𝐬𝐢𝐭𝐢𝐨𝐧 ➖ Changes the position of the intermediate Stop Loss.\nThe value = 3 - the middle. \n𝐁𝐫𝐞𝐚𝐤𝐞𝐯𝐞𝐧 𝐨𝐧 𝐓𝐏 ➖ If true Set StopLoss to Breakeven after the specified TakeProfit is reached.')
barCoolDwn = input.int (0, ' CoolDown # Bars', group=grouptakes, inline=' ', minval=0, tooltip='Do Not open a new position until # bars have passed since the last trade.\nValue=0 - disables the function.')
// ———————————————————————————————————————————————————————————————————————————————————————————————————————————————————————— \\
// —————— Trade variables
entry = strategy.position_avg_price
sizePos = strategy.position_size
inLong = sizePos > 0
inShort = sizePos < 0
inTrade = inLong or inShort
inPos = (inLong and not inShort[1]) or (inShort and not inLong[1])
var ID = 'TradeID'
var tpPrice = float(na)
var slPrice = float(na)
// —————— Signal
bull := ext_source_ == close ? ta.crossover (ta.ema(close, 50), ta.ema(close, 200)) : bull
bear := ext_source_ == close ? ta.crossunder(ta.ema(close, 50), ta.ema(close, 200)) : bear
bull := reversesignal ? bear : bull
bear := reversesignal ? bull : bear
// —————— Entry solutions
direction = 0
directionL = bull and (nz(direction[1]) == 0 or nz(direction[1]) == -1)
directionS = bear and (nz(direction[1]) == 0 or nz(direction[1]) == +1)
direction := directionL ? +1 : directionS ? -1 : (reEntryDeal ? direction[1] : direction[0])
checkCoolDwn = barCoolDwn >0 ? not inTrade[barCoolDwn] : true
OkToTrade = timeFilterApproval and okToTradeLossStreak and okToTradeWinStreak and checkCoolDwn
goLong = ( waitEndDeal ? not inTrade and direction==+1 : direction==+1 ) and bullDeal and OkToTrade and FilterLongOK
goShort = ( waitEndDeal ? not inTrade and direction==-1 : direction==-1 ) and bearDeal and OkToTrade and FilterShortOK
// ———————————————————————————————————————————————————————————————————————————————————————————————————————————————————————— \\
DynamicStops = (slType == 'TRAILING' or slType == 'FAST TRAIL' or slType == 'ATR TRAIL' or slType == 'MA')
// —————— Fixed SL/TP
if tpType == 'FIXED ％'
tpPrice := inLong and not inTrade[1] ? entry * (1 + percentTP/100) : inShort and not inTrade[1] ? entry * (1 - percentTP/100) : tpPrice
if slType == 'FIXED ％'
slPrice := inLong and not inTrade[1] ? entry * (1 - percentSL/100) : inShort and not inTrade[1] ? entry * (1 + percentSL/100) : slPrice
// —————— Money SL/TP
if tpType == 'FIXED ＄'
tpPrice := inLong and not inTrade[1] ? entry + (moneyTP / math.abs(sizePos)) : inShort and not inTrade[1] ? entry - (moneyTP / math.abs(sizePos)) : tpPrice
if slType == 'FIXED ＄'
slPrice := inLong and not inTrade[1] ? entry - (moneySL / math.abs(sizePos)) : inShort and not inTrade[1] ? entry + (moneySL / math.abs(sizePos)) : slPrice
// —————— Trailing Stop
if slType == 'TRAILING'
StopL = 0., StopS = 0.
StopL := inLong ? math.max(close * (1 - trailPerc/100), StopL[1]) : 0
StopS := inShort ? math.min(close * (1 + trailPerc/100), StopS[1]) : 999999
slPrice := inLong ? StopL : inShort ? StopS : slPrice
// —————— Fast Trailing Stop
if slType == 'FAST TRAIL'
var stop = float(na)
stop := inLong and not inTrade[1] ? entry * (1 - trailPerc/100) : inShort and not inTrade[1] ? entry * (1 + trailPerc/100) : stop
stop := inLong and close > close[1] ? stop + (close - close[1]) : inShort and close < close[1] ? stop + (close - close[1]) : stop
slPrice := stop
// —————— ATR Fixed
StopATR = ta.atr(ATRLen) * ATRMult
if tpType == 'ATR'
tpPrice := inLong and not inTrade[1] ? entry + StopATR : inShort and not inTrade[1] ? entry - StopATR : tpPrice
if slType == 'ATR'
slPrice := inLong and not inTrade[1] ? entry - StopATR : inShort and not inTrade[1] ? entry + StopATR : slPrice
// —————— ATR Trail Stop
if slType == 'ATR TRAIL'
StopL = 0., StopS = 0.
StopL := inLong ? math.max(close - StopATR, StopL[1]) : 0
StopS := inShort ? math.min(close + StopATR, StopS[1]) : 999999
slPrice := inLong ? StopL : inShort ? StopS : slPrice
// —————— LO / HI Stop
if slType == 'LO / HI'
HiStop = ta.highest(high, LoHi)
LoStop = ta.lowest (low, LoHi)
slPrice := inLong and not inTrade[1] ? LoStop : inShort and not inTrade[1] ? HiStop : slPrice
// —————— HH / LL Take
if tpType == 'HH / LL'
HiStop = ta.highest(high, HHLL)
LoStop = ta.lowest (low, HHLL)
tpPrice := inLong and not inTrade[1] ? HiStop : inShort and not inTrade[1] ? LoStop : tpPrice
// —————— MA's Stops
if slType == 'MA'
maSType = MA(maStopType, close, maStopLen)
Stop = maSType * (maPerc / 100)
slPrice := inLong ? math.max(nz(slPrice[1], 0), maSType - Stop) : inShort ? math.min(nz(slPrice[1], 999999), maSType + Stop) : na
// —————— Risk Reward Take
if tpType == 'R:R'
check = fixedRR ? not inTrade[1] : true
tpPrice := inLong and check ? entry + (entry - slPrice) * riskReward : inShort and check ? entry - (slPrice - entry) * riskReward : tpPrice
// —————— Add Percents to SL
if addPerc
check = DynamicStops ? true : not inTrade[1]
slPrice := inLong and check ? slPrice * (1 - percentSL/100) : inShort and check ? slPrice * (1 + percentSL/100) : slPrice
// ———————————————————————————————————————————————————————————————————————————————————————————————————————————————————————— \\
// —————— TPSL's
TypeStop = tpType != 'None' or slType == 'FIXED ％' or slType == 'FIXED ＄' or slType == 'ATR' or slType == 'LO / HI'
BuildLeveles(take, nTake) => // Creating Intermediate Levels of the SL/TP - by shifting the current TP/SL to the entry level
nTakes = 6
var offset = float(na)
offset := not inPos[1] ? (entry - take) : offset
xentry = take + offset
levels = array.new_float()
for i = 1 to nTakes - 1
array.push(levels, xentry + (take - xentry) * i / (nTakes))
result = nTake >= 0 and nTake <= nTakes ? array.get(levels, nTake) : na
CheckLevels(lvl, isTake) => // Check if the SL/TP is reached
var float level = na
if isTake and ((inLong and high >= lvl) or (inShort and low <= lvl))
level := entry
if not isTake and ((inLong and low <= lvl) or (inShort and high >= lvl))
level := entry
if not inTrade
level := na
level
// —————— Get and Check Levels
stop0 = tpType != 'None' ? BuildLeveles(slPrice, slNumber-1) : slPrice , checkStop0 = TypeStop ? CheckLevels(stop0, false) : CheckLevels(stop0, true )
take1 = BuildLeveles(TypeStop ? tpPrice : slPrice, 0) , checkTake1 = TypeStop ? CheckLevels(take1, true ) : CheckLevels(take1, false)
take2 = BuildLeveles(TypeStop ? tpPrice : slPrice, 1) , checkTake2 = TypeStop ? CheckLevels(take2, true ) : CheckLevels(take2, false)
take3 = BuildLeveles(TypeStop ? tpPrice : slPrice, 2) , checkTake3 = TypeStop ? CheckLevels(take3, true ) : CheckLevels(take3, false)
take4 = BuildLeveles(TypeStop ? tpPrice : slPrice, 3) , checkTake4 = TypeStop ? CheckLevels(take4, true ) : CheckLevels(take4, false)
take5 = BuildLeveles(TypeStop ? tpPrice : slPrice, 4) , checkTake5 = TypeStop ? CheckLevels(take5, true ) : CheckLevels(take5, false)
// —————— Move Stop to Breakeven
slbecheck = (tpBEnumber==1 and ontake1) or (tpBEnumber==2 and ontake2) or (tpBEnumber==3 and ontake3) or (tpBEnumber==4 and ontake4) or (tpBEnumber==5 and ontake5)
if ontpBE and slbecheck and not DynamicStops
slbe = TypeStop ? CheckLevels(BuildLeveles(tpPrice, tpBEnumber-1), true) : CheckLevels(BuildLeveles(slPrice, tpBEnumber-1), false)
slPrice := slbe > 0 ? slbe : slPrice
stop0 := slPrice == entry ? slPrice : stop0
// ———————————————————————————————————————————————————————————————————————————————————————————————————————————————————————— \\
// —————— Entry's
eqty(qty) => QTYMethod=='EQUITY' ? qty / 100 * (strategy.initial_capital + (useNetProfit ? strategy.netprofit : 0)) : QTYMethod=='SIZE' ? qty / syminfo.pointvalue : qty
if goLong
ID := 'Long'
if reOpenDeal and inLong and goLong
strategy.close(ID, comment='reOpen')
strategy.entry(ID, strategy.long, qty=eqty(eqty), comment=ID, alert_message=ID + 'Entry')
if goShort
ID := 'Short'
if reOpenDeal and inShort and goShort
strategy.close(ID, comment='reOpen')
strategy.entry(ID, strategy.short, qty=eqty(eqty), comment=ID, alert_message=ID + 'Entry')
// —————— Exit's
qty(perc) => math.abs(sizePos*perc/100)
if inTrade
strategy.exit('End_0', onstop0 ? ID : 'na', qty=qty(qstop0), limit=tpPrice, stop=stop0, comment_profit='TP 0', comment_loss='SL 0', alert_message=ID + 'SL/TP 0 Trigger')
strategy.exit('End_1', ontake1 ? ID : 'na', qty=qty(qtake1), limit=TypeStop ? take1 : tpPrice, stop=TypeStop ? slPrice : take1, comment_profit='TP 1', comment_loss='SL 1', alert_message=ID + 'SL/TP 1 Trigger')
strategy.exit('End_2', ontake2 ? ID : 'na', qty=qty(qtake2), limit=TypeStop ? take2 : tpPrice, stop=TypeStop ? slPrice : take2, comment_profit='TP 2', comment_loss='SL 2', alert_message=ID + 'SL/TP 2 Trigger')
strategy.exit('End_3', ontake3 ? ID : 'na', qty=qty(qtake3), limit=TypeStop ? take3 : tpPrice, stop=TypeStop ? slPrice : take3, comment_profit='TP 3', comment_loss='SL 3', alert_message=ID + 'SL/TP 3 Trigger')
strategy.exit('End_4', ontake4 ? ID : 'na', qty=qty(qtake4), limit=TypeStop ? take4 : tpPrice, stop=TypeStop ? slPrice : take4, comment_profit='TP 4', comment_loss='SL 4', alert_message=ID + 'SL/TP 4 Trigger')
strategy.exit('End_5', ontake5 ? ID : 'na', qty=qty(qtake5), limit=TypeStop ? take5 : tpPrice, stop=TypeStop ? slPrice : take5, comment_profit='TP 5', comment_loss='SL 5', alert_message=ID + 'SL/TP 5 Trigger')
strategy.exit('End_6', ID, limit=tpPrice, stop=slPrice, comment_profit='TP X', comment_loss='SL X', alert_message=ID + 'SL/TP X Trigger')
// ========================================================================================================================
// Plotting and Debugging
// ========================================================================================================================
plotColx = inLong ? bullcolor : inShort ? bearcolor : na
plotColy = inLong ? bullcolorb : inShort ? bearcolorb : na
tpcolor = tpType != 'None' ? bullcolor : plotColx
tp = plot(inPos ? tpPrice : na, 'Take', color=tpType != 'None' ? bullcolor : plotColx, style=plot.style_linebr, editable=false)
sl = plot(inPos ? slPrice : na, 'Stop', color=tpType != 'None' ? bearcolor : plotColx, style=plot.style_linebr, editable=false)
en = plot(TypeStop ? (inLong and slPrice > entry or inShort and slPrice < entry ? slPrice : entry) : inPos ? close : na, 'Price', color=TypeStop ? #787b86 : na, style=plot.style_linebr)
fill(tp, en, color=TypeStop ? bullcolorb : plotColy, editable=false)
fill(sl, en, color=TypeStop ? bearcolorb : plotColy, editable=false)
plotchar(inPos and not inPos[1]? tpPrice : na, 'Take Start', color=tpType != 'None' ? bullcolor : plotColx, char='➤', location=location.absolute, size=size.tiny)
plotchar(inPos and not inPos[1]? slPrice : na, 'Stop Start', color=tpType != 'None' ? bearcolor : plotColx, char='◉', location=location.absolute, size=size.tiny)
plot(inPos and ontake1 and not checkTake1[1] ? take1 : na, 'TP 1', color=tpcolor, style=plot.style_linebr, editable=false)
plot(inPos and ontake2 and not checkTake2[1] ? take2 : na, 'TP 2', color=tpcolor, style=plot.style_linebr, editable=false)
plot(inPos and ontake3 and not checkTake3[1] ? take3 : na, 'TP 3', color=tpcolor, style=plot.style_linebr, editable=false)
plot(inPos and ontake4 and not checkTake4[1] ? take4 : na, 'TP 4', color=tpcolor, style=plot.style_linebr, editable=false)
plot(inPos and ontake5 and not checkTake5[1] ? take5 : na, 'TP 5', color=tpcolor, style=plot.style_linebr, editable=false)
plot(inPos and onstop0 and not checkStop0[1] ? stop0 : na, 'SL 0', color=bearcolor, style=plot.style_linebr, editable=false)
plot(ext_source_ == close ? ta.ema(close, 50) : na, 'MA 1', color=#ffeb3b93, editable=false)
plot(ext_source_ == close ? ta.ema(close, 200) : na, 'MA 2', color=#ffeb3b93, editable=false)
//plotchar(goLong and not inPos, 'goLong' , char='✟', size=size.tiny, location=location.belowbar, color=#4caf4f )
//plotchar(goShort and not inPos, 'goShort', char='✟', size=size.tiny, location=location.abovebar, color=#ff5252 )
// Panel
//var table panel = table.new(position = position.bottom_right, columns = 2, rows = 1, bgcolor = #363A45, border_width = 1)
//table.cell(panel, 1, 0, text=str.tostring(0), text_color = #ffa726, bgcolor = #363A45)
// ———————————————————————————————————————————————————————————————————————————————————————————————————————————————————————— \\
Expand (513 lines)
Overview
Users can wait for a deal to finish, reverse, reenter, or reopen positions. Take profit defaults to a risk-reward mode with optional partial exits, while stop loss defaults to ATR and can switch to fixed percent, cash, or trailing modes. Date windows, weekdays, and timezones filter when trades are allowed. Position size is a percent of equity, and pyramiding is disabled.
- External signal source input
- Long and short deal toggles
- Partial take-profit exits
- ATR, fixed, and trailing stops
- Date range and weekday filters
Details
Published by
hasnocool on GitHub
Type
Strategy, Pine Script v5
Draws
On the price chart
Markets
Any symbol
Timeframes
Any timeframe
Risk Notes
No repainting, lookahead or stacked entries were found in its code or README. That says nothing about how well it works: test it first.
Topics
analysisbtcusdtcryptocurrencydatapandaspythonsimulationtradingtradingview
Settings
The inputs you can change from the gear icon on the chart. Defaults are the author's.
| Setting | Type | Default | Variable |
|---|---|---|---|
| 𝐄𝐱𝐭𝐞𝐫𝐧𝐚𝐥 𝐒𝐨𝐮𝐫𝐜𝐞 | source | close | ext_source_ |
| Long Deals | bool | true | bullDeal |
| Short Deals | bool | true | bearDeal |
| Wait End Deal | bool | true | waitEndDeal |
| Reverse Deals | bool | false | reversesignal |
| ReEntry Deal | bool | false | reEntryDeal |
| ReOpen Deal | bool | false | reOpenDeal |
| 𝐓𝐚𝐤𝐞 𝐏𝐫𝐨𝐟𝐢𝐭� | string | R:R | tpType |
| 𝐒𝐭𝐨𝐩 𝐋𝐨𝐬𝐬 | string | ATR | slType |
| 🇹🇵¹ | bool | false | ontake1 |
| � | int | 20 | qtake1 |
| 🇹🇵² | bool | false | ontake2 |
Show all 40 settings
| Setting | Type | Default | Variable |
|---|---|---|---|
| � | int | 20 | qtake2 |
| 🇹🇵³ | bool | false | ontake3 |
| � | int | 50 | qtake3 |
| 🇹🇵⁴ | bool | false | ontake4 |
| � | int | 25 | qtake4 |
| 🇹🇵⁵ | bool | false | ontake5 |
| � | int | 25 | qtake5 |
| 🇸🇱⁰ | bool | false | onstop0 |
| � | int | 30 | qstop0 |
| Timezones Src->Dst | string | Exchange | src_timezone |
| -> | string | Exchange | dst_timezone |
| Srart From | bool | true | usefromDate |
| fromDate | time | timestamp('01 Jan 2020 00:00') | fromDate |
| End To | bool | false | usetoDate |
| toDate | time | timestamp('01 Jul 2025 00:00') | toDate |
| Session Days | bool | false | useSessionDay |
| Mon | bool | true | mon |
| Tue | bool | true | tue |
| Wed | bool | true | wed |
| Thu | bool | true | thu |
| Fri | bool | true | fri |
| Sat | bool | false | sat |
| Sun | bool | false | sun |
| Session Start | bool | false | useSessionStart |
| sessionStartHour | int | 12 | sessionStartHour |
| : | int | 00 | sessionStartMinute |
| Session End | bool | false | useSessionEnd |
| sessionEndHour | int | 20 | sessionEndHour |
Third-party code. ForexR did not write, test or endorse this script, and the summary above was generated automatically from its code and README. Indicators describe the past, and a strategy's backtest can look better than live trading, especially when a script repaints. Check it in the Strategy Tester and on a demo account before you rely on it.
Similar Pine Scripts
This script is an empty strategy template for Pine Script developers. It declares a version 4 strategy named Basic Strategy Boilerplate with the short title Strategy Boilerplate and sets overlay to true so any future plots would appear on the price chart. It d
This strategy calculates and plots a fast Exponential Moving Average (EMA) and a slow EMA directly on the main price chart. It enters long trades when the fast EMA crosses above the slow EMA and exits when the fast EMA crosses below the slow EMA. Inputs allow
2 EMA/SMA + RSI Strategy [Alorse] combines three configurable moving averages with a short-period Relative Strength Index filter. It plots fast, slow, and trend moving averages on the price chart. Long entries trigger when the fast moving average is above the
This strategy plots on the price chart and opens long or short positions when a weighted score from MACD, Stochastic RSI, RSI, Supertrend and a moving-average crossover exceeds a user-set trigger. Each component has its own weight and candle delay. Entries can
This overlay strategy offers two selectable entry modes: a Bollinger squeeze on typical price and a simple moving-average cross. It filters trades by weekday, session, date range, and an optional news window, and can restrict direction or invert the side. Risk
Trade Your Charts With a Regulated Broker
Compare brokers that connect to TradingView, with spreads, minimum deposits and leverage side by side.
Compare brokers