Prototype

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © KAIST291
//@version=4
initial_capital=1000
strategy("prototype", overlay=true,default_qty_type=strategy.cash,default_qty_value=500,commission_type=strategy.commission.percent,commission_value=0.04)
Periods = input(title="ATR Period", type=input.integer, defval=10)//sefval원래값이10이였음(이평선 일)
src1 = input(hl2, title="Source")
Multiplier = input(title="ATR Multiplier", type=input.float, step=0.1, defval=3.0)
changeATR= input(title="Change ATR Calculation Method ?", type=input.bool, defval=true)
showsignals = input(title="Show Buy/Sell Signals ?", type=input.bool, defval=true)
highlighting = input(title="Highlighter On/Off ?", type=input.bool, defval=true)
atr2 = sma(tr, Periods)
atr= changeATR ? atr(Periods) : atr2
up=src1-(Multiplier*atr)
up1 = nz(up[1],up)
up := close[1] > up1 ? max(up,up1) : up
dn=src1+(Multiplier*atr)
dn1 = nz(dn[1], dn)
dn := close[1] < dn1 ? min(dn, dn1) : dn
trend = 1
trend := nz(trend[1], trend)
trend := trend == -1 and close > dn1 ? 1 : trend == 1 and close < up1 ? -1 : trend
upPlot = plot(trend == 1 ? up : na, title="Up Trend", style=plot.style_linebr, linewidth=2, color=color.green)
buySignal = trend == 1 and trend[1] == -1
plotshape(buySignal ? up : na, title="UpTrend Begins", location=location.absolute, style=shape.circle, size=size.tiny, color=color.green, transp=0)
plotshape(buySignal and showsignals ? up : na, title="Buy", text="Buy", location=location.absolute, style=shape.labelup, size=size.tiny, color=color.green, textcolor=color.white, transp=0)
dnPlot = plot(trend == 1 ? na : dn, title="Down Trend", style=plot.style_linebr, linewidth=2, color=color.red)
sellSignal = trend == -1 and trend[1] == 1
plotshape(sellSignal ? dn : na, title="DownTrend Begins", location=location.absolute, style=shape.circle, size=size.tiny, color=color.red, transp=0)
plotshape(sellSignal and showsignals ? dn : na, title="Sell", text="Sell", location=location.absolute, style=shape.labeldown, size=size.tiny, color=color.red, textcolor=color.white, transp=0)
length1=input(1)
length3=input(3)
length7=input(7)
length9=input(9)
length14=input(14)
length20=input(20)
length60=input(60)
length120=input(120)
ma1= sma(close,length1)
ma3= sma(close,length3)
ma7= sma(close,length7)
ma9= sma(close,length9)
ma14=sma(close,length14)
ma20=sma(close,length20)
ma60=sma(close,length60)
ma120=sma(close,length120)
rsi=rsi(close,14)
// BUYING VOLUME AND SELLING VOLUME //
BV = iff( (high==low), 0, volume*(close-low)/(high-low))
SV = iff( (high==low), 0, volume*(high-close)/(high-low))
vol = iff(volume > 0, volume, 1)
dailyLength = input(title = "Daily MA length", type = input.integer, defval = 50, minval = 1, maxval = 100)
weeklyLength = input(title = "Weekly MA length", type = input.integer, defval = 10, minval = 1, maxval = 100)
//-----------------------------------------------------------
Davgvol = sma(volume, dailyLength)
Wavgvol = sma(volume, weeklyLength)
//-----------------------------------------------------------
length = input(20, minval=1)
src = input(close, title="Source")
mult = input(2.0, minval=0.001, maxval=50, title="StdDev")
mult2= input(1.5, minval=0.001, maxval=50, title="exp")
mult3= input(1.0, minval=0.001, maxval=50, title="exp1")
mult4= input(2.5, minval=0.001, maxval=50, title="exp2")
basis = sma(src, length)
dev = mult * stdev(src, length)
upper = basis + dev
lower = basis - dev
dev2= mult2 * stdev(src, length)
Supper= basis + dev2
Slower= basis - dev2
dev3= mult3 * stdev(src, length)
upper1= basis + dev3
lower1= basis - dev3
dev4= mult4 * stdev(src, length)
upper2=basis + dev4
lower2=basis - dev4
offset = input(0, "Offset", type = input.integer, minval = -500, maxval = 500)
plot(basis, "Basis", color=#FF6D00, offset = offset)
p1 = plot(upper, "Upper", color=#2962FF, offset = offset)
p2 = plot(lower, "Lower", color=#2962FF, offset = offset)
fill(p1, p2, title = "Background", color=color.rgb(33, 150, 243, 95))
//----------------------------------------------------
exit=(close-strategy.position_avg_price / strategy.position_avg_price*100)
bull=( BV>SV and BV>Davgvol)
bull2=(BV>SV and BV>Davgvol)
bux =(close>Supper and close>Slower and volume<Davgvol)
bear=(SV>BV and SV>Davgvol)
con=(BV>Wavgvol and rsi>80)
imInATrade = strategy.position_size != 0
highestPriceAfterEntry = valuewhen(imInATrade, high, 0)
//////////////////////////////////////////////////////////////////////////////////
sec=((open[1]-close[1])/(high[1]-low[1]))
wgt=1-sec
longcondition = (low+wgt)<(open)
shortcondition= (low+wgt)>(open)
// STRATEGY LONG //
if (bull and open>upper1 and open>Supper and open>upper and (trend == 1 ? up : na) and longcondition)
    strategy.entry("Long",strategy.long)
    
//////////////////////////////////////////////////////////////////////////////////
if (strategy.openprofit>5)
    strategy.close("Long")
else if (rsi>80 and strategy.position_avg_price*1.004<close)
    strategy.close("Long")
else if (close < strategy.position_avg_price*0.91)
    strategy.close("Long")
else if (open>upper and strategy.position_avg_price*1.004<close)
    strategy.close("Long")
//////////////////////////////////////////////////////////////////////////////////
if (strategy.position_size>0 and (trend == 1 ? na : dn))
    strategy.close("Long")
//////////////////////////////////////////////////////////////////////////////////
if (low<ma20 and low<lower1 and close<Slower and crossunder(ma60,ma120)and bear)
    strategy.entry("Short",strategy.short)
else if (ma3<ma9 and ma9<ma20 and ma20<ma60 and bear and (trend == 1 ? na : dn) and high<ma20 and close<lower1 and high<Slower and rsi>30)
    strategy.entry("Short",strategy.short)
    
    
if (strategy.openprofit>10)
    strategy.close("Short")
else if (rsi<20 and close<strategy.position_avg_price*0.996)
    strategy.close("Short")
else if (high<lower and close<strategy.position_avg_price*0.996)
    strategy.close("Short")
else if (strategy.openprofit < strategy.position_avg_price*0.92-close)
    strategy.close("Short")
else if (strategy.position_size<0 and (trend == 1 ? up : na))
    strategy.close("Short")
else if (open<lower and close<strategy.position_avg_price*0.996)
    strategy.close("Short")
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