Strategy Examples

// Pine Script Strategy Examples
// @version=6

// ===== BASIC STRATEGY TEMPLATE =====
strategy("Strategy Examples", 
         overlay = true,
         initial_capital = 10000,
         default_qty_type = strategy.percent_of_equity,
         default_qty_value = 10,
         commission_type = strategy.commission.percent,
         commission_value = 0.075,
         slippage = 2)

// ===== MOVING AVERAGE CROSSOVER STRATEGY =====
// Input parameters
fast_length = input.int(10, "Fast MA Length", minval=1)
slow_length = input.int(20, "Slow MA Length", minval=1)
use_ema = input.bool(true, "Use EMA (vs SMA)")

// Calculate moving averages
fast_ma = use_ema ? ta.ema(close, fast_length) : ta.sma(close, fast_length)
slow_ma = use_ema ? ta.ema(close, slow_length) : ta.sma(close, slow_length)

// Entry conditions
long_condition = ta.crossover(fast_ma, slow_ma)
short_condition = ta.crossunder(fast_ma, slow_ma)

// Execute trades
if long_condition
    strategy.entry("Long", strategy.long, comment="MA Cross Up")

if short_condition
    strategy.entry("Short", strategy.short, comment="MA Cross Down")

// Plot moving averages
plot(fast_ma, "Fast MA", color.blue, 2)
plot(slow_ma, "Slow MA", color.red, 2)

// ===== RSI MEAN REVERSION STRATEGY =====
// RSI parameters
rsi_length = input.int(14, "RSI Length", minval=1)
rsi_overbought = input.float(70, "RSI Overbought", minval=50, maxval=100)
rsi_oversold = input.float(30, "RSI Oversold", minval=0, maxval=50)

// Calculate RSI
rsi = ta.rsi(close, rsi_length)

// Entry conditions
rsi_long = rsi < rsi_oversold and rsi > rsi[1]  // RSI bouncing from oversold
rsi_short = rsi > rsi_overbought and rsi < rsi[1]  // RSI falling from overbought

// Execute RSI trades
if rsi_long and strategy.position_size == 0
    strategy.entry("RSI Long", strategy.long, comment="RSI Oversold")

if rsi_short and strategy.position_size == 0
    strategy.entry("RSI Short", strategy.short, comment="RSI Overbought")

// ===== STOP LOSS AND TAKE PROFIT MANAGEMENT =====
// Risk management parameters
stop_loss_pct = input.float(2.0, "Stop Loss %", minval=0.1, maxval=10.0) / 100
take_profit_pct = input.float(4.0, "Take Profit %", minval=0.1, maxval=20.0) / 100

// Calculate stop and profit levels
long_stop = strategy.position_avg_price * (1 - stop_loss_pct)
long_profit = strategy.position_avg_price * (1 + take_profit_pct)
short_stop = strategy.position_avg_price * (1 + stop_loss_pct)
short_profit = strategy.position_avg_price * (1 - take_profit_pct)

// Apply stop loss and take profit
if strategy.position_size > 0
    strategy.exit("Long Exit", "Long", stop=long_stop, limit=long_profit)
    strategy.exit("RSI Long Exit", "RSI Long", stop=long_stop, limit=long_profit)

if strategy.position_size < 0
    strategy.exit("Short Exit", "Short", stop=short_stop, limit=short_profit)
    strategy.exit("RSI Short Exit", "RSI Short", stop=short_stop, limit=short_profit)

// ===== BOLLINGER BANDS BREAKOUT STRATEGY =====
// Bollinger Bands parameters
bb_length = input.int(20, "BB Length", minval=1)
bb_mult = input.float(2.0, "BB Multiplier", minval=0.1, step=0.1)

// Calculate Bollinger Bands
[bb_middle, bb_upper, bb_lower] = ta.bb(close, bb_length, bb_mult)

// Breakout conditions
bb_long = ta.crossover(close, bb_upper)
bb_short = ta.crossunder(close, bb_lower)

// Execute BB breakout trades
if bb_long
    strategy.entry("BB Long", strategy.long, comment="BB Upper Break")

if bb_short
    strategy.entry("BB Short", strategy.short, comment="BB Lower Break")

// Plot Bollinger Bands
p1 = plot(bb_upper, "BB Upper", color.red)
p2 = plot(bb_lower, "BB Lower", color.red)
p3 = plot(bb_middle, "BB Middle", color.gray)
fill(p1, p2, color=color.new(color.red, 90))

// ===== ADVANCED ORDER MANAGEMENT =====
// Trailing Stop Loss
use_trailing = input.bool(false, "Use Trailing Stop")
trail_pct = input.float(1.5, "Trailing Stop %", minval=0.1) / 100

if use_trailing and strategy.position_size != 0
    if strategy.position_size > 0
        strategy.exit("Trailing Long", "Long", trail_percent=trail_pct * 100)
    else
        strategy.exit("Trailing Short", "Short", trail_percent=trail_pct * 100)

// Partial Position Closing
use_partial = input.bool(false, "Use Partial Exits")
partial_pct = input.float(50, "Partial Exit %", minval=10, maxval=90)

if use_partial and strategy.position_size != 0
    profit_target = strategy.position_avg_price * (1 + take_profit_pct / 2)
    
    if strategy.position_size > 0 and close >= profit_target
        strategy.close("Long", qty_percent=partial_pct, comment="Partial Long Exit")
    
    if strategy.position_size < 0 and close <= profit_target
        strategy.close("Short", qty_percent=partial_pct, comment="Partial Short Exit")

// ===== POSITION SIZING BASED ON VOLATILITY =====
// ATR-based position sizing
atr_length = input.int(14, "ATR Length for Position Size")
risk_per_trade = input.float(1.0, "Risk Per Trade %", minval=0.1, maxval=5.0) / 100

current_atr = ta.atr(atr_length)
account_risk = strategy.equity * risk_per_trade
position_size = math.floor(account_risk / (current_atr * 2))  // Risk 2 ATR per trade

// Use calculated position size for new entries
if long_condition and strategy.position_size == 0
    strategy.entry("Sized Long", strategy.long, qty=position_size, comment="ATR Sized Long")

// ===== TIME-BASED FILTERS =====
// Date range filter
start_date = input.time(timestamp("01 Jan 2020 00:00"), "Start Date")
end_date = input.time(timestamp("31 Dec 2024 23:59"), "End Date")
date_filter = time >= start_date and time <= end_date

// Time session filter
session_time = input.session("0930-1600", "Trading Session")
time_filter = not na(time(timeframe.period, session_time))

// Apply filters to entries
filtered_long = long_condition and date_filter and time_filter
filtered_short = short_condition and date_filter and time_filter

if filtered_long
    strategy.entry("Filtered Long", strategy.long, comment="Time Filtered Long")

if filtered_short
    strategy.entry("Filtered Short", strategy.short, comment="Time Filtered Short")

// ===== STRATEGY PERFORMANCE TRACKING =====
// Custom performance metrics
var float total_trades = 0
var float winning_trades = 0
var float total_pnl = 0

// Track trade exits
if strategy.closedtrades > strategy.closedtrades[1]
    total_trades += 1
    last_trade_pnl = strategy.closedtrades.profit(strategy.closedtrades - 1)
    total_pnl += last_trade_pnl
    
    if last_trade_pnl > 0
        winning_trades += 1

// Calculate win rate
win_rate = total_trades > 0 ? (winning_trades / total_trades) * 100 : 0

// Display performance metrics
var table perf_table = table.new(position.bottom_right, 2, 6, bgcolor=color.white, border_width=1)

if barstate.islast
    table.cell(perf_table, 0, 0, "Total Trades", text_color=color.black)
    table.cell(perf_table, 1, 0, str.tostring(total_trades, "#"), text_color=color.black)
    
    table.cell(perf_table, 0, 1, "Win Rate", text_color=color.black)
    table.cell(perf_table, 1, 1, str.tostring(win_rate, "#.#") + "%", text_color=color.black)
    
    table.cell(perf_table, 0, 2, "Total PnL", text_color=color.black)
    table.cell(perf_table, 1, 2, str.tostring(total_pnl, "#.##"), 
               text_color=total_pnl > 0 ? color.green : color.red)
    
    table.cell(perf_table, 0, 3, "Equity", text_color=color.black)
    table.cell(perf_table, 1, 3, str.tostring(strategy.equity, "#.##"), text_color=color.black)
    
    table.cell(perf_table, 0, 4, "Position Size", text_color=color.black)
    table.cell(perf_table, 1, 4, str.tostring(strategy.position_size, "#.##"), text_color=color.black)
    
    table.cell(perf_table, 0, 5, "Drawdown", text_color=color.black)
    table.cell(perf_table, 1, 5, str.tostring(strategy.max_drawdown, "#.##"), text_color=color.red)

// ===== ALERT INTEGRATION =====
// Strategy alert with placeholders
alert_message = "{{strategy.order.action}} {{strategy.position_size}} {{ticker}} @ {{strategy.order.price}}"

// Configure alerts for strategy orders
if long_condition
    strategy.entry("Alert Long", strategy.long, alert_message=alert_message + " - Long Entry")

if short_condition  
    strategy.entry("Alert Short", strategy.short, alert_message=alert_message + " - Short Entry")

// ===== VISUAL INDICATORS =====
// Plot entry and exit points
plotshape(long_condition, "Long Entry", shape.triangleup, location.belowbar, color.green, size=size.small)
plotshape(short_condition, "Short Entry", shape.triangledown, location.abovebar, color.red, size=size.small)

// Background coloring for position
position_color = strategy.position_size > 0 ? color.new(color.green, 95) : 
                 strategy.position_size < 0 ? color.new(color.red, 95) : na
bgcolor(position_color)

// Plot stop loss and take profit levels
plot(strategy.position_size > 0 ? long_stop : strategy.position_size < 0 ? short_stop : na, 
     "Stop Loss", color.red, style=plot.style_linebr, linewidth=2)
     
plot(strategy.position_size > 0 ? long_profit : strategy.position_size < 0 ? short_profit : na, 
     "Take Profit", color.green, style=plot.style_linebr, linewidth=2)