Trix Strategy V2

// This Pine Script™ code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © cryptoRobotFr

//@version=5
strategy("Trix Strategy V2", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=99, initial_capital=1000, commission_type=strategy.commission.percent, commission_value=0.07)

// Global
src = input(title='Source', defval=close)

// Long MA
long_ma_length = input.int(defval=200, title='Long MA length', group="Long MA")
long_ma_type = input.string(defval='SMA', title='Long MA type', options=['EMA', 'SMA'], group="Long MA")

//TRIX
trix_length = input.int(defval=8, title='TRIX length', group="TRIX")
trix_type = input.string(defval='SMA', title='TRIX type', options=['EMA', 'SMA'], group="TRIX")
trix_signa_length = input.int(defval=15, title='TRIX Signal length', group="TRIX")
trix_signal_type = input.string(defval='SMA', title='TRIX Signal type', options=['EMA', 'SMA'], group="TRIX")

use_longs = input.bool(true, 'Long Positions', group = "Backtest") 
use_short = input.bool(false, 'Short Positions', group = "Backtest")
start_date = input.time(timestamp("01 Jan 2017"), "Start date", group="Backtest")
end_date = input.time(timestamp("01 Jan 2025"), "End Date", group="Backtest")

triple_ema = ta.ema(ta.ema(ta.ema(src, trix_length), trix_length), trix_length)
triple_sma = ta.sma(ta.sma(ta.sma(src, trix_length), trix_length), trix_length)
triple_ma = trix_type == 'SMA' ? triple_sma : triple_ema
trix = 1 * ta.roc(triple_ma, 1)

signal_ema = ta.ema(trix, trix_signa_length)
signal_sma = ta.sma(trix, trix_signa_length)
signal_ma = trix_signal_type == 'SMA' ? signal_sma : signal_ema
signal = signal_ma

hist = trix - signal

long_ema = ta.ema(src, long_ma_length)
long_sma = ta.sma(src, long_ma_length)
long_ma = long_ma_type == 'SMA' ? long_sma : long_ema

in_date_range = (time >= start_date) and (time < end_date)

if in_date_range
    if use_longs
        open_long = hist > 0 and close > long_ma and strategy.position_size == 0
        // open_long = close > triple_ma and close > long_ma and strategy.position_size == 0
        if open_long
            strategy.entry('long', strategy.long)
        if hist < 0
            strategy.close('long')

    
    if use_short
        open_short = hist < 0 and close < long_ma and strategy.position_size == 0
        
        if open_short
            strategy.entry('short', strategy.short)
        if hist > 0
            strategy.close('short')


triple_ma_line = plot(triple_ma, color=color.new(#57008a, 0), linewidth=1, title='Triple MA')
long_ma_line = plot(long_ma, color=#18aac4, linewidth=2, title='Long MA')
trix_line = plot((hist/1+1)*triple_ma, color=#df0606, linewidth=1, title='Trix Hist')
fill_color = hist < 0 ? #df06067e : #40af3183
fill(triple_ma_line, trix_line, color=fill_color)

Envelope Strategy:
//@version=5
strategy("Envelope Strategy by Crypto Robot", overlay=true, default_qty_type=strategy.percent_of_equity, default_qty_value=100, initial_capital=1000, pyramiding = 5, commission_value=0.007)

// CopyRight Crypto Robot

src = input(close, title="Source", group = "Base MA")
ma_base_window = input.int(4, "Base Mooving Average Window", step = 1, group = "Base MA")
ma_type = input.string(defval='1. SMA', options=['1. SMA', '2. PCMA', '3. EMA', '4. WMA', '5. DEMA', '6. ZLEMA', '7. HMA'], title='MA Type', group = "Base MA")


envelope_1_pct = input.float(0.07, "Envelope 1", step = 0.01, group = "Envelopes")
envelope_2_pct = input.float(0.10, "Envelope 2", step = 0.01, group = "Envelopes")
envelope_3_pct = input.float(0.15, "Envelope 3", step = 0.01, group = "Envelopes")
envelope_4_pct = input.float(0.0, "Envelope 4", step = 0.01, group = "Envelopes")
envelope_5_pct = input.float(0.0, "Envelope 5", step = 0.01, group = "Envelopes")
envelope_6_pct = input.float(0.0, "Envelope 6", step = 0.01, group = "Envelopes")
envelope_7_pct = input.float(0.0, "Envelope 7", step = 0.01, group = "Envelopes")

use_longs = input.bool(true, 'Long Positions') 
use_short = input.bool(true, 'Short Positions')

total_envelope = 0
if envelope_1_pct > 0
    total_envelope := total_envelope + 1
if envelope_2_pct > 0
    total_envelope := total_envelope + 1
if envelope_3_pct > 0
    total_envelope := total_envelope + 1
if envelope_4_pct > 0
    total_envelope := total_envelope + 1
if envelope_5_pct > 0
    total_envelope := total_envelope + 1
if envelope_6_pct > 0
    total_envelope := total_envelope + 1
if envelope_7_pct > 0
    total_envelope := total_envelope + 1

// ---------------------------------------------
// -------------- INDICATORS -------------------
ma_function(MA_type, MA_length) =>
    zlema_lag = (MA_length - 1) / 2
    hma_src = MA_type == '7. HMA' ? 2 * ta.wma(src, math.floor(MA_length / 2)) - ta.wma(src, MA_length) : na
    MA_type == '1. SMA' ? ta.sma(src, MA_length) : MA_type == '2. PCMA' ? (ta.highest(high, MA_length) + ta.lowest(low, MA_length)) / 2 : MA_type == '3. EMA' ? ta.ema(src, MA_length) : MA_type == '4. WMA' ? ta.wma(src, MA_length) : MA_type == '5. DEMA' ? 2 * ta.ema(src, MA_length) - ta.ema(ta.ema(src, MA_length), MA_length) : MA_type == '6. ZLEMA' ? ta.ema(src + src - src[zlema_lag], MA_length) : MA_type == '7. HMA' ? ta.wma(hma_src, math.floor(math.sqrt(MA_length))) : na

    
ma_base_temp = ma_function(ma_type, ma_base_window)
ma_base = ma_base_temp[1]

ma_high_1 = envelope_1_pct > 0 ? ma_base * (1 + (1 / ( 1 - envelope_1_pct) - 1)) : na
ma_high_2 = envelope_2_pct > 0 ? ma_base * (1 + (1 / ( 1 - envelope_2_pct) - 1)) : na
ma_high_3 = envelope_3_pct > 0 ? ma_base * (1 + (1 / ( 1 - envelope_3_pct) - 1)) : na
ma_high_4 = envelope_4_pct > 0 ? ma_base * (1 + (1 / ( 1 - envelope_4_pct) - 1)) : na
ma_high_5 = envelope_5_pct > 0 ? ma_base * (1 + (1 / ( 1 - envelope_5_pct) - 1)) : na
ma_high_6 = envelope_6_pct > 0 ? ma_base * (1 + (1 / ( 1 - envelope_6_pct) - 1)) : na
ma_high_7 = envelope_7_pct > 0 ? ma_base * (1 + (1 / ( 1 - envelope_7_pct) - 1)) : na

// ma_high_1 = envelope_1_pct > 0 ? ma_base * (1 + envelope_1_pct) : na
// ma_high_2 = envelope_2_pct > 0 ? ma_base * (1 + envelope_2_pct) : na
// ma_high_3 = envelope_3_pct > 0 ? ma_base * (1 + envelope_3_pct) : na
// ma_high_5 = envelope_5_pct > 0 ? ma_base * (1 + envelope_5_pct) : na
// ma_high_4 = envelope_4_pct > 0 ? ma_base * (1 + envelope_4_pct) : na
// ma_high_6 = envelope_6_pct > 0 ? ma_base * (1 + envelope_6_pct) : na
// ma_high_7 = envelope_7_pct > 0 ? ma_base * (1 + envelope_7_pct) : na

ma_low_1 = envelope_1_pct > 0 ? ma_base * (1 - envelope_1_pct) : na
ma_low_2 = envelope_2_pct > 0 ? ma_base * (1 - envelope_2_pct) : na
ma_low_3 = envelope_3_pct > 0 ? ma_base * (1 - envelope_3_pct) : na
ma_low_4 = envelope_4_pct > 0 ? ma_base * (1 - envelope_4_pct) : na
ma_low_5 = envelope_5_pct > 0 ? ma_base * (1 - envelope_5_pct) : na
ma_low_6 = envelope_6_pct > 0 ? ma_base * (1 - envelope_6_pct) : na
ma_low_7 = envelope_7_pct > 0 ? ma_base * (1 - envelope_7_pct) : na

// ---------------------------------------------
// --------------- STRATEGY --------------------
if use_longs
    if envelope_1_pct > 0 and strategy.opentrades < 1
        strategy.entry('long 1', strategy.long, limit=ma_low_1, qty=(strategy.equity / ma_low_1) * (1 / total_envelope))
    if envelope_2_pct > 0 and strategy.opentrades < 2
        strategy.entry('long 2', strategy.long, limit=ma_low_2, qty=(strategy.equity / ma_low_2) * (1 / total_envelope))
    if envelope_3_pct > 0 and strategy.opentrades < 3
        strategy.entry('long 3', strategy.long, limit=ma_low_3, qty=(strategy.equity / ma_low_3) * (1 / total_envelope))
    if envelope_4_pct > 0 and strategy.opentrades < 4
        strategy.entry('long 4', strategy.long, limit=ma_low_4, qty=(strategy.equity / ma_low_4) * (1 / total_envelope))
    if envelope_5_pct > 0 and strategy.opentrades < 5
        strategy.entry('long 5', strategy.long, limit=ma_low_5, qty=(strategy.equity / ma_low_5) * (1 / total_envelope))
    if envelope_6_pct > 0 and strategy.opentrades < 6
        strategy.entry('long 6', strategy.long, limit=ma_low_6, qty=(strategy.equity / ma_low_6) * (1 / total_envelope))
    if envelope_7_pct > 0 and strategy.opentrades < 7
        strategy.entry('long 7', strategy.long, limit=ma_low_7, qty=(strategy.equity / ma_low_7) * (1 / total_envelope))


  
if use_short
    if envelope_1_pct > 0 and strategy.opentrades < 1
        strategy.entry('short 1', strategy.short, limit=ma_high_1, qty=(strategy.equity / ma_high_1) * (1 / total_envelope))
    if envelope_2_pct > 0 and strategy.opentrades < 2
        strategy.entry('short 2', strategy.short, limit=ma_high_2, qty=(strategy.equity / ma_high_2) * (1 / total_envelope))
    if envelope_3_pct > 0 and strategy.opentrades < 3
        strategy.entry('short 3', strategy.short, limit=ma_high_3, qty=(strategy.equity / ma_high_3) * (1 / total_envelope))
    if envelope_4_pct > 0 and strategy.opentrades < 4
        strategy.entry('short 4', strategy.short, limit=ma_high_4, qty=(strategy.equity / ma_high_4) * (1 / total_envelope))
    if envelope_5_pct > 0 and strategy.opentrades < 5
        strategy.entry('short 5', strategy.short, limit=ma_high_5, qty=(strategy.equity / ma_high_5) * (1 / total_envelope))
    if envelope_6_pct > 0 and strategy.opentrades < 6
        strategy.entry('short 6', strategy.short, limit=ma_high_6, qty=(strategy.equity / ma_high_6) * (1 / total_envelope))
    if envelope_7_pct > 0 and strategy.opentrades < 7
        strategy.entry('short 7', strategy.short, limit=ma_high_7, qty=(strategy.equity / ma_high_7) * (1 / total_envelope))


strategy.exit('close', limit=ma_base)


// ---------------------------------------------
// ------------------ PLOT ---------------------

ma_base_plot = plot(ma_base, title = "Base MA", color = color.orange, linewidth = 3, offset = 1)

ma_high_1_plot = plot(ma_high_1, title = "MA high 1", color = color.red, offset = 1)
ma_high_2_plot = plot(ma_high_2, title = "MA high 2", color = color.red, offset = 1)
ma_high_3_plot = plot(ma_high_3, title = "MA high 3", color = color.red, offset = 1)
ma_high_4_plot = plot(ma_high_4, title = "MA high 4", color = color.red, offset = 1)
ma_high_5_plot = plot(ma_high_5, title = "MA high 5", color = color.red, offset = 1)
ma_high_6_plot = plot(ma_high_6, title = "MA high 6", color = color.red, offset = 1)
ma_high_7_plot = plot(ma_high_7, title = "MA high 7", color = color.red, offset = 1)

ma_low_1_plot = plot(ma_low_1, title = "MA low 1", color = color.green, offset = 1)
ma_low_2_plot = plot(ma_low_2, title = "MA low 2", color = color.green, offset = 1)
ma_low_3_plot = plot(ma_low_3, title = "MA low 3", color = color.green, offset = 1)
ma_low_4_plot = plot(ma_low_4, title = "MA low 4", color = color.green, offset = 1)
ma_low_5_plot = plot(ma_low_5, title = "MA low 5", color = color.green, offset = 1)
ma_low_6_plot = plot(ma_low_6, title = "MA low 6", color = color.green, offset = 1)
ma_low_7_plot = plot(ma_low_7, title = "MA low 7", color = color.green, offset = 1)


Tu dois coder cette stratégie: