그리드현물매매전략

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © TVExtBot

//@version=5
strategy(title='그리드현물매매전략', overlay=true,
     initial_capital=1000, commission_type = strategy.commission.percent, commission_value = 0.06, pyramiding = 10, 
     default_qty_value=10, default_qty_type=strategy.percent_of_equity,
     process_orders_on_close=true, close_entries_rule='ANY')


//---------------------------------------백테스트기간 설정--------------------------------------{

// Make input options that configure backtest date range
startYear = input.int(title="시작 년",
     defval=2020, minval=1800, maxval=2100, inline="1", group = '백테스트기간')
startMonth = input.int(title="월",
     defval=1, minval=1, maxval=12, inline="1", group = '백테스트기간')
startDate = input.int(title="일",
     defval=1, minval=1, maxval=31, inline="1", group = '백테스트기간')

endYear = input.int(title="종료 년",
     defval=2050, minval=1800, maxval=2100, inline="2", group = '백테스트기간')
endMonth = input.int(title="월",
     defval=12, minval=1, maxval=12, inline="2", group = '백테스트기간')
endDate = input.int(title="일",
     defval=31, minval=1, maxval=31, inline="2", group = '백테스트기간')

// Look if the close time of the current bar
// Falls inside the date range
inDateRange = (time >= timestamp(syminfo.timezone, startYear,
         startMonth, startDate, 0, 0)) and
     (time < timestamp(syminfo.timezone, endYear, endMonth, endDate, 0, 0))

//--------------------------------------------------------------------------------}

//---------------------------------------주문정보설정--------------------------------------{
token = input.string(title = "인증키", defval = "", inline="3", group = "주문정보", tooltip = "TVExtBot 인증키")
buyOrderid = input.string(title = "매수주문ID", defval = "", group = "주문정보",   inline = "4")
buyMemo = input.string(title = " 메모", defval = "", group = "주문정보", inline = "4")
sellOrderid = input.string(title = "매도주문ID", defval = "", group = "주문정보",   inline = "5")
sellMemo = input.string(title = " 메모", defval = "", group = "주문정보", inline = "5")
closeOrderid = input.string(title = "손절주문ID", defval = "", group = "주문정보",   inline = "6")
closeMemo = input.string(title = " 메모", defval = "", group = "주문정보", inline = "6")

//---------------------------------------그리드설정--------------------------------------{

PercentProfit = input(0.50, "간격(%)", group = "그리드 간격 설정")

x1 = (100 - (PercentProfit * 1)) / 100
x2 = (100 - (PercentProfit * 2)) / 100
x3 = (100 - (PercentProfit * 3)) / 100
x4 = (100 - (PercentProfit * 4)) / 100

x5 = (100 - (PercentProfit * 5)) / 100

x6 = (100 - (PercentProfit * 6)) / 100
x7 = (100 - (PercentProfit * 7)) / 100
x8 = (100 - (PercentProfit * 8)) / 100
x9 = (100 - (PercentProfit * 9)) / 100

x10 = (100 - (PercentProfit * 10)) / 100

UpperLimit = input.price(0.00, '상단 그리드 가격', group = "", confirm=true)
plot(UpperLimit, color = color.purple)

LowerLimit = UpperLimit * x10
plot(LowerLimit, color = color.purple)

//-----------------------------------------------------------------------------------------}

//---------------------------------------그리드 라인 설정--------------------------------------{

Linea_A = UpperLimit * x1
plot(Linea_A, color =  color.blue)

Linea_B = UpperLimit * x2
plot(Linea_B, color =  color.blue)

Linea_C = UpperLimit * x3
plot(Linea_C, color =  color.blue)

Linea_D = UpperLimit * x4
plot(Linea_D, color =  color.blue)

Linea_50Percent = UpperLimit * x5
plot(Linea_50Percent, color =  color.purple)

Linea_E = UpperLimit *  x6
plot(Linea_E, color =  color.blue)

Linea_F = UpperLimit * x7
plot(Linea_F, color =  color.blue)

Linea_G = UpperLimit  * x8
plot(Linea_G, color =  color.blue)

Linea_H = UpperLimit * x9
plot(Linea_H, color =  color.blue)

//----------------------------------------------------------------------------------------}

//---------------------------------------매수 주문 설정--------------------------------------{

FloorLimit = close > LowerLimit 
Cond1 = close < Linea_A
Cd1 = FloorLimit and Cond1
LongA = Cd1 and inDateRange

isLong1 = if (LongA and barstate.isconfirmed)
    1
else 
    0 

FloorLimit2 = close > LowerLimit 
Cond2 = close < Linea_B
Cd2 = FloorLimit2 and Cond2
LongB = Cd2 and inDateRange

isLong2 = if (LongB and barstate.isconfirmed)
    1
else 
    0

FloorLimit3 = close > LowerLimit 
Cond3 = close < Linea_C
Cd3 = FloorLimit and Cond3
LongC = Cd3 and inDateRange 

isLong3 = if (LongC and barstate.isconfirmed)
    1
else 
    0

FloorLimit4 = close > LowerLimit 
Cond4 = close < Linea_D
Cd4 = FloorLimit and Cond4
LongD = Cd4 and inDateRange 

isLong4 = if (LongD and barstate.isconfirmed)
    1
else 
    0 
    
FloorLimit5 = close > LowerLimit 
Cond5 = close < Linea_50Percent
Cd5 = FloorLimit and Cond5
Long_E = Cd5 and inDateRange 

isLong5 = if (Long_E and barstate.isconfirmed)
    1
else 
    0 
    
FloorLimit6 = close > LowerLimit 
Cond6 = close < Linea_E
Cd6 = FloorLimit and Cond6
Long_F = Cd6 and inDateRange 

isLong6 = if (Long_F and barstate.isconfirmed)
    1
else 
    0 
    
FloorLimit7 = close > LowerLimit 
Cond7 = close < Linea_F
Cd7 = FloorLimit and Cond7
Long_G = Cd7 and inDateRange 

isLong7 = if (Long_G and barstate.isconfirmed)
    1
else 
    0 
    
FloorLimit8 = close > LowerLimit 
Cond8 = close < Linea_G
Cd8 = FloorLimit and Cond8
Long_H = Cd8 and inDateRange 

isLong8 = if (Long_H and barstate.isconfirmed)
    1
else 
    0 
    
FloorLimit9 = close > LowerLimit 
Cond9 = close < Linea_H
Cd9 = FloorLimit and Cond9
LongH = Cd9 and inDateRange 

isLong9 = if (Long_H and barstate.isconfirmed)
    1
else 
    0 

Cond10 = close < LowerLimit
Long_I = Cond10 and inDateRange 

isLong10 = if (Long_I and barstate.isconfirmed)
    1
else 
    0 



//----------------------------------------------------------------------------------------}

//---------------------------------------매도 주문 설정--------------------------------------{

isExit1 = if (close > UpperLimit and barstate.isconfirmed)
    close
    
isExit2 = if (close > Linea_A and barstate.isconfirmed)
    close
    
isExit3 = if (close > Linea_B and barstate.isconfirmed)
    close

isExit4 = if (close > Linea_C and barstate.isconfirmed)
    close
    
isExit5 = if (close > Linea_D and barstate.isconfirmed)
    close
    
isExit6 = if (close > Linea_50Percent and barstate.isconfirmed)
    close
    
isExit7 = if (close > Linea_E and barstate.isconfirmed)
    close

isExit8 = if (close > Linea_F and barstate.isconfirmed)
    close
    
isExit9 = if (close > Linea_G and barstate.isconfirmed)
    close

isExit10 = if (close > Linea_H and barstate.isconfirmed)
    close
    
//----------------------------------------------------------------------------------------}
    
//---------------------------------------매수 매도 주문--------------------------------------{

strategy.entry(id = "BUY1",  direction = strategy.long, qty = 10, when = (isLong1 and strategy.position_size == 0), alert_message='TVM:{"orderid":"' + buyOrderid +'","memo":"' + buyMemo + '","token":"' + token + '"}:MVT')
strategy.entry(id = "BUY2",  direction = strategy.long, qty = 10, when = (isLong2 and strategy.position_size == 10), alert_message='TVM:{"orderid":"' + buyOrderid +'","memo":"' + buyMemo + '","token":"' + token + '"}:MVT')
strategy.entry(id = "BUY3",  direction = strategy.long, qty = 10, when = (isLong3 and strategy.position_size == 20), alert_message='TVM:{"orderid":"' + buyOrderid +'","memo":"' + buyMemo + '","token":"' + token + '"}:MVT')
strategy.entry(id = "BUY4",  direction = strategy.long, qty = 10, when = (isLong4 and strategy.position_size == 30), alert_message='TVM:{"orderid":"' + buyOrderid +'","memo":"' + buyMemo + '","token":"' + token + '"}:MVT')
strategy.entry(id = "BUY5",  direction = strategy.long, qty = 10, when = (isLong5 and strategy.position_size == 40), alert_message='TVM:{"orderid":"' + buyOrderid +'","memo":"' + buyMemo + '","token":"' + token + '"}:MVT')
strategy.entry(id = "BUY6",  direction = strategy.long, qty = 10, when = (isLong6 and strategy.position_size == 50), alert_message='TVM:{"orderid":"' + buyOrderid +'","memo":"' + buyMemo + '","token":"' + token + '"}:MVT')
strategy.entry(id = "BUY7",  direction = strategy.long, qty = 10, when = (isLong7 and strategy.position_size == 60), alert_message='TVM:{"orderid":"' + buyOrderid +'","memo":"' + buyMemo + '","token":"' + token + '"}:MVT')
strategy.entry(id = "BUY8",  direction = strategy.long, qty = 10, when = (isLong8 and strategy.position_size == 70), alert_message='TVM:{"orderid":"' + buyOrderid +'","memo":"' + buyMemo + '","token":"' + token + '"}:MVT')
strategy.entry(id = "BUY9",  direction = strategy.long, qty = 10, when = (isLong9 and strategy.position_size == 80), alert_message='TVM:{"orderid":"' + buyOrderid +'","memo":"' + buyMemo + '","token":"' + token + '"}:MVT')
strategy.entry(id = "BUY10", direction = strategy.long, qty = 10, when = (isLong10 and strategy.position_size == 90), alert_message='TVM:{"orderid":"' + buyOrderid +'","memo":"' + buyMemo + '","token":"' + token + '"}:MVT')


strategy.exit(id = "EXIT1",     from_entry = "BUY1",    qty = 100, stop = isExit1, alert_message='TVM:{"orderid":"' + sellOrderid +'","memo":"' + sellMemo + '","token":"' + token + '"}:MVT')
strategy.exit(id = "EXIT2",     from_entry = "BUY2",    qty = 100, stop = isExit2, alert_message='TVM:{"orderid":"' + sellOrderid +'","memo":"' + sellMemo + '","token":"' + token + '"}:MVT')
strategy.exit(id = "EXIT3",     from_entry = "BUY3",    qty = 100, stop = isExit3, alert_message='TVM:{"orderid":"' + sellOrderid +'","memo":"' + sellMemo + '","token":"' + token + '"}:MVT')
strategy.exit(id = "EXIT4",     from_entry = "BUY4",    qty = 100, stop = isExit4, alert_message='TVM:{"orderid":"' + sellOrderid +'","memo":"' + sellMemo + '","token":"' + token + '"}:MVT')
strategy.exit(id = "EXIT5",     from_entry = "BUY5",    qty = 100, stop = isExit5, alert_message='TVM:{"orderid":"' + sellOrderid +'","memo":"' + sellMemo + '","token":"' + token + '"}:MVT')
strategy.exit(id = "EXIT6",     from_entry = "BUY6",    qty = 100, stop = isExit6, alert_message='TVM:{"orderid":"' + sellOrderid +'","memo":"' + sellMemo + '","token":"' + token + '"}:MVT')
strategy.exit(id = "EXIT7",     from_entry = "BUY7",    qty = 100, stop = isExit7, alert_message='TVM:{"orderid":"' + sellOrderid +'","memo":"' + sellMemo + '","token":"' + token + '"}:MVT')
strategy.exit(id = "EXIT8",     from_entry = "BUY8",    qty = 100, stop = isExit8, alert_message='TVM:{"orderid":"' + sellOrderid +'","memo":"' + sellMemo + '","token":"' + token + '"}:MVT')
strategy.exit(id = "EXIT9",     from_entry = "BUY9",    qty = 100, stop = isExit9, alert_message='TVM:{"orderid":"' + sellOrderid +'","memo":"' + sellMemo + '","token":"' + token + '"}:MVT')
strategy.exit(id = "EXIT10",    from_entry = "BUY10",   qty = 100, stop = isExit10, alert_message='TVM:{"orderid":"' + sellOrderid +'","memo":"' + sellMemo + '","token":"' + token + '"}:MVT')

//--------------------------------------------------------------------------------------}

//---------------------------------------스탑로스 설정--------------------------------------{

ExitConditionOn = input.string("NO", title="사용여부", options=["NO", "YES"], group = "스탑로스 설정") == "YES"

StopLoss = input(0.00, "손절비율(%)", group = "스탑로스 설정")

x = (100 - StopLoss) / 100

StopLossLevel = LowerLimit * x

GridDestroyed = close < StopLossLevel and barstate.isconfirmed

if ExitConditionOn
    strategy.close_all(when = GridDestroyed, comment = "손절", alert_message='TVM:{"orderid":"' + closeOrderid +'","memo":"' + closeMemo + '","token":"' + token + '"}:MVT')

//--------------------------------------------------------------------------------------------}


//---------------------------------------그리드가격 테이블설정--------------------------------------{

i_position = input.string(defval = "Bottom Right", title = "테이블위치", options = ["Top Right", "Middle Right", "Bottom Right"], group = "테이블설정")
position = i_position == "Top Right" ? position.top_right : i_position == "Middle Right" ? position.middle_right : position.bottom_right
i_w = 12
i_h = 2
text_size = size.normal

var table perfTable = table.new(position, 2, 11, frame_color = color.blue, frame_width = 2, border_width = 1)

table.cell(perfTable, 0, 0, "상단 그리드 가격", bgcolor = color.new(color.purple, 74), text_color = color.new(color.white, 0), width = i_w, height = i_h, text_size = text_size)
table.cell(perfTable, 1, 0, text = str.tostring(UpperLimit), bgcolor = color.new(color.purple, 74), text_color = color.new(color.white, 0), width = i_w, height = i_h, text_size = text_size)
table.cell(perfTable, 0, 1,  "그리드가격 1", bgcolor = color.new(color.blue, 74),  text_color = color.new(color.white, 0), width = i_w, height = i_h, text_size = text_size)
table.cell(perfTable, 0, 2, "그리드가격 2", bgcolor = color.new(color.blue, 74), text_color = color.new(color.white, 0), width = i_w, height = i_h, text_size = text_size)
table.cell(perfTable, 0, 3, "그리드가격 3", bgcolor = color.new(color.blue, 74), text_color = color.new(color.white, 0), width = i_w, height = i_h, text_size = text_size)
table.cell(perfTable, 0, 4, "그리드가격 4", bgcolor = color.new(color.blue, 74), text_color = color.new(color.white, 0), width = i_w, height = i_h, text_size = text_size)
table.cell(perfTable, 1, 1, text = str.tostring(Linea_A), bgcolor = color.new(color.blue, 74),  text_color = color.new(color.white, 0), width = i_w, height = i_h, text_size = text_size)
table.cell(perfTable, 1, 2, text = str.tostring(Linea_B), bgcolor = color.new(color.blue, 74), text_color = color.new(color.white, 0), width = i_w, height = i_h, text_size = text_size)
table.cell(perfTable, 1, 3, text = str.tostring(Linea_C), bgcolor = color.new(color.blue, 74), text_color = color.new(color.white, 0), width = i_w, height = i_h, text_size = text_size)
table.cell(perfTable, 1, 4, text = str.tostring(Linea_D), bgcolor = color.new(color.blue, 74), text_color = color.new(color.white, 0), width = i_w, height = i_h, text_size = text_size)
table.cell(perfTable, 0, 5, "중간 그리드 가격", bgcolor = color.new(color.purple, 74), text_color = color.new(color.white, 0), width = i_w, height = i_h, text_size = text_size)
table.cell(perfTable, 1, 5, text = str.tostring(Linea_50Percent), bgcolor = color.new(color.purple, 74), text_color = color.new(color.white, 0), width = i_w, height = i_h, text_size = text_size)
table.cell(perfTable, 0, 6,  "그리드가격 5", bgcolor = color.new(color.blue, 74),  text_color = color.new(color.white, 0), width = i_w, height = i_h, text_size = text_size)
table.cell(perfTable, 0, 7, "그리드가격 6", bgcolor = color.new(color.blue, 74), text_color = color.new(color.white, 0), width = i_w, height = i_h, text_size = text_size)
table.cell(perfTable, 0, 8, "그리드가격 7", bgcolor = color.new(color.blue, 74), text_color = color.new(color.white, 0), width = i_w, height = i_h, text_size = text_size)
table.cell(perfTable, 0, 9, "그리드가격 8", bgcolor = color.new(color.blue, 74), text_color = color.new(color.white, 0), width = i_w, height = i_h, text_size = text_size)
table.cell(perfTable, 1, 6,  text = str.tostring(Linea_E), bgcolor = color.new(color.blue, 74),  text_color = color.new(color.white, 0), width = i_w, height = i_h, text_size = text_size)
table.cell(perfTable, 1, 7, text = str.tostring(Linea_F), bgcolor = color.new(color.blue, 74), text_color = color.new(color.white, 0), width = i_w, height = i_h, text_size = text_size)
table.cell(perfTable, 1, 8, text = str.tostring(Linea_G), bgcolor = color.new(color.blue, 74), text_color = color.new(color.white, 0), width = i_w, height = i_h, text_size = text_size)
table.cell(perfTable, 1, 9, text = str.tostring(Linea_H), bgcolor = color.new(color.blue, 74), text_color = color.new(color.white, 0), width = i_w, height = i_h, text_size = text_size)
table.cell(perfTable, 0, 10, "하단 그리드 가격(손절)", bgcolor = color.new(color.purple, 74), text_color = color.new(color.white, 0), width = i_w, height = i_h, text_size = text_size)
table.cell(perfTable, 1, 10, text = str.tostring(StopLossLevel), bgcolor = color.new(color.purple, 74), text_color = color.new(color.white, 0), width = i_w, height = i_h, text_size = text_size)

//--------------------------------------------------------------------------------}