Untitled
unknown
plain_text
2 years ago
14 kB
13
Indexable
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © ScryptoMB
// entry conditions
useATR = input.bool(false, title="ATR", group="🟣 Entry Conditions", inline="Entry C1")
useADX = input.bool(false, title="ADX", group="🟣 Entry Conditions", inline="Entry C1")
useOBV =input.bool(false, title="OBV", group="🟣 Entry Conditions", inline="Entry C1")
useMovingAverage = input.bool(false, title="MovingAverage", group="🟣 Entry Conditions", inline="Entry C1")
useSuperTrend = input.bool(false, title="SuperTrend", group="🟣 Entry Conditions", inline="Entry C1")
useRSI = input.bool(false, title="RSI", group="🟣 Entry Conditions", inline="Entry C2")
useStochRSI = input.bool(false, title="StochRSI", group="🟣 Entry Conditions", inline="Entry C2")
useVWAP = input.bool(false, title="VWAP", group="🟣 Entry Conditions", inline="Entry C2")
useBollinger = input.bool(false, title="Bollinger", group="🟣 Entry Conditions", inline="Entry C2")
useWaveTrend = input.bool(false, title="WaveTrend", group="🟣 Entry Conditions", inline="Entry C2")
// ATR
atrEntryLength = input.int(14, title='Length ', inline='ATR 0', group="• ATR")
atrLong = input.string('Greater Than', title="ATR Long ", options=['Smaller Than', 'Greater Than', 'Crossing Up', 'Crossing Down'], inline='ATR 1', group="• ATR")
atrShort = input.string('Greater Than', title="ATR Short ", options=['Smaller Than', 'Greater Than', 'Crossing Up', 'Crossing Down'], inline='ATR 2', group="• ATR")
atrLongValue = input.int(50, title='', inline='ATR 1', group="• ATR")
atrShortValue = input.int(50, title='', inline='ATR 2', group="• ATR")
atrTimeFrame = input.timeframe("", title='Resolution ', inline="ATRTFS", group="• ATR")
atrSymbol = input.symbol("", title="Symbol", inline="ATRTFS", group="• ATR")
// ADX
adxlen = input(14, title="ADX Smoothing", inline="ADX1", group="• ADX")
dilen = input(14, title="DI Length", inline="ADX1", group="• ADX")
adxLong = input.string('Greater Than', title="ADX Long ", options=['Smaller Than', 'Greater Than', 'Crossing Up', 'Crossing Down'], inline='ADX 1', group="• ADX")
adxShort = input.string('Greater Than', title="ADX Short ", options=['Smaller Than', 'Greater Than', 'Crossing Up', 'Crossing Down'], inline='ADX 2', group="• ADX")
adxLongValue = input.int(20, title='', inline='ADX 1', group="• ADX")
adxShortValue = input.int(20, title='', inline='ADX 2', group="• ADX")
adxTimeFrame = input.timeframe("", title='Resolution ', inline="ADXTFS", group="• ADX")
adxSymbol = input.symbol("", title="Symbol", inline="ADXTFS", group="• ADX")
// OBV
obvDivType = input.string("Regular", title='Divergence Type', options=['Regular', 'Hidden', 'Regular & Hidden'], inline='obv0', group="• OBV")
lbL = input.int(5, title='Lookback Left', inline='obv1', group="• OBV")
lbR = input.int(1, title='Lookback Right', inline='obv1', group="• OBV")
rangeLower = input.int(2, title='Lower Range ', inline='obv2', group="• OBV")
rangeUpper = input.int(100, title='Upper Range ', inline='obv2', group="• OBV")
// MA
maType = input.string('Price Above/Below MA 1', title="MA Entry Type", options=['Price Above/Below MA 1', 'Price Crossing Up/Down MA 1', 'MA 1 Above/Below MA 2', 'MA 1 Crossing Up/Down MA 2'], inline='ema0', group="• Moving Average")
typeMA1 = input.string("SMA", title = "Moving Average 1", options=["SMA", "EMA", "SMMA (RMA)", "WMA", "VWMA", "HMA"], inline='ema1', group="• Moving Average")
lenEMA1 = input.int(100, minval=1, title="Length", inline='ema1', group="• Moving Average")
typeMA2 = input.string("SMA", title = "Moving Average 2", options=["SMA", "EMA", "SMMA (RMA)", "WMA", "VWMA", "HMA"], inline='ema2', group="• Moving Average")
lenEMA2 = input.int(200, minval=1, title="Length", inline='ema2', group="• Moving Average")
maTimeFrame = input.timeframe("", title='Resolution ', inline="MATFS", group="• Moving Average")
maSymbol = input.symbol("", title="Symbol", inline="MATFS", group="• Moving Average")
srcEMA = close
// SuperTrend
typeST = input.string("Direction", title = "ST Entry Type", options=["Direction", "Direction Change"], inline='ema1', group="• SuperTrend", tooltip='Direction:\nCondition true whenever SuperTrend is in upward/downward direction\n\nDirection Change:\nCondition true whenever SuperTrend direction changes')
stFactor = input.int(3, title='Factor ', inline='ST1', group="• SuperTrend")
stPeriod = input.int(10, title='Period', inline='ST1', group="• SuperTrend")
stTimeFrame = input.timeframe("", title='Resolution ', inline="STTFS", group="• SuperTrend")
stSymbol = input.symbol("", title="Symbol", inline="STTFS", group="• SuperTrend")
// RSI
rsiLength = input.int(14, title='Length', inline='rsi0', group='• RSI')
rsiSource = input.source(close, title='Source', inline='rsi0', group='• RSI')
rsiLong = input.string('Smaller Than', title="RSI Long ", options=['Smaller Than', 'Greater Than', 'Crossing Up', 'Crossing Down'], inline='RSI 1', group="• RSI")
rsiShort = input.string('Greater Than', title="RSI Short ", options=['Smaller Than', 'Greater Than', 'Crossing Up', 'Crossing Down'], inline='RSI 2', group="• RSI")
rsiLongValue = input.int(25, title='', inline='RSI 1', group="• RSI")
rsiShortValue = input.int(75, title='', inline='RSI 2', group="• RSI")
rsiTimeFrame = input.timeframe("", title='Resolution ', inline="RSITFS", group="• RSI")
rsiSymbol = input.symbol("", title="Symbol", inline="RSITFS", group="• RSI")
// Stochastic RSI
//@version=5
strategy(title='Strategy Builder',
overlay=true,
initial_capital=10000,
pyramiding=16,
calc_on_order_fills=false,
process_orders_on_close=false,
calc_on_every_tick=true,
backtest_fill_limits_assumption=1,
slippage=2,
commission_type=strategy.commission.percent,
commission_value=0.03,
use_bar_magnifier=true,
close_entries_rule="ANY")
// Non repainting security function
f_secureSecurity(_symbol, _res, _src) => request.security(_symbol, _res, _src[1], lookahead = barmerge.lookahead_on)
// 1. ATR calculations
atrCalc = ta.atr(atrEntryLength)
// atrValue = f_secureSecurity(atrSymbol, atrTimeFrame, atrCalc)
atrValue = atrCalc
// 2. ADX Calculations
dirmov(len) =>
up = ta.change(high)
down = -ta.change(low)
plusDM = na(up) ? na : (up > down and up > 0 ? up : 0)
minusDM = na(down) ? na : (down > up and down > 0 ? down : 0)
truerange = ta.rma(ta.tr, len)
plus = fixnan(100 * ta.rma(plusDM, len) / truerange)
minus = fixnan(100 * ta.rma(minusDM, len) / truerange)
[plus, minus]
adx(dilen, adxlen) =>
[plus, minus] = dirmov(dilen)
sum = plus + minus
adx = 100 * ta.rma(math.abs(plus - minus) / (sum == 0 ? 1 : sum), adxlen)
adxCalc = adx(dilen, adxlen)
// adxValue = f_secureSecurity(adxSymbol, adxTimeFrame, adxCalc)
adxValue = adxCalc
// 3. OBV Calculations
// Oscillator
new_volume = close > close[1] ? volume : close[1] > close ? -volume : 0
osc = ta.cum(new_volume)
// Divergences
plFound = na(ta.pivotlow(osc, lbL, lbR)) ? false : true
phFound = na(ta.pivothigh(osc, lbL, lbR)) ? false : true
_inRange(cond) =>
bars = ta.barssince(cond == true)
rangeLower <= bars and bars <= rangeUpper
// Wavetrend does a Regular Bullish
oscHL = osc[lbR] > ta.valuewhen(plFound, osc[lbR], 1) and _inRange(plFound[1])
// Price does a Lower Low
priceLL = low[lbR] < ta.valuewhen(plFound, low[lbR], 1)
// Wavetrend does a Hidden Bullish
oscLL = osc[lbR] < ta.valuewhen(plFound, osc[lbR], 1) and _inRange(plFound[1])
// Price does a Higher Low
priceHL = low[lbR] > ta.valuewhen(plFound, low[lbR], 1)
// Wavetrend does a Regular Bearish
oscLH = osc[lbR] < ta.valuewhen(phFound, osc[lbR], 1) and _inRange(phFound[1])
// Price does a Higher High
priceHH = high[lbR] > ta.valuewhen(phFound, high[lbR], 1)
// Wavetrend does a Hidden Bearish
oscHH = osc[lbR] > ta.valuewhen(phFound, osc[lbR], 1) and _inRange(phFound[1])
// Price does a Lower High
priceLH = high[lbR] < ta.valuewhen(phFound, high[lbR], 1)
// Entry conditions
bullCond = priceLL and oscHL and plFound
hiddenBullCond = priceHL and oscLL and plFound
bearCond = priceHH and oscLH and phFound
hiddenBearCond = priceLH and oscHH and phFound
// 4. Moving Average Calculations
ma(source, length, type) =>
switch type
"SMA" => ta.sma(source, length)
"EMA" => ta.ema(source, length)
"SMMA (RMA)" => ta.rma(source, length)
"WMA" => ta.wma(source, length)
"VWMA" => ta.vwma(source, length)
"HMA" => ta.wma(2*ta.wma(source, length/2)-ta.wma(source, length), math.floor(math.sqrt(length)))
// out1 = f_secureSecurity(maSymbol, maTimeFrame, ma(srcEMA, lenEMA1, typeMA1))
// out2 = f_secureSecurity(maSymbol, maTimeFrame, ma(srcEMA, lenEMA2, typeMA2))
out1 = ma(srcEMA, lenEMA1, typeMA1)
out2 = ma(srcEMA, lenEMA2, typeMA2)
// 5. SuperTrend Calculations
[supertrend, direction] = ta.supertrend(3, 10)
// 6. RSI Calculations
rsiCalc = ta.rsi(rsiSource, rsiLength)
// 7. StochRSI Calculations
// 8. VWAP Calculations
// 9. Bollinger Calculations
// 10. WaveTrend Calculations
// Entry Logics
// ATR
var bool longCond1 = na
if atrLong == 'Greater Than'
longCond1 := atrValue > atrLongValue
if atrLong == 'Smaller Than'
longCond1 := atrValue < atrLongValue
if atrLong == 'Crossing Up'
longCond1 := ta.crossover(atrValue, atrLongValue)
if atrLong == 'Crossing Down'
longCond1 := ta.crossunder(atrValue, atrLongValue)
var bool shortCond1 = na
if atrShort == 'Greater Than'
shortCond1 := atrValue > atrShortValue
if atrShort == 'Smaller Than'
shortCond1 := atrValue < atrShortValue
if atrShort == 'Crossing Up'
shortCond1 := ta.crossover(atrValue, atrShortValue)
if atrShort == 'Crossing Down'
shortCond1 := ta.crossunder(atrValue, atrShortValue)
// ADX
var bool longCond2 = na
if adxLong == 'Greater Than'
longCond2 := adxValue > adxLongValue
if adxLong == 'Smaller Than'
longCond2 := adxValue < adxLongValue
if adxLong == 'Crossing Up'
longCond2 := ta.crossover(adxValue, adxLongValue)
if adxLong == 'Crossing Down'
longCond2 := ta.crossunder(adxValue, adxLongValue)
var bool shortCond2 = na
if adxShort == 'Greater Than'
shortCond2 := adxValue > adxShortValue
if adxShort == 'Smaller Than'
shortCond2 := adxValue < adxShortValue
if adxShort == 'Crossing Up'
shortCond2 := ta.crossover(adxValue, adxShortValue)
if adxShort == 'Crossing Down'
shortCond2 := ta.crossunder(adxValue, adxShortValue)
// OBV
var bool longCond3 = na
var bool shortCond3 = na
if obvDivType == 'Regular'
longCond3 := bullCond
shortCond3 := bearCond
if obvDivType == 'Hidden'
longCond3 := hiddenBullCond
shortCond3 := hiddenBearCond
if obvDivType == 'Regular & Hidden'
longCond3 := bullCond or hiddenBullCond
shortCond3 := bearCond or hiddenBearCond
// MovingAVerage
var bool longCond4 = na
var bool shortCond4 = na
if maType == 'Price Above/Below MA 1'
longCond4 := close > out1
shortCond4 := close < out1
if maType == 'Price Crossing Up/Down MA 1'
longCond4 := ta.crossover(close, out1)
shortCond4 := ta.crossunder(close, out1)
if maType == 'MA 1 Above/Below MA 2'
longCond4 := out1 > out2
shortCond4 := out1 < out2
if maType == 'MA 1 Crossing Up/Down MA 2'
longCond4 := ta.crossover(out1, out2)
shortCond4 := ta.crossunder(out1, out2)
// SuperTrend
var bool longCond5 = na
var bool shortCond5 = na
if typeST == 'Direction'
longCond5 := direction == -1 ? true : na
shortCond5 := direction == 1 ? true : na
if typeST == 'Direction Change'
longCond5 := direction == -1 and direction[1] == 1 ? true : na
shortCond5 := direction == 1 and direction[1] == -1 ? true : na
// RSI
var bool longCond6 = na
if rsiLong == 'Greater Than'
longCond6 := rsiCalc > rsiLongValue
if rsiLong == 'Smaller Than'
longCond6 := rsiCalc < rsiLongValue
if rsiLong == 'Crossing Up'
longCond6 := ta.crossover(rsiCalc, rsiLongValue)
if rsiLong == 'Crossing Down'
longCond6 := ta.crossunder(rsiCalc, rsiLongValue)
var bool shortCond6 = na
if rsiShort == 'Greater Than'
shortCond6 := rsiCalc > rsiShortValue
if rsiShort == 'Smaller Than'
shortCond6 := rsiCalc < rsiShortValue
if rsiShort == 'Crossing Up'
shortCond6 := ta.crossover(rsiCalc, rsiShortValue)
if rsiShort == 'Crossing Down'
shortCond6 := ta.crossunder(rsiCalc, rsiShortValue)
// StochRSI
longCond7 = false
shortCond7 = false
// VWAP
longCond8 = false
shortCond8 = false
// Bollinger
longCond9 = false
shortCond9 = false
// WaveTrend
longCond10 = false
shortCond10 = false
var bool longEntry = na
var bool shortEntry = na
if useRSI == true
longEntry := longCond6
if useRSI == true
shortEntry := shortCond6
// Plots
plotshape(longEntry, title='Long Entry', location=location.belowbar, style=shape.labelup, color=color.new(#2C9670, 0), text='Long', textcolor=color.new(color.white, 0))
plotshape(shortEntry, title='Short Entry', location=location.abovebar, style=shape.labeldown, color=color.new(#B84343, 0), text='Short', textcolor=color.new(color.white, 0))
// EMA
emaColor1 = close > out1 ? color.teal : color.red
emaColor2 = close > out2 ? color.teal : color.red
bgCol = out1 > out2 ? color.rgb(0, 137, 123, 80) : color.rgb(255, 82, 82, 80)
emaplot1 = plot(useMovingAverage ? out1 : na, title="EMA1", color=emaColor1, linewidth=2)
emaplot2 = plot(useMovingAverage and maType == 'MA 1 Above/Below MA 2' or maType == 'MA 1 Crossing Up/Down MA 2' ? out2 : na, title="EMA2", color=emaColor2, linewidth=2)
fill(emaplot1, emaplot2, color=bgCol)
// SuperTrend
stUp = plot(useSuperTrend and direction < 0 ? supertrend : na, "Up direction", color = color.rgb(41, 98, 255), style=plot.style_linebr, linewidth=2)
stDown = plot(useSuperTrend and direction > 0 ? supertrend : na, "Down direction", color = color.rgb(255, 152, 0), style=plot.style_linebr, linewidth=2)
plotLow = plot(low, color=color.rgb(0,0,0,100))
plotHigh = plot(high, color=color.rgb(0,0,0,100))
fill(stUp, plotHigh, color=color.rgb(41, 98, 255, 85))
fill(stDown, plotLow, color=color.rgb(255, 152, 0, 85))Editor is loading...