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//@version=3 strategy(title="strategy modelius volume model ", shorttitle="mvm",overlay=true, calc_on_order_fills=true, default_qty_type=strategy.percent_of_equity, default_qty_value=50, overlay=false) method = input(defval="ATR", options=["ATR", "Traditional", "Part of Price"], title="Renko Assignment Method") methodvalue = input(defval=14.0, type=float, minval=0, title="Value") pricesource = input(defval="Close", options=["Close", "Open / Close", "High / Low"], title="Price Source") useClose = pricesource == "Close" useOpenClose = pricesource == "Open / Close" or useClose useTrueRange = input(defval="Auto", options=["Always", "Auto", "Never"], title="Use True Range instead of Volume") isOscillating=input(defval=true, type=bool, title="Oscillating") normalize=input(defval=false, type=bool, title="Normalize") vol = useTrueRange == "Always" or (useTrueRange == "Auto" and na(volume))? tr : volume op = useClose ? close : open hi = useOpenClose ? close >= op ? close : op : high lo = useOpenClose ? close <= op ? close : op : low if method == "ATR" methodvalue := atr(round(methodvalue)) if method == "Part of Price" methodvalue := close/methodvalue currclose = na prevclose = nz(currclose[1]) prevhigh = prevclose + methodvalue prevlow = prevclose - methodvalue currclose := hi > prevhigh ? hi : lo < prevlow ? lo : prevclose direction = na direction := currclose > prevclose ? 1 : currclose < prevclose ? -1 : nz(direction[1]) directionHasChanged = change(direction) != 0 directionIsUp = direction > 0 directionIsDown = direction < 0 barcount = 1 barcount := not directionHasChanged and normalize ? barcount[1] + barcount : barcount vol := not directionHasChanged ? vol[1] + vol : vol res = barcount > 1 ? vol/barcount : vol x=isOscillating and directionIsDown ? -res : res TP = input(0) * 10 SL = input(0) * 10 TS = input(1) * 10 TO = input(3) * 10 CQ = 100 TPP = (TP > 0) ? TP : na SLP = (SL > 0) ? SL : na TSP = (TS > 0) ? TS : na TOP = (TO > 0) ? TO : na longCondition = crossover(x,0) if (longCondition) strategy.entry("Long", strategy.long) shortCondition = crossunder(x,0) if (shortCondition) strategy.entry("Short", strategy.short) strategy.exit("Close Short", "Short", qty_percent=CQ, profit=TPP, loss=SLP, trail_points=TSP, trail_offset=TOP) strategy.exit("Close Long", "Long", qty_percent=CQ, profit=TPP, loss=SLP, trail_points=TSP, trail_offset=TOP)
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