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// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/ // © ScryptoMB //@version=5 // Visualization colorScheme = input.string('CryptoGraph', title="Color Scheme ", options=['CryptoGraph', 'Traditional'], group='🟣 Visualization', inline='colorScheme', tooltip='The indicative liquidation numbers and levels are for reference only. The realized numbers may be slightly different due to trading fees and funding fees') liqLineCol = input.color(#fbc02d, title="Liquidation Line ", group='🟣 Visualization', inline='colorScheme') showTable = input.bool(true, title="Backtest Results Table", group='🟣 Visualization', inline="Table1") tableSize = input.string('normal', title="Size ", options=['normal'], group='🟣 Visualization', inline="Table2") tablePosition = input.string('Top Right', title='Position ', options=['Top Right'], group='🟣 Visualization', inline="Table2") // Strategy Signal Inputs strategy = input.string('Long & Short', title="Strategy Direction", options=['Long & Short', 'Long', 'Short'], group='🟣 Strategy', inline='1', tooltip='Long bots profit when asset prices rise, Short bots profit when asset prices fall' + '\n\n' + 'Please note: to run a Short bot on a spot exchange account, you need to own the asset you want to trade. The bot will sell the asset at the current chart price and buy it back at a lower price - the profit made is actually trapped equity released from an asset you own that is declining in value.') Profit_currency = input.string('USDT', 'Profit currency ', options=['USDT', 'BTC', '$'], group='🟣 Strategy', inline='1') // Strategy settings leverageType = input.string('Isolated', title='Leverage Type ', options=['Isolated', 'Cross'], group='🟣 Strategy', inline="Leverage & Liq Line") leverage = input.float(10, title="Leverage Value", step=1, group="🟣 Strategy", inline="Leverage & Liq Line") // Entry Conditions useRSI = input.bool(false, title="RSI", group="🟣 Entry Conditions", inline="Entry C") useEMA = input.bool(false, title="Moving Average", group="🟣 Entry Conditions", inline="Entry C") rsiLength = input.int(14, title="Length ", inline='RSIL', 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=['Greater Than', 'Smaller 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") emaType = input.string('EMA', title="MA Type ", options=['EMA', 'SMA', 'SMMA (RMA)', 'WMA', 'VWMA', 'HMA'], group="• Moving Average", inline="EMA 1") emaLength = input.int(200, title="MA Length", group="• Moving Average", inline="EMA 1") // Take Profit & Stop Loss tpsl_method = input.string('%', title="Take Profit & Stop Loss Method ", options=['%', 'ATR'], inline="TP", group='🟣 Take Profit & Stop Loss Settings', tooltip='This is the percentage/ATR factor distance that price needs to move in the opposite direction to your take profit or loss, at which point the bot will execute a Limit Order for profits or a Market Order for losses, on the exchange account to close the deal.' + '\n' + 'Please note, the Take Profit/ Stop Loss are calculated from the Average Entry Price.') Target_profit_long1 = input.float(2.0, 'Take Profit 1 Long (%)', step=0.1, inline="TP1%", group='• Take Profit & Stop Loss (%)') * 0.01 Target_profit_short1 = input.float(2.0, 'Short (%)', step=0.1, inline="TP1%", group='• Take Profit & Stop Loss (%)') * 0.01 Target_profit_long2 = input.float(4.0, 'Take Profit 2 Long (%)', step=0.1, inline="TP2%", group='• Take Profit & Stop Loss (%)') * 0.01 Target_profit_short2 = input.float(4.0, 'Short (%)', step=0.1, inline="TP2%", group='• Take Profit & Stop Loss (%)') * 0.01 stop_loss_long = input.float(2.0, 'Stop Loss Long (%)', step=0.1, inline="SL1%", group='• Take Profit & Stop Loss (%)') * 0.01 stop_loss_short = input.float(2.0, 'Short (%)', step=0.1, inline="SL1%", group='• Take Profit & Stop Loss (%)') * 0.01 atr_length = input.int(14, title="ATR Length ", inline="ATR 3", group='• Take Profit & Stop Loss (ATR)') Target_profit_atr_long = input.float(2.0, 'Take Profit 1 Long (ATR)', step=0.1, inline='ATR 1', group='• Take Profit & Stop Loss (ATR)') target_profit_atr_short = input.float(2.0, 'Short (ATR)', step=0.1, inline='ATR 1', group='• Take Profit & Stop Loss (ATR)') Target_profit_atr_long2 = input.float(4.0, 'Take Profit 2 Long (ATR)', step=0.1, inline='ATR 2', group='• Take Profit & Stop Loss (ATR)') target_profit_atr_short2 = input.float(4.0, 'Short (ATR)', step=0.1, inline='ATR 2', group='• Take Profit & Stop Loss (ATR)') stop_loss_atr_long = input.float(2.0, 'Stop Loss Long (ATR)', step=0.1, inline='ATR 1sl', group='• Take Profit & Stop Loss (ATR)') stop_loss_atr_short = input.float(2.0, 'Short (ATR)', step=0.1, inline='ATR 1sl', group='• Take Profit & Stop Loss (ATR)') // Order Size Settings orderSizeType = input.string('Margin (%)', title='Order Size Method', inline='OS', options=['Margin (%)', 'Margin ($)','Risk (%)', 'Risk ($)', 'Contracts'], group='🟣 Base Order Size Settings', tooltip="Margin (%): Position Size as Margin of Balance in Percentage\nMargin ($):Position Size in Dollars\nRisk (%): Risk in percentage of account balance\nRisk($): Risk in Dollars of account balance\nContracts: Position size in Contracts") buyInputPerc = input.float(1, title='Margin (%) ', inline='Order Size1', group='🟣 Base Order Size Settings')/100 buyInputDol = input.float(100, title='Margin ($)', inline='Order Size1', group='🟣 Base Order Size Settings') percentRiskOrderSize = input.float(1, title='Risk (%) ', inline='Order Size2', group='🟣 Base Order Size Settings') dollarRiskOrderSize = input.int(50, title='Risk ($) ', inline='Order Size2', group='🟣 Base Order Size Settings') contractOrderSize = input.float(1, title='Contracts ', inline='Order Size3', group='🟣 Base Order Size Settings') // DCA Inputs useDCA = input.bool(false, title="Use Safety Orders (DCA)", group="🟣 DCA Order Settings", tooltip="Safety Orders are used to Average the cost of the asset being traded, this can help your bot to close deals faster with more profit. Safety Orders are also known as Dollar Cost Averaging and help when prices moves in the opposite direction to your bot's take profit target.") input_option = input.string("Scaling", title="DCA Input Method", options = ["Scaling", "Manual"], group="🟣 DCA Order Settings") Max_safety_trades_count = input.int(5, 'Max safety orders count', maxval=15, group='🟣 DCA Order Settings') // Scaling Distance & Size Inputs Price_deviation = input.float(0.25, 'Price deviation for first safety order (%)', step=0.01, group='• Scaling DCA Inputs') * 0.01 Safety_order_step_scale = input.float(1.1, 'Safety order distance scale ', step=0.01, group='• Scaling DCA Inputs', tooltip="Enter the factor you wish your safety orders to deviate from each other.\n\nFor example:\nWith distance scale 2, safety order 1 is 1% away from initial entry, safety order 2 is 2% away from safety order 1, safety order 3 is 4% away from safety order 2.") Safety_order_volume_scale = input.float(1.5, 'Safety order volume scale ', step=0.01, group='• Scaling DCA Inputs', tooltip="Enter the factor of your initial entry size your Safety Orders will use, to Average the cost of the asset being traded, this can help your bot to close deals faster with more profit. Safety Orders are also known as Dollar Cost Averaging and help when prices moves in the opposite direction to your bot's take profit target.\n\nFor example:\nInitial entry size of 1%, with volume scale of 2, makes the first safety order size 2% of your balance, second safety order 4% of your balance etc.") // Manual Distance & Size Inputs DCA1perc = input.float(0.25, title="Safety Order 1 (%)", step=0.1, group="• Manual DCA Inputs", inline="DCA1") / 100 DCA2perc = input.float(0.5, title="Safety Order 2 (%)", step=0.1, group="• Manual DCA Inputs", inline="DCA2") / 100 DCA3perc = input.float(0.75, title="Safety Order 3 (%)", step=0.1, group="• Manual DCA Inputs", inline="DCA3") / 100 DCA4perc = input.float(1.0, title="Safety Order 4 (%)", step=0.1, group="• Manual DCA Inputs", inline="DCA4") / 100 DCA5perc = input.float(1.25, title="Safety Order 5 (%)", step=0.1, group="• Manual DCA Inputs", inline="DCA5") / 100 DCA6perc = input.float(1.5, title="Safety Order 6 (%)", step=0.1, group="• Manual DCA Inputs", inline="DCA6") / 100 DCA7perc = input.float(1.75, title="Safety Order 7 (%)", step=0.1, group="• Manual DCA Inputs", inline="DCA7") / 100 DCA8perc = input.float(2.0, title="Safety Order 8 (%)", step=0.1, group="• Manual DCA Inputs", inline="DCA8") / 100 DCA9perc = input.float(2.25, title="Safety Order 9 (%)", step=0.1, group="• Manual DCA Inputs", inline="DCA9") / 100 DCA10perc = input.float(2.5, title="Safety Order 10 (%)", step=0.1, group="• Manual DCA Inputs", inline="DCA10") / 100 DCA11perc = input.float(2.75, title="Safety Order 11 (%)", step=0.1, group="• Manual DCA Inputs", inline="DCA11") / 100 DCA12perc = input.float(3.0, title="Safety Order 12 (%)", step=0.1, group="• Manual DCA Inputs", inline="DCA12") / 100 DCA13perc = input.float(3.25, title="Safety Order 13 (%)", step=0.1, group="• Manual DCA Inputs", inline="DCA13") / 100 DCA14perc = input.float(3.5, title="Safety Order 14 (%)", step=0.1, group="• Manual DCA Inputs", inline="DCA14") / 100 DCA15perc = input.float(3.75, title="Safety Order 15 (%)", step=0.1, group="• Manual DCA Inputs", inline="DCA15") / 100 so_size_perc1 = input.float(0.25, title="Size (%)", step=0.1, group="• Manual DCA Inputs", inline="DCA1") / 100 so_size_perc2 = input.float(0.5, title="Size (%)", step=0.1, group="• Manual DCA Inputs", inline="DCA2") / 100 so_size_perc3 = input.float(1, title="Size (%)", step=0.1, group="• Manual DCA Inputs", inline="DCA3") / 100 so_size_perc4 = input.float(1, title="Size (%)", step=0.1, group="• Manual DCA Inputs", inline="DCA4") / 100 so_size_perc5 = input.float(1, title="Size (%)", step=0.1, group="• Manual DCA Inputs", inline="DCA5") / 100 so_size_perc6 = input.float(2, title="Size (%)", step=0.1, group="• Manual DCA Inputs", inline="DCA6") / 100 so_size_perc7 = input.float(2, title="Size (%)", step=0.1, group="• Manual DCA Inputs", inline="DCA7") / 100 so_size_perc8 = input.float(2, title="Size (%)", step=0.1, group="• Manual DCA Inputs", inline="DCA8") / 100 so_size_perc9 = input.float(4, title="Size (%)", step=0.1, group="• Manual DCA Inputs", inline="DCA9") / 100 so_size_perc10 = input.float(4, title="Size (%)", step=0.1, group="• Manual DCA Inputs", inline="DCA10") / 100 so_size_perc11 = input.float(4, title="Size (%)", step=0.1, group="• Manual DCA Inputs", inline="DCA11") / 100 so_size_perc12 = input.float(8, title="Size (%)", step=0.1, group="• Manual DCA Inputs", inline="DCA12") / 100 so_size_perc13 = input.float(8, title="Size (%)", step=0.1, group="• Manual DCA Inputs", inline="DCA13") / 100 so_size_perc14 = input.float(8, title="Size (%)", step=0.1, group="• Manual DCA Inputs", inline="DCA14") / 100 so_size_perc15 = input.float(10, title="Size (%)", step=0.1, group="• Manual DCA Inputs", inline="DCA15") / 100 // Bot Confirguation configureMethod = input.string('WickHunter Auto-Configuration', title='Bot Configuration Method', options=['WickHunter Auto-Configuration', 'Alertatron Auto-Configuration', 'Manual Configuration'], inline='Bot1', group="🟣 Bot Alert Configuration", tooltip="Always use alert function () calls only when setting up alerts with this strategy") userID = input.string('uuid', title='WickHunter user ID ', tooltip="Insert your WickHunter user ID", inline='WH', group="🟣 Bot Alert Configuration") manual_Configure = input.text_area("", title='Place Manual Bot Configuration Below', group="🟣 Bot Alert Configuration") strategy(title='CryptoGraph Strategizer', overlay=true, initial_capital=1000, pyramiding=16, calc_on_order_fills=false, process_orders_on_close=true, 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) // Position status_none = strategy.position_size == 0 status_long = strategy.position_size[1] == 0 and strategy.position_size > 0 status_long_offset = strategy.position_size[2] == 0 and strategy.position_size[1] > 0 status_short = strategy.position_size[1] == 0 and strategy.position_size < 0 status_increase = strategy.opentrades[1] < strategy.opentrades // Currency currency = Profit_currency == 'USDT' ? ' USDT' : Profit_currency == 'BTC' ? ' BTC' : Profit_currency == '$' ? ' $' : na // Strategy Signal ema1 = ta.ema(close, 10) ema2 = ta.ema(close, 20) Base_order_Condition_Long = ta.crossover(ema1, ema2) and barstate.isconfirmed and (strategy.position_size == 0) and ((strategy == 'Long & Short') or (strategy == 'Long')) Base_order_Condition_Short = ta.crossunder(ema1, ema2) and barstate.isconfirmed and (strategy.position_size == 0) and ((strategy == 'Long & Short') or (strategy == 'Short')) // Safety Orders pd = Price_deviation ss = Safety_order_step_scale step(i) => i == 1 ? pd : i == 2 ? pd + pd * ss : i == 3 ? pd + (pd + pd * ss) * ss : i == 4 ? pd + (pd + (pd + pd * ss) * ss) * ss : i == 5 ? pd + (pd + (pd + (pd + pd * ss) * ss) * ss) * ss : i == 6 ? pd + (pd + (pd + (pd + (pd + pd * ss) * ss) * ss) * ss) * ss : i == 7 ? pd + (pd + (pd + (pd + (pd + (pd + pd * ss) * ss) * ss) * ss) * ss) * ss : i == 8 ? pd + (pd + (pd + (pd + (pd + (pd + (pd + pd * ss) * ss) * ss) * ss) * ss) * ss) * ss : i == 9 ? pd + (pd + (pd + (pd + (pd + (pd + (pd + (pd + pd * ss) * ss) * ss) * ss) * ss) * ss) * ss) * ss : i == 10 ? pd + (pd + (pd + (pd + (pd + (pd + (pd + (pd + (pd + pd * ss) * ss) * ss) * ss) * ss) * ss) * ss) * ss) * ss : i == 11 ? pd + (pd + (pd + (pd + (pd + (pd + (pd + (pd + (pd + (pd + pd * ss) * ss) * ss) * ss) * ss) * ss) * ss) * ss) * ss) * ss : i == 12 ? pd + (pd + (pd + (pd + (pd + (pd + (pd + (pd + (pd + (pd + (pd + pd * ss) * ss) * ss) * ss) * ss) * ss) * ss) * ss) * ss) *ss) * ss : i == 13 ? pd + (pd + (pd + (pd + (pd + (pd + (pd + (pd + (pd + (pd + (pd + (pd + pd * ss) * ss) * ss) * ss) * ss) * ss) * ss) * ss) * ss) * ss) * ss) * ss : i == 14 ? pd + (pd + (pd + (pd + (pd + (pd + (pd + (pd + (pd + (pd + (pd + (pd + (pd + pd * ss) * ss) * ss) * ss) * ss) * ss) * ss) * ss) * ss) * ss) * ss) * ss) * ss : i == 15 ? pd + (pd + (pd + (pd + (pd + (pd + (pd + (pd + (pd + (pd + (pd + (pd + (pd + (pd + pd * ss) * ss) * ss) * ss) * ss) * ss) * ss) * ss) * ss) * ss) * ss) * ss) * ss) * ss : na // long_line(i) => // close[1] - close[1] * (step(i)) // short_line(i) => // close[1] + close[1] * (step(i)) sc_so_line(i) => if strategy.position_size > 0 close[1] - close[1] * (step(i)) if strategy.position_size < 0 close[1] + close[1] * (step(i)) man_so_line(dca) => if strategy.position_size > 0 1 - dca if strategy.position_size < 0 1 + dca // Safety Order global variables var float bo_size = 0.0 var float SO0 = 0.0 var float SO1 = 0.0 var float SO2 = 0.0 var float SO3 = 0.0 var float SO4 = 0.0 var float SO5 = 0.0 var float SO6 = 0.0 var float SO7 = 0.0 var float SO8 = 0.0 var float SO9 = 0.0 var float SO10 = 0.0 var float SO11 = 0.0 var float SO12 = 0.0 var float SO13 = 0.0 var float SO14 = 0.0 var float SO15 = 0.0 var float so_size1 = 0.0 var float so_size2 = 0.0 var float so_size3 = 0.0 var float so_size4 = 0.0 var float so_size5 = 0.0 var float so_size6 = 0.0 var float so_size7 = 0.0 var float so_size8 = 0.0 var float so_size9 = 0.0 var float so_size10 = 0.0 var float so_size11 = 0.0 var float so_size12 = 0.0 var float so_size13 = 0.0 var float so_size14 = 0.0 var float so_size15 = 0.0 // Take Profit & Stop Loss //Percentage based tp_perc_long1 = strategy.position_avg_price * (1 + Target_profit_long1) tp_perc_long2 = strategy.position_avg_price * (1 + Target_profit_long2) sl_perc_long = strategy.opentrades.entry_price(0) * (1 - stop_loss_long) tp_perc_short1 = strategy.position_avg_price * (1 - Target_profit_short1) tp_perc_short2 = strategy.position_avg_price * (1 - Target_profit_short2) sl_perc_short = strategy.opentrades.entry_price(0) * (1 + stop_loss_short) // ATR based atr = ta.atr(atr_length) stopLong = close - (atr * stop_loss_atr_long) stopShort = close + (atr * stop_loss_atr_short) longTP1 = close + (atr * Target_profit_atr_long) longTP2 = close + (atr * Target_profit_atr_long2) shortTP1 = close - (atr * target_profit_atr_short) shortTP2 = close - (atr * target_profit_atr_short2) // TPSL Input Options TP_line1 = 0.0 TP_line2 = 0.0 SL_line = 0.0 if tpsl_method == '%' if Base_order_Condition_Long TP_line1 := tp_perc_long1 TP_line2 := tp_perc_long2 SL_line := sl_perc_long if Base_order_Condition_Short TP_line1 := tp_perc_short1 TP_line2 := tp_perc_short2 SL_line := sl_perc_short if tpsl_method == 'ATR' if Base_order_Condition_Long TP_line1 := longTP1 TP_line2 := longTP2 SL_line := stopLong if Base_order_Condition_Short TP_line1 := shortTP1 TP_line2 := shortTP2 SL_line := stopShort // Base Order Size Base_order_size = 0.0 entrySize = 0.0 entrySizeType = '' // Margin % & $ if orderSizeType == 'Margin (%)' Base_order_size := math.abs(((strategy.initial_capital + strategy.netprofit)/close) * buyInputPerc) * leverage entrySize := buyInputPerc * leverage entrySizeType := '"PERCENT"' if orderSizeType == 'Margin ($)' Base_order_size := (buyInputDol / close) * leverage entrySize := buyInputDol * leverage entrySizeType := '"DOLLAR"' // Risk (%) if orderSizeType == 'Risk (%)' if Base_order_Condition_Long Base_order_size := ((strategy.initial_capital + strategy.netprofit) / 100 * percentRiskOrderSize) / (((close-(close - stop_loss_atr_long*atr)) / close) * syminfo.pointvalue * close) entrySize := math.abs((percentRiskOrderSize / 100) / ((stopLong - close) / close)) entrySizeType := '"PERCENT"' if Base_order_Condition_Short Base_order_size := ((strategy.initial_capital + strategy.netprofit) / 100 * percentRiskOrderSize) / (((close-(close - stop_loss_atr_short*atr)) / close) * syminfo.pointvalue * close) entrySize := math.abs((percentRiskOrderSize / 100) / ((stopShort - close) / close)) entrySizeType := '"PERCENT"' Base_order_long = Base_order_size[ta.barssince(Base_order_Condition_Long)] Base_order_short = Base_order_size[ta.barssince(Base_order_Condition_Short)] if strategy.position_size > 0 Base_order_size := Base_order_long if strategy.position_size < 0 Base_order_size := Base_order_short // Risk ($) if orderSizeType == 'Risk ($)' if Base_order_Condition_Long Base_order_size := dollarRiskOrderSize / (((close-(close - stop_loss_atr_long*atr)) / close) * syminfo.pointvalue * close) entrySize := dollarRiskOrderSize / ((close-(close - stop_loss_atr_long*atr)) / close) entrySizeType := '"DOLLAR"' if Base_order_Condition_Short Base_order_size := dollarRiskOrderSize / (((close-(close - stop_loss_atr_short*atr)) / close) * syminfo.pointvalue * close) entrySize := dollarRiskOrderSize / ((close-(close - stop_loss_atr_short*atr)) / close) entrySizeType := '"DOLLAR"' Base_order_long = Base_order_size[ta.barssince(Base_order_Condition_Long)] Base_order_short = Base_order_size[ta.barssince(Base_order_Condition_Short)] if strategy.position_size > 0 Base_order_size := Base_order_long if strategy.position_size < 0 Base_order_size := Base_order_short // Contracts if orderSizeType == 'Contracts' Base_order_size := contractOrderSize entrySize := contractOrderSize * close entrySizeType := '"DOLLAR"' // Liq base order Base_order_size_liq = math.abs(((strategy.initial_capital + strategy.netprofit)/close) * (buyInputPerc+0.014)) // Safety Order Logic var bool status = na if input_option == "Scaling" // Scaling SO Distance if Base_order_Condition_Long status := status_long if Base_order_Condition_Short status := status_short SO0 := ta.valuewhen(status, sc_so_line(0), 0) SO1 := ta.valuewhen(status, sc_so_line(1), 0) SO2 := ta.valuewhen(status, sc_so_line(2), 0) SO3 := ta.valuewhen(status, sc_so_line(3), 0) SO4 := ta.valuewhen(status, sc_so_line(4), 0) SO5 := ta.valuewhen(status, sc_so_line(5), 0) SO6 := ta.valuewhen(status, sc_so_line(6), 0) SO7 := ta.valuewhen(status, sc_so_line(7), 0) SO8 := ta.valuewhen(status, sc_so_line(8), 0) SO9 := ta.valuewhen(status, sc_so_line(9), 0) SO10 := ta.valuewhen(status, sc_so_line(10), 0) SO11 := ta.valuewhen(status, sc_so_line(11), 0) SO12 := ta.valuewhen(status, sc_so_line(12), 0) SO13 := ta.valuewhen(status, sc_so_line(13), 0) SO14 := ta.valuewhen(status, sc_so_line(14), 0) SO15 := ta.valuewhen(status, sc_so_line(15), 0) // Scaling Order size bo_size := Base_order_size so_size1 := Base_order_size * math.pow(Safety_order_volume_scale, 1) so_size2 := Base_order_size * math.pow(Safety_order_volume_scale, 2) so_size3 := Base_order_size * math.pow(Safety_order_volume_scale, 3) so_size4 := Base_order_size * math.pow(Safety_order_volume_scale, 4) so_size5 := Base_order_size * math.pow(Safety_order_volume_scale, 5) so_size6 := Base_order_size * math.pow(Safety_order_volume_scale, 6) so_size7 := Base_order_size * math.pow(Safety_order_volume_scale, 7) so_size8 := Base_order_size * math.pow(Safety_order_volume_scale, 8) so_size9 := Base_order_size * math.pow(Safety_order_volume_scale, 9) so_size10 := Base_order_size * math.pow(Safety_order_volume_scale, 10) so_size11 := Base_order_size * math.pow(Safety_order_volume_scale, 11) so_size12 := Base_order_size * math.pow(Safety_order_volume_scale, 12) so_size13 := Base_order_size * math.pow(Safety_order_volume_scale, 13) so_size14 := Base_order_size * math.pow(Safety_order_volume_scale, 14) so_size15 := Base_order_size * math.pow(Safety_order_volume_scale, 15) if input_option == "Manual" // Manual SO Distance SO0 := strategy.opentrades.entry_price(0) * man_so_line(0) SO1 := strategy.opentrades.entry_price(0) * man_so_line(DCA1perc) SO2 := strategy.opentrades.entry_price(0) * man_so_line(DCA2perc) SO3 := strategy.opentrades.entry_price(0) * man_so_line(DCA3perc) SO4 := strategy.opentrades.entry_price(0) * man_so_line(DCA4perc) SO5 := strategy.opentrades.entry_price(0) * man_so_line(DCA5perc) SO6 := strategy.opentrades.entry_price(0) * man_so_line(DCA6perc) SO7 := strategy.opentrades.entry_price(0) * man_so_line(DCA7perc) SO8 := strategy.opentrades.entry_price(0) * man_so_line(DCA8perc) SO9 := strategy.opentrades.entry_price(0) * man_so_line(DCA9perc) SO10 := strategy.opentrades.entry_price(0) * man_so_line(DCA10perc) SO11 := strategy.opentrades.entry_price(0) * man_so_line(DCA11perc) SO12 := strategy.opentrades.entry_price(0) * man_so_line(DCA12perc) SO13 := strategy.opentrades.entry_price(0) * man_so_line(DCA13perc) SO14 := strategy.opentrades.entry_price(0) * man_so_line(DCA14perc) SO15 := strategy.opentrades.entry_price(0) * man_so_line(DCA15perc) // Manual Order size bo_size := Base_order_size so_size1 := math.abs(((strategy.initial_capital + strategy.netprofit)/close) * so_size_perc1) so_size2 := math.abs(((strategy.initial_capital + strategy.netprofit)/close) * so_size_perc2) so_size3 := math.abs(((strategy.initial_capital + strategy.netprofit)/close) * so_size_perc3) so_size4 := math.abs(((strategy.initial_capital + strategy.netprofit)/close) * so_size_perc4) so_size5 := math.abs(((strategy.initial_capital + strategy.netprofit)/close) * so_size_perc5) so_size6 := math.abs(((strategy.initial_capital + strategy.netprofit)/close) * so_size_perc6) so_size7 := math.abs(((strategy.initial_capital + strategy.netprofit)/close) * so_size_perc7) so_size8 := math.abs(((strategy.initial_capital + strategy.netprofit)/close) * so_size_perc8) so_size9 := math.abs(((strategy.initial_capital + strategy.netprofit)/close) * so_size_perc9) so_size10 := math.abs(((strategy.initial_capital + strategy.netprofit)/close) * so_size_perc10) so_size11 := math.abs(((strategy.initial_capital + strategy.netprofit)/close) * so_size_perc11) so_size12 := math.abs(((strategy.initial_capital + strategy.netprofit)/close) * so_size_perc12) so_size13 := math.abs(((strategy.initial_capital + strategy.netprofit)/close) * so_size_perc13) so_size14 := math.abs(((strategy.initial_capital + strategy.netprofit)/close) * so_size_perc14) so_size15 := math.abs(((strategy.initial_capital + strategy.netprofit)/close) * so_size_perc15) // Safety Order Functions Safe_order_line(i) => i == 0 ? SO0 : i == 1 ? SO1 : i == 2 ? SO2 : i == 3 ? SO3 : i == 4 ? SO4 : i == 5 ? SO5 : i == 6 ? SO6 : i == 7 ? SO7 : i == 8 ? SO8 : i == 9 ? SO9 : i == 10 ? SO10 : i == 11 ? SO11 : i == 12 ? SO12 : i == 13 ? SO13 : i == 14 ? SO14 : i == 15 ? SO15 : na safety_order_size(i) => i == 1 ? so_size1 : i == 2 ? so_size2 : i == 3 ? so_size3 : i == 4 ? so_size4 : i == 5 ? so_size5 : i == 6 ? so_size6 : i == 7 ? so_size7 : i == 8 ? so_size8 : i == 9 ? so_size9 : i == 10 ? so_size10 : i == 11 ? so_size11 : i == 12 ? so_size12 : i == 13 ? so_size13 : i == 14 ? so_size14 : i == 15 ? so_size15 : na plot(safety_order_size(1)*100) // Liquidation Levels Isolated/Cross // ISOLATED Leverage //long liqIsoL = (strategy.position_avg_price * (1 - (1/leverage) + 0.005)) if liqIsoL <= 0 liqIsoL := 0.5 //short liqIsoS = (strategy.position_avg_price * (1 + (1/leverage) - 0.005)) // CROSS Leverage sum_safety_order_size(i) => sum_so = 0.0 if i >= 1 for x = 1 to i by 1 temp = sum_so sum_so := temp + safety_order_size(x) sum_so initial_margin = (Base_order_size + sum_safety_order_size(strategy.opentrades - 1)) * strategy.position_avg_price * 0.01 maintenance_margin = (Base_order_size + sum_safety_order_size(strategy.opentrades - 1)) * strategy.position_avg_price * 0.005 available_balance = strategy.equity - (((Base_order_size_liq * close)/leverage)) - ((sum_safety_order_size(strategy.opentrades - 1)*close)/leverage) total_sustainable_loss = available_balance + initial_margin - maintenance_margin //long liqCrossLong = strategy.position_avg_price - (total_sustainable_loss/Base_order_size) if liqCrossLong <= 0 liqCrossLong := 0.5 //short liqCrossShort = strategy.position_avg_price + (total_sustainable_loss/Base_order_size) // Strategy entry/exit logics // Long Strategy Logics // Base order Long if Base_order_Condition_Long strategy.entry('Base Order Long', strategy.long, qty=Base_order_size, comment='BO' + ' - ' + str.tostring(bo_size * close) + str.tostring(currency)) // Safety Orders Long if strategy.position_size > 0 and Max_safety_trades_count >= 1 and useDCA for i = 1 to Max_safety_trades_count by 1 i_s = str.tostring(i) strategy.entry('Safety Order Long' + i_s, strategy.long, qty=safety_order_size(i), limit=Safe_order_line(i), when=(strategy.opentrades <= i) and strategy.position_size > 0 and not(strategy.position_size == 0), comment='SO' + i_s + ' - ' + str.tostring(safety_order_size(i) * close) + str.tostring(currency)) // Exit Long for i = 1 to Max_safety_trades_count by 1 i_s = str.tostring(i) strategy.cancel('Safety Order Long' + i_s, when=status_none) strategy.exit('TP/SL','Base Order Long', limit=TP_line1, stop=SL_line, comment = Safe_order_line(100) > close ? 'SL' + i_s + ' - ' + str.tostring(Base_order_size) + str.tostring(currency) : 'TP' + i_s + ' - ' + str.tostring(Base_order_size*close) + str.tostring(currency)) strategy.exit('TP/SL','Safety Order Long' + i_s, limit=TP_line1, stop=SL_line, comment = Safe_order_line(100) > close ? 'SL' + i_s + ' - ' + str.tostring(safety_order_size(i)*close) + str.tostring(currency) : 'TP' + i_s + ' - ' + str.tostring(safety_order_size(i)*close) + str.tostring(currency)) // Short Strategy Logics // Base order Short if Base_order_Condition_Short strategy.entry('Base Order Short', strategy.short, qty=Base_order_size, comment='BO' + ' - ' + str.tostring(bo_size * close) + str.tostring(currency)) // Safety Orders Short if strategy.position_size < 0 and Max_safety_trades_count >= 1 and useDCA for i = 1 to Max_safety_trades_count by 1 i_s = str.tostring(i) strategy.entry('Safety Order Short' + i_s, strategy.short, qty=safety_order_size(i), limit=Safe_order_line(i), when=(strategy.opentrades <= i) and strategy.position_size < 0 and not(strategy.position_size == 0), comment='SO' + i_s + ' - ' + str.tostring(safety_order_size(i) * close) + str.tostring(currency)) // Exit Long for i = 1 to Max_safety_trades_count by 1 i_s = str.tostring(i) strategy.cancel('Safety Order Short' + i_s, when=status_none) strategy.exit('TP/SL','Base Order Short', limit=TP_line1, stop=SL_line, comment = Safe_order_line(100) < close ? 'SL' + i_s + ' - ' + str.tostring(Base_order_size) + str.tostring(currency) : 'TP' + i_s + ' - ' + str.tostring(Base_order_size*close) + str.tostring(currency)) strategy.exit('TP/SL','Safety Order Short' + i_s, limit=TP_line1, stop=SL_line, comment = Safe_order_line(100) < close ? 'SL' + i_s + ' - ' + str.tostring(safety_order_size(i)*close) + str.tostring(currency) : 'TP' + i_s + ' - ' + str.tostring(safety_order_size(i)*close) + str.tostring(currency)) // Plots plot(ema1, color=color.yellow) plot(ema2, color=color.orange) plotshape(Base_order_Condition_Long, title='Long Entry', location=location.belowbar, style=shape.labelup, color=color.teal, text='Long', textcolor=color.new(color.white, 0)) plotshape(Base_order_Condition_Short, title='Short Entry', location=location.abovebar, style=shape.labeldown, color=color.red, text='Short', textcolor=color.new(color.white, 0)) var color soCol = na var color tpCol = na var color slCol = na var color tpBgTop = na var color tpBgBot = na var color slBgTop = na var color slBgBot = na // // Color Scheme // if colorScheme == 'CryptoGraph' // soCol := #d86dff // tpCol := #26c6da // slCol := #ec407a // tpBgTop := color.rgb(0, 188, 212, 65) // tpBgBot := color.rgb(0, 188, 212, 92) // slBgTop := color.rgb(177, 41, 255, 94) // slBgBot := color.rgb(177, 41, 255, 70) // if colorScheme == 'Traditional' // soCol := #ff5252 // tpCol := #00e676 // slCol := #ff5252 // tpBgTop := color.rgb(0, 255, 0, 65) // tpBgBot := color.rgb(0, 255, 0, 98) // slBgTop := color.rgb(255, 0, 0, 88) // slBgBot := color.rgb(255, 0, 0, 66) // Liquidation Line var float liqLineType = na if leverageType == 'Isolated' if strategy.position_size > 0 liqLineType := liqIsoL if strategy.position_size < 0 liqLineType := liqIsoS if leverageType == 'Cross' if strategy.position_size > 0 liqLineType := liqCrossLong if strategy.position_size < 0 liqLineType := liqCrossShort account_balance = plot(strategy.equity) // Plots entryLevel = plot(strategy.position_avg_price, title="Entry level", color=color.white, linewidth=1, style=plot.style_linebr) tpLineLong1 = plot(strategy.position_size > 0 ? TP_line1 : na, 'Take Profit Long 1', color=tpCol, linewidth=2, style=plot.style_linebr) tpLineLong2 = plot(strategy.position_size > 0 ? TP_line2 : na, 'Take Profit Long 2', color=tpCol, linewidth=2, style=plot.style_linebr) slLineLong = plot(strategy.position_size > 0 ? SL_line : na, 'Stop Loss Long', color=slCol, linewidth=2, style=plot.style_linebr) tpLineShort1 = plot(strategy.position_size < 0 ? TP_line1 : na, 'Take Profit Long 1', color=tpCol, linewidth=2, style=plot.style_linebr) tpLineShort2 = plot(strategy.position_size < 0 ? TP_line2 : na, 'Take Profit Long 2', color=tpCol, linewidth=2, style=plot.style_linebr) slLineShort = plot(strategy.position_size < 0 ? SL_line : na, 'Stop Loss Short', color=slCol, linewidth=2, style=plot.style_linebr) liqLine = plot(liqLineType, title="Liquidation Price", color=liqLineCol, linewidth=2, style=plot.style_linebr) // Safety Orders so1Line = plot(Max_safety_trades_count >= 1 and (strategy.opentrades == 1) and useDCA ? Safe_order_line(1) : na, 'Safety order1', color=#d86dff, style=plot.style_linebr) so2Line = plot(Max_safety_trades_count >= 2 and (strategy.opentrades == 2) and useDCA ? Safe_order_line(2) : na, 'Safety order2', color=#d86dff, style=plot.style_linebr) so3Line = plot(Max_safety_trades_count >= 3 and (strategy.opentrades == 3) and useDCA ? Safe_order_line(3) : na, 'Safety order3', color=#d86dff, style=plot.style_linebr) so4Line = plot(Max_safety_trades_count >= 4 and (strategy.opentrades == 4) and useDCA ? Safe_order_line(4) : na, 'Safety order4', color=#d86dff, style=plot.style_linebr) so5Line = plot(Max_safety_trades_count >= 5 and (strategy.opentrades == 5) and useDCA ? Safe_order_line(5) : na, 'Safety order5', color=#d86dff, style=plot.style_linebr) so6Line = plot(Max_safety_trades_count >= 6 and (strategy.opentrades == 6) and useDCA ? Safe_order_line(6) : na, 'Safety order6', color=#d86dff, style=plot.style_linebr) so7Line = plot(Max_safety_trades_count >= 7 and (strategy.opentrades == 7) and useDCA ? Safe_order_line(7) : na, 'Safety order7', color=#d86dff, style=plot.style_linebr) so8Line = plot(Max_safety_trades_count >= 8 and (strategy.opentrades == 8) and useDCA ? Safe_order_line(8) : na, 'Safety order8', color=#d86dff, style=plot.style_linebr) so9Line = plot(Max_safety_trades_count >= 9 and (strategy.opentrades == 9) and useDCA ? Safe_order_line(9) : na, 'Safety order9', color=#d86dff, style=plot.style_linebr) so10Line = plot(Max_safety_trades_count >= 10 and (strategy.opentrades == 10) and useDCA ? Safe_order_line(10) : na, 'Safety order10', color=#d86dff, style=plot.style_linebr) so11Line = plot(Max_safety_trades_count >= 11 and (strategy.opentrades == 11) and useDCA ? Safe_order_line(11) : na, 'Safety order11', color=#d86dff, style=plot.style_linebr) so12Line = plot(Max_safety_trades_count >= 12 and (strategy.opentrades == 12) and useDCA ? Safe_order_line(12) : na, 'Safety order12', color=#d86dff, style=plot.style_linebr) so13Line = plot(Max_safety_trades_count >= 13 and (strategy.opentrades == 13) and useDCA ? Safe_order_line(13) : na, 'Safety order13', color=#d86dff, style=plot.style_linebr) so14Line = plot(Max_safety_trades_count >= 14 and (strategy.opentrades == 14) and useDCA ? Safe_order_line(14) : na, 'Safety order14', color=#d86dff, style=plot.style_linebr) so15Line = plot(Max_safety_trades_count >= 15 and (strategy.opentrades == 15) and useDCA ? Safe_order_line(15) : na, 'Safety order15', color=#d86dff, style=plot.style_linebr) // so1LineS = plot(strategy.position_size < 0 and Max_safety_trades_count >= 1 and (strategy.opentrades <= 1) and useDCA ? Safe_order_line(1) : na, 'Safety order1', color=#d86dff, style=plot.style_linebr) // so2LineS = plot(strategy.position_size < 0 and Max_safety_trades_count >= 2 and (strategy.opentrades <= 2) and useDCA ? Safe_order_line(2) : na, 'Safety order2', color=#d86dff, style=plot.style_linebr) // so3LineS = plot(strategy.position_size < 0 and Max_safety_trades_count >= 3 and (strategy.opentrades <= 3) and useDCA ? Safe_order_line(3) : na, 'Safety order3', color=#d86dff, style=plot.style_linebr) // so4LineS = plot(strategy.position_size < 0 and Max_safety_trades_count >= 4 and (strategy.opentrades <= 4) and useDCA ? Safe_order_line(4) : na, 'Safety order4', color=#d86dff, style=plot.style_linebr) // so5LineS = plot(strategy.position_size < 0 and Max_safety_trades_count >= 5 and (strategy.opentrades <= 5) and useDCA ? Safe_order_line(5) : na, 'Safety order5', color=#d86dff, style=plot.style_linebr) // so6LineS = plot(strategy.position_size < 0 and Max_safety_trades_count >= 6 and (strategy.opentrades <= 6) and useDCA ? Safe_order_line(6) : na, 'Safety order6', color=#d86dff, style=plot.style_linebr) // so7LineS = plot(strategy.position_size < 0 and Max_safety_trades_count >= 7 and (strategy.opentrades <= 7) and useDCA ? Safe_order_line(7) : na, 'Safety order7', color=#d86dff, style=plot.style_linebr) // so8LineS = plot(strategy.position_size < 0 and Max_safety_trades_count >= 8 and (strategy.opentrades <= 8) and useDCA ? Safe_order_line(8) : na, 'Safety order8', color=#d86dff, style=plot.style_linebr) // so9LineS = plot(strategy.position_size < 0 and Max_safety_trades_count >= 9 and (strategy.opentrades <= 9) and useDCA ? Safe_order_line(9) : na, 'Safety order9', color=#d86dff, style=plot.style_linebr) // so10LineS = plot(strategy.position_size < 0 and Max_safety_trades_count >= 10 and (strategy.opentrades <= 10) and useDCA ? Safe_order_line(10) : na, 'Safety order10', color=#d86dff, style=plot.style_linebr) // so11LineS = plot(strategy.position_size < 0 and Max_safety_trades_count >= 11 and (strategy.opentrades <= 11) and useDCA ? Safe_order_line(11) : na, 'Safety order11', color=#d86dff, style=plot.style_linebr) // so12LineS = plot(strategy.position_size < 0 and Max_safety_trades_count >= 12 and (strategy.opentrades <= 12) and useDCA ? Safe_order_line(12) : na, 'Safety order12', color=#d86dff, style=plot.style_linebr) // so13LineS = plot(strategy.position_size < 0 and Max_safety_trades_count >= 13 and (strategy.opentrades <= 13) and useDCA ? Safe_order_line(13) : na, 'Safety order13', color=#d86dff, style=plot.style_linebr) // so14LineS = plot(strategy.position_size < 0 and Max_safety_trades_count >= 14 and (strategy.opentrades <= 14) and useDCA ? Safe_order_line(14) : na, 'Safety order14', color=#d86dff, style=plot.style_linebr) // so15LineS = plot(strategy.position_size < 0 and Max_safety_trades_count >= 15 and (strategy.opentrades <= 15) and useDCA ? Safe_order_line(15) : na, 'Safety order15', color=#d86dff, style=plot.style_linebr) // line.new( ) //Background fill(tpLineLong2, entryLevel, title="Background Long", top_value=TP_line2, bottom_value=strategy.position_avg_price,top_color=color.rgb(0, 188, 212, 65), bottom_color=color.rgb(0, 188, 212, 92)) fill(slLineLong, entryLevel, title="Background Long", top_value=strategy.position_avg_price, bottom_value=SL_line, top_color=color.rgb(177, 41, 255, 94), bottom_color=color.rgb(177, 41, 255, 70)) fill(tpLineShort2, entryLevel, title="Background Short", top_value=strategy.position_avg_price, bottom_value=TP_line2,top_color=color.rgb(0, 188, 212, 92), bottom_color=color.rgb(0, 188, 212, 65)) fill(slLineShort, entryLevel, title="Background Short", top_value=SL_line, bottom_value=strategy.position_avg_price, top_color=color.rgb(177, 41, 255, 70), bottom_color=color.rgb(177, 41, 255, 94)) // bot_usage(i) => // i == 1 ? Base_order_size + safety_order_size(1) : // i == 2 ? Base_order_size + safety_order_size(1) + safety_order_size(2) : // i == 3 ? Base_order_size + safety_order_size(1) + safety_order_size(2) + safety_order_size(3) : // i == 4 ? Base_order_size + safety_order_size(1) + safety_order_size(2) + safety_order_size(3) + safety_order_size(4) : // i == 5 ? Base_order_size + safety_order_size(1) + safety_order_size(2) + safety_order_size(3) + safety_order_size(4) + safety_order_size(5) : // i == 6 ? Base_order_size + safety_order_size(1) + safety_order_size(2) + safety_order_size(3) + safety_order_size(4) + safety_order_size(5) + safety_order_size(6) : // i == 7 ? Base_order_size + safety_order_size(1) + safety_order_size(2) + safety_order_size(3) + safety_order_size(4) + safety_order_size(5) + safety_order_size(6) + safety_order_size(7) : // i == 8 ? Base_order_size + safety_order_size(1) + safety_order_size(2) + safety_order_size(3) + safety_order_size(4) + safety_order_size(5) + safety_order_size(6) + safety_order_size(7) + safety_order_size(8) : // i == 9 ? Base_order_size + safety_order_size(1) + safety_order_size(2) + safety_order_size(3) + safety_order_size(4) + safety_order_size(5) + safety_order_size(6) + safety_order_size(7) + safety_order_size(8) + safety_order_size(9) : // i == 10 ? Base_order_size + safety_order_size(1) + safety_order_size(2) + safety_order_size(3) + safety_order_size(4) + safety_order_size(5) + safety_order_size(6) + safety_order_size(7) + safety_order_size(8) + safety_order_size(9) + safety_order_size(10) : na // equity = strategy.equity // bot_use = bot_usage(Max_safety_trades_count) // bot_dev = float(step(Max_safety_trades_count)) * 100 // bot_ava = (bot_use / equity) * 100 // string label = // 'Balance : ' + str.tostring(math.round(equity, 0), '###,###,###,###') + ' USDT' + '\n' + // 'Max amount for bot usage : ' + str.tostring(math.round(bot_use, 0), '###,###,###,###') + ' USDT' + '\n' + // 'Max safety order price deviation : ' + str.tostring(math.round(bot_dev, 0), '##.##') + ' %' + '\n' + // '% of available balance : ' + str.tostring(math.round(bot_ava, 0), '###,###,###,###') + ' %' // + (bot_ava > 100 ? '\n \n' + '⚠ Warning! Bot will use amount greater than you have on exchange' : na) // if status_long // day_label = // label.new( // x=time[1], // y=high * 1.03, // text=label, // xloc=xloc.bar_time, // yloc=yloc.price, // color=bot_ava > 100 ? color.new(color.yellow, 0) : color.new(color.black, 50), // style=label.style_label_lower_right, // textcolor=bot_ava > 100 ? color.new(color.red, 0) : color.new(color.silver, 0), // size=size.normal, // textalign=text.align_left)
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