Bot Get-Back-Market 1.6 LEO/PERP FTX 45M LONG E SHORT

                                           // Bot Get-Back-Market 1.6 LEO/PERP FTX 45M LONG E SHORT //


////////////////////////////////////////////      CREATO 1 TRADING SYSTEM CON TRE VERSIONI. ////////////////////////////////////////////
//////////////////////////////////   2° VERSIONE 1.6 MARKET: CON MYEXITCOUNTBAR / TAKE PROFIT / INGRESO MARKET   //////////////////////////////////

// Il trading system completo - Get-Back-Market 1.6 Ver-5 (Strategia Reversal/Swing)
// (Exchange= FTX) (Sottostante LEO-PERP) (Timeframe= 45M) (Direzione= LONG E SHORT) (Swing Posizione= SI) (Esclusione Ore=NO) (Esclusione Giorni=NO') (Esclusione Mesi=NO)
// (Take Profit Long/Short Market = NO) (Take Profit Limit Long/Short= 9%) (Stop Loss Limit Long/Short= -12% Tradingview-Hub)
// (Stop Loss Market Long/Short= NO) (Trailing Stop=NO) (Stop Emergenza= NO) (Uscita Numero Candele Market Long/Short= SI)
// (Ingressi Market = SI)
// (Rischio Operazione 15% Drawdown Massimo)
// (In Sample Dal=19/02/21 Al 12/04/22) (Out Of Sample Dal=12/04/22 Al 25/08/22)
// (Progettatta Il=25/08/22)

// Nota su tradestation caricare sessione 23:00 23:00 tutti e 7 i giorni, solo che mi da un problema e non mi fa caricare l'ultima sessione.
// Per questo motivo invece di usare: highd0 = HighSession(0,0); stò usando: (HighD(0)); Sostituendo le sessioni con i giorni temporali.
// Per FTX Su Tradestation: Exchange Time, Regular Session, 7x7 23:00 23:00, Session Hour.




Input: InitialCapital(100000);
Input: percent_risk(25);
input: Lenght(20), NumDevs(2); // Lenght(20), NumDevs(2) = "Per Bande Di Bollinger"
input: input_stop_loss(12),  input_target(0);      // !!! QUESTI NON SONO USATI MA GLI INPUT USATI SI TROVANO IN BASSO !!!
Input: MyStartTimeL(0), MyEndTimeL(23); // Duration(48) = Ingresso consentito tot barre dopo MyStartTime "durata numero di barre"
Input: MyStartTimeS(0), MyEndTimeS(0);
Input: MyPtnLY(12), MyPtnSY(4), MyPtnLN(27), MyPtnSN(6);
Input: MyExitCountBarL(76), MyExitCountBarS(53); // Aggiunto


Variable:
UpperBand(0), LowerBand(0), stop_loss(0), take_profit(0), risk(0), nr_share(0), mycount(0);

UpperBand = BollingerBand(Close, Lenght, NumDevs);
LowerBand = BollingerBand(Close, Lenght, -NumDevs);


 //Money menagment
risk = percent_risk/100;
nr_share = floor((InitialCapital + NetProfit) * risk) / close;
stop_loss=((((InitialCapital + NetProfit) * risk)/100) * input_stop_loss);
take_profit=((((InitialCapital + NetProfit) * risk)/100) * input_target);

// Test Motore Strategia Grezza Long E Short Insieme
{If Close Cross Under UpperBand then Sellshort("Short") nr_share contracts Next Bar At Market;
If Close Cross Over LowerBand  then Buy("Long") nr_share contracts Next Bar At Market;}





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// Test Motore Strategia Grezza Long E Short Separati
If Time = 0 then mycount = 0 else mycount = mycount + 1;

{If testphase = 1 then begin  // Solo Long
    if mycounter = mycount then buy next bar at market;
    if marketposition = 1 then sell next bar at market;
end;

If testphase = 2 then begin // Solo Short
    if mycounter = mycount then sellshort next bar at market;
    if marketposition = -1 then buytocover next bar at market;
end;}
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// Ingressi separati con fasce orarie long e short separate che si incrociano "Entra solo long in fascia oraria A Entra solo short in fascia oraria B".
{if mycount >= MyStartTimeL and mycount <= MyEndTimeL then Begin
    if Close Cross Over LowerBand  then Buy("Long") nr_share contracts Next Bar At Market;
end;

if mycount >= MyStartTimeS and mycount <= MyEndTimeS then begin
    if Close Cross Under UpperBand then Sellshort("Short") nr_share contracts Next Bar At Market;
end;

Setstopcontract;
if input_stop_loss > 0 then begin;
    Setstopposition;
    SetStopLoss(stop_loss);
end;}

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// Ingressi uniti con fasce orarie long e short insieme che si incrociano con prova exit in canlde counter in aggiunta a stop speculari e reversal position
// e ptn fissati
Var:
MyEntryCountBar(0); // Aggiunto
If Barssinceentry = 0 then MyEntryCountBar = 1 else  MyEntryCountBar = MyEntryCountBar + 1; // Aggiunto

//Stop uniti
if mycount >= MyStartTimeL and mycount <= MyEndTimeL then Begin;
    if Close Cross Over LowerBand and PtnBaseSA(MyPtnLY) = True and (PtnBaseSA(MyPtnLN) = False) then Buy("Long") nr_share contracts Next Bar At Market;
    if Close Cross Under UpperBand and PtnBaseSA(MyPtnSY) = True and (PtnBaseSA(MyPtnSN) = False) then Sellshort("Short") nr_share contracts Next Bar At Market;
    if Marketposition >0 and MyExitCountBarL >0 and  MyEntryCountBar > MyExitCountBarL then Sell("Exit Bar Long") from entry("Long") Next Bar at Market; // Aggiunto
    if Marketposition <0 and MyExitCountBarS >0 and  MyEntryCountBar > MyExitCountBarS then Buytocover("Exit Bar Short") from entry("Short") Next Bar At Market; // Aggiunto
end;


//Stop Uniti Buono Originale PER AVERE LO STOP LOSS PRECISO BISOGNA METTERE A 25 IL RISK ALTRIMENTI NON FUNZIONA QUANDO SI OTTIMIZZA METTERLO A 25%

                                            // Stop loss speculare long e short insieme
{Setstopcontract;
if input_stop_loss > 0 then begin;
    Setstopposition;
SetStopLoss(stop_loss);
if input_target > 0 then begin;
    Setstopposition;
    Setprofittarget(take_profit);
end;
end;}


{Setstopcontract; NON BUONO
if input_target > 0 then begin;
    Setstopposition;
    Setprofittarget(take_profit);
end;}


                                            // Stop loss separati long e short FUNZIONA
input: input_stop_loss_long(12),  input_target_long(9);
input: input_stop_loss_short(12),  input_target_short(9);

var:stop_loss_long(0), stop_loss_short(0), take_profit_long(0), take_profit_short(0);


stop_loss_long=((((InitialCapital + NetProfit) * risk)/100) * input_stop_loss_long);
take_profit_long=((((InitialCapital + NetProfit) * risk)/100) * input_target_long);
stop_loss_short=((((InitialCapital + NetProfit) * risk)/100) * input_stop_loss_short);
take_profit_short=((((InitialCapital + NetProfit) * risk)/100) * input_target_short);


Setstopcontract;
if input_stop_loss_long > 0 and marketposition = 1 then begin;
    Setstopposition;
    SetStopLoss(stop_loss_long);
if input_target_long > 0 and marketposition = 1 then begin;
    Setstopposition;
    Setprofittarget(take_profit_long);
end;
end;


if input_stop_loss_short > 0 and marketposition = -1 then begin;
    Setstopposition;
    SetStopLoss(stop_loss_short);
if input_target_short > 0 and marketposition = -1 then begin;
    Setstopposition;
    Setprofittarget(take_profit_short);
end;
end;



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// Ingressi separati con fasce orarie long e short separate che si incrociano ma con l'aggiunta dei pattern. Vedi altri input sotto

{Input: MyStartTimeS(1), MyEndTimeS(10);
Input: MyPtnLY(41), MyPtnSY(20), MyPtnLN(36), MyPtnSN(42);
input: input_stop_loss(8);

if mycount >= MyStartTimeL and mycount <= MyEndTimeL then Begin
    if Close Cross Over LowerBand and PtnBaseSA(MyPtnLY) = True and (PtnBaseSA(MyPtnLN) = False) then Buy("Long") nr_share contracts Next Bar At Market;
end;

if mycount >= MyStartTimeS and mycount <= MyEndTimeS then begin
    if Close Cross Under UpperBand and PtnBaseSA(MyPtnLY) = True and (PtnBaseSA(MyPtnLN) = False) then Sellshort("Short") nr_share contracts Next Bar At Market;
end;

Setstopcontract;
if input_stop_loss > 0 then begin;
    Setstopposition;
    SetStopLoss(stop_loss);
end;}

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