API tools faq
paste
Maurizio-Ciullo

Bot Swing-Trend-Trailing ETH/PERP FTX 4H LONG E SHORT

Maurizio-Ciullo
May 7th, 2022 (edited)
191
0
Never
Add comment
Not a member of Pastebin yet? Sign Up, it unlocks many cool features!
JavaScript 24.22 KB | None | 0 0
raw download clone embed print report
  1. // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
  2. // © Maurizio-Ciullo
  3.  
  4. //Il trading system completo - Swing-Trend-Trailing (Strategia Trend Following Con Swing Di Posizione) - parte 1
  5. // (Exchange= FTX) (Sottostante ETH-PERP) (Timeframe= 4H) (Direzione= LONG E SHORT) (Swing Posizione= SI) (Esclusione Ore=NO) (Esclusione Giorni=NO') (Esclusione Mesi=NO)
  6. // (Take Profit Long/Short Market = Trailing) (Take Profit Limit Long/Short= NO) (Stop Loss Limit Long/Short= -10%) (Stop Loss Market Long/Short= SI) (Trailing Stop=SI) (Stop Emergenza= NO)
  7. // (Rischio Operazione 2% Perdita Media)
  8. // (In Sample Dal=17/08/2017 Al 17/10/2020) (Out Of Sample Dal=18/10/2020 Al 15/03/2021)
  9.  
  10.  
  11. //@version=5
  12. //1. Strategia
  13. strategy(title='Bot Swing-Trend-Trailing ETH/PERP FTX 4H LONG E SHORT', overlay=true,
  14.          max_bars_back=5000, // Serve Per Caricare Più Storico Per Il Trailing Stop
  15.          pyramiding=0,
  16.          initial_capital=150,
  17.          commission_type=strategy.commission.percent,
  18.          commission_value=0.1, slippage=3,
  19.          default_qty_type=strategy.percent_of_equity,
  20.          precision=2,
  21.          default_qty_value=25.2)
  22.  
  23.  
  24. // Input
  25. input_ema = input.int(title='Media Ema', defval=90, minval=0, maxval=500)
  26. input_apertura_minima = input.float(title='perc_apertura_minima', defval=2, group='Filtri Posizione')
  27. input_apertura_massima = input.float(title='perc_apertura_massima', defval=4, group='Filtri Posizione ')
  28. input_chiusura_minima = input.float(title='perc_chiusura_minima', defval=0, group='Filtri Posizione')
  29. input_trailing_stop_trigger = input.float(title='input_trailing_stop_trigger', defval=12, group='trailing ')
  30. input_trailing_stop_close = input.float(title='input_trailing_stop_close', defval=6, group='trailing ')
  31. onlyLong = input.bool(title='Solo long', defval=false, inline='1', group='Direzione')
  32. onlyShort = input.bool(title='Solo short', defval=false, inline='1', group='Direzione')
  33. input_stop_loss_long = input.float(title='stop_loss_long', defval=10, minval=0, maxval=100, step=0.1, group='Stop Loss')
  34. input_stop_loss_short= input.float(title='stop_loss_short', defval=10, minval=0, maxval=100, step=0.1, group='Stop Loss')
  35. input_risk = input.float(title='Risk Per Trade %', defval=25.2, minval=0, maxval=100, step=0.01, group='Risk Per Trade %')
  36.  
  37.  
  38. // Calcolo del range del backtest
  39. startDate = input.int(title="Start Date",
  40.      defval=17, minval=1, maxval=31, group="Periodo")
  41. startMonth = input.int(title="Start Month",
  42.      defval=08, minval=1, maxval=12, group="Periodo")
  43. startYear = input.int(title="Start Year",
  44.      defval=2016, minval=1800, maxval=2100, group="Periodo")
  45.  
  46. endDate = input.int(title="End Date",
  47.      defval=01, minval=1, maxval=31, group="Periodo")
  48. endMonth = input.int(title="End Month",
  49.      defval=01, minval=1, maxval=12, group="Periodo")
  50. endYear = input.int(title="End Year",
  51.      defval=2121, minval=1800, maxval=2150, group="Periodo")
  52.  
  53.  
  54. inDateRange = (time >= timestamp(syminfo.timezone, startYear,
  55.          startMonth, startDate, 0, 0)) and
  56.      (time < timestamp(syminfo.timezone, endYear, endMonth, endDate, 0, 0))
  57.  
  58.  
  59. // Start Hour Range Trading Non Attivo /////////////////////
  60. //hourTrading = input(title='sessione valida di trading', defval='0600-2300:23456')
  61. //hourRangeTrading = time(timeframe.period, hourTrading)
  62.  
  63.  
  64. //Calcolo degli indicatori
  65.  
  66. // Variabili Medie Ema
  67. ema = ta.ema(close, input_ema)
  68. ema1 = ta.ema(close[1], input_ema)
  69.  
  70. plot(ema, color=color.new(color.green, 0), title='Media_Ema', linewidth=2)
  71.  
  72.  
  73. //Calcolo filtri apertura minima
  74. apertura_minima = ema / 100 * input_apertura_minima
  75. apertura_minima1 = ema1 / 100 * input_apertura_minima
  76. apertura_massima = ema / 100 * input_apertura_massima
  77. chiusura_minima = ema / 100 * input_chiusura_minima
  78.  
  79.  
  80. // Filtri Bande Long
  81. filtro_long_basso = ema + apertura_minima
  82. filtro_long_alto = ema + apertura_massima
  83. //filtro_chiusura_minima_long =(ema - chiusura_minima)
  84.  
  85. plot_filtro_long_basso = plot(filtro_long_basso, color=color.new(color.blue, 0), title='filtro_long_basso')
  86. plot_filtro_long_alto = plot(filtro_long_alto, color=color.new(color.blue, 0), title='filtro_long_alto')
  87. fill(plot_filtro_long_basso, plot_filtro_long_alto, title='Spazio di apertura', color=color.new(color.blue, 90))
  88.  
  89.  
  90. // Filtri Bande Short
  91. filtro_short_basso = ema - apertura_minima
  92. filtro_short_alto = ema - apertura_massima
  93. //filtro_chiusura_minima_short =(ema + chiusura_minima)
  94.  
  95. plot_filtro_short_basso = plot(filtro_short_basso, color=color.new(color.red, 0), title='filtro_short_basso')
  96. plot_filtro_short_alto = plot(filtro_short_alto, color=color.new(color.red, 0), title='filtro_short_alto')
  97. fill(plot_filtro_short_basso, plot_filtro_short_alto, title='Spazio di apertura', color=color.new(color.red, 90))
  98.  
  99. //plot_filtro_chiusura_minima_long=plot(filtro_chiusura_minima_long, color=color.blue, title="filtro_chiusura_minima_long")
  100. //plot_filtro_chiusura_minima_short=plot(filtro_chiusura_minima_short, color=color.red, title="filtro_chiusura_minima_short")
  101. //fill(p5,filtro_chiusura_minima_long, title = "Spazio di chiusura long", color = color.blue)
  102. //fill(p6,filtro_chiusura_minima_short, title = "Spazio di chiusura short", color = color.red)
  103.  
  104.  
  105. // Stop Loss Long E Short
  106. stop_loss_long_price = strategy.opentrades.entry_price(0) - (strategy.opentrades.entry_price(0) * input_stop_loss_long) / 100
  107. stop_loss_long = (strategy.opentrades.entry_price(0) - stop_loss_long_price) / syminfo.mintick
  108. // target_long_price = (strategy.opentrades.entry_price(0) + ((strategy.opentrades.entry_price(0) * input_take_profit_long) / 100))
  109. // target_long = (target_long_price - strategy.opentrades.entry_price(0)) / syminfo.mintick
  110. //plot(SLL, title = "stop ticks", color=color.purple)
  111.  
  112. stop_loss_short_price = strategy.opentrades.entry_price(0) + (strategy.opentrades.entry_price(0) * input_stop_loss_short) / 100
  113. stop_loss_short = (stop_loss_short_price - strategy.opentrades.entry_price(0)) / syminfo.mintick
  114. // target_short_price = (strategy.opentrades.entry_price(0) - ((strategy.opentrades.entry_price(0) * input_take_profit_short) / 100))
  115. // target_short =(strategy.opentrades.entry_price(0) - target_short_price) / syminfo.mintick
  116. //plot(SLS, title = "stop ticks", color=color.purple)
  117.  
  118.  
  119. // Trailing Stop Long E Short
  120. trailing_stop_trigger_long = strategy.opentrades.entry_price(0) + (strategy.opentrades.entry_price(0) * input_trailing_stop_trigger)/100
  121. trailing_stop_close_long = strategy.opentrades.entry_price(0) + (strategy.opentrades.entry_price(0) * input_trailing_stop_close)/100
  122. trailing_stop_trigger_short = strategy.opentrades.entry_price(0) - (strategy.opentrades.entry_price(0) * input_trailing_stop_trigger)/100
  123. trailing_stop_close_short = strategy.opentrades.entry_price(0) - (strategy.opentrades.entry_price(0) * input_trailing_stop_close)/100
  124.  
  125.  
  126. // Originale Usato Nel codice
  127. // condExitLong2 =  high >= trailing_stop_trigger_long and close < trailing_stop_close_long and close[1] > trailing_stop_close_long or high[1] >= trailing_stop_trigger_long and close < trailing_stop_close_long and close[1] > trailing_stop_close_long  or  high[2] >= trailing_stop_trigger_long and close < trailing_stop_close_long and close[1] > trailing_stop_close_long or high[3] >= trailing_stop_trigger_long and close < trailing_stop_close_long and close[1] > trailing_stop_close_long or
  128. //                  high[4] >= trailing_stop_trigger_long and close < trailing_stop_close_long and close[1] > trailing_stop_close_long or high[5] >= trailing_stop_trigger_long and close < trailing_stop_close_long and close[1] > trailing_stop_close_long or high[6] >= trailing_stop_trigger_long and close < trailing_stop_close_long and close[1] > trailing_stop_close_long or high[7] >= trailing_stop_trigger_long and close < trailing_stop_close_long and close[1] > trailing_stop_close_long or
  129. //                  high[8] >= trailing_stop_trigger_long and close < trailing_stop_close_long and close[1] > trailing_stop_close_long or high[9] >= trailing_stop_trigger_long and close < trailing_stop_close_long and close[1] > trailing_stop_close_long or high[10] >= trailing_stop_trigger_long and close < trailing_stop_close_long and close[1] > trailing_stop_close_long or high[11] >= trailing_stop_trigger_long and close < trailing_stop_close_long and close[1] > trailing_stop_close_long or
  130. //                  high[12] >= trailing_stop_trigger_long and close < trailing_stop_close_long and close[1] > trailing_stop_close_long or high[13] >= trailing_stop_trigger_long and close < trailing_stop_close_long and close[1] > trailing_stop_close_long or high[14] >= trailing_stop_trigger_long and close < trailing_stop_close_long and close[1] > trailing_stop_close_long or high[15] >= trailing_stop_trigger_long and close < trailing_stop_close_long and close[1] > trailing_stop_close_long or
  131. //                  high[16] >= trailing_stop_trigger_long and close < trailing_stop_close_long and close[1] > trailing_stop_close_long
  132.  
  133. // condExitLong2 =  high >= trailing_stop_trigger_long and ta.crossunder(close, trailing_stop_close_long) and close[1] > trailing_stop_close_long  or high[1] >= trailing_stop_trigger_long and ta.crossunder(close, trailing_stop_close_long ) and close[1] > trailing_stop_close_long or  high[2] >= trailing_stop_trigger_long and  ta.crossunder(close, trailing_stop_close_long ) and close[1] > trailing_stop_close_long or high[3] >= trailing_stop_trigger_long and  ta.crossunder(close, trailing_stop_close_long ) and close[1] > trailing_stop_close_long or
  134. //                  high[4] >= trailing_stop_trigger_long and  ta.crossunder(close, trailing_stop_close_long ) and close[1] > trailing_stop_close_long or high[5] >= trailing_stop_trigger_long and  ta.crossunder(close, trailing_stop_close_long ) and close[1] > trailing_stop_close_long or high[6] >= trailing_stop_trigger_long and  ta.crossunder(close, trailing_stop_close_long ) and close[1] > trailing_stop_close_long or high[7] >= trailing_stop_trigger_long and ta.crossunder(close, trailing_stop_close_long ) and close[1] > trailing_stop_close_long or
  135. //                  high[8] >= trailing_stop_trigger_long and  ta.crossunder(close, trailing_stop_close_long ) and close[1] > trailing_stop_close_long or high[9] >= trailing_stop_trigger_long and  ta.crossunder(close, trailing_stop_close_long ) and close[1] > trailing_stop_close_long or high[10] >= trailing_stop_trigger_long and  ta.crossunder(close, trailing_stop_close_long ) and close[1] > trailing_stop_close_long or high[11] >= trailing_stop_trigger_long and  ta.crossunder(close, trailing_stop_close_long ) and close[1] > trailing_stop_close_long or
  136. //                  high[12] >= trailing_stop_trigger_long and  ta.crossunder(close, trailing_stop_close_long ) and close[1] > trailing_stop_close_long or high[13] >= trailing_stop_trigger_long and  ta.crossunder(close, trailing_stop_close_long ) and close[1] > trailing_stop_close_long or high[14] >= trailing_stop_trigger_long and  ta.crossunder(close, trailing_stop_close_long ) and close[1] > trailing_stop_close_long or high[15] >= trailing_stop_trigger_long and  ta.crossunder(close, trailing_stop_close_long ) and close[1] > trailing_stop_close_long or
  137. //                  high[16] >= trailing_stop_trigger_long and  ta.crossunder(close, trailing_stop_close_long ) and close[1] > trailing_stop_close_long
  138.  
  139.  
  140. // Originale Usato Nel Codice
  141. // condExitShort2 =  low <= trailing_stop_trigger_short and close > trailing_stop_close_short and close[1] < trailing_stop_close_short or low[1] <= trailing_stop_trigger_short and close > trailing_stop_close_short and close[1] < trailing_stop_close_short  or  low[2] <= trailing_stop_trigger_short and close > trailing_stop_close_short and close[1] < trailing_stop_close_short or low[3] <= trailing_stop_trigger_short and close > trailing_stop_close_short and close[1] < trailing_stop_close_short or
  142. //                   low[4] <= trailing_stop_trigger_short and close > trailing_stop_close_short and close[1] < trailing_stop_close_short or low[5] <= trailing_stop_trigger_short and close > trailing_stop_close_short and close[1] < trailing_stop_close_short or low[6] <= trailing_stop_trigger_short and close > trailing_stop_close_short and close[1] < trailing_stop_close_short or low[7] <= trailing_stop_trigger_short and close > trailing_stop_close_short and close[1] < trailing_stop_close_short or
  143. //                   low[8] <= trailing_stop_trigger_short and close > trailing_stop_close_short and close[1] < trailing_stop_close_short or low[9] <= trailing_stop_trigger_short and close > trailing_stop_close_short and close[1] < trailing_stop_close_short or low[10] <= trailing_stop_trigger_short and close > trailing_stop_close_short and close[1] < trailing_stop_close_short or low[11] <= trailing_stop_trigger_short and close > trailing_stop_close_short and close[1] < trailing_stop_close_short or
  144. //                   low[12] <= trailing_stop_trigger_short and close > trailing_stop_close_short and close[1] < trailing_stop_close_short or low[13] <= trailing_stop_trigger_short and close > trailing_stop_close_short and close[1] < trailing_stop_close_short or low[14] <= trailing_stop_trigger_short and close > trailing_stop_close_short and close[1] < trailing_stop_close_short or low[15] <= trailing_stop_trigger_short and close > trailing_stop_close_short and close[1] < trailing_stop_close_short or
  145. //                   low[16] <= trailing_stop_trigger_short and close > trailing_stop_close_short and close[1] < trailing_stop_close_short
  146.  
  147. // condExitShort2 =  low <= trailing_stop_trigger_short and ta.crossover(close, trailing_stop_close_short) and close[1] < trailing_stop_close_short or low[1] <= trailing_stop_trigger_short and ta.crossover(close, trailing_stop_close_short) and close[1] < trailing_stop_close_short  or  low[2] <= trailing_stop_trigger_short and ta.crossover(close, trailing_stop_close_short) and close[1] < trailing_stop_close_short or low[3] <= trailing_stop_trigger_short and ta.crossover(close, trailing_stop_close_short) and close[1] < trailing_stop_close_short or
  148. //                   low[4] <= trailing_stop_trigger_short and ta.crossover(close, trailing_stop_close_short) and close[1] < trailing_stop_close_short or low[5] <= trailing_stop_trigger_short and ta.crossover(close, trailing_stop_close_short) and close[1] < trailing_stop_close_short or low[6] <= trailing_stop_trigger_short and ta.crossover(close, trailing_stop_close_short) and close[1] < trailing_stop_close_short or low[7] <= trailing_stop_trigger_short and ta.crossover(close, trailing_stop_close_short) and close[1] < trailing_stop_close_short or
  149. //                   low[8] <= trailing_stop_trigger_short and ta.crossover(close, trailing_stop_close_short) and close[1] < trailing_stop_close_short or low[9] <= trailing_stop_trigger_short and ta.crossover(close, trailing_stop_close_short) and close[1] < trailing_stop_close_short or low[10] <= trailing_stop_trigger_short and ta.crossover(close, trailing_stop_close_short) and close[1] < trailing_stop_close_short or low[11] <= trailing_stop_trigger_short and ta.crossover(close, trailing_stop_close_short) and close[1] < trailing_stop_close_short or
  150. //                   low[12] <= trailing_stop_trigger_short and ta.crossover(close, trailing_stop_close_short) and close[1] < trailing_stop_close_short or low[13] <= trailing_stop_trigger_short and ta.crossover(close, trailing_stop_close_short) and close[1] < trailing_stop_close_short or low[14] <= trailing_stop_trigger_short and ta.crossover(close, trailing_stop_close_short) and close[1] < trailing_stop_close_short or low[15] <= trailing_stop_trigger_short and ta.crossover(close, trailing_stop_close_short) and close[1] < trailing_stop_close_short or
  151. //                   low[16] <= trailing_stop_trigger_short and ta.crossover(close, trailing_stop_close_short) and close[1] < trailing_stop_close_short
  152.  
  153. // Plot Ingresso In Posizione
  154. plot(strategy.position_size != 0 ? strategy.opentrades.entry_price(0) : na , color=strategy.position_size > 0 ? color.blue : strategy.position_size < 0 ? color.red : na, style=plot.style_linebr, title="entry_price") // stampa l'entry price in rosso se short in blu se long
  155. plot(strategy.position_size > 0 ?  trailing_stop_trigger_long : strategy.position_size < 0 ? trailing_stop_trigger_short: na, color=color.blue, style=plot.style_cross, linewidth=2, title="trail_trigger")
  156. plot(strategy.position_size > 0 ?  trailing_stop_close_long : strategy.position_size < 0 ? trailing_stop_close_short: na, color=color.blue, style=plot.style_cross, linewidth=2, title="trail_close")
  157. plot(strategy.position_size > 0 ?  stop_loss_long_price : strategy.position_size < 0 ? stop_loss_short_price: na, color=color.red, style=plot.style_cross, linewidth=2, title="sl_limit")
  158.  
  159. bgcolor(strategy.position_size > 0 ? color.green : strategy.position_size < 0 ? color.red : na, transp=90) // sfondo verde quando siamo long, sfondo rosso quando siamo short, no sfondo quando non siamo in posizione
  160.  
  161.  
  162. // Calcolo Uscita Trailing Stop Long E Short
  163. // Bar_index = bar_index
  164. // plot(Bar_index, title = "Bar_index")
  165.  
  166. // entry_bar_index = strategy.opentrades.entry_bar_index(0) +1
  167. // plot(entry_bar_index, title = "entry_bar_index")
  168.  
  169. range_barre_trailing = bar_index - strategy.opentrades.entry_bar_index(0) +1
  170. //plot(lunghezza_trailing, title = 'lunghezza')
  171.  
  172. highesthigh = strategy.opentrades ==1 ? ta.highest(high, range_barre_trailing): na
  173. //plot(highesthigh)
  174.  
  175. lowestlow = strategy.opentrades ==1 ? ta.lowest(low, range_barre_trailing): na
  176. //plot(lowestlow)
  177.  
  178.  
  179. // Plot No Trading Allowed giorni da 1 a 7, 1 è domenica Mesi da 1 a 12, 1 è Gennaio.
  180. //giorni_esclusi = dayofweek(time)
  181. //plotshape(giorni_esclusi[1] == 2 ? giorni_esclusi : na, color=color.green, title="giorni_esclusi")
  182. //mesi_esclusi = month(time)
  183. //plotshape(mesi_esclusi[1] == 9 ? mesi_esclusi : na, color=color.yellow, title="mesi_esclusi")
  184.  
  185.  
  186. //Condizione Entrata Long: Chiusura candela sopra media lenta con differenziale medie e media veloce maggiore media ExitLong
  187. condEntryLong = close > ema + apertura_minima and close < ema + apertura_massima and close > open  and not onlyShort and inDateRange and (close[1] < ema1 + apertura_minima or low[1] < ema1 + apertura_minima) // and dayofweek != 7 and month !=10
  188.  
  189. //Condizione Uscita Long: Crossunder di due medie
  190. condExitLong = close < ema - chiusura_minima
  191.  
  192. // Condizione Uscita Trailing Stop Long
  193. condExitLong2 =  (highesthigh > trailing_stop_trigger_long and close <= trailing_stop_close_long)
  194.  
  195. //Condizione Entrata Short: Crossunder di due medie con il prezzo di chiusura che è comunque sotto una terza media con differenziale delle medie
  196. condEntryShort = close < ema - apertura_minima and close > ema - apertura_massima and close < open  and not onlyLong and inDateRange and (close[1] > ema1 - apertura_minima or high[1] > ema1 - apertura_minima)  // and dayofweek != 7 and month !=10
  197.  
  198. //Condizione Uscita Short: Crossover di medie con il prezzo di chiusura che è comunque sopra una terza media
  199. condExitShort = close > ema + chiusura_minima
  200.  
  201. // Condizione Uscita Trailing Stop Short
  202. condExitShort2 = (lowestlow < trailing_stop_trigger_short and close >= trailing_stop_close_short)
  203.  
  204. barcolor(condEntryLong ? color.lime : condEntryShort ? color.purple : na)
  205.  
  206.  
  207. // Allerts
  208. buy_command = '{"BUY COMMAND"}'
  209. sell_command = '{"SELL COMMAND"}'
  210. close_command = '{"CLOSE COMMAND"}'
  211.  
  212.  
  213. //entrata e uscita Long
  214. if condEntryLong
  215.     strategy.entry('long', strategy.long, alert_message = "Open Long Position", comment = buy_command)
  216.     strategy.exit('stop loss long', from_entry='long', loss=stop_loss_long, alert_message = "Your Long SL Has Been Triggered.", comment = close_command)
  217.  
  218. if condExitLong
  219.     strategy.close(id='long', alert_message = "Close Long Position", comment = close_command)
  220.  
  221. if strategy.opentrades ==1 and condExitLong2
  222.     strategy.close(id='long', alert_message = "Trailing long", comment = close_command)    
  223.      
  224. //entrata e uscita Short
  225. if condEntryShort
  226.     strategy.entry('short', strategy.short, alert_message = "Open Short Position", comment = sell_command)
  227.     strategy.exit('stop loss short', from_entry='short', loss=stop_loss_short, alert_message = "Your Short SL Has Been Triggered.", comment = close_command)
  228.  
  229. if condExitShort
  230.     strategy.close(id='short', alert_message = "Close Short Position", comment = close_command)
  231.    
  232. if strategy.opentrades ==1 and condExitShort2
  233.     strategy.close(id='short', alert_message = "Trailing Short", comment = close_command)
  234.    
  235. // Nome Alert: Swing-Trend-Trailing ETH/PERP FTX 4H
  236. // Commento Alert: {{strategy.order.comment}}
  237.    
  238.    
  239. // ----------------- Inizio Tabella risultati mensili. Per visualizzare andare nelle impostazioni proprietà e spuntare ad ogni tick -----------------
  240.  
  241. // new_month = month(time) != month(time[1])
  242. // new_year  = year(time)  != year(time[1])
  243.  
  244. // eq = strategy.equity
  245.  
  246. // bar_pnl = eq / eq[1] - 1
  247.  
  248. // cur_month_pnl = 0.0
  249. // cur_year_pnl  = 0.0
  250.  
  251. // // Current Monthly P&L
  252. // cur_month_pnl := new_month ? 0.0 :
  253. //                  (1 + cur_month_pnl[1]) * (1 + bar_pnl) - 1
  254.  
  255. // // Current Yearly P&L
  256. // cur_year_pnl := new_year ? 0.0 :
  257. //                  (1 + cur_year_pnl[1]) * (1 + bar_pnl) - 1  
  258.  
  259. // // Arrays to store Yearly and Monthly P&Ls
  260. // var month_pnl  = array.new_float(0)
  261. // var month_time = array.new_int(0)
  262.  
  263. // var year_pnl  = array.new_float(0)
  264. // var year_time = array.new_int(0)
  265.  
  266. // last_computed = false
  267.  
  268. // if (not na(cur_month_pnl[1]) and (new_month or barstate.islast))
  269. //     if (last_computed[1])
  270. //         array.pop(month_pnl)
  271. //         array.pop(month_time)
  272.        
  273. //     array.push(month_pnl , cur_month_pnl[1])
  274. //     array.push(month_time, time[1])
  275.  
  276. // if (not na(cur_year_pnl[1]) and (new_year or barstate.islast))
  277. //     if (last_computed[1])
  278. //         array.pop(year_pnl)
  279. //         array.pop(year_time)
  280.        
  281. //     array.push(year_pnl , cur_year_pnl[1])
  282. //     array.push(year_time, time[1])
  283.  
  284. // last_computed := barstate.islast ? true : nz(last_computed[1])
  285.  
  286. // // Monthly P&L Table    
  287. // var monthly_table = table(na)
  288. // prec      = input(2, title = "Return Precision")
  289.  
  290. // if (barstate.islast)
  291. //     monthly_table := table.new(position.bottom_right, columns = 14, rows = array.size(year_pnl) + 1, bgcolor=#0F0F0F,border_width=1,border_color=#000000)
  292.  
  293. //     table.cell(monthly_table, 0,  0, "",     text_color=#D3D3D3, bgcolor=#0F0F0F)
  294. //     table.cell(monthly_table, 1,  0, "Jan",  text_color=#D3D3D3, bgcolor=#0F0F0F)
  295. //     table.cell(monthly_table, 2,  0, "Feb",  text_color=#D3D3D3, bgcolor=#0F0F0F)
  296. //     table.cell(monthly_table, 3,  0, "Mar",  text_color=#D3D3D3, bgcolor=#0F0F0F)
  297. //     table.cell(monthly_table, 4,  0, "Apr",  text_color=#D3D3D3, bgcolor=#0F0F0F)
  298. //     table.cell(monthly_table, 5,  0, "May",  text_color=#D3D3D3, bgcolor=#0F0F0F)
  299. //     table.cell(monthly_table, 6,  0, "Jun",  text_color=#D3D3D3, bgcolor=#0F0F0F)
  300. //     table.cell(monthly_table, 7,  0, "Jul",  text_color=#D3D3D3, bgcolor=#0F0F0F)
  301. //     table.cell(monthly_table, 8,  0, "Aug",  text_color=#D3D3D3, bgcolor=#0F0F0F)
  302. //     table.cell(monthly_table, 9,  0, "Sep",  text_color=#D3D3D3, bgcolor=#0F0F0F)
  303. //     table.cell(monthly_table, 10, 0, "Oct",  text_color=#D3D3D3, bgcolor=#0F0F0F)
  304. //     table.cell(monthly_table, 11, 0, "Nov",  text_color=#D3D3D3, bgcolor=#0F0F0F)
  305. //     table.cell(monthly_table, 12, 0, "Dec",  text_color=#D3D3D3, bgcolor=#0F0F0F)
  306. //     table.cell(monthly_table, 13, 0, "Year", text_color=#D3D3D3, bgcolor=#0F0F0F)
  307.  
  308.  
  309. //     for yi = 0 to array.size(year_pnl) - 1
  310. //         table.cell(monthly_table, 0,  yi + 1, str.tostring(year(array.get(year_time, yi))), text_color=#D3D3D3, bgcolor=#0F0F0F)
  311.        
  312. //         y_color = array.get(year_pnl, yi) > 0 ? color.lime : color.red
  313. //         table.cell(monthly_table, 13, yi + 1, str.tostring(math.round(array.get(year_pnl, yi) * 100, prec)), bgcolor = y_color)
  314.        
  315. //     for mi = 0 to array.size(month_time) - 1
  316. //         m_row   = year(array.get(month_time, mi))  - year(array.get(year_time, 0)) + 1
  317. //         m_col   = month(array.get(month_time, mi))
  318. //         m_color = array.get(month_pnl, mi) > 0 ? color.lime : color.red
  319.        
  320. //         table.cell(monthly_table, m_col, m_row, str.tostring(math.round(array.get(month_pnl, mi) * 100, prec)), bgcolor = m_color)
  321.  
  322. // ----------------- Fine Tabella risultati mensili. Per visualizzare andare nelle impostazioni proprietà e spuntare ad ogni tick -----------------
Add Comment
Please, Sign In to add comment
Public Pastes
We use cookies for various purposes including analytics. By continuing to use Pastebin, you agree to our use of cookies as described in the Cookies Policy.  OK, I Understand
Not a member of Pastebin yet?
Sign Up, it unlocks many cool features!