Bot Scalping-Exponential-Bot ETH/PERP Ver-5 FTX 5M LONG E SHORT

//Scalping exponetial bot tendenza data da due medie, close sopra la terza media, trailing stop doppio,
//Periodo in sample 1/5/21 - 1/10/21
//Periodo out of sample 1/10/21 - 28/04/22





                                                 //Scalping exponetial bot Easy Language

//tendenza data da due medie, close sopra la terza media, trailing stop doppio,


// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/

//Il trading system completo - Scalping-Exponential-Bot Ver-5 (Strategia Breakout) - parte 1
// (Exchange= FTX) (Sottostante ETH-PERP) (Timeframe= 5M) (Direzione= LONG E SHORT) (Swing Posizione= NO) (Esclusione Ore=NO) (Esclusione Giorni=NO') (Esclusione Mesi=NO)
// (Take Profit Long/Short Market = NO) (Take Profit Limit Long/Short= 5% Tradingview-Hub)
// (Stop Loss Limit Long= -1% Tradingview-Hub) (Stop Loss Limit Short= -2% Tradingview-Hub) (Stop Loss Market Long/Short= NO) (Trailing Stop=NO) (Stop Emergenza= NO)
// (Rischio Operazione 2% Perdita Media)
// (In Sample Dal=01/5/21 Al 1/10/21) (Out Of Sample Dal=01/10/21 Al 28/04/22)
// (Progettatta Il=06/05/2022)

// Auentare il Max Bars Back Su Tradestation Altrimenti Non Funziona Il Conteggio Barssinceentry 650 E Cliccare Su Enable Strategy Altrimenti Non Parte

inputs:
    input_target_long(5),
    input_stop_loss_long(1),
    input_target_short(5),
    input_stop_loss_short(2),
    percent_risk(100),
    InitialCapital(100000),
    lunghezza_media_long(140),
    lunghezza_media_tendenza_veloce_long(60),
    lunghezza_media_tendenza_lenta_long(180),
    lunghezza_media_short(100),
    lunghezza_media_tendenza_veloce_short(60),
    lunghezza_media_tendenza_lenta_short(180),
    input_trailing_stop_trigger_long1(45),
    input_trailing_stop_close_long1(40),
    input_trailing_stop_trigger_short1(50),
    input_trailing_stop_close_short1(20),
    input_trailing_stop_trigger_long2(80),
    input_trailing_stop_close_long2(60),
    input_trailing_stop_trigger_short2(80),
    input_trailing_stop_close_short2(55),
    input_lunghezza_adx_long(9),
    input_lunghezza_adx_short(9),
    input_differenziale_adx_long_alto(25),
    input_differenziale_adx_long_basso(5),
    input_differenziale_adx_short_alto(60),
    input_differenziale_adx_short_basso(30),
    input_differenziale_rsi_long(65),
    input_differenziale_rsi_short(35),
    perc_apertura_minima_long(0.09),
    perc_apertura_minima_short(0.08),
    only_long(false),
    only_short(false);


vars:
        stop_loss_long(0),
        take_profit_long(0),
        stop_loss_short(0),
        take_profit_short(0),
        risk(0),
        nr_share(0),
        media_long(0),
        media_tendenza_veloce_long(0),
        media_tendenza_lenta_long(0),
        media_short(0),
        media_tendenza_veloce_short(0),
        media_tendenza_lenta_short(0),
        trailing_stop_trigger_long1(0),
        trailing_stop_close_long1(0),
        trailing_stop_trigger_short1(0),
        trailing_stop_close_short1(0),
        trailing_stop_trigger_long2(0),
        trailing_stop_close_long2(0),
        trailing_stop_trigger_short2(0),
        trailing_stop_close_short2(0),
        trailing_long(false),
        trailing_short(false),
        highesthigh(0),
        lowestlow(0),
        valore_adx_long(0),
        valore_adx_short(0),
        valore_rsi(0),
        apertura_minima_long(0),
        apertura_minima_short(0);


//medie esponenziali

media_long = XAverage( Close, lunghezza_media_long );
media_tendenza_lenta_long = XAverage( Close, lunghezza_media_tendenza_lenta_long );
media_tendenza_veloce_long = XAverage( Close, lunghezza_media_tendenza_veloce_long );
media_short = XAverage( Close, lunghezza_media_short );
media_tendenza_lenta_short = XAverage( Close, lunghezza_media_tendenza_lenta_short );
media_tendenza_veloce_short = XAverage( Close, lunghezza_media_tendenza_veloce_short );
valore_adx_long = adx(input_lunghezza_adx_long);
valore_adx_short = adx(input_lunghezza_adx_short);
valore_rsi = RSI(close, 9);
apertura_minima_long   = (media_long / 100) * perc_apertura_minima_long;
apertura_minima_short   = (media_short / 100) * perc_apertura_minima_short;


 //Money menagment


    risk = percent_risk/100;
    nr_share = floor((InitialCapital + NetProfit) * risk) / close;
    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);

// Calcolo 2 Trailing Stop Long E Short

    trailing_stop_trigger_long1 = Entryprice + (entryprice * input_target_long /100) * (input_trailing_stop_trigger_long1/100);
    trailing_stop_close_long1 = entryprice + (entryprice * input_target_long /100) * (input_trailing_stop_close_long1/100);
    trailing_stop_trigger_short1 = Entryprice - (entryprice * input_target_short /100) * (input_trailing_stop_trigger_short1/100);
    trailing_stop_close_short1 = entryprice - (entryprice * input_target_short /100) * (input_trailing_stop_close_short1/100);
    trailing_stop_trigger_long2 = Entryprice + (entryprice * input_target_long /100) * (input_trailing_stop_trigger_long2/100);
    trailing_stop_close_long2 = entryprice + (entryprice * input_target_long /100) * (input_trailing_stop_close_long2/100);
    trailing_stop_trigger_short2 = Entryprice - (entryprice * input_target_short /100) * (input_trailing_stop_trigger_short2/100);
    trailing_stop_close_short2 = entryprice - (entryprice * input_target_short /100) * (input_trailing_stop_close_short2/100);

    {trailing_long =  ( ((high >= trailing_stop_trigger_long1 and close <= trailing_stop_close_long1 and bardatetime > entrydatetime) or (high >= trailing_stop_trigger_long2 and close <= trailing_stop_close_long2 and bardatetime > entrydatetime)) or ((high[1] >= trailing_stop_trigger_long1 and close <= trailing_stop_close_long1 and bardatetime[1] > entrydatetime) or (high[1] >= trailing_stop_trigger_long2 and close <= trailing_stop_close_long2 and bardatetime[1] > entrydatetime)) or ((high[2] >= trailing_stop_trigger_long1 and close <= trailing_stop_close_long1 and bardatetime[2] > entrydatetime) or (high[2] >= trailing_stop_trigger_long2 and close <= trailing_stop_close_long2 and bardatetime[2] > entrydatetime)) or ((high[3] >= trailing_stop_trigger_long1 and close <= trailing_stop_close_long1 and bardatetime[3] > entrydatetime) or (high[3] >= trailing_stop_trigger_long2 and close <= trailing_stop_close_long2 and bardatetime[3] > entrydatetime)) or ((high[4] >= trailing_stop_trigger_long1 and close <= trailing_stop_close_long1 and bardatetime[4] > entrydatetime) or (high[4] >= trailing_stop_trigger_long2 and close <= trailing_stop_close_long2 and bardatetime[4] > entrydatetime))
     or ((high[5] >= trailing_stop_trigger_long1 and close <= trailing_stop_close_long1 and bardatetime[5] > entrydatetime) or (high[5] >= trailing_stop_trigger_long2 and close <= trailing_stop_close_long2 and bardatetime[5] > entrydatetime)) or ((high[6] >= trailing_stop_trigger_long1 and close <= trailing_stop_close_long1 and bardatetime[6] > entrydatetime) or (high[6] >= trailing_stop_trigger_long2 and close <= trailing_stop_close_long2 and bardatetime[6] > entrydatetime)) or ((high[7] >= trailing_stop_trigger_long1 and close <= trailing_stop_close_long1 and bardatetime[7] > entrydatetime) or (high[7] >= trailing_stop_trigger_long2 and close <= trailing_stop_close_long2 and bardatetime[7] > entrydatetime)) or ((high[8] >= trailing_stop_trigger_long1 and close <= trailing_stop_close_long1 and bardatetime[8] > entrydatetime) or (high[8] >= trailing_stop_trigger_long2 and close <= trailing_stop_close_long2 and bardatetime[8] > entrydatetime)) or ((high[9] >= trailing_stop_trigger_long1 and close <= trailing_stop_close_long1 and bardatetime[9] > entrydatetime) or (high[9] >= trailing_stop_trigger_long2 and close <= trailing_stop_close_long2 and bardatetime[9] > entrydatetime))
     or ((high[10] >= trailing_stop_trigger_long1 and close <= trailing_stop_close_long1 and bardatetime[10] > entrydatetime) or (high[10] >= trailing_stop_trigger_long2 and close <= trailing_stop_close_long2 and bardatetime[10] > entrydatetime)) or ((high[11] >= trailing_stop_trigger_long1 and close <= trailing_stop_close_long1 and bardatetime[11] > entrydatetime) or (high[11] >= trailing_stop_trigger_long2 and close <= trailing_stop_close_long2 and bardatetime[11] > entrydatetime)) or ((high[12] >= trailing_stop_trigger_long1 and close <= trailing_stop_close_long1 and bardatetime[12] > entrydatetime) or (high[12] >= trailing_stop_trigger_long2 and close <= trailing_stop_close_long2 and bardatetime[12] > entrydatetime)) or ((high[13] >= trailing_stop_trigger_long1 and close <= trailing_stop_close_long1 and bardatetime[13] > entrydatetime) or (high[13] >= trailing_stop_trigger_long2 and close <= trailing_stop_close_long2 and bardatetime[13] > entrydatetime)) or ((high[14] >= trailing_stop_trigger_long1 and close <= trailing_stop_close_long1 and bardatetime[14] > entrydatetime) or (high[14] >= trailing_stop_trigger_long2 and close <= trailing_stop_close_long2 and bardatetime[14] > entrydatetime))
     or ((high[15] >= trailing_stop_trigger_long1 and close <= trailing_stop_close_long1 and bardatetime[15] > entrydatetime) or (high[15] >= trailing_stop_trigger_long2 and close <= trailing_stop_close_long2 and bardatetime[15] > entrydatetime)) or ((high[16] >= trailing_stop_trigger_long1 and close <= trailing_stop_close_long1 and bardatetime[16] > entrydatetime) or (high[16] >= trailing_stop_trigger_long2 and close <= trailing_stop_close_long2 and bardatetime[16] > entrydatetime)) or ((high[17] >= trailing_stop_trigger_long1 and close <= trailing_stop_close_long1 and bardatetime[17] > entrydatetime) or (high[17] >= trailing_stop_trigger_long2 and close <= trailing_stop_close_long2 and bardatetime[17] > entrydatetime)) or ((high[18] >= trailing_stop_trigger_long1 and close <= trailing_stop_close_long1 and bardatetime[18] > entrydatetime) or (high[18] >= trailing_stop_trigger_long2 and close <= trailing_stop_close_long2 and bardatetime[18] > entrydatetime)) or ((high[19] >= trailing_stop_trigger_long1 and close <= trailing_stop_close_long1 and bardatetime[19] > entrydatetime) or (high[19] >= trailing_stop_trigger_long2 and close <= trailing_stop_close_long2 and bardatetime[19] > entrydatetime)));

    trailing_short =  ( ((low <= trailing_stop_trigger_short1 and close >= trailing_stop_close_short1 and bardatetime > entrydatetime) or (low <= trailing_stop_trigger_short2 and close >= trailing_stop_close_short2 and bardatetime > entrydatetime)) or ((low[1] <= trailing_stop_trigger_short1 and close >= trailing_stop_close_short1 and bardatetime[1] > entrydatetime) or (low[1] <= trailing_stop_trigger_short2 and close >= trailing_stop_close_short2 and bardatetime[1] > entrydatetime)) or ((low[2] <= trailing_stop_trigger_short1 and close >= trailing_stop_close_short1 and bardatetime[2] > entrydatetime) or (low[2] <= trailing_stop_trigger_short2 and close >= trailing_stop_close_short2 and bardatetime[2] > entrydatetime)) or ((low[3] <= trailing_stop_trigger_short1 and close >= trailing_stop_close_short1 and bardatetime[3] > entrydatetime) or (low[3] <= trailing_stop_trigger_short2 and close >= trailing_stop_close_short2 and bardatetime[3] > entrydatetime)) or ((low[4] <= trailing_stop_trigger_short1 and close >= trailing_stop_close_short1 and bardatetime[4] > entrydatetime) or (low[4] <= trailing_stop_trigger_short2 and close >= trailing_stop_close_short2 and bardatetime[4] > entrydatetime))
     or ((low[5] <= trailing_stop_trigger_short1 and close >= trailing_stop_close_short1 and bardatetime[5] > entrydatetime) or (low[5] <= trailing_stop_trigger_short2 and close >= trailing_stop_close_short2 and bardatetime[5] > entrydatetime)) or ((low[6] <= trailing_stop_trigger_short1 and close >= trailing_stop_close_short1 and bardatetime[6] > entrydatetime) or (low[6] <= trailing_stop_trigger_short2 and close >= trailing_stop_close_short2 and bardatetime[6] > entrydatetime)) or ((low[7] <= trailing_stop_trigger_short1 and close >= trailing_stop_close_short1 and bardatetime[7] > entrydatetime) or (low[7] <= trailing_stop_trigger_short2 and close >= trailing_stop_close_short2 and bardatetime[7] > entrydatetime)) or ((low[8] <= trailing_stop_trigger_short1 and close >= trailing_stop_close_short1 and bardatetime[8] > entrydatetime) or (low[8] <= trailing_stop_trigger_short2 and close >= trailing_stop_close_short2 and bardatetime[8] > entrydatetime)) or ((low[9] <= trailing_stop_trigger_short1 and close >= trailing_stop_close_short1 and bardatetime[9] > entrydatetime) or (low[9] <= trailing_stop_trigger_short2 and close >= trailing_stop_close_short2 and bardatetime[9] > entrydatetime))
     or ((low[10] <= trailing_stop_trigger_short1 and close >= trailing_stop_close_short1 and bardatetime[10] > entrydatetime) or (low[10] <= trailing_stop_trigger_short2 and close >= trailing_stop_close_short2 and bardatetime[10] > entrydatetime)) or ((low[11] <= trailing_stop_trigger_short1 and close >= trailing_stop_close_short1 and bardatetime[11] > entrydatetime) or (low[11] <= trailing_stop_trigger_short2 and close >= trailing_stop_close_short2 and bardatetime[11] > entrydatetime)) or ((low[12] <= trailing_stop_trigger_short1 and close >= trailing_stop_close_short1 and bardatetime[12] > entrydatetime) or (low[12] <= trailing_stop_trigger_short2 and close >= trailing_stop_close_short2 and bardatetime[12] > entrydatetime)) or ((low[13] <= trailing_stop_trigger_short1 and close >= trailing_stop_close_short1 and bardatetime[13] > entrydatetime) or (low[13] <= trailing_stop_trigger_short2 and close >= trailing_stop_close_short2 and bardatetime[13] > entrydatetime)) or ((low[14] <= trailing_stop_trigger_short1 and close >= trailing_stop_close_short1 and bardatetime[14] > entrydatetime) or (low[14] <= trailing_stop_trigger_short2 and close >= trailing_stop_close_short2 and bardatetime[14] > entrydatetime))
     or ((low[15] <= trailing_stop_trigger_short1 and close >= trailing_stop_close_short1 and bardatetime[15] > entrydatetime) or (low[15] <= trailing_stop_trigger_short2 and close >= trailing_stop_close_short2 and bardatetime[15] > entrydatetime)) or ((low[16] <= trailing_stop_trigger_short1 and close >= trailing_stop_close_short1 and bardatetime[16] > entrydatetime) or (low[16] <= trailing_stop_trigger_short2 and close >= trailing_stop_close_short2 and bardatetime[16] > entrydatetime)) or ((low[17] <= trailing_stop_trigger_short1 and close >= trailing_stop_close_short1 and bardatetime[17] > entrydatetime) or (low[17] <= trailing_stop_trigger_short2 and close >= trailing_stop_close_short2 and bardatetime[17] > entrydatetime)) or ((low[18] <= trailing_stop_trigger_short1 and close >= trailing_stop_close_short1 and bardatetime[18] > entrydatetime) or (low[18] <= trailing_stop_trigger_short2 and close >= trailing_stop_close_short2 and bardatetime[18] > entrydatetime)) or ((low[19] <= trailing_stop_trigger_short1 and close >= trailing_stop_close_short1 and bardatetime[19] > entrydatetime) or (low[19] <= trailing_stop_trigger_short2 and close >= trailing_stop_close_short2 and bardatetime[19] > entrydatetime)));}

     highesthigh = highest(high, Barssinceentry);
     trailing_long = (highesthigh >= trailing_stop_trigger_long1 and close <= trailing_stop_close_long1) or (highesthigh >= trailing_stop_trigger_long2 and close <= trailing_stop_close_long2);

     lowestlow = lowest(low, Barssinceentry);
     trailing_short = (lowestlow <= trailing_stop_trigger_short1 and close >= trailing_stop_close_short1) or (lowestlow <= trailing_stop_trigger_short2 and close >= trailing_stop_close_short2);



if marketposition = 0 and close cross over media_long and close > (media_long + apertura_minima_long)  and valore_adx_long > input_differenziale_adx_long_basso and valore_adx_long < input_differenziale_adx_long_alto and media_tendenza_veloce_long > media_tendenza_lenta_long and valore_rsi < input_differenziale_rsi_long and not only_short    Then


   begin;

      Buy("Long") nr_share contracts Next Bar at market;

   end;

if marketposition = 1 Then
    begin;
        Setstopposition;
        SetStopLoss(stop_loss_long);
        Setprofittarget(take_profit_long);
    end;


If  MarketPosition =1 and trailing_long then


Sell("Trailing Long") from entry("Long") Next Bar at market;



if marketposition = 0 and close cross under media_short and close < (media_short - apertura_minima_short)  and media_tendenza_lenta_short > media_tendenza_veloce_short and valore_adx_short > input_differenziale_adx_short_basso and valore_adx_short < input_differenziale_adx_short_alto and valore_rsi > input_differenziale_rsi_short  and not only_long    Then

   begin;

      sellshort("Short") nr_share contracts Next Bar at market;

   end;

if marketposition = -1 Then
    begin;
        Setstopposition;
        SetStopLoss(stop_loss_short);
        Setprofittarget(take_profit_short);
    end;


If  MarketPosition = -1 and trailing_short then


buytocover("Trailing Short") from entry("Short") Next Bar at market;