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- //@version=4
- strategy(title="Ichimoku Cross Strategy", overlay=true, max_bars_back=10, pyramiding=1, default_qty_type=strategy.percent_of_equity, default_qty_value=75, initial_capital=1000, currency="EUR", commission_type=strategy.commission.percent, commission_value=0.075)
- //setting baktesting period
- testPeriodStart = timestamp(2017,12,15,0,0)
- testPeriodStop = timestamp(2019,8,24,0,0)
- //Ichimoku indicator
- conversionPeriods = input(20, minval=1, title="Conversion Line Periods"),
- basePeriods = input(60, minval=1, title="Base Line Periods")
- laggingSpan2Periods = input(120, minval=1, title="Lagging Span 2 Periods"),
- displacement = input(30, minval=1, title="Displacement")
- donchian(len) => avg(lowest(len), highest(len))
- conversionLine = donchian(conversionPeriods)
- baseLine = donchian(basePeriods)
- //Long/Short triggers
- longTrigger = crossover(conversionLine, baseLine)
- shortTrigger = crossunder(conversionLine, baseLine)
- //strategy
- //if time >= testPeriodStart
- fromYear = year > 2017
- toYear = year < 2020
- //if longTrigger == true
- //strategy.exit("exitShort", "Short")
- strategy.entry("Long", strategy.long, when = longTrigger and fromYear)
- strategy.close_all(when = shortTrigger and fromYear)
- strategy.entry("Short", strategy.short, when = shortTrigger and fromYear)
- strategy.close_all(when = longTrigger and fromYear)
- //if shortTrigger == true
- //strategy.close_all(when = crossunder(conversionLine, baseLine))
- //strategy.entry("Short", strategy.short)
- //strategy.exit("Long", when = overbought)
- //strategy.exit("Short", when = oversold)
- plotshape(shortTrigger, style=shape.triangledown, color=color.red, size=size.large)
- plotshape(longTrigger, style=shape.triangleup, color=color.green, size=size.large)
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