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Screener code pine script

piterskiy
Nov 3rd, 2023
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  1. //@version=5
  2. indicator("Screener", overlay = true, max_bars_back = 500)
  3.  
  4. import TradingView/ta/5 as ta
  5.  
  6.  
  7.  
  8.  
  9.  
  10.  
  11.  
  12.  
  13.  
  14.  
  15.  
  16. ////////////
  17. // INPUTS //
  18.  
  19. TF = input.timeframe('1', 'timeframe')
  20. tpRatio = input.float(1, 'TP Ratio')
  21.  
  22. u01 = input.bool(true, title = "", group = 'Symbols', inline = 's01')
  23. u02 = input.bool(true, title = "", group = 'Symbols', inline = 's02')
  24. u03 = input.bool(true, title = "", group = 'Symbols', inline = 's03')
  25. u04 = input.bool(true, title = "", group = 'Symbols', inline = 's04')
  26. u05 = input.bool(true, title = "", group = 'Symbols', inline = 's05')
  27. u06 = input.bool(true, title = "", group = 'Symbols', inline = 's06')
  28. u07 = input.bool(true, title = "", group = 'Symbols', inline = 's07')
  29. u08 = input.bool(true, title = "", group = 'Symbols', inline = 's08')
  30. u09 = input.bool(true, title = "", group = 'Symbols', inline = 's09')
  31. u10 = input.bool(true, title = "", group = 'Symbols', inline = 's10')
  32. u11 = input.bool(true, title = "", group = 'Symbols', inline = 's11')
  33. u12 = input.bool(true, title = "", group = 'Symbols', inline = 's12')
  34. u13 = input.bool(true, title = "", group = 'Symbols', inline = 's13')
  35. u14 = input.bool(true, title = "", group = 'Symbols', inline = 's14')
  36. u15 = input.bool(true, title = "", group = 'Symbols', inline = 's15')
  37. u16 = input.bool(true, title = "", group = 'Symbols', inline = 's16')
  38. u17 = input.bool(true, title = "", group = 'Symbols', inline = 's17')
  39. u18 = input.bool(true, title = "", group = 'Symbols', inline = 's18')
  40. // u19 = input.bool(true, title = "", group = 'Symbols', inline = 's19')
  41. // u20 = input.bool(true, title = "", group = 'Symbols', inline = 's20')
  42.  
  43. s01 = input.symbol('AUDUSD', group='Symbols', inline='s01')
  44. s02 = input.symbol('EURUSD', group='Symbols', inline='s02')
  45. s03 = input.symbol('GBPJPY', group='Symbols', inline='s03')
  46. s04 = input.symbol('USDCAD', group='Symbols', inline='s04')
  47. s05 = input.symbol('XAUUSD', group='Symbols', inline='s05')
  48. s06 = input.symbol('USDJPY', group='Symbols', inline='s06')
  49. s07 = input.symbol('AUDNZD', group='Symbols', inline='s07')
  50. s08 = input.symbol('NZDUSD', group='Symbols', inline='s08')
  51. s09 = input.symbol('USDCHF', group='Symbols', inline='s09')
  52. s10 = input.symbol('EURJPY', group='Symbols', inline='s10')
  53. s11 = input.symbol('EURGBP', group='Symbols', inline='s11')
  54. s12 = input.symbol('GBPAUD', group='Symbols', inline='s12')
  55. s13 = input.symbol('AUDJPY', group='Symbols', inline='s13')
  56. s14 = input.symbol('EURCAD', group='Symbols', inline='s14')
  57. s15 = input.symbol('GBPCHF', group='Symbols', inline='s15')
  58. s16 = input.symbol('GBPUSD', group='Symbols', inline='s16')
  59. s17 = input.symbol('GBPNZD', group='Symbols', inline = 's17')
  60. s18 = input.symbol('NZDJPY', group='Symbols', inline = 's18')
  61. // s19 = input.symbol('NZDAUD', group='Symbols', inline = 's19')
  62. // s20 = input.symbol('CHFJPY', group='Symbols', inline = 's20')
  63.  
  64. col_width = input.float(2, title = "Column Width (%)", group = 'Table Theme')
  65. textSize = switch input.string("Small", "Size", options = ['Auto', 'Tiny', 'Small', 'Normal', 'Large', 'Huge'], group = 'Table Theme')
  66. "Auto" => size.auto
  67. "Tiny" => size.tiny
  68. "Small" => size.small
  69. "Normal" => size.normal
  70. "Large" => size.large
  71. "Huge" => size.huge
  72. location = switch input.string("Top Right", "Table Location",
  73. options = ['Top Right', 'Top Center', 'Top Left', 'Middle Right', 'Middle Center', 'Middle Left', 'Bottom Right', 'Bottom Center', 'Bottom Left'], group = 'Table Theme')
  74. "Top Right" => position.top_right
  75. "Top Center" => position.top_center
  76. "Top Left" => position.top_left
  77. "Middle Right" => position.middle_right
  78. "Middle Center" => position.middle_center
  79. "Middle Left" => position.middle_left
  80. "Bottom Right" => position.bottom_right
  81. "Bottom Center" => position.bottom_center
  82. "Bottom Left" => position.bottom_left
  83.  
  84.  
  85.  
  86.  
  87.  
  88.  
  89.  
  90.  
  91.  
  92.  
  93.  
  94.  
  95.  
  96.  
  97.  
  98.  
  99. //////////////////
  100. // CALCULATIONS //
  101.  
  102.  
  103. // @function this is used to make a label on the last bar. This is used for debugging
  104. print(txt) =>
  105. // Create label on the first bar.
  106. var lbl = label.new(bar_index, na, txt, xloc.bar_index, yloc.price, color(na), label.style_none, #cfcfff, size.large, text.align_left)
  107. // On next bars, update the label's x and y position and the text it displays.
  108. label.set_xy(lbl, bar_index + 20, ta.highest(10)[1])
  109. label.set_text(lbl, txt)
  110.  
  111. // Trade UDT
  112. type trade
  113. varip bool isRunning = false
  114. varip float entryPrice = 0
  115. varip float tpPrice = 0
  116. varip float slPrice = 0
  117. varip string direction = ''
  118. varip int barIndex = 0
  119. varip string symbol = ''
  120.  
  121. method setToDefault(trade this) =>
  122. this.isRunning := false
  123. this.entryPrice := 0
  124. this.tpPrice := 0
  125. this.slPrice := 0
  126. this.direction := ''
  127. this.barIndex := 0
  128.  
  129.  
  130. // Data UDT
  131. type data
  132. int num = 0
  133. int signal = -1
  134. float spanB = 0
  135. float prevClosePrice = 0
  136. float currClosePrice = 0
  137. float currHigh = 0
  138. float currLow = 0
  139. int barIndex = 0
  140.  
  141. dataMtx = matrix.new<data>(0, 1, data.new())
  142.  
  143.  
  144. // Get only symbol
  145. only_symbol(s) =>
  146. array.get(str.split(s, ":"), 1)
  147.  
  148.  
  149. id_symbol(s)=>
  150. switch s
  151. 1 => only_symbol(s01) //s01, s02, s03 etc. are all inputs like this: s01 = input.symbol('AUDUSD', group='Symbols', inline='s01')
  152. 2 => only_symbol(s02)
  153. 3 => only_symbol(s03)
  154. 4 => only_symbol(s04)
  155. 5 => only_symbol(s05)
  156. 6 => only_symbol(s06)
  157. 7 => only_symbol(s07)
  158. 8 => only_symbol(s08)
  159. 9 => only_symbol(s09)
  160. 10 => only_symbol(s10)
  161. 11 => only_symbol(s11)
  162. 12 => only_symbol(s12)
  163. 13 => only_symbol(s13)
  164. 14 => only_symbol(s14)
  165. 15 => only_symbol(s15)
  166. 16 => only_symbol(s16)
  167. 17 => only_symbol(s17)
  168. 18 => only_symbol(s18)
  169. // 19 => only_symbol(s19)
  170. // 20 => only_symbol(s20)
  171. => na
  172.  
  173.  
  174. // @function checks if there is a buy or sell signal based on an Ichimoku strategy
  175. signal() =>
  176. int signal = -1
  177. [tenkan, kijun, spanA, spanB, chikou] = ta.ichimoku(9, 26, 52)
  178. float spanA1 = spanA[26]
  179. float spanB1 = spanB[26]
  180.  
  181. bool bullCond = tenkan[1] > kijun[1] and chikou[1] > spanA1 and spanA1 > spanB1 // bullish condition (tenkan & kijun in a bullish cross, chikou above cloud, Span A above Span B)
  182. bool bearCond = kijun[1] > tenkan[1] and chikou[1] < spanA1 and spanB1 > spanA1 // bearish condition (tenkan & kijun in a bearish cross, chikou below cloud, Span B above Span A)
  183.  
  184. int lowIndex = ta.barssince(bullCond ? (low[1] > spanA[26] and low[1] > spanB[26]) and (low[2] > spanA[27] and low[2] > spanB[27]) : close > 0) + 2 // checking for latest 2 lows above the cloud. Then, getting the 2nd bar (shift 2)
  185. int priceCrossoverIndex = ta.barssince(bullCond ? low[1] > (spanA[26] > spanB[26] ? spanA[26] : spanB[26]) and low[2] <= (spanA[27] > spanB[27] ? spanA[27] : spanB[27]):close > 0) + 1 // The bar at which the latest low was above the cloud
  186.  
  187. int highIndex = ta.barssince(bearCond ? (high[1] < spanA[26] and high[1] < spanB[26]) and (high[2] < spanA[27] and high[2] < spanB[27]) : close > 0) + 2 // checking for latest 2 highs below the cloud. Then, getting the 2nd bar (shift 2)
  188. int priceCrossunderIndex = ta.barssince(bearCond ? high[1] < (spanA[26] < spanB[26] ? spanA[26] : spanB[26]) and high[2] >= (spanA[27] < spanB[27] ? spanA[27] : spanB[27]):close > 0) + 1 // The bar at which the latest high was below the cloud
  189.  
  190. if lowIndex <= priceCrossoverIndex // if 2 lows came after the most recent occurence of price crossing over the cloud
  191. signal := 0
  192.  
  193. if highIndex <= priceCrossunderIndex // if 2 highs came after the most recent occurence of price crossing under the cloud
  194. signal := 1
  195.  
  196. [signal, spanB1]
  197.  
  198.  
  199.  
  200. // @function returns a data object
  201. screener_func(numSym) =>
  202. [_signal, _spanB] = signal()
  203. data.new(num = numSym, signal = _signal, spanB = _spanB, prevClosePrice = close[1], currClosePrice = close, currHigh = high, currLow = low, barIndex = bar_index)
  204.  
  205.  
  206. // @function adds rows to a dataMtx which are filled with a specific symbol's data
  207. screenerFun(numSym, sym, flg, tf) =>
  208. data symbolData = request.security(sym, tf, screener_func(numSym))
  209. if flg
  210. arr = array.from(symbolData)
  211. matrix.add_row(dataMtx, matrix.rows(dataMtx), arr)
  212.  
  213.  
  214.  
  215.  
  216. screenerFun(01, s01, u01, TF),
  217. screenerFun(02, s02, u02, TF),
  218. screenerFun(03, s03, u03, TF),
  219. screenerFun(04, s04, u04, TF),
  220. screenerFun(05, s05, u05, TF),
  221. screenerFun(06, s06, u06, TF),
  222. screenerFun(07, s07, u07, TF),
  223. screenerFun(08, s08, u08, TF),
  224. screenerFun(09, s09, u09, TF),
  225. screenerFun(10, s10, u10, TF),
  226. screenerFun(11, s11, u11, TF),
  227. screenerFun(12, s12, u12, TF),
  228. screenerFun(13, s13, u13, TF),
  229. screenerFun(14, s14, u14, TF),
  230. screenerFun(15, s15, u15, TF),
  231. // screenerFun(16, s16, u16, TF),
  232. // screenerFun(17, s17, u17, TF),
  233. // screenerFun(18, s18, u18, TF),
  234. // screenerFun(19, s19, u19, TF),
  235. // screenerFun(20, s20, u20, TF)
  236.  
  237.  
  238.  
  239.  
  240.  
  241.  
  242.  
  243.  
  244.  
  245.  
  246. testMsgs = array.new_string(0, '')
  247. alertMsgs = array.new_string(0, '')
  248. string msg = ''
  249. string currTime = str.format_time(time, "HH:mm:ss'_'dd-MM-yyyy", timezone = 'Asia/Kolkata')
  250. var tradeMtx = matrix.new<trade>(15, 1, trade.new())
  251. var tbl = table.new(location, 5, 21, frame_color=#151715, frame_width=1, border_width=2, border_color=color.new(color.white, 100)) // index 0 - symbol, index 1 - signal, index 2 - entry, index 3 - tp, index 3 - sl
  252.  
  253. // draws the 1st row of the table on bar 0
  254. if bar_index == 0
  255. table.cell(tbl, 0, 0, 'Sym', width = col_width, text_halign = text.align_center, bgcolor = #000000, text_color = color.white, text_size = textSize)
  256. table.cell(tbl, 1, 0, 'Sig', width = col_width, text_halign = text.align_center, bgcolor = #000000, text_color = color.white, text_size = textSize)
  257. table.cell(tbl, 2, 0, 'Entry', width = col_width, text_halign = text.align_center, bgcolor = #000000, text_color = color.white, text_size = textSize)
  258. table.cell(tbl, 3, 0, 'TP', width = col_width, text_halign = text.align_center, bgcolor = #000000, text_color = color.white, text_size = textSize)
  259. table.cell(tbl, 4, 0, 'SL', width = col_width, text_halign = text.align_center, bgcolor = #000000, text_color = color.white, text_size = textSize)
  260.  
  261.  
  262. if barstate.islast // barstate.isnew cannot be done because this needs to be done on every tick so that we can know when an exit happens
  263. if matrix.rows(dataMtx) > 0
  264. for i = 0 to matrix.rows(dataMtx) - 1
  265.  
  266. // Getting this current symbol's data
  267. data symbolData = matrix.get(dataMtx, i, 0)
  268. float ichimokuSignal = symbolData.signal
  269. float spanB = symbolData.spanB
  270. string symbol = id_symbol(symbolData.num)
  271. float prevClosePrice = symbolData.prevClosePrice
  272. float currHigh = symbolData.currHigh
  273. float currLow = symbolData.currLow
  274. color ichimokuColor = ichimokuSignal == 1 ? color.red : ichimokuSignal == 0 ? color.green : #323232
  275.  
  276. // Getting this current symbol's trade info
  277. trade symbolTrade = matrix.get(tradeMtx, i, 0)
  278. symbolTrade.symbol := symbol
  279. bool isRunning = symbolTrade.isRunning
  280. float entryPrice = symbolTrade.entryPrice
  281. float tpPrice = symbolTrade.tpPrice
  282. float slPrice = symbolTrade.slPrice
  283. string direction = symbolTrade.direction
  284. int barIndex = symbolTrade.barIndex
  285.  
  286.  
  287.  
  288. // Checking if trades got closed
  289. if isRunning and direction == 'Sell'
  290.  
  291. // Update the sl in the trade and the table
  292. // symbolTrade.slPrice := spanB
  293. // table.cell(tbl, 4, i + 1, str.tostring(spanB), bgcolor = color.red, text_color = #000000, text_size = textSize)
  294.  
  295. if entryPrice >= slPrice or currHigh >= slPrice //if the sell hit its sl
  296. symbolTrade.setToDefault()
  297. isRunning := symbolTrade.isRunning
  298. table.cell_set_bgcolor(tbl, 2, i + 1, bgcolor = #323232)
  299. table.cell_set_bgcolor(tbl, 3, i + 1, bgcolor = #323232)
  300. table.cell(tbl, 4, i + 1, 'Closed at SL\n' + str.tostring(slPrice), bgcolor = #c8b50a, text_color = #000000, text_size = textSize)
  301. string newText = str.format('"SL_Sell_{0}": ', symbol) + str.format('"{0}|{1}|{2}|{3}|{4}|{5}"', entryPrice, tpPrice, slPrice, TF, barIndex, currTime)
  302. alertMsgs.push(newText)
  303.  
  304. if entryPrice <= tpPrice or currLow <= tpPrice //if the sell hit its tp
  305. symbolTrade.setToDefault()
  306. isRunning := symbolTrade.isRunning
  307. table.cell_set_bgcolor(tbl, 2, i + 1, bgcolor = #323232)
  308. table.cell_set_bgcolor(tbl, 4, i + 1, bgcolor = #323232)
  309. table.cell(tbl, 3, i + 1, 'Closed at TP\n' + str.tostring(tpPrice), bgcolor = #c8b50a, text_color = #000000, text_size = textSize)
  310. string newText = str.format('"TP_Sell_{0}": ', symbol) + str.format('"{0}|{1}|{2}|{3}|{4}|{5}"', entryPrice, tpPrice, slPrice, TF, barIndex, currTime)
  311. alertMsgs.push(newText)
  312.  
  313. if isRunning and direction == 'Buy'
  314.  
  315. // Update the sl in the trade and the table
  316. // symbolTrade.slPrice := spanB
  317. // table.cell(tbl, 4, i + 1, str.tostring(spanB), bgcolor = color.green, text_color = #000000, text_size = textSize)
  318.  
  319. if entryPrice <= slPrice or currLow <= slPrice //if the buy hit its sl
  320. symbolTrade.setToDefault()
  321. isRunning := symbolTrade.isRunning
  322. table.cell_set_bgcolor(tbl, 2, i + 1, bgcolor = #323232)
  323. table.cell_set_bgcolor(tbl, 3, i + 1, bgcolor = #323232)
  324. table.cell(tbl, 4, i + 1, 'Closed at SL\n' + str.tostring(slPrice), bgcolor = #c8b50a, text_color = #000000, text_size = textSize)
  325. string newText = str.format('"SL_Buy_{0}": ', symbol) + str.format('"{0}|{1}|{2}|{3}|{4}|{5}"', entryPrice, tpPrice, slPrice, TF, barIndex, currTime)
  326. alertMsgs.push(newText)
  327.  
  328. if entryPrice >= tpPrice or currHigh >= tpPrice //if the buy hit its tp
  329. symbolTrade.setToDefault()
  330. isRunning := symbolTrade.isRunning
  331. table.cell_set_bgcolor(tbl, 2, i + 1, bgcolor = #323232)
  332. table.cell_set_bgcolor(tbl, 4, i + 1, bgcolor = #323232)
  333. table.cell(tbl, 3, i + 1, 'Closed at TP\n' + str.tostring(tpPrice), bgcolor = #c8b50a, text_color = #000000, text_size = textSize)
  334. string newText = str.format('"TP_Buy_{0}": ', symbol) + str.format('"{0}|{1}|{2}|{3}|{4}|{5}"', entryPrice, tpPrice, slPrice, TF, barIndex, currTime)
  335. alertMsgs.push(newText)
  336.  
  337.  
  338.  
  339. // plot the row
  340. table.cell(tbl, 0, i + 1, symbol + ' ' + TF, text_halign = text.align_left, bgcolor = #dcc200, text_color = #000000, text_size = textSize)
  341. table.cell(tbl, 1, i + 1, '', bgcolor = ichimokuColor, text_color = #ffffff)
  342. if isRunning == false
  343. table.cell(tbl, 2, i + 1, '', bgcolor = #323232)
  344. table.cell(tbl, 3, i + 1, '', bgcolor = #323232)
  345. table.cell(tbl, 4, i + 1, '', bgcolor = #323232)
  346.  
  347.  
  348. // Checking for new signals to open trades
  349. if symbolTrade.isRunning == false
  350. if ichimokuSignal == 1
  351. float sl = spanB
  352. float pips = (prevClosePrice>sl ? prevClosePrice-sl : sl-prevClosePrice) * tpRatio
  353. float tp = prevClosePrice - pips
  354.  
  355. string newText = str.format('""Sell"_{1}": ', symbol) + str.format('"{0}|{1}|{2}|{3}|{4}"', prevClosePrice, tp, sl, TF, currTime)
  356. alertMsgs.push(newText)
  357.  
  358. table.cell(tbl, 2, i + 1, "Sell" + "\n" + str.tostring(prevClosePrice), bgcolor = color.red, text_color = #000000, text_size = textSize)
  359. table.cell(tbl, 3, i + 1, str.tostring(tp), bgcolor = color.red, text_color = #000000, text_size = textSize)
  360. table.cell(tbl, 4, i + 1, str.tostring(sl), bgcolor = color.red, text_color = #000000, text_size = textSize)
  361.  
  362. symbolTrade.isRunning := true
  363. symbolTrade.entryPrice := prevClosePrice
  364. symbolTrade.tpPrice := tp
  365. symbolTrade.slPrice := sl
  366. symbolTrade.direction := "Sell"
  367. symbolTrade.barIndex := barIndex
  368.  
  369. if ichimokuSignal == 0
  370. float sl = spanB
  371. float pips = (prevClosePrice>sl ? prevClosePrice-sl : sl-prevClosePrice) * tpRatio
  372. float tp = prevClosePrice + pips
  373.  
  374. string newText = str.format('""Buy"_{1}": ', symbol) + str.format('"{0}|{1}|{2}|{3}|{4}"', prevClosePrice, tp, sl, TF, currTime)
  375. alertMsgs.push(newText)
  376.  
  377. table.cell(tbl, 2, i + 1, "Buy" + "\n" + str.tostring(prevClosePrice), bgcolor = color.green, text_color = #000000, text_size = textSize)
  378. table.cell(tbl, 3, i + 1, str.tostring(tp), bgcolor = color.green, text_color = #000000, text_size = textSize)
  379. table.cell(tbl, 4, i + 1, str.tostring(sl), bgcolor = color.green, text_color = #000000, text_size = textSize)
  380.  
  381. symbolTrade.isRunning := true
  382. symbolTrade.entryPrice := prevClosePrice
  383. symbolTrade.tpPrice := tp
  384. symbolTrade.slPrice := sl
  385. symbolTrade.direction := "Buy"
  386. symbolTrade.barIndex := barIndex
  387.  
  388. testMsg = str.format('{0}, {1}, {2}, {3}, {4}, {5}, {6}, {7}', i, symbolTrade.isRunning, symbolTrade.entryPrice, symbolTrade.tpPrice, symbolTrade.slPrice, symbolTrade.direction, symbolTrade.barIndex, symbolTrade.symbol)
  389. testMsgs.push(testMsg)
  390.  
  391.  
  392.  
  393.  
  394. if array.size(alertMsgs) > 0
  395. msg += '{' + alertMsgs.join(',') + '}'
  396. alert(msg, alert.freq_once_per_bar)
  397.  
  398.  
  399.  
  400. print(testMsgs.join(',\n'))
Tags: Pine Script
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  • tradingviewcodes
    tradingviewcodes
    2 years
    # text 0.12 KB | 0 0
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