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- // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
- // © NKactive
- // Based on code provided by NEO
- //@version=5
- strategy("NEO MACD FAST LENGTH BTC", overlay=false, initial_capital=1000, default_qty_type=strategy.percent_of_equity, default_qty_value=100, pyramiding=0, slippage=1)
- import EliCobra/CobraMetrics/4 as cobra
- //// PLOT DATA
- disp_ind = input.string ("None" , title = "Display Curve" , tooltip = "Choose which data you would like to display", options=["Strategy", "Equity", "Open Profit", "Gross Profit", "Net Profit", "None"], group = "🐍 𝓒𝓸𝓫𝓻𝓪 𝓜𝓮𝓽𝓻𝓲𝓬𝓼 🐍")
- pos_table = input.string("Middle Left", "Table Position", options = ["Top Left", "Middle Left", "Bottom Left", "Top Right", "Middle Right", "Bottom Right", "Top Center", "Bottom Center"], group = "🐍 𝓒𝓸𝓫𝓻𝓪 𝓜𝓮𝓽𝓻𝓲𝓬𝓼 🐍")
- type_table = input.string("None", "Table Type", options = ["Full", "Simple", "None"], group = "🐍 𝓒𝓸𝓫𝓻𝓪 𝓜𝓮𝓽𝓻𝓲𝓬𝓼 🐍")
- plot(cobra.curve(disp_ind))
- cobra.cobraTable(type_table, pos_table)
- //
- // ****************************************************************************************************************************************************************
- //MACD
- // ****************************************************************************************************************************************************************
- // Inputs
- FastLength = input(title="MACD Fast Length", group="MACD", defval=44)
- Slowlength = input(title="MACD Slow Length", group="MACD", defval=95)
- MACDLength = input(title="MACD Signal Length", group="MACD", defval=28)
- thresholdMACD = input.int(title="MACD Threshold", group="MACD", defval=0)
- timeframe=input.timeframe(defval ='1D', group = "MACD", tooltip = "Select a different timeframe for this series") // Use Alternative timeframe
- MACD = request.security(syminfo.tickerid,timeframe , ta.ema(close, FastLength)) - request.security(syminfo.tickerid,timeframe , ta.ema(close, Slowlength))
- aMACD = request.security(syminfo.tickerid,timeframe , ta.ema(MACD, MACDLength))
- delta = MACD - aMACD
- // Testing plots
- //plot(MACD, color = color.blue)
- //plot(aMACD, color = color.red)
- plot(thresholdMACD, color = color.gray)
- plot(delta, color = color.green)
- // Calculate Buy/Sell orders intermittently
- //LongMACD = ta.crossover(delta, thresholdMACD)
- //ShortMACD = ta.crossunder(delta, thresholdMACD)
- // Calculate Buy/Sell orders intermittently
- LongMACD = delta > thresholdMACD ? true : false
- ShortMACD = delta < thresholdMACD ? true : false
- // ****************************************************************************************************************************************************************
- // Call combine signals and execute buy/sell positions within timeframe
- //.****************************************************************************************************************************************************************
- // Date Range To Include
- startDate = timestamp("2018-01-01T00:00")
- endDate = time
- // Check if the current timestamp is within the restricted range
- inRestrictedRange = time >= startDate and time <= endDate
- //
- // Buy Signals on overbought and oversold
- //
- if inRestrictedRange and LongMACD// ADD OTHER BUY SIGNAL BOOLS
- strategy.entry("My Long Entry Id", strategy.long, 100)
- if inRestrictedRange and ShortMACD // ADD OTHER BUY SIGNAL BOOLS
- strategy.entry ("My Short Entry Id", strategy.short, 100)
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