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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
- // Original code from Alter_mann
- //@version=5
- strategy("Alter_mann FSVO BTC", overlay=true, initial_capital=10000, 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)
- //
- // ****************************************************************************************************************************************************************
- //
- // FSVO (Fourteen Steps Variable Offset)
- // Inputs
- timeframe=input.timeframe(defval ='4D', group = "FSVO", tooltip = "Select a different timeframe for this series") // Use Alternative timeframe
- fsvoLength = input(9, title="FSVO Length", group = "FSVO")
- fsvoMultiplier = input.float(2.75, title="FSVO Multiplier", group = "FSVO")
- //buyOffset = input(0.1, "Buy Offset", group = "FSVO")
- //sellOffset = input(0.1, "Sell Offset", group = "FSVO")
- // Calculation
- FsvoClose=request.security(syminfo.tickerid, timeframe, close)
- FsvoPastClose = request.security(syminfo.tickerid, timeframe, close)[fsvoLength]
- fsvo = FsvoClose - FsvoPastClose
- //fsvoOffset = ta.sma(fsvo, fsvoLength) * fsvoMultiplier
- fsvoOffset=request.security(syminfo.tickerid, timeframe, ta.sma(fsvo, fsvoLength)) * fsvoMultiplier
- // Plot FSVO series
- plot(fsvo, color=color.red)
- plot(fsvoOffset, color=color.blue)
- //plot(buyOffset, color=color.gray)
- //plot(sellOffset, color=color.gray)
- // Calculate buy/sell conditions
- //FSVObuy = ta.crossover(fsvoOffset, buyOffset)
- //FSVOsell = ta.crossunder(fsvoOffset, sellOffset)
- FSVObuy = ta.crossunder(fsvoOffset, fsvo)
- FSVOsell = ta.crossover(fsvoOffset, fsvo)
- //FSVObuy = close > fsvoOffset + buyOffset
- //FSVOsell = close < fsvoOffset - sellOffset
- // ****************************************************************************************************************************************************************
- // 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 FSVObuy// ADD OTHER BUY SIGNAL BOOLS
- strategy.entry("My Long Entry Id", strategy.long, 100)
- if inRestrictedRange and FSVOsell // ADD OTHER BUY SIGNAL BOOLS
- strategy.entry("My Short Entry Id", strategy.short, 100)
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