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NKactive

Specialist EFI BTC

Nov 10th, 2023 (edited)
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  1. // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
  2. // © NKactive
  3. // Original code from Specialist
  4. //@version=5
  5.  
  6. strategy("Specialist EFI BTC", overlay=false, initial_capital=1000, default_qty_type=strategy.percent_of_equity, default_qty_value=100, pyramiding=0, slippage=1)
  7.  
  8. import EliCobra/CobraMetrics/4 as cobra
  9. //// PLOT DATA
  10. 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 🐍")
  11. 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 🐍")
  12. type_table = input.string("None", "Table Type", options = ["Full", "Simple", "None"], group = "🐍 𝓒𝓸𝓫𝓻𝓪 𝓜𝓮𝓽𝓻𝓲𝓬𝓼 🐍")
  13. plot(cobra.curve(disp_ind))
  14. cobra.cobraTable(type_table, pos_table)
  15. //
  16. // ****************************************************************************************************************************************************************
  17. //EFI
  18. // ****************************************************************************************************************************************************************
  19.  
  20. // Inputs
  21. timeframe=input.timeframe(defval ='1D', group = "EFI", tooltip = "Select a different timeframe for this series") // Use Alternative timeframe
  22. efilength = input.int(11, minval=1, group = "EFI")
  23.  
  24. // Get high and low from selected timeframe instead of the one on the chart
  25. TFclose=request.security(syminfo.tickerid,timeframe , close)
  26. TFvolume=request.security(syminfo.tickerid,timeframe , volume)
  27.  
  28. var cumVol = 0.
  29. cumVol += request.security(syminfo.tickerid,timeframe ,nz(volume))
  30. if barstate.islast and cumVol == 0
  31. runtime.error('Nope')
  32. efi = ta.ema(ta.change(TFclose) * TFvolume, efilength)
  33. efiLong = efi > 0
  34. efiShort = efi < 0
  35.  
  36. //PLOT
  37. plot(efi, color=color.blue)
  38. plot(0, color = color.gray)
  39.  
  40. // ****************************************************************************************************************************************************************
  41. // Call combine signals and execute buy/sell positions within timeframe
  42. //.****************************************************************************************************************************************************************
  43. // Date Range To Include
  44. startDate = timestamp("2018-01-01T00:00")
  45. endDate = time
  46. // Check if the current timestamp is within the restricted range
  47. inRestrictedRange = time >= startDate and time <= endDate
  48. //
  49. // Buy Signals on overbought and oversold
  50. //
  51. if inRestrictedRange and efiLong// ADD OTHER BUY SIGNAL BOOLS
  52. strategy.entry("My Long Entry Id", strategy.long, 100)
  53. if inRestrictedRange and efiShort // ADD OTHER BUY SIGNAL BOOLS
  54. strategy.entry("My Short Entry Id", strategy.short, 100)
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