API tools faq
paste
Maurizio-Ciullo

Bot Scalping-Bot ETH/PERP Ver-5 FTX 5M LONG E SHORT

Maurizio-Ciullo
May 10th, 2022 (edited)
184
0
Never
Add comment
Not a member of Pastebin yet? Sign Up, it unlocks many cool features!
JavaScript 23.17 KB | None | 0 0
raw download clone embed print report
  1. // This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
  2.  
  3. // Il trading system completo - Bot Scalping Bot Ver-5 (Strategia Breakout) Parte 1
  4. // (Exchange= FTX) (Sottostante ETH-PERP) (Timeframe= 5M) (Direzione= LONG E SHORT) (Swing Posizione= NO) (Esclusione Ore=NO) (Esclusione Giorni=NO') (Esclusione Mesi=NO)
  5. // (Take Profit Long/Short Market = NO) (Take Profit Limit Long/Short= +3%) (Stop Loss Limit Long/Short= -3% Tradingview-Hub) (Stop Loss Market Long/Short= NO) (Trailing Stop=NO) (Stop Emergenza= NO)
  6. // (Rischio Operazione 2% Perdita Media)
  7. // (In Sample Dal=01/02/2021 Al 01/10/2021) (Out Of Sample Dal=01/10/2021 Al 29/03/2022)
  8. // (Progettatta Il=25/04/2022)
  9.  
  10.  
  11. //@version=5
  12. //1. Strategia
  13. strategy(title='Bot Scalping-Bot ETH/PERP Ver-5 FTX 5M LONG E SHORT', overlay=true, //precision=2,
  14.      pyramiding=0,
  15.      initial_capital=150,
  16.      commission_type=strategy.commission.percent,
  17.      commission_value=0.1,
  18.      slippage=3,
  19.      default_qty_type=strategy.percent_of_equity,
  20.      default_qty_value=37)
  21.      
  22.      
  23. // Input
  24. input_take_profit_long = input.float(title="input_take_profit_long", defval=3.0, minval=0.1, maxval=1000, group='Target')
  25. input_stop_loss_long = input.float(title="input_stop_loss_long", defval=3.0, minval=0.1, maxval=1000, group='Stop Loss')
  26. input_take_profit_short = input.float(title="input_take_profit_short", defval=3.0, minval=0.1, maxval=1000, group='Target')
  27. input_stop_loss_short = input.float(title="input_stop_loss_short", defval=3.0, minval=0.1, maxval=1000, group='Stop Loss')
  28. input_boombar_3_long = input.float(title="input_boombar_3_long", defval=0.44, minval=0.1, maxval=1000, group='Differenziali Boom Bar', tooltip="Boombar Voglio 3 Candele Precedenti Opposte") // Boombar Voglio 3 Candele Precedenti Nella Direzione Opposta
  29. input_boombar_doji_long = input.float(title="input_boombar_doji_long", defval=0.44, minval=0.1, maxval=1000, group='Differenziali Grandezza Doji')
  30. input_boombar_3_short = input.float(title="input_boombar_3_short", defval=0.34, minval=0.1, maxval=1000, group='Differenziali Boom Bar', tooltip="Boombar Voglio 3 Candele Precedenti Opposte") // Boombar Voglio 3 Candele Precedenti Nella Direzione Opposta
  31. input_boombar_doji_short = input.float(title="input_boombar_doji_short", defval=0.34, minval=0.1, maxval=1000, group='Differenziali Grandezza Doji')
  32. input_distanza_long = input.float(title="input_distanza_long", defval=1.8, minval=0.1, maxval=1000, group='Differenziali Chiusura Con Medie') // distanza tra la haClose e la slow ema
  33. input_distanza_short = input.float(title="input_distanza_short", defval=2.4, minval=0.1, maxval=1000, group='Differenziali Chiusura Con Medie') // distanza tra la haClose e la slow ema
  34. mult_doji_long = input.float(title="mult_doji_long", defval=0.2, minval=0.1, maxval=1000, group='Grandezza Doji', tooltip="Determina La Grandezza Delle Doji Precedenti") // determina la grandezza delle doji precedenti
  35. mult_doji_short = input.float(title="mult_doji_short", defval=0.26, minval=0.1, maxval=1000, group='Grandezza Doji', tooltip="Determina La Grandezza Delle Doji Precedenti") // determina la grandezza delle doji precedenti
  36. lunghezza_adx_long = input.int(title="lunghezza_adx_long", defval=5, minval=1, maxval=1000, group='Differenziale Adx', tooltip="Opera In Base Alla Tendenza")
  37. lunghezza_adx_short = input.int(title="lunghezza_adx_short", defval=7, minval=1, maxval=1000, group='Differenziale Adx', tooltip="Opera In Base Alla Tendenza")
  38. differenziale_adx_basso_long = input.float(title="differenziale_adx_basso_long", defval=25.0, minval=0.1, maxval=1000, group='Differenziale Adx', tooltip="Opera In Base Alla Tendenza")
  39. differenziale_adx_alto_long = input.float(title="differenziale_adx_alto_long", defval=75.0, minval=0.1, maxval=1000, group='Differenziale Adx', tooltip="Opera In Base Alla Tendenza")
  40. differenziale_adx_basso_short = input.float(title="differenziale_adx_basso_short", defval=20.0, minval=0.1, maxval=1000, group='Differenziale Adx', tooltip="Opera In Base Alla Tendenza")
  41. differenziale_adx_alto_short = input.float(title="differenziale_adx_alto_short", defval=80.0, minval=0.1, maxval=1000, group='Differenziale Adx', tooltip="Opera In Base Alla Tendenza")
  42. lunghezza_rsi_long = input.int(title="lunghezza_rsi_long", defval=15, minval=1, maxval=1000, group='Differenziale Rsi', tooltip="Opera In Base Ai Range Rsi")
  43. lunghezza_rsi_short = input.int(title="lunghezza_rsi_short", defval=6, minval=1, maxval=1000, group='Differenziale Rsi', tooltip="Opera In Base Ai Range Rsi")
  44. differenziale_rsi_long = input.float(title="differenziale_rsi_long", defval=90.0, minval=0.1, maxval=1000, group='Differenziale Rsi', tooltip="Opera In Base Ai Range Rsi")
  45. differenziale_rsi_short = input.float(title="differenziale_rsi_short", defval=24.0, minval=0.1, maxval=1000, group='Differenziale Rsi', tooltip="Opera In Base Ai Range Rsi")
  46. input_fast_ema_long = input.int(title="input_fast_ema_long", defval=52, minval=1, maxval=1000, group='Medie')
  47. input_fast_ema_short = input.int(title="input_fast_ema_short", defval=42, minval=1, maxval=1000, group='Medie')
  48. input_slow_ema_long  = input.int(title="input_slow_ema_long", defval=82, minval=1, maxval=1000, group='Medie')
  49. input_slow_ema_short = input.int(title="input_slow_ema_short", defval=170, minval=1, maxval=1000, group='Medie')
  50. input_dmi_min_diff_long = input.float(title="input_dmi_min_diff_long", defval=26.1, minval=1, maxval=1000, group='Differenziale Dmi')
  51. input_dmi_min_diff_short = input.float(title="input_dmi_min_diff_short", defval=32.6, minval=1, maxval=1000, group='Differenziale Dmi')
  52. input_adx_neutrale = input.float(title="input_adx_neutrale", defval=0.0, minval=0.0, maxval=1000, group='Differenziale Dmi')
  53. in_solo_long = input.bool(title='Solo long', defval=false, inline='1', group='Direzione')
  54. in_solo_short = input.bool(title='Solo short', defval=false, inline='1', group='Direzione')
  55. riskPerTrade = input.float(title='Risk Per Trade %', minval=0.1, maxval=100, defval=8.8, step=0.5)
  56.  
  57.  
  58. // Calcolo del range del backtest
  59. startDate = input.int(title="Start Date",
  60.      defval=17, minval=1, maxval=31, group="Periodo")
  61. startMonth = input.int(title="Start Month",
  62.      defval=08, minval=1, maxval=12, group="Periodo")
  63. startYear = input.int(title="Start Year",
  64.      defval=2016, minval=1800, maxval=2150, group="Periodo")
  65.  
  66. endDate = input.int(title="End Date",
  67.      defval=01, minval=1, maxval=31, group="Periodo")
  68. endMonth = input.int(title="End Month",
  69.      defval=01, minval=1, maxval=12, group="Periodo")
  70. endYear = input.int(title="End Year",
  71.      defval=2121, minval=1800, maxval=2150, group="Periodo")
  72.  
  73.  
  74. inDateRange = (time >= timestamp(syminfo.timezone, startYear,
  75.          startMonth, startDate, 0, 0)) and
  76.      (time < timestamp(syminfo.timezone, endYear, endMonth, endDate, 0, 0))
  77.  
  78.  
  79. // Start Hour Range Trading Non Attivo /////////////////////
  80. //hourTrading = input(title='sessione valida di trading', defval='0600-2300:23456')
  81. //hourRangeTrading = time(timeframe.period, hourTrading)
  82.  
  83.  
  84. // Start Detecting Heiken Ashi ///////////////////////////////////////////////////////
  85. isHA = input(true, 'HA Candles')
  86. heikenashi_1 = ticker.heikinashi(syminfo.tickerid)
  87. data = isHA ? heikenashi_1 : syminfo.tickerid
  88. haOpen = request.security(data, timeframe.period, open)
  89. haHigh = request.security(data, timeframe.period, high)
  90. haLow = request.security(data, timeframe.period, low)
  91. haClose = request.security(data, timeframe.period, close)
  92. color = haClose > haOpen ? color.green : color.red
  93. plotcandle(haOpen, haHigh, haLow, haClose, 'Heiken Ashi Color', color=color)
  94. // End Detecting Heiken Ashi ///////////////////////////////////////////////////////
  95.  
  96.  
  97. // Variabili Medie Long e Short
  98. fast_ema_long = ta.ema(haClose, input_fast_ema_long)
  99. fast_ema_short = ta.ema(haClose, input_fast_ema_short)
  100. slow_ema_long = ta.ema(haClose, input_slow_ema_long)
  101. slow_ema_short = ta.ema(haClose, input_slow_ema_short)
  102. plot(fast_ema_long, title = "fast_ema_long", color=color.blue)
  103. plot(fast_ema_short, title = "fast_ema_short", color=color.purple)
  104. plot(slow_ema_long, title = "slow_ema_long", color=color.blue)
  105. plot(slow_ema_short, title = "slow_ema_short", color=color.purple)
  106.  
  107.  
  108. // Variabili Rsi Long e Short
  109. valore_rsi_long = ta.rsi(close, lunghezza_rsi_long)
  110. valore_rsi_short = ta.rsi(close, lunghezza_rsi_short)
  111. plot(valore_rsi_long, title = "valore_rsi_long", color=color.blue)
  112. plot(valore_rsi_short, title = "valore_rsi_short", color=color.purple)
  113.  
  114.  
  115. // Variabili Boombar Long e Short E Voglio 3 Candele Precedenti Nella Direzione Opposta
  116. boombar_3_long = haClose[1] / 100 * input_boombar_3_long
  117. boombar_3_short = haClose[1] / 100 *input_boombar_3_short
  118. plot(boombar_3_long, title = "boombar_3_long", color=color.blue)
  119. plot(boombar_3_short, title = "boombar_3_short", color=color.purple)
  120.  
  121.  
  122. // Variabili Boombar_doji Long e Short determina la grandezza delle doji precedenti
  123. boombar_doji_long = haClose[1] / 100 * input_boombar_doji_long
  124. boombar_doji_short = haClose[1] / 100 * input_boombar_doji_short
  125. plot(boombar_doji_long, title = "boombar_doji_long", color=color.blue)
  126. plot(boombar_doji_short, title = "boombar_doji_short", color=color.purple)
  127.  
  128.  
  129. // Variabili distanza tra la haClose e le ema Long e Short
  130. distanza_long = slow_ema_long / 100 * input_distanza_long
  131. distanza_short = slow_ema_short / 100 * input_distanza_short
  132. plot(distanza_long, title = "distanza_long", color=color.blue)
  133. plot(distanza_short, title = "distanza_short", color=color.purple)
  134.  
  135.  
  136. // Variabili Dmi NON ATTIVO
  137. // [di_pos, di_neg, adx] = ta.dmi(14, 14)
  138. // diffenziale_adx = adx + (adx / 100 * input_adx_neutrale)
  139. // valore_adx_long = ta.dmi(lunghezza_adx_long, lunghezza_adx_long)
  140. // valore_adx_short = ta.dmi(lunghezza_adx_short, lunghezza_adx_short)
  141. // plot(adx, title="adx")
  142.  
  143.  
  144. // Variabili Adx Long
  145. [di_pos_long, di_neg_long, adx_long] = ta.dmi(lunghezza_adx_long, lunghezza_adx_long)
  146. valore_adx_long = adx_long
  147. plot(adx_long, title="adx_long")
  148.  
  149. // Variabili Adx Short
  150. [di_pos_short, di_neg_short, adx_short] = ta.dmi(lunghezza_adx_short, lunghezza_adx_short)
  151. valore_adx_short = adx_short
  152. plot(adx_short, title="adx_short")
  153.  
  154.  
  155. // Money Menagment e stop loss
  156.  
  157. // size = strategy.equity * input_risk / 100
  158. // nr_contratti = size / close
  159. // stop_loss_long = math.round(size / syminfo.mintick / 100 * input_stop_loss_long) / nr_contratti
  160. // stop_loss_short = math.round(size / syminfo.mintick / 100 * input_stop_loss_short) / nr_contratti
  161. // target_long = math.round(size / syminfo.mintick / 100 * input_target_long) / nr_contratti
  162. // target_short = math.round(size / syminfo.mintick / 100 * input_target_short) / nr_contratti
  163.  
  164.  
  165. //Variabili Stop Long e Short
  166. stop_loss_long_price = math.round(strategy.opentrades.entry_price(0) - (strategy.opentrades.entry_price(0) * input_stop_loss_long) / 100)
  167. //stop_loss_long = (strategy.opentrades.entry_price(0) - stop_loss_long_price) / syminfo.mintick
  168. stop_loss_short_price = math.round(strategy.opentrades.entry_price(0) + (strategy.opentrades.entry_price(0) * input_stop_loss_short) / 100)
  169. //stop_loss_short = (stop_loss_short_price - strategy.opentrades.entry_price(0)) / syminfo.mintick
  170. take_profit_long_price = math.round(strategy.opentrades.entry_price(0) + (strategy.opentrades.entry_price(0) * input_take_profit_long) / 100)
  171. //take_profit_long = (take_profit_long_price - strategy.opentrades.entry_price(0)) / syminfo.mintick
  172. take_profit_short_price = math.round(strategy.opentrades.entry_price(0) - (strategy.opentrades.entry_price(0) * input_take_profit_short) / 100)
  173. //take_profit_short =(strategy.opentrades.entry_price(0) - take_profit_short_price) / syminfo.mintick
  174.  
  175.  
  176. plot(strategy.position_size != 0 ? strategy.opentrades.entry_price(0) : na , color=strategy.position_size > 0 ? color.blue : strategy.position_size < 0 ? color.red : na, style=plot.style_linebr, title="entry_price") // stampa l'entry price in rosso se short in blu se long
  177. plot(strategy.position_size > 0 ?  take_profit_long_price : strategy.position_size < 0 ? take_profit_short_price: na, color=color.green, style=plot.style_cross, linewidth=2, title="tk_limit")
  178. plot(strategy.position_size > 0 ?  stop_loss_long_price : strategy.position_size < 0 ? stop_loss_short_price: na, color=color.red, style=plot.style_cross, linewidth=2, title="sl_limit")
  179.  
  180. bgcolor(strategy.position_size > 0 ? color.green : strategy.position_size < 0 ? color.red : na, transp=90) // sfondo verde quando siamo long, sfondo rosso quando siamo short, no sfondo quando non siamo in posizione
  181.  
  182.  
  183. // Plot No Trading Allowed giorni da 1 a 7 1 è domenica. Mesi da 1 a 12 1 è Gennaio.
  184.  
  185. //giorni_esclusi = dayofweek(time)
  186. //plotshape(giorni_esclusi[1] == 2 ? giorni_esclusi : na, color=color.green, title="giorni_esclusi")
  187. //mesi_esclusi = month(time)
  188. //plotshape(mesi_esclusi[1] == 9 ? mesi_esclusi : na, color=color.yellow, title="mesi_esclusi")
  189.  
  190.  
  191. //Condizione Entrata Long 1 E 2
  192. CondEntryLong1 = valore_rsi_long < differenziale_rsi_long and (haClose - slow_ema_long) < distanza_long and valore_adx_long < differenziale_adx_alto_long and valore_adx_long > differenziale_adx_basso_long and (fast_ema_long[1] - slow_ema_long[1]) < (fast_ema_long - slow_ema_long) and math.abs(haOpen - haClose) > boombar_3_long and fast_ema_long > slow_ema_long and haOpen < haClose and haOpen[1] > haClose[1] and haOpen[2] > haClose[2] and haOpen[3] > haClose[3] and not in_solo_short and inDateRange
  193.  
  194. CondEntryLong2 = valore_rsi_long < differenziale_rsi_long and (haClose - slow_ema_long) < distanza_long and valore_adx_long < differenziale_adx_alto_long and valore_adx_long > differenziale_adx_basso_long and (fast_ema_long[1] - slow_ema_long[1]) < (fast_ema_long - slow_ema_long) and math.abs(haOpen - haClose) > boombar_doji_long and fast_ema_long > slow_ema_long and haOpen < haClose and math.abs(haClose[1] - haOpen[1]) < (haClose / 100 * mult_doji_long) and not in_solo_short and inDateRange
  195.  
  196.  
  197. // //Condizione Entrata Short 1 E 2
  198. CondEntryShort1 = valore_rsi_short > differenziale_rsi_short and (slow_ema_short - haClose) < distanza_short and valore_adx_short < differenziale_adx_alto_short and valore_adx_short > differenziale_adx_basso_short and (slow_ema_short[1] - fast_ema_short[1]) <= (slow_ema_short - fast_ema_short) and math.abs(haOpen - haClose) > boombar_3_short and (fast_ema_short < slow_ema_short) and (haOpen > haClose) and (haOpen[1] < haClose[1] and haOpen[2] < haClose[2] and haOpen[3] < haClose[3]) and not in_solo_long and inDateRange
  199.  
  200. CondEntryShort2 = valore_rsi_short > differenziale_rsi_short and (slow_ema_short - haClose) < distanza_short and valore_adx_short < differenziale_adx_alto_short and valore_adx_short > differenziale_adx_basso_short and (slow_ema_short[1] - fast_ema_short[1]) <= (slow_ema_short - fast_ema_short) and fast_ema_short < slow_ema_short and math.abs(haOpen[1] - haClose[1]) < (haClose / 100 * mult_doji_short) and math.abs(haOpen - haClose) > boombar_doji_short and (haOpen > haClose) and not in_solo_long and inDateRange
  201.  
  202. barcolor(CondEntryLong1 ? color.lime : CondEntryShort1 ? color.purple : na)
  203. barcolor(CondEntryLong2 ? color.lime : CondEntryShort2 ? color.purple : na)
  204.  
  205.  
  206. buy_command = '{"pair":"ETH-PERP","unitsPercent":"37","unitsType":"percentBalance","exchange":"Ftx","apiKey":"FTX","token":"e6d67d6e-1a5f-4e53-a9fd-6276dfa2a34b","isBuy":true,"isMarket":true,"stopLossPercent":"-3","stopLossType":"percent","leverage":1,"marginType":"ISOLATED","targets":[{"idx":1,"amount":"100","takeProfitPercent":"3"}],"targetType":"percent","targetAmountInPercent":true,"closeCurrentPosition":true,"preventPyramiding":true,"cancelAllOrders":true,"subAccount":"Scalping-Bot-ETH-PERP-FTX-5M"}'
  207. sell_command = '{"pair":"ETH-PERP","unitsPercent":"37","unitsType":"percentBalance","exchange":"Ftx","apiKey":"FTX","token":"e6d67d6e-1a5f-4e53-a9fd-6276dfa2a34b","isSell":true,"isMarket":true,"stopLossPercent":"-3","stopLossType":"percent","leverage":1,"marginType":"ISOLATED","targets":[{"idx":1,"amount":"100","takeProfitPercent":"3"}],"targetType":"percent","targetAmountInPercent":true,"closeCurrentPosition":true,"preventPyramiding":true,"cancelAllOrders":true,"subAccount":"Scalping-Bot-ETH-PERP-FTX-5M"}'
  208. close_command = '{"pair":"ETH-PERP","unitsPercent":"37","exchange":"Ftx","apiKey":"FTX","token":"e6d67d6e-1a5f-4e53-a9fd-6276dfa2a34b","isClose":true,"subAccount":"Scalping-Bot-ETH-PERP-FTX-5M"}'
  209.  
  210.  
  211. //entrata e uscita Long 1 E 2
  212. if (CondEntryLong1 or CondEntryLong2) and strategy.opentrades == 0
  213.     strategy.entry('operazioneLong', strategy.long, alert_message = "Open Long Position", comment = buy_command)
  214.  
  215. if strategy.opentrades ==1
  216.     strategy.exit('SL e TP', from_entry='operazioneLong', stop = stop_loss_long_price, limit = take_profit_long_price, alert_message = "Your Long SL-TP Has Been Triggered.", comment = close_command)
  217.  
  218. ///////////// Condizione che non viene usata perchè non ci sono segnali di chiusura strategy.close ////////////////////////
  219.  
  220. // if condExitLong and strategy.opentrades == 1
  221. //     strategy.close('operazioneLong', alert_message = "Close Long Position", comment = close_command)
  222.    
  223. /////////////  CondEntryLong2 già incluso nelle condizioni di entrata  ////////////////////////
  224.    
  225. //if CondEntryLong2 and strategy.opentrades == 0
  226. //    strategy.entry('operazioneLong2', strategy.long, alert_message = "Open Long Position2", comment = buy_command)    
  227.    
  228. //if strategy.opentrades ==1
  229. //    strategy.exit('SL e TP', from_entry='operazioneLong2', stop = stop_loss_long_price, limit = take_profit_long_price, alert_message = "Your Long SL-TP Has Been Triggered.", comment = close_command)
  230.    
  231. ///////////// Condizione che non viene usata perchè non ci sono segnali di chiusura strategy.close ////////////////////////    
  232.    
  233. // if condExitLong2 and strategy.opentrades == 1
  234. //     strategy.close('operazioneLong2', alert_message = "Close Long Position2", comment = close_command)    
  235.    
  236. //entrata e uscita Short 1 E 2
  237. if (CondEntryShort1 or CondEntryShort2) and strategy.opentrades == 0
  238.     strategy.entry('operazioneShort', strategy.short, alert_message = "Open Short position", comment = sell_command)
  239.    
  240. if strategy.opentrades ==1
  241.     strategy.exit('SL e TP', from_entry='operazioneShort', stop = stop_loss_short_price, limit = take_profit_short_price, alert_message = "Your Short SL-TP Has Been Triggered.", comment = close_command)
  242.  
  243. ///////////// Condizione che non viene usata perchè non ci sono segnali di chiusura strategy.close ////////////////////////
  244.  
  245. // if condExitShort and strategy.opentrades == 1
  246. //     strategy.close('operazioneShort', alert_message = "Close Short Position", comment = close_command)
  247.  
  248. /////////////  CondEntryLong2 già incluso nelle condizioni di entrata  ////////////////////////
  249.  
  250. //if CondEntryShort2 and strategy.opentrades == 0
  251. //    strategy.entry('operazioneShort2', strategy.short, alert_message = "Open Short position2", comment = sell_command)
  252.    
  253. //if strategy.opentrades ==1
  254. //    strategy.exit('SL e TP', from_entry='operazioneShort2', stop = stop_loss_short_price, limit = take_profit_short_price, alert_message = "Your Short SL-TP Has Been Triggered.", comment = close_command)
  255.    
  256. ///////////// Condizione che non viene usata perchè non ci sono segnali di chiusura strategy.close ////////////////////////    
  257.    
  258. // if condExitShort2 and strategy.opentrades == 1
  259. //     strategy.close('operazioneShort2', alert_message = "Close Short Position2", comment = close_command)
  260.    
  261. // Nome Alert: Scalping-Bot ETH/PERP Ver5 FTX-5M
  262. // Commento Alert: {{strategy.order.comment}}
  263.  
  264.  
  265. // ----------------- Inizio Tabella risultati mensili. Per visualizzare andare nelle impostazioni proprietà e spuntare ad ogni tick -----------------
  266.  
  267. // new_month = month(time) != month(time[1])
  268. // new_year  = year(time)  != year(time[1])
  269.  
  270. // eq = strategy.equity
  271.  
  272. // bar_pnl = eq / eq[1] - 1
  273.  
  274. // cur_month_pnl = 0.0
  275. // cur_year_pnl  = 0.0
  276.  
  277. // // Current Monthly P&L
  278. // cur_month_pnl := new_month ? 0.0 :
  279. //                  (1 + cur_month_pnl[1]) * (1 + bar_pnl) - 1
  280.  
  281. // // Current Yearly P&L
  282. // cur_year_pnl := new_year ? 0.0 :
  283. //                  (1 + cur_year_pnl[1]) * (1 + bar_pnl) - 1  
  284.  
  285. // // Arrays to store Yearly and Monthly P&Ls
  286. // var month_pnl  = array.new_float(0)
  287. // var month_time = array.new_int(0)
  288.  
  289. // var year_pnl  = array.new_float(0)
  290. // var year_time = array.new_int(0)
  291.  
  292. // last_computed = false
  293.  
  294. // if (not na(cur_month_pnl[1]) and (new_month or barstate.islast))
  295. //     if (last_computed[1])
  296. //         array.pop(month_pnl)
  297. //         array.pop(month_time)
  298.        
  299. //     array.push(month_pnl , cur_month_pnl[1])
  300. //     array.push(month_time, time[1])
  301.  
  302. // if (not na(cur_year_pnl[1]) and (new_year or barstate.islast))
  303. //     if (last_computed[1])
  304. //         array.pop(year_pnl)
  305. //         array.pop(year_time)
  306.        
  307. //     array.push(year_pnl , cur_year_pnl[1])
  308. //     array.push(year_time, time[1])
  309.  
  310. // last_computed := barstate.islast ? true : nz(last_computed[1])
  311.  
  312. // // Monthly P&L Table    
  313. // var monthly_table = table(na)
  314. // prec      = input(2, title = "Return Precision")
  315.  
  316. // if (barstate.islast)
  317. //     monthly_table := table.new(position.bottom_right, columns = 14, rows = array.size(year_pnl) + 1, bgcolor=#0F0F0F,border_width=1,border_color=#000000)
  318.  
  319. //     table.cell(monthly_table, 0,  0, "",     text_color=#D3D3D3, bgcolor=#0F0F0F)
  320. //     table.cell(monthly_table, 1,  0, "Jan",  text_color=#D3D3D3, bgcolor=#0F0F0F)
  321. //     table.cell(monthly_table, 2,  0, "Feb",  text_color=#D3D3D3, bgcolor=#0F0F0F)
  322. //     table.cell(monthly_table, 3,  0, "Mar",  text_color=#D3D3D3, bgcolor=#0F0F0F)
  323. //     table.cell(monthly_table, 4,  0, "Apr",  text_color=#D3D3D3, bgcolor=#0F0F0F)
  324. //     table.cell(monthly_table, 5,  0, "May",  text_color=#D3D3D3, bgcolor=#0F0F0F)
  325. //     table.cell(monthly_table, 6,  0, "Jun",  text_color=#D3D3D3, bgcolor=#0F0F0F)
  326. //     table.cell(monthly_table, 7,  0, "Jul",  text_color=#D3D3D3, bgcolor=#0F0F0F)
  327. //     table.cell(monthly_table, 8,  0, "Aug",  text_color=#D3D3D3, bgcolor=#0F0F0F)
  328. //     table.cell(monthly_table, 9,  0, "Sep",  text_color=#D3D3D3, bgcolor=#0F0F0F)
  329. //     table.cell(monthly_table, 10, 0, "Oct",  text_color=#D3D3D3, bgcolor=#0F0F0F)
  330. //     table.cell(monthly_table, 11, 0, "Nov",  text_color=#D3D3D3, bgcolor=#0F0F0F)
  331. //     table.cell(monthly_table, 12, 0, "Dec",  text_color=#D3D3D3, bgcolor=#0F0F0F)
  332. //     table.cell(monthly_table, 13, 0, "Year", text_color=#D3D3D3, bgcolor=#0F0F0F)
  333.  
  334.  
  335. //     for yi = 0 to array.size(year_pnl) - 1
  336. //         table.cell(monthly_table, 0,  yi + 1, str.tostring(year(array.get(year_time, yi))), text_color=#D3D3D3, bgcolor=#0F0F0F)
  337.        
  338. //         y_color = array.get(year_pnl, yi) > 0 ? color.lime : color.red
  339. //         table.cell(monthly_table, 13, yi + 1, str.tostring(math.round(array.get(year_pnl, yi) * 100, prec)), bgcolor = y_color)
  340.        
  341. //     for mi = 0 to array.size(month_time) - 1
  342. //         m_row   = year(array.get(month_time, mi))  - year(array.get(year_time, 0)) + 1
  343. //         m_col   = month(array.get(month_time, mi))
  344. //         m_color = array.get(month_pnl, mi) > 0 ? color.lime : color.red
  345.        
  346. //         table.cell(monthly_table, m_col, m_row, str.tostring(math.round(array.get(month_pnl, mi) * 100, prec)), bgcolor = m_color)
  347.  
  348. // ----------------- Fine Tabella risultati mensili. Per visualizzare andare nelle impostazioni proprietà e spuntare ad ogni tick -----------------
Add Comment
Please, Sign In to add comment
Public Pastes
We use cookies for various purposes including analytics. By continuing to use Pastebin, you agree to our use of cookies as described in the Cookies Policy.  OK, I Understand
Not a member of Pastebin yet?
Sign Up, it unlocks many cool features!