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Aug 23rd, 2019
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1. //@version=3
2. study(title="Sweat Dreams", overlay=true)
3. // strategy(title="Rêve", shorttitle="Doux rêves", overlay=true, precision=6, pyramiding=0, initial_capital=200, currency="USD", default_qty_type=strategy.percent_of_equity, default_qty_value=99.0, commission_value=0.05)
4.
5.
6. ksrc = input(defval="open", title="Kagi Source")
7. krev = input(defval=0.001, title="Kagi Reversal Size")
8. ktf = input(defval="20", title="Kagi Timeframe")
9. l = input(10,'lines wma')
10. lsourse = input(close,'lines sourse')
11.
12. //-----------------------------------------------------------------------------------------------------------------------------------------------------------------
13. //Definitions
14. //-----------------------------------------------------------------------------------------------------------------------------------------------------------------
15.
16. //Kagi
17. lines = wma(lsourse,l)
18. psrc = lines
19. kagisrc = kagi(tickerid, ksrc, krev)
20. kagi = security(kagisrc, ktf, close)
21.
22. x = psrc > kagi ? true : false
23. y = psrc < kagi ? true : false
24.
25. //Kagi Color
26. // kagicolor = (psrc > kagi) ? lime : (psrc < kagi) ? red : na
27. kagicolor = x ? lime : y ? red : na
28. // k1 = (psrc > kagi) ? blue : white
29. // k2 = (psrc < kagi) ? red : k1
30. // kcol = k1 ? k1 : k2
31.
32. //-----------------------------------------------------------------------------------------------------------------------------------------------------------------
33. //Plots
34. //-----------------------------------------------------------------------------------------------------------------------------------------------------------------
35. buy = x and not x[1] ? psrc : na
36. sell = y and not y[1] ? psrc : na
37. //Plots
38. kagiplot = plot(kagi, color=white, title="Time Based Kagi Plot")
39. kagiplot1 = plot(kagi, color=white, title="Time Based Kagi Plot")
40. priceplot = plot(close, color=black, title="Close Price")
41.
42. plot(lines, color=kagicolor, linewidth=2)
43. plotshape( buy, color=lime, style=shape.arrowdown, text=".", size=size.normal )
44. plotshape( sell, color=red, style=shape.arrowdown, text=":", size=size.normal )
45. plot(psrc, color=kagicolor, linewidth=2)
46.
47. //Kagi Price Fill
48. fill(kagiplot, priceplot, color=kagicolor, transp=80, title="Kagi Fill")
49.
50. fromMonth = input(defval = 8, title = "From Month", minval = 1)
51. fromDay = input(defval = 23, title = "From Day", minval = 1)
52. fromYear = input(defval = 2019, title = "From Year", minval = 2014)
53. toMonth = input(defval = 1, title = "To Month", minval = 1)
54. toDay = input(defval = 1, title = "To Day", minval = 1)
55. toYear = input(defval = 9999, title = "To Year", minval = 2014)
56.
57.
58. // strategy.entry("Buy", true, when=(buy and (time > timestamp(fromYear, fromMonth, fromDay, 00, 00)) and (time < timestamp(toYear, toMonth, toDay, 23, 59))))
59. // strategy.close("Buy", when=(sell and (time < timestamp(toYear, toMonth, toDay, 23, 59))))
60.