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Oct 22nd, 2019
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  1. //@version=4
  2. strategy("CryptoCue Ichimoku Strategy", overlay=true)
  3.  
  4. //Inputs
  5. ts_bars = input(20, minval=1, title="Tenkan-Sen Bars")
  6. ks_bars = input(60, minval=1, title="Kijun-Sen Bars")
  7. ssb_bars = input(120, minval=1, title="Senkou-Span B Bars")
  8. cs_offset = input(30, minval=1, title="Chikou-Span Offset")
  9. ss_offset = input(30, minval=1, title="Senkou-Span Offset")
  10. long_entry = input(true, title="Long Entry")
  11. short_entry = input(true, title="Short Entry")
  12.  
  13. middle(len) => avg(lowest(len), highest(len))
  14.  
  15. // Ichimoku Components
  16. tenkan = middle(ts_bars)
  17. kijun = middle(ks_bars)
  18. senkouA = avg(tenkan, kijun)
  19. senkouB = middle(ssb_bars)
  20.  
  21. // Plot Ichimoku Kinko Hyo
  22. plot(tenkan, color=#0496ff, title="Tenkan-Sen")
  23. plot(kijun, color=#991515, title="Kijun-Sen")
  24. plot(close, offset=-cs_offset+1, color=#459915, title="Chikou-Span")
  25. sa=plot(senkouA, offset=ss_offset-1, color=color.green, title="Senkou-Span A")
  26. sb=plot(senkouB, offset=ss_offset-1, color=color.red, title="Senkou-Span B")
  27. fill(sa, sb, color = senkouA > senkouB ? color.green : color.red, title="Cloud color")
  28.  
  29. ss_high = max(senkouA[ss_offset-1], senkouB[ss_offset-1])
  30. ss_low = min(senkouA[ss_offset-1], senkouB[ss_offset-1])
  31.  
  32. // Entry/Exit Signals
  33. TK_Lbuy = close > kijun
  34. price_above_kumo = close > ss_high
  35. KijunShort = close < tenkan
  36. price_below_kumo = close < ss_low
  37.  
  38. tk_cross_bull = tenkan > kijun
  39. tk_cross_bear = tenkan < kijun
  40.  
  41. cs_cross_bull = mom(close, cs_offset-1) > 0
  42. cs_cross_bear = mom(close, cs_offset-1) < 0
  43. bullish = TK_Lbuy and cs_cross_bull and price_above_kumo
  44. bearish = KijunShort and cs_cross_bear and price_below_kumo
  45.  
  46.  
  47. if (tenkan > kijun) and (senkouA < senkouB)
  48. strategy.entry("Long", strategy.long)
  49. strategy.exit("Trailing", trail_offset = close * 0.2 / syminfo.mintick, trail_price = close * 0.05 / syminfo.mintick, profit = close * 1/syminfo.mintick )
  50. strategy.exit("stopLoss", loss = close * 0.01 / syminfo.mintick)
  51.  
  52. strategy.risk.allow_entry_in(strategy.direction.long)
  53.  
  54. //strategy.entry("Short", strategy.short)
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