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- // This source code is subject to the terms of the Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International (CC BY-NC-SA 4.0)
- // © TheSocialCryptoClub
- //@version=5
- strategy("Bot Yesterday's Breakout Yesterday's High", overlay=true, pyramiding = 1,
- initial_capital=10000,
- default_qty_type=strategy.percent_of_equity, default_qty_value=10,
- slippage=1, backtest_fill_limits_assumption=1, use_bar_magnifier=true,
- commission_type=strategy.commission.percent, commission_value=0.075
- )
- // -----------------------------------------------------------------------------
- // ROC Filter
- // -----------------------------------------------------------------------------
- // f_security function by LucF for PineCoders available here: https://www.tradingview.com/script/cyPWY96u-How-to-avoid-repainting-when-using-security-PineCoders-FAQ/
- f_security(_sym, _res, _src, _rep) => request.security(_sym, _res, _src[not _rep and barstate.isrealtime ? 1 : 0])[_rep or barstate.isrealtime ? 0 : 1]
- high_daily = f_security(syminfo.tickerid, "D", high, false)
- roc_enable = input.bool(false, "", group="ROC Filter from CloseD", inline="roc")
- roc_threshold = input.float(1, "Treshold", step=0.5, group="ROC Filter from CloseD", inline="roc")
- closed = f_security(syminfo.tickerid,"1D",close, false)
- roc_filter= roc_enable ? (close-closed)/closed*100 > roc_threshold : true
- // -----------------------------------------------------------------------------
- // Trigger Point
- // -----------------------------------------------------------------------------
- open_session = ta.change(time('D'))
- price_session = ta.valuewhen(open_session, open, 0)
- tf_session = timeframe.multiplier <= 60
- bgcolor(open_session and tf_session ?color.new(color.blue,80):na, title = "Session")
- first_bar = 0
- if open_session
- first_bar := bar_index
- var max_today = 0.0
- var min_today = 0.0
- var high_daily1 = 0.0
- var low_daily1 = 0.0
- var today_open = 0.0
- if first_bar
- high_daily1 := max_today
- low_daily1 := min_today
- today_open := open
- max_today := high
- min_today := low
- if high >= max_today
- max_today := high
- if low < min_today
- min_today := low
- same_day = today_open == today_open[1]
- plot( timeframe.multiplier <= 240 and same_day ? high_daily1 : na, color= color.yellow , style=plot.style_linebr, linewidth=1, title='High line')
- plot( timeframe.multiplier <= 240 and same_day ? low_daily1 : na, color= #E8000D , style=plot.style_linebr, linewidth=1, title='Low line')
- // -----------------------------------------------------------------------------
- // Strategy settings
- // -----------------------------------------------------------------------------
- Gap = input.float(1,"Gap%", step=0.5, tooltip="Gap di entrata su entry_price -n anticipa entrata, con +n posticipa entrata", group = "Entry")
- Gap2 = (high_daily1 * Gap)/100
- sl = input.float(3, "Stop-loss", step= 0.5, group = "Entry")
- tp = input.float(9, "Take-profit", step= 0.5, group = "Entry")
- stop_loss_price = strategy.position_avg_price * (1-sl/100)
- take_price = strategy.position_avg_price * (1+tp/100)
- sl_trl = input.float(2, "Trailing-stop", step = 0.5, tooltip = "Attiva trailing stop dopo che ha raggiunto...",group = "Trailing Stop Settings")//group = "Trailing Stop Settings")
- Atrl= input.float(1, "Offset Trailing", step=0.5,tooltip = "Distanza dal prezzo", group = "Trailing Stop Settings")
- stop_trl_price_cond = sl_trl * high/syminfo.mintick/100
- stop_trl_price_offset_cond = Atrl * high/syminfo.mintick/100
- stop_tick = sl * high/syminfo.mintick/100
- profit_tick = tp * high/syminfo.mintick/100
- mess_buy = "buy"
- mess_sell = "sell"
- // -----------------------------------------------------------------------------
- // Entry - Exit - Close
- // -----------------------------------------------------------------------------
- if close < high_daily1 and roc_filter
- strategy.entry("Entry", strategy.long, stop = high_daily1 + (Gap2), alert_message = mess_buy)
- ts_n = input.bool(true, "Trailing-stop", tooltip = "Attiva o disattiva trailing-stop", group = "Trailing Stop Settings")
- close_ema = input.bool(false, "Close EMA", tooltip = "Attiva o disattiva chiusura su EMA", group = "Trailing Stop Settings")
- len1 = input.int(10, "EMA length", step=1, group = "Trailing Stop Settings")
- ma1 = ta.ema(close, len1)
- plot(ma1, title='EMA', color=color.new(color.yellow, 0))
- if ts_n == true
- strategy.exit("Trailing-Stop","Entry",loss= stop_tick, stop= stop_loss_price, limit= take_price, trail_points = stop_trl_price_cond, trail_offset = stop_trl_price_offset_cond, comment_loss="Stop-Loss!!",comment_profit ="CASH!!", comment_trailing = "TRL-Stop!!", alert_message = mess_sell)
- else
- strategy.exit("TP-SL", "Entry",loss= stop_tick, stop=stop_loss_price, limit= take_price, comment_loss= "Stop-loss!!!", comment_profit = "CASH!!", alert_message = mess_sell)
- if close_ema == true and ta.crossunder(close,ma1)
- strategy.close("Entry",comment = "Close" , alert_message = mess_sell)
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Comments
-
- hello,
- can you make PREDICTUM INDICATOR code...??
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