API tools faq
paste
Advertisement
Maurizio-Ciullo

Bot Break-in-New Ver-5 ETH/PERP FTX 4H LONG E SHORT

Maurizio-Ciullo
Jan 13th, 2022 (edited)
201
0
Never
Add comment
Not a member of Pastebin yet? Sign Up, it unlocks many cool features!
JavaScript 9.56 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 Break-in-New Ver-5 (Strategia Breakout) - parte 2
  4. // (Exchange= FTX) (Sottostante ETH-PERP) (Timeframe= 4H) (Direzione= LONG E SHORT) (Swing Posizione= SI) (Esclusione Ore=NO) (Esclusione Giorni=LUNEDI') (Esclusione Mesi=SETTEMBRE)
  5. // (Take Profit Long/Short Market = Non Definito) (Take Profit Limit Long/Short= +20% Tradingview-Hub) (Stop Loss Limit Long/Short= -11% Tradingview-Hub) (Stop Loss Market Long/Short= -11%) (Stop Emergenza= No)
  6. //@version=5
  7. //1. Strategia
  8. strategy(title='Bot Break-in-New Ver-5 ETH/PERP FTX 4H LONG E SHORT', overlay=true,
  9.      pyramiding=0,
  10.      initial_capital=150,
  11.      commission_type=strategy.commission.percent,
  12.      commission_value=0.1,
  13.      slippage=3,
  14.      default_qty_type=strategy.percent_of_equity,
  15.      default_qty_value=27.5)
  16.  
  17.  
  18. //input SL e TP Long e Short
  19. input_stop_loss_long = input.float(title='stop_loss_long', defval=11, minval=0, maxval=100, step=0.1, group='Stop')
  20. input_take_profit_long = input.float(title='take_profit_long', defval=20, minval=0, maxval=100, step=0.1, group='Stop')
  21. input_stop_loss_short = input.float(title='stop_loss_short', defval=11, minval=0, maxval=100, step=0.1, group='Stop')
  22. input_take_profit_short = input.float(title='take_profit_short', defval=20, minval=0, maxval=100, step=0.1, group='Stop')
  23. input_lunghezza_ema = input.int(title='lunghezza ema', defval=125, minval=0, maxval=300, step=5)
  24.  
  25. riskPerTrade = input.float(title='Risk Per Trade %', minval=0.1, maxval=100, defval=27.5, step=0.5)
  26.  
  27.  
  28. length = input.int(title="Length", defval=10, minval=1)
  29. smoothing = input.string(title="Smoothing", defval="SMA", options=["RMA", "SMA", "EMA", "WMA"])
  30. ma_function(source, length) =>
  31.     switch smoothing
  32.         "RMA" => ta.rma(source, length)
  33.         "SMA" => ta.sma(source, length)
  34.         "EMA" => ta.ema(source, length)
  35.         => ta.wma(source, length)
  36. plot(ma_function(ta.tr(true), length), title = "ATR", color=color.new(#B71C1C, 0))
  37.  
  38.  
  39. in_atr_Mult = input.float(title='atr_Mult', minval=1, maxval=5, defval=1, step=0.5)
  40. //in_tpPips = input(title="TP", type=input.integer, defval=40)
  41. //in_slPips = input(title="SL", type=input.integer, defval=30)
  42.  
  43. //Input solo long o solo short
  44. in_solo_long = input.bool(title='Solo long', defval=false, inline='1', group='Direzione')
  45. in_solo_short = input.bool(title='Solo short', defval=false, inline='1', group='Direzione')
  46.  
  47. atr = ma_function(ta.tr(true), length)
  48. media = ta.ema(close, input_lunghezza_ema)
  49.  
  50. plot(media, title = "media", color=color.blue)
  51.  
  52. hourTrading = input(title='sessione valida di trading', defval='0600-2300:23456')
  53.  
  54. rangeTrading = time(timeframe.period, hourTrading)
  55.  
  56.  
  57. //calcolo della size per lo SL e TP
  58. size = strategy.equity * riskPerTrade / 100
  59. nr_contratti = size / close
  60. stop_loss_long = math.round(size / syminfo.mintick / 100 * input_stop_loss_long) / nr_contratti
  61. take_profit_long = math.round(size / syminfo.mintick / 100 * input_take_profit_long) / nr_contratti
  62. stop_loss_short = math.round(size / syminfo.mintick / 100 * input_stop_loss_short) / nr_contratti
  63. take_profit_short = math.round(size / syminfo.mintick / 100 * input_take_profit_short) / nr_contratti
  64.  
  65.  
  66. plot(strategy.position_size != 0 ? strategy.position_avg_price : 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
  67. plot(strategy.position_size > 0 ?  strategy.position_avg_price + take_profit_long * 0.01 * 10: strategy.position_size < 0 ? strategy.position_avg_price - take_profit_short * 0.01 * 10: na, color=color.green, style=plot.style_cross, linewidth=2, title="tk_limit")
  68. plot(strategy.position_size > 0 ?  strategy.position_avg_price - stop_loss_long * 0.01 * 10: strategy.position_size < 0 ? strategy.position_avg_price + stop_loss_short * 0.01 * 10 : na, color=color.red, style=plot.style_cross, linewidth=2, title="sl_limit")
  69.  
  70. 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
  71.  
  72. // giorni da 1 a 7 1 è domenica
  73.  
  74. //Condizione Long
  75. cond_long = math.abs(open - close) > atr * in_atr_Mult and close > open and close > media and month != 9 and dayofweek != 2 and not in_solo_short
  76.  
  77. //Condizione Short
  78. cond_short = math.abs(open - close) > atr * in_atr_Mult and close < open and  close < media and month != 9 and dayofweek != 2 and not in_solo_long
  79.  
  80.  
  81.  
  82. //entrata e uscita Long
  83. if cond_long// and strategy.opentrades == 0
  84.     strategy.entry('operazioneLong', strategy.long)
  85.     strategy.exit('SL e TP', from_entry='operazioneLong', loss=stop_loss_long, profit=take_profit_long)
  86.    
  87. //entrata e uscita Short
  88. if cond_short// and strategy.opentrades == 0
  89.     strategy.entry('operazioneShort', strategy.short)
  90.     strategy.exit('SL e TP', from_entry='operazioneShort', loss=stop_loss_short, profit=take_profit_short)
  91.  
  92. // Emergency!!!
  93.  
  94. lastEntryPrice = strategy.opentrades.entry_price(0)
  95.  
  96. //chiusura di sicurezza Long
  97. prezzo_uscita_emergenza_long = lastEntryPrice - math.round(size / 100 * input_stop_loss_long) / nr_contratti
  98.  
  99. plot(prezzo_uscita_emergenza_long,color=color.blue,linewidth=3, title="Stop_Emerg_Long")
  100.  
  101. condExitLong = close < prezzo_uscita_emergenza_long
  102.  
  103. if strategy.opentrades ==1 and condExitLong
  104.     strategy.close(id = 'operazioneLong')
  105.  
  106. barcolor(cond_long ? color.lime : cond_short ? color.purple : na)
  107.  
  108. //chiusura di sicurezza Short
  109.  
  110. //plot(lastEntryPrice, color=color.fuchsia, style=plot.style_circles, linewidth=3, title="Last entry price")
  111.  
  112. prezzo_uscita_emergenza_short = lastEntryPrice + math.round(size / 100 * input_stop_loss_short) / nr_contratti
  113.  
  114. plot(prezzo_uscita_emergenza_short,color=color.red,linewidth=3, title="Stop_Emerg_Short")
  115.  
  116. condExitShort = close > prezzo_uscita_emergenza_short
  117.  
  118. if strategy.opentrades ==1 and condExitShort
  119.     strategy.close(id = 'operazioneShort')
  120.    
  121. // Tabella risultati mensili by QuantNomad (TSC Boilerplate) Per visualizzare andare nelle impostazioni proprietà e spuntare ad ogni tick
  122.  
  123. new_month = month(time) != month(time[1])
  124. new_year  = year(time)  != year(time[1])
  125.  
  126. eq = strategy.equity
  127.  
  128. bar_pnl = eq / eq[1] - 1
  129.  
  130. cur_month_pnl = 0.0
  131. cur_year_pnl  = 0.0
  132.  
  133. // Current Monthly P&L
  134. cur_month_pnl := new_month ? 0.0 :
  135.                  (1 + cur_month_pnl[1]) * (1 + bar_pnl) - 1
  136.  
  137. // Current Yearly P&L
  138. cur_year_pnl := new_year ? 0.0 :
  139.                  (1 + cur_year_pnl[1]) * (1 + bar_pnl) - 1  
  140.  
  141. // Arrays to store Yearly and Monthly P&Ls
  142. var month_pnl  = array.new_float(0)
  143. var month_time = array.new_int(0)
  144.  
  145. var year_pnl  = array.new_float(0)
  146. var year_time = array.new_int(0)
  147.  
  148. last_computed = false
  149.  
  150. if (not na(cur_month_pnl[1]) and (new_month or barstate.islast))
  151.     if (last_computed[1])
  152.         array.pop(month_pnl)
  153.         array.pop(month_time)
  154.        
  155.     array.push(month_pnl , cur_month_pnl[1])
  156.     array.push(month_time, time[1])
  157.  
  158. if (not na(cur_year_pnl[1]) and (new_year or barstate.islast))
  159.     if (last_computed[1])
  160.         array.pop(year_pnl)
  161.         array.pop(year_time)
  162.        
  163.     array.push(year_pnl , cur_year_pnl[1])
  164.     array.push(year_time, time[1])
  165.  
  166. last_computed := barstate.islast ? true : nz(last_computed[1])
  167.  
  168. // Monthly P&L Table    
  169. var monthly_table = table(na)
  170. prec      = input(2, title = "Return Precision")
  171.  
  172. if (barstate.islast)
  173.     monthly_table := table.new(position.bottom_right, columns = 14, rows = array.size(year_pnl) + 1, bgcolor=#0F0F0F,border_width=1,border_color=#000000)
  174.  
  175.     table.cell(monthly_table, 0,  0, "",     text_color=#D3D3D3, bgcolor=#0F0F0F)
  176.     table.cell(monthly_table, 1,  0, "Jan",  text_color=#D3D3D3, bgcolor=#0F0F0F)
  177.     table.cell(monthly_table, 2,  0, "Feb",  text_color=#D3D3D3, bgcolor=#0F0F0F)
  178.     table.cell(monthly_table, 3,  0, "Mar",  text_color=#D3D3D3, bgcolor=#0F0F0F)
  179.     table.cell(monthly_table, 4,  0, "Apr",  text_color=#D3D3D3, bgcolor=#0F0F0F)
  180.     table.cell(monthly_table, 5,  0, "May",  text_color=#D3D3D3, bgcolor=#0F0F0F)
  181.     table.cell(monthly_table, 6,  0, "Jun",  text_color=#D3D3D3, bgcolor=#0F0F0F)
  182.     table.cell(monthly_table, 7,  0, "Jul",  text_color=#D3D3D3, bgcolor=#0F0F0F)
  183.     table.cell(monthly_table, 8,  0, "Aug",  text_color=#D3D3D3, bgcolor=#0F0F0F)
  184.     table.cell(monthly_table, 9,  0, "Sep",  text_color=#D3D3D3, bgcolor=#0F0F0F)
  185.     table.cell(monthly_table, 10, 0, "Oct",  text_color=#D3D3D3, bgcolor=#0F0F0F)
  186.     table.cell(monthly_table, 11, 0, "Nov",  text_color=#D3D3D3, bgcolor=#0F0F0F)
  187.     table.cell(monthly_table, 12, 0, "Dec",  text_color=#D3D3D3, bgcolor=#0F0F0F)
  188.     table.cell(monthly_table, 13, 0, "Year", text_color=#D3D3D3, bgcolor=#0F0F0F)
  189.  
  190.  
  191.     for yi = 0 to array.size(year_pnl) - 1
  192.         table.cell(monthly_table, 0,  yi + 1, str.tostring(year(array.get(year_time, yi))), text_color=#D3D3D3, bgcolor=#0F0F0F)
  193.        
  194.         y_color = array.get(year_pnl, yi) > 0 ? color.lime : color.red
  195.         table.cell(monthly_table, 13, yi + 1, str.tostring(math.round(array.get(year_pnl, yi) * 100, prec)), bgcolor = y_color)
  196.        
  197.     for mi = 0 to array.size(month_time) - 1
  198.         m_row   = year(array.get(month_time, mi))  - year(array.get(year_time, 0)) + 1
  199.         m_col   = month(array.get(month_time, mi))
  200.         m_color = array.get(month_pnl, mi) > 0 ? color.lime : color.red
  201.        
  202.         table.cell(monthly_table, m_col, m_row, str.tostring(math.round(array.get(month_pnl, mi) * 100, prec)), bgcolor = m_color)
  203.  
Advertisement
Add Comment
Please, Sign In to add comment
Advertisement
Public Pastes
Advertisement
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!