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- // === INPUTS ===
- useRes = input(defval = true, title = "Use Alternate Resolution?")
- intRes = input(defval = 3, title = "Multiplier for Alernate Resolution")
- stratRes = ismonthly? tostring(interval*intRes,"###M") : isweekly? tostring(interval*intRes,"###W") : isdaily? tostring(interval*intRes,"###D") : isintraday ? tostring(interval*intRes,"####") : '60'
- basisType = input(defval = "SMMA", title = "MA Type: ", options=["SMA", "EMA", "DEMA", "TEMA", "WMA", "VWMA", "SMMA", "HullMA", "LSMA", "ALMA", "SSMA", "TMA"])
- basisLen = input(defval = 8, title = "MA Period", minval = 1)
- offsetSigma = input(defval = 6, title = "Offset for LSMA / Sigma for ALMA", minval = 0)
- offsetALMA = input(defval = 0.85, title = "Offset for ALMA", minval = 0, step = 0.01)
- scolor = input(false, title="Show coloured Bars to indicate Trend?")
- delayOffset = input(defval = 0, title = "Delay Open/Close MA (Forces Non-Repainting)", minval = 0, step = 1)
- tradeType = input("BOTH", title="What trades should be taken : ", options=["LONG", "SHORT", "BOTH", "NONE"])
- // === /INPUTS ===
- // Constants colours that include fully non-transparent option.
- green100 = '#008000FF'
- lime100 = '#00FF00FF'
- red100 = '#FF0000FF'
- blue100 = '#0000FFFF'
- aqua100 = '#00FFFFFF'
- darkred100 = '#8B0000FF'
- gray100 = '#808080FF'
- // === BASE FUNCTIONS ===
- // Returns MA input selection variant, default to SMA if blank or typo.
- variant(type, src, len, offSig, offALMA) =
- v1 = sma(src, len) // Simple
- v2 = ema(src, len) // Exponential
- v3 = 2 * v2 - ema(v2, len) // Double Exponential
- v4 = 3 * (v2 - ema(v2, len)) + ema(ema(v2, len), len) // Triple Exponential
- v5 = wma(src, len) // Weighted
- v6 = vwma(src, len) // Volume Weighted
- v7 = 0.0
- v7 = na(v7[1]) ? sma(src, len) : (v7[1] * (len - 1) + src) / len // Smoothed
- v8 = wma(2 * wma(src, len / 2) - wma(src, len), round(sqrt(len))) // Hull
- v9 = linreg(src, len, offSig) // Least Squares
- v10 = alma(src, len, offALMA, offSig) // Arnaud Legoux
- v11 = sma(v1,len) // Triangular (extreme smooth)
- // SuperSmoother filter
- // © 2013 John F. Ehlers
- a1 = exp(-1.414*3.14159 / len)
- b1 = 2*a1*cos(1.414*3.14159 / len)
- c2 = b1
- c3 = (-a1)*a1
- c1 = 1 - c2 - c3
- v12 = 0.0
- v12 = c1*(src + nz(src[1])) / 2 + c2*nz(v12[1]) + c3*nz(v12[2])
- type=="EMA"?v2 : type=="DEMA"?v3 : type=="TEMA"?v4 : type=="WMA"?v5 : type=="VWMA"?v6 : type=="SMMA"?v7 : type=="HullMA"?v8 : type=="LSMA"?v9 : type=="ALMA"?v10 : type=="TMA"?v11: type=="SSMA"?v12: v1
- // security wrapper for repeat calls
- reso(exp, use, res) = use ? security(tickerid, res, exp, gaps=barmerge.gaps_off, lookahead=barmerge.lookahead_on) : exp
- // === /BASE FUNCTIONS ===
- // === SERIES SETUP ===
- closeSeries = variant(basisType, close[delayOffset], basisLen, offsetSigma, offsetALMA)
- openSeries = variant(basisType, open[delayOffset], basisLen, offsetSigma, offsetALMA)
- // === /SERIES ===
- // === PLOTTING ===
- // Get Alternate resolution Series if selected.
- closeSeriesAlt = reso(closeSeries, useRes, stratRes)
- openSeriesAlt = reso(openSeries, useRes, stratRes)
- //
- trendColour = (closeSeriesAlt > openSeriesAlt) ? green : red
- bcolour = (closeSeries > openSeriesAlt) ? lime100 : red100
- barcolor(scolor?bcolour:na, title = "Bar Colours")
- closeP=plot(closeSeriesAlt, title = "Close Series", color = trendColour, linewidth = 2, style = line, transp = 20)
- openP=plot(openSeriesAlt, title = "Open Series", color = trendColour, linewidth = 2, style = line, transp = 20)
- fill(closeP,openP,color=trendColour,transp=80)
- // === /PLOTTING ===
- //
- //
- // === ALERT conditions
- xlong = crossover(closeSeriesAlt, openSeriesAlt)
- xshort = crossunder(closeSeriesAlt, openSeriesAlt)
- longCond = xlong // alternative: longCond[1]? false : (xlong or xlong[1]) and close>closeSeriesAlt and close>=open
- shortCond = xshort // alternative: shortCond[1]? false : (xshort or xshort[1]) and close<closeSeriesAlt and close<=open
- // === /ALERT conditions.
- // === STRATEGY ===
- // stop loss
- slPoints = input(defval = 0, title = "Initial Stop Loss Points (zero to disable)", minval = 0)
- tpPoints = input(defval = 0, title = "Initial Target Profit Points (zero for disable)", minval = 0)
- // Include bar limiting algorithm
- ebar = input(defval = 10000, title="Number of Bars for Back Testing", minval=0)
- dummy = input(false, title="- SET to ZERO for Daily or Longer Timeframes" )
- //
- // Calculate how many mars since last bar
- tdays = (timenow-time)/60000.0 // number of minutes since last bar
- tdays = ismonthly? tdays/1440.0/5.0/4.3/interval : isweekly? tdays/1440.0/5.0/interval : isdaily? tdays/1440.0/interval : tdays/interval // number of bars since last bar
- //
- //set up exit parameters
- TP = tpPoints>0?tpPoints:na
- SL = slPoints>0?slPoints:na
- // Make sure we are within the bar range, Set up entries and exit conditions
- if ((ebar==0 and tdays<=ebar) and tradeType!="NONE")
- strategy.entry("long", strategy.long, when=longCond==true and tradeType!="SHORT")
- strategy.entry("short", strategy.short, when=shortCond==true and tradeType!="LONG")
- strategy.close("long", when = shortCond==true and tradeType=="LONG")
- strategy.close("short", when = longCond==true and tradeType=="SHORT")
- strategy.exit("XL", from_entry = "long", profit = TP, loss = SL)
- strategy.exit("XS", from_entry = "short", profit = TP, loss = SL)
- // === /STRATEGY ===
- // eof
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