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November 12, 2019 00:54
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| //@version=3 | |
| // The majority of this script I took from the Autoview website. There are some typos in the original that I've fixed, some things I've added, things I will add, and I'm tired pulling my strategy code out and uploading this to pastebin for people. | |
| // DISCLAIMER: I am not a financial advisor, this is not financial advice, do not use this code without first doing your own research, etc, etc, it's not my fault when you lose your house. | |
| // Read the comments if you want to use alerts on TradingView they will tell you what to comment and uncomment | |
| // Learn more about Autoview and how you can automate strategies like this one here: https://autoview.with.pink/ | |
| // Comment this line out to use alerts | |
| strategy("TradingView Strategy Boilerplate", "Strategy-Boilerplate", overlay=true, pyramiding=0, initial_capital=100000, currency=currency.USD, default_qty_type = strategy.percent_of_equity, default_qty_value = 100, commission_type=strategy.commission.percent, commission_value=0.1) | |
| // Uncomment this to use alerts | |
| //study("TradingView Study Boilerplate", "Study-Boilerplate") | |
| bgcolor ( color=black, transp=40, title='Blackground', editable=true) | |
| /////////////////////////////////////////////// | |
| //* Backtesting Period Selector | Component *// | |
| /////////////////////////////////////////////// | |
| //* https://www.tradingview.com/script/eCC1cvxQ-Backtesting-Period-Selector-Component *// | |
| //* https://www.tradingview.com/u/pbergden/ *// | |
| //* Modifications made *// | |
| testStartYear = input(2017, "Backtest Start Year") | |
| testStartMonth = input(4, "Backtest Start Month") | |
| testStartDay = input(1, "Backtest Start Day") | |
| testPeriodStart = timestamp(testStartYear,testStartMonth,testStartDay,00,00) | |
| testStopYear = input(77777777, "Backtest Stop Year") | |
| testStopMonth = input(11, "Backtest Stop Month") | |
| testStopDay = input(15, "Backtest Stop Day") | |
| testPeriodStop = timestamp(testStopYear,testStopMonth,testStopDay,0,0) | |
| testPeriod() => | |
| time >= testPeriodStart and time <= testPeriodStop ? true : false | |
| ///////////////////////////////////// | |
| //* Put your strategy logic below *// | |
| ///////////////////////////////////// | |
| // Long/Short Logic | |
| longLogic = <place_buy_signals_here> ? 1 : 0 | |
| shortLogic = <place_sell_signals_here> ? 1 : 0 | |
| ////////////////////////// | |
| //* Strategy Component *// | |
| ////////////////////////// | |
| isLong = input(false, "Longs Only") | |
| isShort = input(false, "Shorts Only") | |
| isFlip = input(false, "Flip the Opens") | |
| long = longLogic | |
| short = shortLogic | |
| if isFlip | |
| long := shortLogic | |
| short := longLogic | |
| else | |
| long := longLogic | |
| short := shortLogic | |
| if isLong | |
| long := long | |
| short := na | |
| if isShort | |
| long := na | |
| short := short | |
| //////////////////////////////// | |
| //======[ Signal Count ]======// | |
| //////////////////////////////// | |
| sectionLongs = 0 | |
| sectionLongs := nz(sectionLongs[1]) | |
| sectionShorts = 0 | |
| sectionShorts := nz(sectionShorts[1]) | |
| if long | |
| sectionLongs := sectionLongs + 1 | |
| sectionShorts := 0 | |
| if short | |
| sectionLongs := 0 | |
| sectionShorts := sectionShorts + 1 | |
| ////////////////////////////// | |
| //======[ Pyramiding ]======// | |
| ////////////////////////////// | |
| pyrl = input(1, "Pyramiding less than") // If your count is less than this number | |
| pyre = input(0, "Pyramiding equal to") // If your count is equal to this number | |
| pyrg = input(1000000, "Pyramiding greater than") // If your count is greater than this number | |
| longCondition = long and sectionLongs <= pyrl or long and sectionLongs >= pyrg or long and sectionLongs == pyre ? 1 : 0 | |
| shortCondition = short and sectionShorts <= pyrl or short and sectionShorts >= pyrg or short and sectionShorts == pyre ? 1 : 0 | |
| //////////////////////////////// | |
| //======[ Entry Prices ]======// | |
| //////////////////////////////// | |
| last_open_longCondition = na | |
| last_open_shortCondition = na | |
| last_open_longCondition := longCondition ? close : nz(last_open_longCondition[1]) | |
| last_open_shortCondition := shortCondition ? close : nz(last_open_shortCondition[1]) | |
| //////////////////////////////////// | |
| //======[ Open Order Count ]======// | |
| //////////////////////////////////// | |
| sectionLongConditions = 0 | |
| sectionLongConditions := nz(sectionLongConditions[1]) | |
| sectionShortConditions = 0 | |
| sectionShortConditions := nz(sectionShortConditions[1]) | |
| if longCondition | |
| sectionLongConditions := sectionLongConditions + 1 | |
| sectionShortConditions := 0 | |
| if shortCondition | |
| sectionLongConditions := 0 | |
| sectionShortConditions := sectionShortConditions + 1 | |
| /////////////////////////////////////////////// | |
| //======[ Position Check (long/short) ]======// | |
| /////////////////////////////////////////////// | |
| last_longCondition = na | |
| last_shortCondition = na | |
| last_longCondition := longCondition ? time : nz(last_longCondition[1]) | |
| last_shortCondition := shortCondition ? time : nz(last_shortCondition[1]) | |
| in_longCondition = last_longCondition > last_shortCondition | |
| in_shortCondition = last_shortCondition > last_longCondition | |
| ///////////////////////////////////// | |
| //======[ Position Averages ]======// | |
| ///////////////////////////////////// | |
| totalLongs = 0.0 | |
| totalLongs := nz(totalLongs[1]) | |
| totalShorts = 0.0 | |
| totalShorts := nz(totalShorts[1]) | |
| averageLongs = 0.0 | |
| averageLongs := nz(averageLongs[1]) | |
| averageShorts = 0.0 | |
| averageShorts := nz(averageShorts[1]) | |
| if longCondition | |
| totalLongs := totalLongs + last_open_longCondition | |
| totalShorts := 0.0 | |
| if shortCondition | |
| totalLongs := 0.0 | |
| totalShorts := totalShorts + last_open_shortCondition | |
| averageLongs := totalLongs / sectionLongConditions | |
| averageShorts := totalShorts / sectionShortConditions | |
| ///////////////////////////////// | |
| //======[ Trailing Stop ]======// | |
| ///////////////////////////////// | |
| isTS = input(false, "Trailing Stop") | |
| tsi = input(1000, "Activate Trailing Stop Price (%). Divided by 100 (1 = 0.01%)") / 100 | |
| ts = input(575, "Trailing Stop (%). Divided by 100 (1 = 0.01%)") / 100 | |
| last_high = na | |
| last_low = na | |
| last_high_short = na | |
| last_low_short = na | |
| last_high := not in_longCondition ? na : in_longCondition and (na(last_high[1]) or high > nz(last_high[1])) ? high : nz(last_high[1]) | |
| last_high_short := not in_shortCondition ? na : in_shortCondition and (na(last_high[1]) or high > nz(last_high[1])) ? high : nz(last_high[1]) | |
| last_low := not in_shortCondition ? na : in_shortCondition and (na(last_low[1]) or low < nz(last_low[1])) ? low : nz(last_low[1]) | |
| last_low_short := not in_longCondition ? na : in_longCondition and (na(last_low[1]) or low < nz(last_low[1])) ? low : nz(last_low[1]) | |
| long_ts = isTS and not na(last_high) and low <= last_high - last_high / 100 * ts and longCondition == 0 and last_high >= averageLongs + averageLongs / 100 * tsi | |
| short_ts = isTS and not na(last_low) and high >= last_low + last_low / 100 * ts and shortCondition == 0 and last_low <= averageShorts - averageShorts/ 100 * tsi | |
| /////////////////////////////// | |
| //======[ Take Profit ]======// | |
| /////////////////////////////// | |
| isTP = input(false, "Take Profit") | |
| tp = input(300, "Take Profit (%). Divided by 100 (1 = 0.01%)") / 100 | |
| long_tp = isTP and close > averageLongs + averageLongs / 100 * tp and not longCondition | |
| short_tp = isTP and close < averageShorts - averageShorts / 100 * tp and not shortCondition | |
| ///////////////////////////// | |
| //======[ Stop Loss ]======// | |
| ///////////////////////////// | |
| isSL = input(false, "Stop Loss") | |
| sl = input(575, "Stop Loss (%). Divided by 100 (1 = 0.01%)") / 100 | |
| long_sl = isSL and close < averageLongs - averageLongs / 100 * sl and longCondition == 0 | |
| short_sl = isSL and close > averageShorts + averageShorts / 100 * sl and shortCondition == 0 | |
| ///////////////////////////////// | |
| //======[ Close Signals ]======// | |
| ///////////////////////////////// | |
| longClose = long_tp or long_sl or long_ts ? 1 : 0 | |
| shortClose = short_tp or short_sl or short_ts ? 1: 0 | |
| /////////////////////////////// | |
| //======[ Plot Colors ]======// | |
| /////////////////////////////// | |
| longCloseCol = na | |
| shortCloseCol = na | |
| longCloseCol := long_tp ? purple : long_sl ? maroon : long_ts ? blue : longCloseCol[1] | |
| shortCloseCol := short_tp ? purple : short_sl ? maroon : short_ts ? blue : shortCloseCol[1] | |
| tpColor = isTP and in_longCondition ? purple : isTP and in_shortCondition ? purple : white | |
| slColor = isSL and in_longCondition ? red : isSL and in_shortCondition ? red : white | |
| ////////////////////////////////// | |
| //======[ Strategy Plots ]======// | |
| ////////////////////////////////// | |
| // Comment out these lines to use alerts | |
| plot(isTS and in_longCondition ? averageLongs + averageLongs / 100 * tsi : na, "Long Trailing Activate", blue, style=3, linewidth=2) | |
| plot(isTS and in_longCondition and last_high >= averageLongs + averageLongs / 100 * tsi ? last_high - last_high / 100 * ts : na, "Long Trailing", fuchsia, style=2, linewidth=3) | |
| plot(isTS and in_shortCondition ? averageShorts - averageShorts/ 100 * tsi : na, "Short Trailing Activate", blue, style=3, linewidth=2) | |
| plot(isTS and in_shortCondition and last_low <= averageShorts - averageShorts/ 100 * tsi ? last_low + last_low / 100 * ts : na, "Short Trailing", fuchsia, style=2, linewidth=3) | |
| plot(isTP and in_longCondition and last_high < averageLongs + averageLongs / 100 * tp ? averageLongs + averageLongs / 100 * tp : na, "Long TP", tpColor, style=3, linewidth=2) | |
| plot(isTP and in_shortCondition and last_low > averageShorts - averageShorts / 100 * tp ? averageShorts - averageShorts / 100 * tp : na, "Short TP", tpColor, style=3, linewidth=2) | |
| plot(isSL and in_longCondition and last_low_short > averageLongs - averageLongs / 100 * sl ? averageLongs - averageLongs / 100 * sl : na, "Long SL", slColor, style=3, linewidth=2) | |
| plot(isSL and in_shortCondition and last_high_short < averageShorts + averageShorts / 100 * sl ? averageShorts + averageShorts / 100 * sl : na, "Short SL", slColor, style=3, linewidth=2) | |
| /////////////////////////////// | |
| //======[ Alert Plots ]======// | |
| /////////////////////////////// | |
| // Uncomment to use Alerts, or the new Signal Plots, but not both | |
| // Old Signal Plots | |
| //plot(longCondition, "Long", green) | |
| //plot(shortCondition, "Short", red) | |
| //plot(longClose, "Long Close", longCloseCol) | |
| //plot(shortClose, "Short Close", shortCloseCol) | |
| // Uncomment for your alerts | |
| //alertcondition(condition=longCondition, title="Long", message="") | |
| //alertcondition(condition=shortCondition, title="Short", message="") | |
| //alertcondition(condition=longClose, title="Long Close", message="") | |
| //alertcondition(condition=shortClose, title="Short Close", message="") | |
| /////////////////////////////////// | |
| //======[ Reset Variables ]======// | |
| /////////////////////////////////// | |
| if longClose or not in_longCondition | |
| averageLongs := 0 | |
| totalLongs := 0.0 | |
| sectionLongs := 0 | |
| sectionLongConditions := 0 | |
| if shortClose or not in_shortCondition | |
| averageShorts := 0 | |
| totalShorts := 0.0 | |
| sectionShorts := 0 | |
| sectionShortConditions := 0 | |
| //////////////////////////////////////////// | |
| //======[ Strategy Entry and Exits ]======// | |
| //////////////////////////////////////////// | |
| // Comment out to use alerts | |
| if testPeriod() | |
| strategy.entry("Long", 1, when=longCondition) | |
| strategy.entry("Short", 0, when=shortCondition) | |
| strategy.close("Long", when=longClose) | |
| strategy.close("Short", when=shortClose) |
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