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GitLemon
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GitLemon
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//@version=4
//GitLemon
study(title="GitLemon", shorttitle="GitLemon", overlay=true, precision=8)
// INPUTS
src = input(title="Source", type=input.source, defval=close)
globalwidth = input(9, minval=5, title="Global Max Width of W/M")
globaloffset = input(0, minval=0, title="Global Offset of W/M")
includePrice = input(defval=true, title="Use price")
strictPrice = input(defval=false, title="Strict")
//rangePrice = input(9, minval=5, title="Max. width of price W/M") // e.g. allow an price W/M to form over 7 bars.
//offsetPrice = input(0, minval=0, title="Max. offset of price W/M") // e.g. allow an price W/M to form 1 bar in history. Keep this number low. The goal is to synch the market structure over multiple indicators.
rangePrice = globalwidth
offsetPrice = globaloffset
includeOBV = input(defval=true, title="Use OBV")
strictOBV = input(defval=false, title="Strict")
//rangeOBV = input(9, minval=5, title="Max. width of OBV W/M")
//offsetOBV = input(0, minval=0, title="Max. offset of OBV W/M")
rangeOBV = globalwidth
offsetOBV = globaloffset
includeWly = input(defval=true, title="Use Willy")
includeWillyStupid = input(defval=false, title="Use Willy stupid")
strictWly = input(defval=false, title="Strict")
//rangeWly = input(9, minval=5, title="Max. width of Willy W/M")
//offsetWly = input(0, minval=0, title="Max. offset of Willy W/M")
rangeWly = globalwidth
offsetWly = globaloffset
lengthWly = input(21, minval=1, title="Willy length")
lengthWlyEma = input(13, minval=1, title="Willy length ema")
includeMFI = input(defval=false, title="Use MFI")
strictMFI = input(defval=true, title="Strict")
//rangeMFI = input(9, minval=5, title="Max. width of MFI W/M")
//offsetMFI = input(0, minval=0, title="Max. offset of MFI W/M")
rangeMFI = globalwidth
offsetMFI = globaloffset
lengthMFI = input(14, minval=1, title="MFI length")
includeRSI = input(defval=false, title="Use RSI")
strictRSI = input(defval=true, title="Strict")
//rangeRSI = input(9, minval=5, title="Max. width of RSI W/M")
//offsetRSI = input(0, minval=0, title="Max. offset of RSI W/M")
rangeRSI = globalwidth
offsetRSI = globaloffset
lengthRSI = input(14, minval=1, title="RSI length")
includeDMI = input(defval=false, title="Use DMI (DI+ & DI-)")
strictDMI = input(defval=true, title="Strict")
//rangeDMI = input(9, minval=5, title="Max. width of DMI W/M")
//offsetDMI = input(0, minval=0, title="Max. offset of DMI W/M")
rangeDMI = globalwidth
offsetDMI = globaloffset
lengthDMI = input(14, minval=1, title="DMI length")
includeWithinRLZ = input(defval=false, title="Price within RLZ")
includeBelowRLZ = input(defval=false, title="Price above/below RLZ")
upperBoundRLZ = input(defval=61.8, minval=0.0, maxval=100.0, title="Upper bound of RLZ (fib)")
lowerBoundRLZ = input(defval=78.6, minval=0.0, maxval=100.0, title="Lower bound of RLZ (fib)")
lengthPeriodRLZ = input(defval=200, minval=5, title="Lookback period (bars)")
showRLZLong = input(defval=false, title="Draw RLZ long")
showRLZShort = input(defval=false, title="Draw RLZ short")
ATH = highest(high, lengthPeriodRLZ)
ATL = lowest(low, lengthPeriodRLZ)
Leverage = input(1)
USDRiskPerTrade = input(defval=1, title="Fixed risk amount per trade in USD", type=input.integer) // Changing to $1 from $50
HideStatistics = input(false)
DisplayEquityCurve = input(false)
// commission = input(title="Estimated commission per round-turn in USD", defval=0.1744)
commission = input(title="Estimated commission per round-turn in USD", defval=0.2)
// FOR TTM SQUEEZE MODULE
strict = input(false, title="Enabled (original) or Disabled (strict)")
length = input(20, minval=1, title="BB Length")
mult = input(2.0, minval=0.001, maxval=50, title="StDev")
useTrueRange = input(true)
klength = input(20, minval=1, title="Keltner Length")
kmult = input(2.0, title="Multiplier")
ksrc = input(close, title="Keltner Source")
//XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
// NON-INPUT VARIABLES
//XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
Min_Trade_Risk = atr(14)
Max_Trade_Risk = 2*atr(14)
StatisticsVerticalOffset = 3*atr(14)
low_m1 = security(syminfo.tickerid, "1", low)
high_m1 = security(syminfo.tickerid, "1", high)
range = ATH - ATL
// FOR SQUEEZE MODULE
basis = sma(src, length)
dev = mult * stdev(src, length)
upper = basis + dev
lower = basis - dev
ma = ema(src, klength)
ranger = useTrueRange ? tr : high - low
rangema = ema(ranger, klength)
kupper = ma + rangema * kmult
klower = ma - rangema * kmult
//c = color.blue
bband(length, mult) =>
sma(close, length) + mult * stdev(close, length)
keltner(length, mult) =>
ema(close, length) + mult * ema(tr, length)
diff = bband(length, 2) - keltner(length, 1)
///XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
/// Level definitions:
///XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
tradeactive = false
tradeactive := nz(tradeactive[1])
// STOP Level:
StopLevel = 0.00000
StopLevel := nz(StopLevel[1])
// Entry Level:
EntryLevel = 0.00000
EntryLevel := nz(EntryLevel[1])
// TP Level:
TPLevel = 0.00000
TPLevel := nz(TPLevel[1])
// Breakeven Level:
BELevel = 0.00000
BELevel := nz(BELevel[1])
// stopdistance
stopdistance = 0.00000
stopdistance := nz(stopdistance[1])
// TradeSizeInXBT
TradeSizeInXBT = 0.00000
TradeSizeInXBT := nz(TradeSizeInXBT[1])
// TradeSizeInUSD
TradeSizeInUSD = 0
TradeSizeInUSD := nz(TradeSizeInUSD[1])
//PositionMarginXBT
PositionMarginXBT = 0.00000
PositionMarginXBT := nz(PositionMarginXBT[1])
//MaxPosMarginXBT
MaxPosMarginXBT = 0.00000
MaxPosMarginXBT := nz(MaxPosMarginXBT[1])
// Long and Short trade definitions:
//=============================================================
Longtradeactive = false
Longtradeactive := Longtradeactive[1]
Shorttradeactive = false
Shorttradeactive := Shorttradeactive[1]
//CALCULATIONS
is_rlz_long = barssince(highest(high, lengthPeriodRLZ)) >=
barssince(lowest(low, lengthPeriodRLZ))
is_rlz_short = barssince(highest(high, lengthPeriodRLZ)) <
barssince(lowest(low, lengthPeriodRLZ))
longUpperRLZ = showRLZLong ? (1 - upperBoundRLZ / 100) * range + ATL : na
longLowerRLZ = showRLZLong ? (1 - lowerBoundRLZ / 100) * range + ATL : na
longWithinRLZ = longUpperRLZ >= src and src >= longLowerRLZ
longBelowRLZ = longLowerRLZ > src
// Moved below Plot for Trade Size for Autoview Testing
// // Plot 0
// p1 = plot(longUpperRLZ, color=color.green, title="61.8 (long)")
// // Plot 1
// p2 = plot(longLowerRLZ, color=color.green, title="78.6 (long)")
// fill(p1, p2, color=#7DCEA0, transp=90, title="RLZ long")
shortUpperRLZ = showRLZShort ? ATH - (1 - upperBoundRLZ / 100) * range : na
shortLowerRLZ = showRLZShort ? ATH - (1 - lowerBoundRLZ / 100) * range : na
shortWithinRLZ = shortUpperRLZ <= src and src <= shortLowerRLZ
shortAboveRLZ = shortLowerRLZ < src
// // Plot 2
// p3 = plot(shortUpperRLZ, color=color.red, title="78.6 (short)")
// // Plot 3
// p4 = plot(shortLowerRLZ, color=color.red, title="61.8 (short)")
// fill(p3, p4, color=#cd6155, transp=90, title="RLZ short")
includeSMA = input(defval=false, title="Price above/below SMA")
lengthSMA = input(20, minval=1, title="SMA length")
// limit by period option
limitPeriod = input(defval=false, title="Limit period (increases perfomance)")
lengthPeriod = input(245, minval=1, title="Length of period (hours)")
hours_in_milliseconds = 1000 * 60 * 60
withinPeriod = not limitPeriod or timenow - time < hours_in_milliseconds * lengthPeriod
// quickLook = input(defval = true, title = "Quick Look") // ignores historic data and will plot a signal on the chart
// show_order_details = input(defval = true, title = "Show entry / stoploss / target") // show entry, stoploss and target (toggling this doesn't work)
show_order_details = true
entrySource = input(title="Source for Entry", type=input.source, defval=close)
stopLossSource = input(title="Source for StopLoss", type=input.source, defval=open)
stopLossPercentage = input(defval=0.033, minval=0, maxval=100, step=0.01, title="Stop loss %")
riskRewardRatio = input(defval=3.0, minval=0.0, title="Risk to Reward 1-to-")
// removed the barstate.isreadltime as it seems to be causing a race condition preventing alerts from firing
//show = not barstate.isrealtime and (includePrice or includeOBV or includeRSI or includeWly or includeMFI or includeDMI)
show = includePrice or includeOBV or includeRSI or includeWly or includeMFI or includeDMI
//showPotential = barstate.isrealtime and (includePrice or includeOBV or includeRSI or includeWly or includeMFI or includeDMI) and option_potential
// create a series of obv, mfi, rsi, sma and willy values
change_1 = change(src)
OBVs = cum(change(src) > 0 ? volume : change_1 < 0 ? -volume : 0 * volume)
// caclulate mfi series
upper_s = sum(volume * (change(hlc3) <= 0 ? 0 : hlc3), lengthMFI)
lower_s = sum(volume * (change(hlc3) >= 0 ? 0 : hlc3), lengthMFI)
MFIs = rsi(upper_s, lower_s)
RSIs = rsi(src,lengthRSI)
SMAs = sma(src, lengthSMA)
// make willy series
upperWly = highest(lengthWly)
lowerWly = lowest(lengthWly)
WLYs = 100 * (src - upperWly) / (upperWly - lowerWly)
emaWly = ema(WLYs, lengthWlyEma)
series_a_above_series_b(seriesA, seriesB, aRange) =>
result = true
for i = 0 to aRange - 1 by 1
if seriesB[i] > seriesA[i]
result := false
break
result := result
result
series_a_below_series_b(seriesA, seriesB, aRange) =>
result = true
for i = 0 to aRange - 1 by 1
if seriesB[i] < seriesA[i]
result := false
break
result := result
result
dirmov(len) =>
up = change(high)
down = -change(low)
truerange = rma(tr, len)
plus = fixnan(100 * rma(up > down and up > 0 ? up : 0, len) / truerange)
minus = fixnan(100 * rma(down > up and down > 0 ? down : 0, len) / truerange)
[plus, minus]
data_W(aSeries, aRange, anOffset, strict) =>
e = 0
d = 0
c = 0
b = 0
a = 0
valueE = aSeries[0]
valueD = aSeries[0]
valueC = aSeries[0]
valueB = aSeries[0]
valueA = aSeries[0]
found = false
for offset = 0 to anOffset by 1
if found
break
e := 0
d := 0
c := 0
b := 0
a := 0
valueE := aSeries[0]
valueC := aSeries[0]
valueD := aSeries[0]
valueB := aSeries[0]
valueA := aSeries[0]
for i = 1 to aRange - 1 by 1
// find d
if aSeries[i + offset] < aSeries[i + offset - 1] and valueC == aSeries[0]
d := i + offset
valueD := aSeries[i + offset]
continue
if d == 0
break
// find c
if aSeries[i + offset] > aSeries[i + offset - 1] and valueB == aSeries[0]
c := i + offset
valueC := aSeries[i + offset]
continue
if c == 0
break
if aSeries[i + offset] < aSeries[i + offset - 1] and valueA == aSeries[0]
b := i + offset
valueB := aSeries[i + offset]
continue
if b == 0
break
if aSeries[i + offset] > aSeries[i + offset - 1]
a := i + offset
valueA := aSeries[i + offset]
continue
if a == 0
break
// W found if we have found point A, and point B has a lower value than point D
found := a > 0 and a != b and c != 0 and d != 0 and aSeries[e] > aSeries[c] and
aSeries[d] < aSeries[e] and aSeries[d] < aSeries[c] and
(aSeries[b] <= aSeries[d] or not strict) and aSeries[b] < aSeries[a]
found
entry = found ? aSeries[c] : na
stopLoss = found ? aSeries[b] * ((100 - stopLossPercentage) / 100) : na
target = found ? entry + (entry - stopLoss) * riskRewardRatio : na
[found, entry, stopLoss, target, a, b, c, d, e]
data_M(aSeries, aRange, anOffset, strict) =>
e = 0
d = 0
c = 0
b = 0
a = 0
valueE = aSeries[0]
valueD = aSeries[0]
valueC = aSeries[0]
valueB = aSeries[0]
valueA = aSeries[0]
found = false
for offset = 0 to anOffset by 1
if found
break
e := 0
d := 0
c := 0
b := 0
a := 0
valueE := aSeries[0]
valueC := aSeries[0]
valueD := aSeries[0]
valueB := aSeries[0]
valueA := aSeries[0]
for i = 1 to aRange - 1 by 1
// find d
if aSeries[i + offset] > aSeries[i + offset - 1] and valueC == aSeries[0]
d := i + offset
valueD := aSeries[i + offset]
continue
if d == 0
break
// find c
if aSeries[i + offset] < aSeries[i + offset - 1] and valueB == aSeries[0]
c := i + offset
valueC := aSeries[i + offset]
continue
if c == 0
break
if aSeries[i + offset] > aSeries[i + offset - 1] and valueA == aSeries[0]
b := i + offset
valueB := aSeries[i + offset]
continue
if b == 0
break
if aSeries[i + offset] < aSeries[i + offset - 1]
a := i + offset
valueA := aSeries[i + offset]
continue
if a == 0
break
// M found if we have found point A, and point B has a greater value than point D
found := a > 0 and a != b and c != 0 and d != 0 and aSeries[e] < aSeries[c] and
aSeries[d] > aSeries[e] and aSeries[d] > aSeries[c] and
(aSeries[b] >= aSeries[d] or not strict) and aSeries[b] > aSeries[a]
found
entry = found ? aSeries[c] : na
stopLoss = found ? aSeries[b] * ((100 + stopLossPercentage) / 100) : na
target = found ? entry - (stopLoss - entry) * riskRewardRatio : na
[found, entry, stopLoss, target, a, b, c, d, e]
find_W(aSeries, aRange, anOffset, strict) =>
[found, entry, stopLoss, target, a, b, c, d, e] = data_W(aSeries, aRange, anOffset, strict)
found
find_M(aSeries, aRange, anOffset, strict) =>
[found, entry, stopLoss, target, a, b, c, d, e] = data_M(aSeries, aRange, anOffset, strict)
found
// Direction Movement Index
[DIplus, DIminus] = dirmov(lengthDMI)
// calculate if price is below/above SMA
HighAboveSMA = includeSMA == false or series_a_above_series_b(high, SMAs, rangePrice)
LowBelowSMA = includeSMA == false or series_a_below_series_b(low, SMAs, rangePrice)
label_1 = 'davo'
label_entry = 'entry'
// PLOT DAV-O
[W_found, W_entry, W_stopLoss, W_target, W_pointA, W_pointB, W_pointC, W_pointD, W_pointE] = data_W(src, rangePrice, offsetPrice, strictPrice)
[M_found, M_entry, M_stopLoss, M_target, M_pointA, M_pointB, M_pointC, M_pointD, M_pointE] = data_M(src, rangePrice, offsetPrice, strictPrice)
priceW = includePrice == false or W_found
priceM = includePrice == false or M_found
OBVw = includeOBV == false or find_W(OBVs, rangeOBV, offsetOBV, strictOBV)
OBVm = includeOBV == false or find_M(OBVs, rangeOBV, offsetOBV, strictOBV)
MFIw = includeMFI == false or find_W(MFIs, rangeMFI, offsetMFI, strictMFI)
MFIm = includeMFI == false or find_M(MFIs, rangeMFI, offsetMFI, strictMFI)
RSIw = includeRSI == false or find_M(RSIs, rangeRSI, offsetRSI, strictRSI) // we are searching for M's here to be a bull
RSIm = includeRSI == false or find_W(RSIs, rangeRSI, offsetRSI, strictRSI) // we are searching for W's here to be a bear
Wlyw = includeWly == false or find_W(WLYs, rangeWly, offsetWly, strictWly)
Wlym = includeWly == false or find_M(WLYs, rangeWly, offsetWly, strictWly)
DMIw = includeDMI == false or find_W(DIplus, rangeDMI, offsetDMI, strictDMI) and
find_M(DIminus, rangeDMI, offsetDMI, strictDMI)
DMIm = includeDMI == false or find_M(DIplus, rangeDMI, offsetDMI, strictDMI) and
find_W(DIminus, rangeDMI, offsetDMI, strictDMI)
RLZw = includeWithinRLZ == false and includeBelowRLZ == false or
includeWithinRLZ == true and longWithinRLZ or
includeBelowRLZ == true and longBelowRLZ
RLZm = includeWithinRLZ == false and includeBelowRLZ == false or
includeWithinRLZ == true and shortWithinRLZ or
includeBelowRLZ == true and shortAboveRLZ
longCondition = LowBelowSMA and priceW and OBVw and MFIw and RSIw and Wlyw and DMIw and
withinPeriod and (includeWillyStupid == false or emaWly < -80) and RLZw
shortCondition = HighAboveSMA and priceM and OBVm and MFIm and RSIm and Wlym and DMIm and
withinPeriod and (includeWillyStupid == false or emaWly > -20) and RLZm
// calculate entry, stoploss and target
entrySourceLong = entrySource == low ? high : entrySource
entrySourceShort = entrySource == high ? low : entrySource
stopSourceLong = stopLossSource == high ? low : stopLossSource
stopSourceShort = stopLossSource == low ? high : stopLossSource
long_entry = show and longCondition and not longCondition[1] ? entrySourceLong[W_pointC] : na
lowest_1 = lowest(stopSourceLong, rangePrice)
long_stoploss = show and longCondition and not longCondition[1] ?
lowest_1 * ((100 - stopLossPercentage) / 100) : na
long_target = show and longCondition and not longCondition[1] ?
long_entry + (long_entry - long_stoploss) * riskRewardRatio : na
short_entry = show and shortCondition and not shortCondition[1] ? entrySourceShort[M_pointC] :
na
highest_1 = highest(stopSourceShort, rangePrice)
short_stoploss = show and shortCondition and not shortCondition[1] ?
highest_1 * ((100 + stopLossPercentage) / 100) : na
short_target = show and shortCondition and not shortCondition[1] ?
short_entry - (short_stoploss - short_entry) * riskRewardRatio : na
entry = long_entry ? long_entry : short_entry ? short_entry : na
stoploss = long_stoploss ? long_stoploss : short_stoploss ? short_stoploss : na
target = long_target ? long_target : short_target ? short_target : na
// define plot settings for entry, stoploss and target
transparency = show_order_details ? 0 : 100
clr_entry = show and (longCondition or shortCondition) ? color.white : na
clr_stoploss = show and (longCondition or shortCondition) ? color.red : na
clr_target = show and (longCondition or shortCondition) ? color.lime : na
//FOR SQUEEZE MODULE
//============================================================
e1 = (highest(high, length) + lowest(low, length)) / 2 + sma(close, length)
osc = linreg(close - e1 / 2, length, 0)
osc_color = osc[1] < osc[0] ? osc[0] >= 0 ? #00ffff : #cc00cc : osc[0] >= 0 ? #009b9b : #ff9bff
SQON = strict and diff < 0 ? true : not strict and kupper > upper and klower < lower ? true : false
mid_color = SQON ? color.red : color.green
//============================================================
// Alerts for Trade opening
//============================================================
//=======================================================
// Added by Joshua 2-10-20 for Autoview
// plot(entry_buy, title='Entry Buy', transp=100)
// e=bitmex-testnet s=xbtusd b=long q=100 fp={{plot(\"Entry Buy\")}} l=10 t=limit
// Going to use market orders at first.
// SYNTAX FOR AUTOVIEW //
// b=long e=bitmex-testnet l={{plot("Leverage")}} q={{plot("TradeSizeInUSD")}} t=market // From Peter - Go Long
// b=short e=bitmex-testnet l={{plot("Leverage")}} q={{plot("TradeSizeInUSD")}} t=market // From Peter - Go Short
// c=position e=bitmex-testnet t=market ro=1 // Closes all open positions at market w/ reduce only flag - Closing Signals Alert // Tested Successfully
// message="e=bitmex-testnet s=xbtusd b=long q=100 fp={{plot(\"Entry Buy\")}} l=10 t=limit"
// alertcondition(close > 0, title='Lemon Entry Trade Sig Long', message="e=bitmex-testnet s=xbtusd b=long q={{plot(\"TradeSizeInUSD\")}} l=1 t=market") // added close>0 for testing
alertcondition(show and longCondition and not longCondition[1] and SQON, title='Lemon Entry Trade Sig Long', message='{{ticker}} LONG') // Original Code
// alertcondition(show and longCondition and not longCondition[1] and SQON, title='Lemon Entry Trade Sig Long', message="e=bitmex-testnet s=xbtusd b=long q={{plot(\"TradeSizeInUSD\")}} l=1 t=market") // Orig
// alertcondition(high > 0, title='Lemon Entry Trade Sig Short', message="e=bitmex-testnet s=xbtusd b=short q={{plot(\"TradeSizeInUSD\")}} l=1 t=market") // added close>0 for testing
alertcondition(show and shortCondition and not shortCondition[1] and SQON, title='Lemon Entry Trade Sig Short', message="{{ticker}} SHORT") // Original Code
// alertcondition(show and shortCondition and not shortCondition[1] and SQON, title='Lemon Entry Trade Sig Short', message="e=bitmex-testnet s=xbtusd b=short q={{plot(\"TradeSizeInUSD\")}} l=1 t=market")
//============================================================
//Plots for trade signal
//============================================================
Shorttradetrigger = if (show and shortCondition and not shortCondition[1] and SQON)
StopLevel := highest_1 * ((100 + stopLossPercentage) / 100)
EntryLevel := entrySourceShort[M_pointC]
TPLevel := short_entry - (short_stoploss - short_entry) * riskRewardRatio
BELevel := EntryLevel - (StopLevel - EntryLevel)
stopdistance := StopLevel - EntryLevel
TradeSizeInXBT := USDRiskPerTrade / stopdistance
TradeSizeInUSD := round(EntryLevel * TradeSizeInXBT) //remove factor 1000 for live trading
PositionMarginXBT := (round(100000 * TradeSizeInXBT / Leverage)) / 100000
MaxPosMarginXBT := (round(100000 * USDRiskPerTrade / Min_Trade_Risk / Leverage)) / 100000
tradeactive := true
Shorttradeactive := true
Longtradetrigger = if (show and longCondition and not longCondition[1] and SQON)
StopLevel := lowest_1 * ((100 - stopLossPercentage) / 100)
EntryLevel := entrySourceLong[W_pointC]
TPLevel := long_entry + (long_entry - long_stoploss) * riskRewardRatio
BELevel := (EntryLevel - StopLevel) + EntryLevel
stopdistance := EntryLevel - StopLevel
TradeSizeInXBT := USDRiskPerTrade / stopdistance
TradeSizeInUSD := round(EntryLevel * TradeSizeInXBT) //remove factor 1000 for live trading
PositionMarginXBT := (round(100000 * TradeSizeInXBT / Leverage)) / 100000
MaxPosMarginXBT := (round(100000 * USDRiskPerTrade / Min_Trade_Risk / Leverage)) / 100000
tradeactive := true
Longtradeactive := true
// Plot 0
plot(TradeSizeInUSD, title="TradeSizeInUSD", transp=100) // This will be the q=
// Plot 1
plot(EntryLevel, title="EntryLevel", transp=100) // This will be the fp= after testing using market orders
// Plot 2
plot(USDRiskPerTrade, title="USDRiskPerTrade", transp=100) // Shows risk per trade/loss. Multiply by Risk/Reward for Win estimates
// Plot 3
plot(riskRewardRatio, title="riskRewardRatio", transp=100)
// PLOT RLZ Moved From Above Section
// Plot
p1 = plot(longUpperRLZ, color=color.green, title="61.8 (long)")
// Plot
p2 = plot(longLowerRLZ, color=color.green, title="78.6 (long)")
fill(p1, p2, color=#7DCEA0, transp=90, title="RLZ long")
// Plot 3
p3 = plot(shortUpperRLZ, color=color.red, title="78.6 (short)")
// Plot 4
p4 = plot(shortLowerRLZ, color=color.red, title="61.8 (short)")
fill(p3, p4, color=#cd6155, transp=90, title="RLZ short")
// PLOT LEMON
plotshape(show and longCondition and not longCondition[1] and SQON, title="Lemon long", style=shape.triangleup, location=location.belowbar, color=color.lime, text="LONG")
plotshape(show and shortCondition and not shortCondition[1] and SQON, title="Lemon short", style=shape.triangledown, location=location.abovebar, color=color.red, text="SHORT")
plotshape(show and longCondition[1], title="Lemon long confirmed", style=shape.cross, location=location.bottom, color=color.lime, text="alert", transp=100)
plotshape(show and shortCondition[1], title="Lemon short confirmed", style=shape.cross, location=location.top, color=color.red, text="alert", transp=100)
if Shorttradeactive == true
Shorttradetrigger := false
if Longtradeactive == true
Longtradetrigger := false
// Plot Levels:
pl1 = plot (StopLevel, title = "stoplevel", color=color.red)
pl2 = plot (EntryLevel, title = "entrylevel", color=color.white)
pl3 = plot (BELevel, title = "breakevenlevel", color=color.blue)
pl4 = plot (TPLevel, title = "TPlevel", color=color.green)
fill(pl1, pl2, color=color.red, transp=65)
fill(pl2, pl3, color=color.blue, transp=65)
fill(pl3, pl4, color=color.green, transp=65)
//XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
// Define and plot conflicting candles:
//XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
// Subtypes of conflicting bars:
//-------------------------------------------------------------------------------------------------------
// Bartype 3a is a candle which crosses both BELevel and EntryLevel and has its close above the midline between BELevel and EntryLevel (longs)
// respecively has its close below the midline between BELevel and EntryLevel (shorts)
// In case of a Bartype 3a the logic shall NOT consider a trade as closed as break-even, but shall assume trade continuation with activated break-even-flag.
//-------------------------------------------------------------------------------------------------------
Bartype3_a_long = high > BELevel and high < TPLevel and low < EntryLevel and low > StopLevel and close > ((BELevel + EntryLevel)/2) and Longtradeactive
Bartype3_a_short = high > EntryLevel and high < StopLevel and low < BELevel and low > TPLevel and close < ((BELevel + EntryLevel)/2) and Shorttradeactive
//barcolor(Bartype3_a_long or Bartype3_a_short? color.purple : na)
//Bartype3_a_Counter = 0
//Bartype3_a_Counter := nz(Bartype3_a_Counter[1])
//if Bartype3_a_long or Bartype3_a_short
// Bartype3_a_Counter := Bartype3_a_Counter + 1
// Bartype 4a is a candle which crosses TPLevel, BELevel and EntryLevel and has its close above BELevel (longs) respectively close below BELevel (shorts)
// In case of a Bartype 4a the logic shall consider a trade as closed winner and shall not assume trade as closed break-even.
//-------------------------------------------------------------------------------------------------------
Bartype4_a_long = high > TPLevel and low < EntryLevel and low > StopLevel and close > BELevel and Longtradeactive
Bartype4_a_short = high > EntryLevel and high < StopLevel and low < TPLevel and close < BELevel and Shorttradeactive
//XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
// Trade resolution:
//XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
// Breakeven activation
//-------------------------------------------------------------------------------------------------------
shorttradeBElevelactivation = (low < BELevel) and not (low_m1 < TPLevel)
longtradeBElevelactivation = (high > BELevel) and not (high_m1 > TPLevel)
Breakevenactive = false
Breakevenactive := nz(Breakevenactive[1])
if ((Shorttradeactive == true) and (shorttradeBElevelactivation == true))
Breakevenactive := true
if ((Longtradeactive == true) and (longtradeBElevelactivation == true))
Breakevenactive := true
// loss trades
//-------------------------------------------------------------------------------------------------------
PlotLossCounter = 0
LossShort = 0
LossLong = 0
PlotLossCounter := nz(PlotLossCounter[1])
LossShort := nz(LossShort[1])
LossLong := nz(LossLong[1])
plotlosshort = if ((Shorttradeactive == true) and (high > StopLevel) and (Breakevenactive == false))
y = 1 // only required to make code work
plotchar(plotlosshort, char="X", location=location.abovebar, color=color.red, transp=0, offset=0, size=size.small)
if plotlosshort == true
tradeactive := false
Shorttradeactive := false
Breakevenactive := false
PlotLossCounter := PlotLossCounter + 1
LossShort := LossShort +1
//plotlosshort := false
plotlosslong = if ((Longtradeactive == true) and (low < StopLevel) and (Breakevenactive == false))
r = 1 // only required to make code work
plotchar(plotlosslong, char="X", location=location.belowbar, color=color.red, transp=0, offset=0, size=size.small)
if plotlosslong == true
tradeactive := false
Longtradeactive := false
Breakevenactive := false
PlotLossCounter := PlotLossCounter + 1
LossLong := LossLong + 1
//plotlosslong := false
// Breakeven trades
//-------------------------------------------------------------------------------------------------------
PlotBreakEvenCounter = 0
PlotBreakEvenCounter := nz(PlotBreakEvenCounter[1])
BELong = 0
BELong := nz(BELong[1])
BEShort = 0
BEShort := nz(BEShort[1])
plotBreakevenshort = if ((Shorttradeactive == true) and (high > EntryLevel) and (Breakevenactive == true) and not Bartype3_a_short and not Bartype4_a_short)
h = 1 // only required to make code work
plotchar(plotBreakevenshort, char="0", location=location.abovebar, color=color.blue, transp=0, offset=0, size=size.small)
if plotBreakevenshort == true
tradeactive := false
Shorttradeactive := false
Breakevenactive := false
PlotBreakEvenCounter := PlotBreakEvenCounter + 1
BEShort := BEShort +1
//plotBreakevenshort := false
plotBreakevenlong = if ((Longtradeactive == true) and (low < EntryLevel) and (Breakevenactive == true) and not Bartype3_a_long and not Bartype4_a_long)
e = 1 // only required to make code work
plotchar(plotBreakevenlong, char="0", location=location.belowbar, color=color.blue, transp=0, offset=0, size=size.small)
if plotBreakevenlong == true
tradeactive := false
Longtradeactive := false
Breakevenactive := false
PlotBreakEvenCounter := PlotBreakEvenCounter + 1
BELong := BELong +1
//plotBreakevenlong := false
// Win trades
//-------------------------------------------------------------------------------------------------------
PlotWinCounter = 0
PlotWinCounter := nz(PlotWinCounter[1])
WinLong = 0
WinLong := nz(WinLong[1])
WinShort = 0
WinShort := nz(WinShort[1])
plotWinshort = if ((Shorttradeactive == true) and (low < TPLevel))
n = 1 // only required to make code work
plotchar(plotWinshort, char="✓", location=location.belowbar, color=color.green, transp=0, offset=0, size=size.small)
if plotWinshort == true
tradeactive := false
Shorttradeactive := false
Breakevenactive := false
PlotWinCounter := PlotWinCounter + 1
WinShort := WinShort +1
//plotWinshort := false
plotWinlong = if ((Longtradeactive == true) and (high > TPLevel))
l = 1 // only required to make code work
plotchar(plotWinlong, char="✓", location=location.abovebar, color=color.green, transp=0, offset=0, size=size.small)
if plotWinlong == true
tradeactive := false
Longtradeactive := false
Breakevenactive := false
PlotWinCounter := PlotWinCounter + 1
WinLong := WinLong +1
//plotWinlong := false
//XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
// Trade closing signals
//XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
// c=position e=bitmex-testnet t=market ro=1
// Original Code Below
// alertcondition(plotlosshort or plotlosslong or plotBreakevenshort or plotBreakevenlong, title='Lemon Close Trade BE or Stop', message='Lemon Close at BE or Stop')
// alertcondition(plotWinshort or plotWinlong, title='Lemon Close Trade Win', message='Lemon Win')
alertcondition(plotlosshort or plotlosslong or plotBreakevenshort or plotBreakevenlong, title='Lemon Close Trade BE or Stop', message="{{ticker}} Close")
alertcondition(plotWinshort or plotWinlong, title='Lemon Close Trade Win', message="{{ticker}} Take Profit")
EquityCurve = PlotWinCounter * 2 * USDRiskPerTrade - PlotLossCounter * USDRiskPerTrade - (PlotWinCounter + PlotLossCounter + PlotBreakEvenCounter) * commission
//XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
// Statistics
//XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX
//if (plotWinlong or plotWinshort or plotBreakevenlong or plotBreakevenshort or plotlosslong or plotlosshort) and not HideStatistics
// l = label.new(bar_index, high + StatisticsVerticalOffset, style=label.style_none, text="Win : " + tostring(PlotWinCounter)
// + "\nLoss : " + tostring(PlotLossCounter) + "\nBE : " + tostring(PlotBreakEvenCounter),color = color.white, textcolor=color.white)
winpercent = round((PlotWinCounter/(PlotWinCounter+PlotLossCounter+PlotBreakEvenCounter)*100))
losspercent = round((PlotLossCounter/(PlotWinCounter+PlotLossCounter+PlotBreakEvenCounter)*100))
bepercent = round((PlotBreakEvenCounter/(PlotWinCounter+PlotLossCounter+PlotBreakEvenCounter)*100))
rrpercent = round((PlotWinCounter/(PlotWinCounter+PlotLossCounter))*100)
//if (plotWinlong or plotWinshort or plotBreakevenlong or plotBreakevenshort or plotlosslong or plotlosshort) and not HideStatistics
// l = label.new(bar_index, high + StatisticsVerticalOffset, style=label.style_none, text="Win : " + tostring(PlotWinCounter) + " ("+ tostring(winpercent)+")% Long: " +tostring(WinLong) +" Short: "+ tostring(WinShort)
// + "\nLoss : " + tostring(PlotLossCounter) +" ("+tostring(losspercent)+")%"+" Long: "+tostring(LossLong)+" Short: "+tostring(LossShort)+"\nBE : " + tostring(PlotBreakEvenCounter)+" ("+ tostring(bepercent)+")% Long: "+tostring(BELong)+" Short: "+tostring(BEShort),color = color.white, textcolor=color.white)
if (plotWinlong or plotWinshort or plotBreakevenlong or plotBreakevenshort or plotlosslong or plotlosshort) and not HideStatistics
l = label.new(bar_index, high + StatisticsVerticalOffset, style=label.style_none, text="Win : " + tostring(PlotWinCounter) + " ("+ tostring(winpercent)+"%)"
+ "\nLoss : " + tostring(PlotLossCounter) +" ("+tostring(losspercent)+"%)" + "\nBE : " + tostring(PlotBreakEvenCounter)+" ("+ tostring(bepercent)+"%)" + "\nRate : " + tostring (rrpercent)+"%)",color = color.white, textcolor=color.white)
// The following line is in order to print the equity curve:
//-------------------------------------------------------------------------------------------------------
plot (DisplayEquityCurve == true ? EquityCurve : na, title = "Profit and Loss", color=color.yellow, linewidth=3, style=plot.style_line)
// Grimm is the man //