Bingy
Member
Intro:
I'm curious to see what we can all achieve if we work together. Below I have laid the foundation of a winning strategy, that works for futures markets on the 15min timeframe. However, I'd like to make see if we can all come together and make it better then it already is. If you come up with something, share with the rest of us and pass the baton.
Rules:
• NO MULTI-TIMEFRAME(we don't want repainting)
• KEEP EXIT STRATEGY IS
• KEEP STOP LOSS AS IS
• FOCUS SOLEY ON ENTRY ACCURACY WITHOUT SACRIFICING P/L
This one has potential:
Code:
I'm curious to see what we can all achieve if we work together. Below I have laid the foundation of a winning strategy, that works for futures markets on the 15min timeframe. However, I'd like to make see if we can all come together and make it better then it already is. If you come up with something, share with the rest of us and pass the baton.
Rules:
• NO MULTI-TIMEFRAME(we don't want repainting)
• KEEP EXIT STRATEGY IS
• KEEP STOP LOSS AS IS
• FOCUS SOLEY ON ENTRY ACCURACY WITHOUT SACRIFICING P/L
This one has potential:
Code:
Code:
input averageLength = 14;
input paintbar = no;
def public = close[1] - open;
def pro = close - open;
def avg_public = SimpleMovingAvg(public, averageLength);
def avg_pro = SimpleMovingAvg(pro, averageLength);
def res = avg_pro - avg_public;
def priceSMA = SimpleMovingAvg(close, averageLength);
def pu = avg_public; #red
def pr = avg_pro; #green
def condition1 = pu > pr;
##SHORTOLOGY/LONGOLOGY
input pd = 22;
input bbl = 20;
input mult = 2.0;
input lb = 50;
input ph = 0.85;
input pl = 1.01;
input hp = yes;
input sd = yes;
input distance_Thres = 0.29; #more conservative 0.15
input Longexit = 0.32;
def wvf = ((Highest(close, pd) - low) / Highest(close, pd)) * 100;
def sDev = mult * StDev(wvf, bbl);
def midLine = Average(wvf, bbl);
def lowerBand = midLine - sDev;
def upperBand = midLine + sDev;
def rangeHigh = (Highest(wvf, lb)) * ph;
def rangeLow = (Lowest(wvf, lb)) * pl;
# Calculate the distance between rangeHigh and rangeLow
def distance = rangeHigh - rangeLow;
# Check if the distance is less than or equal to the defined threshold
def isClose = if distance <= distance_Thres then 1 else 0;
############
############
############
# Check if the current close is higher than the previous bar
def closeHigher = close > close[1];
# Check if Signaling crosses above rangeHigh
def BullishDivergence = closeHigher and wvf crosses above rangeHigh;
############
############
############
#// ——————————— <inputs> {
input adxSmoothing = 14;# 'ADX Smoothing'
input diLength = 14;# 'DI Length'
input Level_Range = 20;# 'Level Range'
input Level_Trend = 35;# 'Level Trend'
input alertOn = yes;# "Alert On/Off"
input barColor = NO;# "Bar Color On/Off"
def na = Double.NaN;
def last = isNaN(close);
def isconfirmed = !IsNaN(close);
#--- Color---
DefineGlobalColor("green" , CreateColor(0, 100, 0));
DefineGlobalColor("lgreen" , CreateColor(56,142,60));
DefineGlobalColor("red" , CreateColor(139,0,0));
DefineGlobalColor("lred" , CreateColor(183,28,28));
DefineGlobalColor("orange" , CreateColor(255,152,0));
DefineGlobalColor("cgreen" , CreateColor(0,61,0));
DefineGlobalColor("clgreen" , CreateColor(39,100,42));
DefineGlobalColor("cred" , CreateColor(61,0,0));
DefineGlobalColor("clred" , CreateColor(149,23,23));
DefineGlobalColor("corange" , CreateColor(118, 70, 0));
# function_declarations> {
script nz {
input data = close;
def ret_val = if !isNaN(data) then data else 0;
plot return = ret_val;
}
script fixnan {
input source = close;
def fix = if !IsNaN(source) then source else fix[1];
plot result = fix;
}
#f_dirMov(_len) =>
script f_dirMov {
input _len = 14;
def _up = (high - high[1]);
def _down = -(low - low[1]);
def _plusDM = if IsNaN(_up) then Double.NaN else if _up > _down and _up > 0 then _up else 0;
def _minusDM = if IsNaN(_down) then Double.NaN else if _down > _up and _down > 0 then _down else 0;
def tr = TrueRange(high, close, low);
def _trueRange = WildersAverage(tr, _len);
def _plus = (100 * WildersAverage(_plusDM, _len) / _trueRange);
def _minus = (100 * WildersAverage(_minusDM, _len) / _trueRange);
def plus_ = if isNaN(_plus) then plus_[1] else _plus;
def minus_ = if isNaN(_minus) then minus_[1] else _minus;
plot plus = plus_;
plot min = minus_;
}
#f_sig(_diLen, _sigLen) =>
script f_sig {
input _diLen = 14;
input _sigLen = 14;
def _plus = f_dirMov(_diLen).plus;
def _minus = f_dirMov(_diLen).min;
def _sum = _plus + _minus;
def _sig = 100 * WildersAverage(AbsValue(_plus - _minus) / (if _sum == 0 then 1 else _sum), _sigLen);
plot out = _sig;
}
#— <calculations> {
#//<set initial values>
def condition;# = 0.0
def sig = f_sig(diLength, adxSmoothing);
def diPlus = f_dirMov(diLength).plus;
def diMinus = f_dirMov(diLength).min;
def hlRange = sig <= Level_Range;
def diUp = diPlus >= diMinus;
def diUpUp = diPlus >= Level_Trend;
def diDn = diMinus > diPlus;
def diDnDn = diMinus > Level_Trend;
def crossDi = (diPlus>diMinus and diPlus[1]<=diMinus[1]) or (diPlus<diMinus and diPlus[1]>=diMinus[1]);
def sigUp = sig > sig[1];
def sigDir = if sig > sig[1] and diUp and !hlRange then 1 else
if sig > sig[1] and diDn and !hlRange then -1 else 0;
#//Rules
def entryLong = !hlRange and diUp and sigUp and !diUp[1] or
!hlRange and diUp and sigUp and sig > Level_Range and hlRange[1];
def entryShort = !hlRange and diDn and sigUp and !diDn[1] or
!hlRange and diDn and sigUp and sig > Level_Range and hlRange[1];
def entryLongStr = !hlRange and diUp and sigUp and diUpUp;
def entryShortSt = !hlRange and diDn and sigUp and diDnDn;
def exitLong = crossDi and diUp[1] or hlRange and !hlRange[1];
def exitShort = crossDi and diDn[1] or hlRange and !hlRange[1];
condition = if condition[1] != 1 and entryLongStr then 1 else
if condition[1] != -1 and entryShortSt then -1 else
if condition[1] != 0.5 and entryLong then 0.5 else
if condition[1] != -0.5 and entryShort then -0.5 else
if condition[1] != 0 and exitLong then 0 else
if condition[1] != 0 and exitShort then 0 else nz(condition[1]);
def longE = isconfirmed and
condition[1] != 0.5 and condition == 0.5;
def shortE = isconfirmed and
condition[1] != -0.5 and condition == -0.5;
def longEStr = isconfirmed and
condition[1] != 1 and condition == 1;
def shortEStr = isconfirmed and
condition[1] != -1 and condition == -1;
def longX = isconfirmed and
((condition[1] == 0.5 and condition == 0) or
(condition[1] == 1 and condition == 0));
def shortX = isconfirmed and
((condition[1] == -0.5 and condition == 0) or
(condition[1] == -1 and condition == 0));
#//<color>
def c_sig = if hlRange then 0 else
if sigUp and diUp then 2 else
if !sigUp and diUp then 1 else
if sigUp and diDn then -2 else
if !sigUp and diDn then -1 else na;
def c_Adx = if hlRange then 0 else
if !hlRange and diUp and diUpUp then 2 else
if !hlRange and diUp and !diUpUp then 1 else
if !hlRange and diDn and diDnDn then -2 else
if !hlRange and diDn and !diDnDn then -1 else na;
#// ——————————— <plots> {
def adx = if last or isNaN(c_sig) then na else sig;
def p_diPlus = if last then na else diPlus;
def p_diMinus = if last then na else diMinus;
def LevelRange = if last then na else Level_Range;
def LevelTrend = if last then na else Level_Trend;
AssignPriceColor(if !barColor or isNaN(c_sig) then Color.CURRENT else
if c_sig==0 then GlobalColor("orange") else
if c_sig==2 then GlobalColor("green") else
if c_sig==1 then GlobalColor("lgreen") else
if c_sig==-2 then GlobalColor("red") else GlobalColor("lred"));
#// ——————————— <alerts> {
def Bullish = if alertOn and longE then Level_Trend + 10 else na;
def Bearish = if alertOn and shortE then Level_Trend + 10 else na;
def StrongBull = if alertOn and longEStr then Level_Trend + 10 else na;
def StrongBear = if alertOn and shortEStr then Level_Trend + 10 else na;
def EndTrend = if alertOn and (longX or shortX) then Level_Trend + 10 else na;
#-- END of Code
############
############
############
############
############
############
input price = close;
input length = 12;
input displace = 0;
input showBreakoutSignals = no;
def SMA = Average(price[-displace], length);
############
############
############
def RangeHigh2 = if hp then rangeHigh else Double.NaN;
def RangeLow2 = if hp then rangeLow else Double.NaN;
def Signaling = wvf;
def ADXconfirmed = C_Sig == 2 or C_Sig == 1;
;
Def SMAConfirmed = Close > SMA;
def Long = Signaling crosses below rangehigh
and SecondsFromTime(1045) >= 0 and
SecondsTillTime(1145) >= 0
and ADXconfirmed
and SMAConfirmed;
plot x = if Long then 1 else Double.NaN;
x.SetPaintingStrategy(PaintingStrategy.BOOLEAN_ARROW_UP);
x.SetDefaultColor(Color.DARK_ORANGE);
#LONG ENTRY
AddOrder(OrderType.BUY_TO_OPEN, Long, open[-1], 4, tickcolor = Color.GREEN, arrowcolor = Color.GREEN);
#EXIT LONG POSITION
#1600 or 1245
def LongPositionExit = if Long then SecondsFromTime(1600) >= 0 else SecondsFromTime(1600) >= 0;
AddOrder(OrderType.SELL_TO_CLOSE, LongPositionExit, open[-1], 4, tickcolor = Color.RED, arrowcolor = Color.RED);
#STOP LOSS
######################
#STOP LOSS
######################
def Stop_loss = if
Long
then Lowest(low, 1) else Stop_loss[1];
# Check if the current close is below the stop loss level
def isStopTriggered = close < Stop_loss;
AddOrder(OrderType.SELL_TO_CLOSE, isStopTriggered, tickcolor = Color.DARK_ORANGE, arrowcolor = Color.DARK_ORANGE, name = "Stopped Out");
