first strategies added - testing :-)
This commit is contained in:
83
strategies/Hammer_Candle_Strategy.pine
Executable file
83
strategies/Hammer_Candle_Strategy.pine
Executable file
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//@version=5
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strategy("Hammer Candle Strategy", overlay=true, initial_capital=10000, default_qty_type=strategy.percent_of_equity, default_qty_value=100)
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// Inputs for customization
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hammertBodyRatio = input.float(0.3, title="Max Body Size Ratio", minval=0.1, maxval=0.5, step=0.1)
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hammerWickRatio = input.float(2.0, title="Min Wick to Body Ratio", minval=1.0, maxval=5.0, step=0.1)
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// Function to determine if a candle is bullish or bearish
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is_candle_bullish(index) =>
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close[index] > open[index]
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is_candle_bearish(index) =>
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close[index] < open[index]
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// Hammer Candle Detection Function
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//isHammer() =>
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string dbg = ""
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bodySize = math.abs(close - open)
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totalRange = high - low
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// Calculate upper and lower wicks
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upperWick = high - math.max(close, open)
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lowerWick = math.min(close, open) - low
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// Check if body is small (less than 30% of total candle range)
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isSmallBody = bodySize <= (totalRange * hammertBodyRatio)
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//plotchar(isSmallBody, title="lw", char='-', location=location.abovebar, color=#40fbf5, size=size.small)
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// Lower/Upper wick should be at least 2x the body size and significantly long
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bool isLongUpperWick = upperWick >= (totalRange * 0.5) and upperWick >= (bodySize * hammerWickRatio)
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bool isLongLowerWick = lowerWick >= (totalRange * 0.5) and lowerWick >= (bodySize * hammerWickRatio)
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//plotchar(isLongUpperWick, title="LW", char='L', location=location.abovebar, color=color.fuchsia, size=size.small)
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//plotchar(isLongLowerWick, title="lw", char='l', location=location.belowbar, color=color.fuchsia, size=size.small)
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// Minimal lower/upper wick
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bool isShortUpperWick = upperWick <= (bodySize * 0.5) or upperWick <= (totalRange * 0.2)
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bool isShortLowerWick = lowerWick <= (bodySize * 0.5) or lowerWick <= (totalRange * 0.2)
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//plotchar(isShortUpperWick, title="Bullish Candle", char='S', location=location.abovebar, color=color.fuchsia, size=size.small)
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//plotchar(isShortLowerWick, title="Bullish Candle", char='s', location=location.belowbar, color=color.fuchsia, size=size.small)
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// Bullish Hammer (Green/White)
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isBullishHammer = isSmallBody and isShortUpperWick and isLongLowerWick //and is_candle_bearish(1) and is_candle_bearish(2) // and close > open
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// Bearish Hammer (Red/Black)
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isBearishHammer = isSmallBody and isLongUpperWick and isShortLowerWick // and is_candle_bullish(1) and is_candle_bullish(2) // and close < open
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if (isBearishHammer)
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dbg := "TEST: " + str.tostring(isShortUpperWick) + " | "+ str.tostring(upperWick) + " | "+ str.tostring(bodySize) + " | "+ str.tostring(totalRange) + " | "
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// [isBullishHammer, isBearishHammer, dbg]
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//[bullish, bearish, deb] = isHammer()
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bullish = isBullishHammer
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bearish = isBearishHammer
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// Plot a '*' when close is above open (bullish candle)
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plotchar(bullish, title="Bullish Candle", char='*', location=location.belowbar, color=color.green, size=size.small)
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// Plot an '*' when close is below open (bearish candle)
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plotchar(bearish, title="Bearish Candle", char='*', location=location.abovebar, color=color.red, size=size.small)
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bullish := isBullishHammer and is_candle_bullish(1) and is_candle_bullish(2)
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bearish := isBearishHammer and is_candle_bullish(1) and is_candle_bullish(2)
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// Plot hammer candle markers
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plotshape(bullish,
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title="Bullish Hammer",
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location=location.belowbar,
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style=shape.triangleup,
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size=size.small,
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color=color.green)
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plotshape(bearish,
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title="Bearish Hammer",
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location=location.abovebar,
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style=shape.triangledown,
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size=size.small,
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color=color.red)
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// Trading logic
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if (bullish)
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strategy.entry("Long", strategy.long)
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if (bearish)
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strategy.entry("Short", strategy.short)
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96
strategies/Strategy_EveryBar_LimitOrders_and_Dates.pine
Executable file
96
strategies/Strategy_EveryBar_LimitOrders_and_Dates.pine
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//@version=5
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strategy("Test Candle Close Strategy", overlay=true, initial_capital=10000, default_qty_type=strategy.percent_of_equity, default_qty_value=100, commission_type=strategy.commission.percent, commission_value=0.1, slippage=3)
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// Input parameters for additional customization
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riskPerTrade = input.float(1, title="Risk % per Trade", minval=0.1, maxval=5, step=0.1)
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stopLossPercent = input.float(0.5, title="Stop Loss %", minval=0.1, maxval=2, step=0.1)
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takeProfitPercent = input.float(1.5, title="Take Profit %", minval=0.5, maxval=5, step=0.1)
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var string userKey = input.string("Xbwln5mblaaEBPDnFpVuTmbUqNax51CmjOEmdvuXSjc", "API Key")
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var string userAccount = input.string("Sim101", "Account ID")
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var string atmName = input.string("EMA_CROSS_50", "ATM Strategy Name")
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var int numContracts = input.int(1, "Number of Contracts")
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// Precise Start Date and Time inputs
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startDateTimeX = input.time(timestamp("2024-11-21 00:01"), title="Start Date and Time")
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var startDateTime = startDateTimeX + (6 * 60 * 60 * 1000) // Adjust to match 6h diff >> UTC to Chicago
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startTime = input.string("00:15", title="Start Time (HH:MM)")
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endTime = input.string("00:30", title="End Time (HH:MM)")
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// Parse the input times
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startHour = str.tonumber(str.substring(startTime, 0, 2))
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startMinute = str.tonumber(str.substring(startTime, 3, 5))
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endHour = str.tonumber(str.substring(endTime, 0, 2))
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endMinute = str.tonumber(str.substring(endTime, 3, 5))
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maxOrderCount = input.int(150, "MAX number of orders in the strategy")
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// Order counting
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var order_count = 0
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// Time conditions and trade conditions
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isWithinTimeWindow = (hour(time_close) > startHour or
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(hour(time_close) == startHour and minute(time_close) >= startMinute)) and
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(hour(time_close) < endHour or
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(hour(time_close) == endHour and minute(time_close) <= endMinute))
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isAfterStartDateTime = time_close >= startDateTime
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within_trading_period = order_count <= maxOrderCount and isWithinTimeWindow and isAfterStartDateTime
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// Determine candle direction
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candleGreen = close > open
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candleRed = close < open
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// Build alerts
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alertLong = "key=" + userKey + ";command=PLACE;account=" + userAccount + ";instrument=MNQ 12-24; action=BUY" + ";qty=" + str.tostring(numContracts) + ";order_type=MARKET;tif=DAY;strategy=" + atmName + ";flatten_first=true;"
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alertShort = "key=" + userKey + ";command=PLACE;account=" + userAccount + ";instrument=MNQ 12-24; action=SELL" + ";qty=" + str.tostring(numContracts) + ";order_type=MARKET;tif=DAY;strategy=" + atmName + ";flatten_first=true;"
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// Entry conditions - using barstate.isconfirmed to ensure we act on closed candles only
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if (barstate.isconfirmed and within_trading_period)
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// Close any existing positions and enter new ones based on candle color
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if (candleGreen)
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alert(alertLong)
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order_count := order_count + 1
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strategy.close_all()
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strategy.entry("long", strategy.long, 1)
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if (candleRed)
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alert(alertShort)
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order_count := order_count + 1
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strategy.close_all()
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strategy.entry("short", strategy.short, 1)
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// Calculate stop loss and take profit levels for open positions
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if (strategy.position_size != 0)
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longStopPrice = strategy.position_avg_price * (1 - stopLossPercent/100)
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longTakeProfit = strategy.position_avg_price * (1 + takeProfitPercent/100)
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shortStopPrice = strategy.position_avg_price * (1 + stopLossPercent/100)
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shortTakeProfit = strategy.position_avg_price * (1 - takeProfitPercent/100)
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if (strategy.position_size > 0)
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strategy.exit("Long TP/SL", "Long",
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stop=longStopPrice,
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limit=longTakeProfit)
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if (strategy.position_size < 0)
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strategy.exit("Short TP/SL", "Short",
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stop=shortStopPrice,
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limit=shortTakeProfit)
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// Close all positions after 5000 candles
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if (order_count == maxOrderCount)
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strategy.close_all()
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// Plotting for visual reference
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plotshape(candleGreen and barstate.isconfirmed and within_trading_period, title="Long Entry", location=location.belowbar, style=shape.triangleup, size=size.small, color=color.green)
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plotshape(candleRed and barstate.isconfirmed and within_trading_period, title="Short Entry", location=location.abovebar, style=shape.triangledown, size=size.small, color=color.red)
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// Plot line showing where trading stops
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plot(order_count == maxOrderCount ? high + (high * 0.001) : na, color=color.red, linewidth=2, style=plot.style_circles, title="Trading End Point")
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// Plot line showing trading status
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bgcolor(isAfterStartDateTime ? (isWithinTimeWindow ? color.new(color.green, 80) : color.new(color.red, 80)) : na)
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