Move snippets and strategies folders to misc directory
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96
misc/strategies/Strategy_Limit_DATE_TIME.pine
Executable file
96
misc/strategies/Strategy_Limit_DATE_TIME.pine
Executable file
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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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