Conversione della strategia dal software di trading Pine Script

This topic has 3 replies, 2 voices, and was last updated 5 days ago by Iván.

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03/16/2025 at 12:51 PM #244959

davide.prini

Chiedo per favore di convertire la mia strategia scritta con Pine Script. Grazie.

//////////////////////////////INIZIO STRATEGIA “@DP – XAUUSD – Strtg”///////////////////////////////////

//definizione del range di date entro le quali vengono aperte le nuove transazioni, sia long che short

yearStart = 2000 //anno di inizio

monthStart = 01 //mese di inizio

dayStart = 01 //giorno di inizio

hourStart = 00 //ora di inizio

minuteStart = 00 //minuto di inizio

secondStart = 00 //secondo di inizio

yearEnd = 2999 //anno di fine

monthEnd = 12 //mese di fine

dayEnd = 31 //giorno di fine

hourEnd = 23 //ora di fine

minuteEnd = 59 //minuto di fine

secondEnd = 59 //secondo di fine

//verifica che la data attuale sia compresa nel range di date definito sopra

dateRange = ((time >= timestamp(syminfo.timezone, yearStart, monthStart, dayStart, hourStart, minuteStart, secondStart)) and (time <= timestamp(syminfo.timezone, yearEnd, monthEnd, dayEnd, hourEnd, minuteEnd, secondEnd))) //dichiarazione variabili utilizzate per aprire e chiudere le transazioni Var spread = 30 //spread applicato ad ogni transazione (espresso in pip) Var pipXunita = 0.010000 //valore di 1 pip per 1 unità (espresso in $) Var delta_TPSL = spread*pipXunita*100 //valore utilizzato per ottimizzare il calcolo di TP e SL Var delta_Plot = 100 //valore utilizzaro per ottimizzare la stampa di TP e SL Var commissioni = spread*pipXunita/2 //commissione applicata ad ogni transazione per 1 unità (espressa in $) Var mrgXunita = 164.83 //costo della leva per 1 unità (espresso in $) Var unita = 1 //numero di unità acquistate ad ogni transazione Var leva = 10 //leva applicata ad ogni transazione Var capitale = mrgXunita*unita*3 //capitale iniziale (espresso in $) Var float TP = 10000+delta_TPSL //TP espresso in 0,1 pip. Il profitto è pari a circa al 100,00% del capitale investito per aprire una transazione, compresa la leva Var float SL = 1000-delta_TPSL //SL espresso in 0,1 pip. La perdita è pari a circa al 10,00% del capitale investito per aprire una transazione, compresa la leva //dichiarazione strategia: Nome strategia, Mostra sul grafico, Valuta in Dollari, Unità acquistate ad ogni transazione, Capitale iniziale, Commissione applicata per ogni unità acquistata Strategy(“@DP – XAUUSD – Strtg”, overlay = true, currency = “USD”, default_qty_type = strategy.fixed, default_qty_value = unita, initial_capital = capitale, commission_type = strategy.commission.cash_per_contract, commission_value = commissioni) //verifica che non sia già stato modificato lo SL nella precedente candela If SL[1]<(1000-delta_TPSL) TP := TP[1] SL := SL[1] //aumento dello SL se la transazione in corso raggiunge o supera un determinato profitto Var profit_Line1 = 10 Var profit_Line2 = 15 Profit_Line1 := profit_Line1[1] Profit_Line2 := profit_Line2[1] For i = 100 to 10 by 5 If (SL>((i*-100)+500-delta_TPSL) and (strategy.openprofit/unita)>i)

SL := (i*-100)+500-delta_TPSL

Profit_Line1 := i+5

Profit_Line2 := i+10

If i==95 or i==100

Profit_Line1 := 100

Profit_Line2 := 100

Break

If SL[1]>SL

Alert(“XAUUSD – Lo SL è aumentato al +”+str.tostring((SL+delta_TPSL)/100*-1)+”%/+”+str.tostring(((SL+delta_TPSL)/100*-1)*unita)+”€”)

Strategy.exit(“ExitAcq”, “Acq”, profit = TP, loss = SL, comment_profit = “XAUUSD – Exit Long – TP +”+str.tostring((TP-delta_TPSL)/100)+”%/+”+str.tostring(((TP-delta_TPSL)/100)*unita)+”€”, comment_loss = “XAUUSD – Exit Long – SL +”+str.tostring((SL+delta_TPSL)/100*-1)+”%/+”+str.tostring(((SL+delta_TPSL)/100*-1)*unita)+”€”, alert_message = alertcloselong)

Strategy.exit(“ExitVen”, “Ven”, profit = TP, loss = SL, comment_profit = “XAUUSD – Exit Short – TP +”+str.tostring((TP-delta_TPSL)/100)+”%/+”+str.tostring(((TP-delta_TPSL)/100)*unita)+”€”, comment_loss = “XAUUSD – Exit Short – SL +”+str.tostring((SL+delta_TPSL)/100*-1)+”%/+”+str.tostring(((SL+delta_TPSL)/100*-1)*unita)+”€”, alert_message = alertcloseshort)

//stampa su grafico di Take Profit, Entry Price e Stop Loss

//verifica se è aperta una transazione in acquisto o in vendita

Var posizione_Plot = 0

If (strategy.position_size>0)

Posizione_Plot := 1

If (strategy.position_size<0)

Posizione_Plot := -1

//stampa su grafico di Take Profit, Entry Price e Stop Loss

Var Entry_Price = strategy.opentrades.entry_price(0)

Var color_EP = bar_index % 2 == 0 ? color.green : #00000000

Entry_Price := strategy.opentrades.entry_price(0)

Color_EP := bar_index % 2 == 0 ? color.green : #00000000

Plot((strategy.opentrades.entry_price(0)+(TP/delta_Plot*posizione_Plot)), title = “TP”, color = color.green, linewidth = 2, style = plot.style_linebr)

Plot((Entry_Price), title = “EP”, color = color_EP, linewidth = 1, style = plot.style_linebr)

Plot((strategy.opentrades.entry_price(0)-(SL/delta_Plot*posizione_Plot)), title = “SL”, color = color.gray, linewidth = 2, style = plot.style_linebr)

//stampa su grafico dell’area nella quale, se una candela “passa” al suo interno, viene aumentato lo SL

Var Profit_1 = (strategy.opentrades.entry_price(0)+(profit_Line1*posizione_Plot/delta_Plot*100))

Var color_P1 = color.green

Var Profit_2 = (strategy.opentrades.entry_price(0)+(profit_Line2*posizione_Plot/delta_Plot*100))

Var color_P2 = color.green

Var color_Fill_Area = color.rgb(191, 244, 193)

Profit_1 := (strategy.opentrades.entry_price(0)+(profit_Line1*posizione_Plot/delta_Plot*100))

Color_P1 := color.green

Profit_2 := (strategy.opentrades.entry_price(0)+(profit_Line2*posizione_Plot/delta_Plot*100))

Color_P2 := color.green

Color_Fill_Area := color.rgb(191, 244, 193)

Fill_1 = plot((Profit_1), title = “P1”, color = color_P1, linewidth = 1, style = plot.style_linebr)

Fill_2 = plot((Profit_2), title = “P2”, color = color_P2, linewidth = 1, style = plot.style_linebr)

Fill(Fill_1, Fill_2, color = color_Fill_Area)

//calcolo degli indicatori

Ema = ta.ema(close, 21)

[middleBand, upperBand, lowerBand] = ta.bb(close, 20, 2)

highestClose = ta.highest(close, 850)

lowestClose = ta.lowest(close, 850)

change = ta.change(close, 14)

atr = ta.atr(14)

[macdLine, signalLine, _] = ta.macd(close, 12, 26, 9)

rsiValue = ta.rsi(close, 14)

stochD = ta.stoch(close, high, low, 14)

//stampa su grafico degli indicatori

//EMA21

Plot(ema, color = color.orange)

//Bande di Bollinger

Plot(middleBand, color = color.blue)

Fill_A = plot(upperBand, color = color.red)

Fill_B = plot(lowerBand, color = color.green)

Color_Fill_BB = color.new(#007FFF, 95)

Fill(Fill_A, Fill_B, color = color_Fill_BB)

//Etichetta

Atr_Plot = atr

If change<0

Atr_Plot := atr*-1

Color_Label = color.new(#007FFF, 100)

Label_1 = label.new(chart.point.now(), “Highest: “+str.tostring(highestClose)+” / Lowest: “+str.tostring(lowestClose)+”\nChange: “+str.tostring(change, “###.###”)+” / ATR: “+str.tostring(atr_Plot, “###.###”)+”\nMACD: “+str.tostring(macdLine, “###.###”)+” / Signal: “+str.tostring(signalLine, “###.###”)+”\nRSI: “+str.tostring(rsiValue, “###.###”)+” / Stoch: “+str.tostring(stochD, “###.###”), style = label.style_label_left, color = color_Label, textcolor = color.purple)

Label.delete(label_1[1])

Label_2 = label.new(chart.point.now(), “\n\n\n\n\n\nStrg XAUUSD – Max +”+str.tostring(strategy.opentrades.max_runup(0)/unita, “###.###”)+”% / Min –“+str.tostring(strategy.opentrades.max_drawdown(0)/unita, “###.###”)+”%\n”, style = label.style_label_left, color = color_Label, textcolor = color.purple)

Label.delete(label_2[1])

Plot(highestClose, color = #27b097, display = display.status_line)

Plot(lowestClose, color = #27b097, display = display.status_line)

Plot(change, color = color.purple, display = display.status_line)

Plot(atr_Plot, color = color.purple, display = display.status_line)

Plot(macdLine, color = #27b097, display = display.status_line)

Plot(signalLine, color = #27b097, display = display.status_line)

Plot(rsiValue, color = color.purple, display = display.status_line)

Plot(stochD, color = color.purple, display = display.status_line)

Plot(strategy.opentrades.max_runup(0)/unita, color = #27b097, display = display.status_line)

Plot(strategy.opentrades.max_drawdown(0)/unita, color = color.red, display = display.status_line)

//calcolo delle variabili per l’apertura di posizioni long

Longcondition1 = (macdLine>0.00 and rsiValue<30 and stochD<20)

//apertura posizioni long se si verificano le condizioni di cui sopra (senza transazione in corso)

If (dateRange and strategy.position_size==0 and (strategy.closedtrades==0 or (strategy.closedtrades>=1 and ((bar_index – strategy.closedtrades.exit_bar_index(strategy.closedtrades – 1))>=2))) and longcondition1)

Profit_Line1 := 10

Profit_Line2 := 15

SL := 500-delta_TPSL

Strategy.entry(“Acq”, strategy.long, comment = “XAUUSD1 – Open Long – TP +”+str.tostring((TP-delta_TPSL)/100)+”%/+”+str.tostring(((TP-delta_TPSL)/100)*unita)+”€ – SL –“+str.tostring((SL+delta_TPSL)/100)+”%/-“+str.tostring(((SL+delta_TPSL)/100)*unita)+”€”, alert_message = alertlong)

Strategy.exit(“ExitAcq”, “Acq”, profit = TP, loss = SL, comment_profit = “XAUUSD1 – Exit Long – TP +”+str.tostring((TP-delta_TPSL)/100)+”%/+”+str.tostring(((TP-delta_TPSL)/100)*unita)+”€”, comment_loss = “XAUUSD1 – Exit Long – SL –“+str.tostring((SL+delta_TPSL)/100)+”%/-“+str.tostring(((SL+delta_TPSL)/100)*unita)+”€”, alert_message = alertcloselong)

//calcolo delle variabili per l’apertura di posizioni short

Shortcondition1 = (macdLine<0.00 and rsiValue>70 and stochD>80)

//apertura posizioni short se si verificano le condizioni di cui sopra (senza transazione in corso)

Profit_Line1 := 10

Profit_Line2 := 15

SL := 500-delta_TPSL

Strategy.entry(“Ven”, strategy.short, comment = “XAUUSD1 – Open Short – TP +”+str.tostring((TP-delta_TPSL)/100)+”%/+”+str.tostring(((TP-delta_TPSL)/100)*unita)+”€ – SL –“+str.tostring((SL+delta_TPSL)/100)+”%/-“+str.tostring(((SL+delta_TPSL)/100)*unita)+”€”, alert_message = alertshort)

Strategy.exit(“ExitVen”, “Ven”, profit = TP, loss = SL, comment_profit = “XAUUSD1 – Exit Short – TP +”+str.tostring((TP-delta_TPSL)/100)+”%/+”+str.tostring(((TP-delta_TPSL)/100)*unita)+”€”, comment_loss = “XAUUSD1 – Exit Short – SL –“+str.tostring((SL+delta_TPSL)/100)+”%/-“+str.tostring(((SL+delta_TPSL)/100)*unita)+”€”, alert_message = alertcloseshort)

//calcolo delle variabili per l’apertura di posizioni long

Longcondition2 = (open-close<0.00 and openema and openupperBand and change>atr and macdLine>0.00 and macdLine>signalLine)

//apertura posizioni long se si verificano le condizioni di cui sopra (senza transazione in corso)

Profit_Line1 := 10

Profit_Line2 := 15

SL := 1000-delta_TPSL

Strategy.entry(“Acq”, strategy.long, comment = “XAUUSD2 – Open Long – TP +”+str.tostring((TP-delta_TPSL)/100)+”%/+”+str.tostring(((TP-delta_TPSL)/100)*unita)+”€ – SL –“+str.tostring((SL+delta_TPSL)/100)+”%/-“+str.tostring(((SL+delta_TPSL)/100)*unita)+”€”, alert_message = alertlong)

Strategy.exit(“ExitAcq”, “Acq”, profit = TP, loss = SL, comment_profit = “XAUUSD2 – Exit Long – TP +”+str.tostring((TP-delta_TPSL)/100)+”%/+”+str.tostring(((TP-delta_TPSL)/100)*unita)+”€”, comment_loss = “XAUUSD2 – Exit Long – SL –“+str.tostring((SL+delta_TPSL)/100)+”%/-“+str.tostring(((SL+delta_TPSL)/100)*unita)+”€”, alert_message = alertcloselong)

//calcolo delle variabili per l’apertura di posizioni short

Shortcondition2 = (open-close>0.00 and open>ema and closelowerBand and close=1 and ((bar_index – strategy.closedtrades.exit_bar_index(strategy.closedtrades – 1))>=2))) and shortcondition2)

Profit_Line1 := 10

Profit_Line2 := 15

SL := 1000-delta_TPSL

Strategy.entry(“Ven”, strategy.short, comment = “XAUUSD2 – Open Short – TP +”+str.tostring((TP-delta_TPSL)/100)+”%/+”+str.tostring(((TP-delta_TPSL)/100)*unita)+”€ – SL –“+str.tostring((SL+delta_TPSL)/100)+”%/-“+str.tostring(((SL+delta_TPSL)/100)*unita)+”€”, alert_message = alertshort)

Strategy.exit(“ExitVen”, “Ven”, profit = TP, loss = SL, comment_profit = “XAUUSD2 – Exit Short – TP +”+str.tostring((TP-delta_TPSL)/100)+”%/+”+str.tostring(((TP-delta_TPSL)/100)*unita)+”€”, comment_loss = “XAUUSD2 – Exit Short – SL –“+str.tostring((SL+delta_TPSL)/100)+”%/-“+str.tostring(((SL+delta_TPSL)/100)*unita)+”€”, alert_message = alertcloseshort)

///////////////////////////////FINE STRATEGIA “@DP – XAUUSD – Strtg”////////////////////////////////////

davide.prini

Participant

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Replies: 1

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03/17/2025 at 10:24 AM #244977

Iván

Buongiorno. A dire il vero, mi è impossibile tradurre questo codice così come lo hai condiviso. Sto provando a trasferirlo in Trading View, ma è pieno di errori… Non riesco a vederlo in Trading View e la struttura condizionale rende impossibile seguirlo. Se puoi pubblicarlo su TradingView e condividere il link, posso aiutarti. Altrimenti, lo trovo difficile…

Iván

Moderator

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Replies: 1322

Been thanked: 482 times

03/17/2025 at 11:40 AM #244980

davide.prini

Buongiorno, hai ragione e mi scuso per il copia-incolla del codice venuto male. Ho tolto tutta la roba extra non necessaria e ti riallego il file con il contenuto del codice corretto (te lo riporto anche sotto). Spero che così sia più semplice convertirlo. Grazie in anticipo!

// @version=5

//dichiarazione variabili utilizzate per aprire e chiudere le transazioni

var spread = 30 //spread applicato ad ogni transazione (espresso in pip)

var valorePip = 0.010000 //valore di 1 pip per 1 contratto (espresso in $)

var delta_TPSL = spread*valorePip*100 //valore utilizzato per ottimizzare il calcolo di TP e SL

var commissioni = spread*valorePip/2 //commissione applicata ad ogni transazione per 1 contratto (espressa in $)

var contratto = 1 //numero di contratti acquistati ad ogni transazione

var float TP = 10000+delta_TPSL //TP espresso in 0,1 pip. Il profitto è pari a circa al 100,00% del capitale investito per aprire una transazione, compresa la leva

var float SL = 1000-delta_TPSL //SL espresso in 0,1 pip. La perdita è pari a circa al 10,00% del capitale investito per aprire una transazione, compresa la leva

//dichiarazione strategia: Nome strategia, Mostra sul grafico, Valuta in Dollari, Contratti acquistati ad ogni transazione, Commissione applicata per ogni contratto acquistato

strategy(“Pine Script – Strategy”, overlay = true, currency = “USD”, default_qty_type = strategy.fixed, default_qty_value = contratto, commission_type = strategy.commission.cash_per_contract, commission_value = commissioni)

//verifica che non sia già stato modificato lo SL nella precedente candela

if SL[1]<(1000-delta_TPSL)

TP := TP[1]

SL := SL[1]

//aumento dello SL se la transazione in corso raggiunge o supera un determinato profitto

for i = 100 to 10 by 5

if (SL>((i*-100)+500-delta_TPSL) and (strategy.openprofit/contratto)>i)

SL := (i*-100)+500-delta_TPSL

break

if SL[1]>SL

strategy.exit(“ExitAcq”, “Acq”, profit = TP, loss = SL)

strategy.exit(“ExitVen”, “Ven”, profit = TP, loss = SL)

//calcolo degli indicatori

ema = ta.ema(close, 21)

[middleBand, upperBand, lowerBand] = ta.bb(close, 20, 2)

change = ta.change(close, 14)

atr = ta.atr(14)

[macdLine, signalLine, _] = ta.macd(close, 12, 26, 9)

rsiValue = ta.rsi(close, 14)

stochD = ta.stoch(close, high, low, 14)

//calcolo delle variabili per l’apertura di posizioni long

longcondition1 = (macdLine>0.00 and rsiValue<30 and stochD<20)

//apertura posizioni long se si verificano le condizioni di cui sopra (senza transazione in corso)

if (strategy.position_size==0 and longcondition1)

SL := 500-delta_TPSL

strategy.entry(“Acq”, strategy.long)

strategy.exit(“ExitAcq”, “Acq”, profit = TP, loss = SL)

//calcolo delle variabili per l’apertura di posizioni short

shortcondition1 = (macdLine<0.00 and rsiValue>70 and stochD>80)

//apertura posizioni short se si verificano le condizioni di cui sopra (senza transazione in corso)

if (strategy.position_size==0 and shortcondition1)

SL := 500-delta_TPSL

strategy.entry(“Ven”, strategy.short)

strategy.exit(“ExitVen”, “Ven”, profit = TP, loss = SL)

//calcolo delle variabili per l’apertura di posizioni long

longcondition2 = (open-close<0.00 and open<ema and close>ema and open<upperBand and close>upperBand and change>atr and macdLine>1.00 and macdLine>signalLine)

//apertura posizioni long se si verificano le condizioni di cui sopra (senza transazione in corso)

if (strategy.position_size==0 and longcondition2)

SL := 1000-delta_TPSL

strategy.entry(“Acq”, strategy.long)

strategy.exit(“ExitAcq”, “Acq”, profit = TP, loss = SL)

//calcolo delle variabili per l’apertura di posizioni short

shortcondition2 = (open-close>0.00 and open>ema and close<ema and open>lowerBand and close<lowerBand and change<(atr*-1) and macdLine<-1.00 and macdLine<signalLine)

//apertura posizioni short se si verificano le condizioni di cui sopra (senza transazione in corso)

if (strategy.position_size==0 and shortcondition2)

SL := 1000-delta_TPSL

strategy.entry(“Ven”, strategy.short)

strategy.exit(“ExitVen”, “Ven”, profit = TP, loss = SL)

davide.prini

Participant

Topics: 1

Replies: 1

Been thanked: 0 times

03/20/2025 at 12:31 PM #245094

Iván

Bene, eccoti qui.

// Prevents order accumulation
DEFPARAM cumulateorders = false

//--------------------------------------------//
// Strategy Configuration Parameters
//--------------------------------------------//
spread = 30                      // Spread in pips
valorePip = 0.01                  // Value of 1 pip per contract in USD
deltaTPSL = spread * valorePip * 100  // Adjustment factor for TP & SL calculation
commissioni = spread * valorePip / 2  // Commission per contract
contratto = 2                      // Number of contracts per trade

// Set initial SL and TP (Take Profit & Stop Loss)
ONCE sl = 1000 - deltaTPSL
tp = 1000 + deltaTPSL
//--------------------------------------------//
// Technical Indicators
//--------------------------------------------//
ema = Average[21,1](close)  // 21-period Exponential Moving Average (EMA)

// Bollinger Bands (20-period, 2 standard deviations)
middleBand = Average[20](close)
upperBand = middleBand + (2 * Std[20](close))
lowerBand = middleBand - (2 * Std[20](close))

change = close - close[14]  // 14-period price change
atr = AverageTrueRange[14](close)  // 14-period ATR (Average True Range)

// MACD Calculation
mymacdLine = macdLine[12,26,9](close)
signalLine = macdsignal[12,26,9](close)

// RSI & Stochastic D
rsiValue = RSI[14](close)
stochD = (close - Lowest[14](low)) / (Highest[14](high) - Lowest[14](low)) * 100

//--------------------------------------------//
// Entry Conditions - Basic Trading Logic
//--------------------------------------------//
// Long Entry Condition (MACD above zero, RSI oversold, Stochastic oversold)
longcondition1 = mymacdLine > 0 AND rsiValue < 30 AND stochD < 20

// Short Entry Condition (MACD below zero, RSI overbought, Stochastic overbought)
shortcondition1 = mymacdLine < 0 AND rsiValue > 70 AND stochD > 80

// Open Long Position if No Open Trade & Condition Met
IF NOT OnMarket AND longcondition1 THEN
sl = 500 - deltaTPSL
BUY contratto CONTRACTS AT MARKET
SET STOP PLOSS sl
SET TARGET PPROFIT tp
ENDIF

// Open Short Position if No Open Trade & Condition Met
IF NOT OnMarket AND shortcondition1 THEN
sl = 500 - deltaTPSL
SELLSHORT contratto CONTRACTS AT MARKET
SET STOP PLOSS sl
SET TARGET PPROFIT tp
ENDIF

//--------------------------------------------//
// Advanced Entry Conditions (Breakout Strategy)
//--------------------------------------------//
// Long Entry Condition - Price breaks above EMA & Upper Bollinger Band
longcondition2 = open < close AND open < ema AND close > ema AND  open < upperBand AND close > upperBand AND change > atr AND mymacdLine > 1.00 AND mymacdLine > signalLine

// Short Entry Condition - Price breaks below EMA & Lower Bollinger Band
shortcondition2 = open > close AND open > ema AND close < ema AND open > lowerBand AND close < lowerBand AND change < -atr AND mymacdLine < -1.00 AND mymacdLine < signalLine

// Open Long Position if Advanced Condition is Met
IF NOT OnMarket AND longcondition2 THEN
sl = 1000 - deltaTPSL
BUY contratto CONTRACTS AT MARKET
SET STOP PLOSS sl
SET TARGET PPROFIT tp
ENDIF

// Open Short Position if Advanced Condition is Met
IF NOT OnMarket AND shortcondition2 THEN
sl = 1000 - deltaTPSL
SELLSHORT contratto CONTRACTS AT MARKET
SET STOP PLOSS sl
SET TARGET PPROFIT tp
ENDIF

//--------------------------------------------//
// Profit Calculation for Dynamic Stop Adjustment
//--------------------------------------------//
// Determines the current profit/loss of the open position
IF ONMARKET THEN
profitNow = strategyprofit + (PositionPrice * POSITIONPERF * PipValue * abs(CountOfPosition))
ELSE
profitNow = strategyprofit
ENDIF

//--------------------------------------------//
// Dynamic Stop Loss Adjustment
//--------------------------------------------//
// Ensures SL never drops below a minimum level
MinSL = 100

// Loop from 100 down to 10 (similar to Pine Script logic)
FOR i = 100 DOWNTO 10 DO
tempSL = (i * -100) + 500 - deltaTPSL  // Compute the provisional SL level

// Ensure SL is valid & adjust dynamically based on profit level
IF tempSL > MinSL AND (profitNow / contratto) > i THEN
sl = tempSL
SET STOP PLOSS sl
BREAK  // Stop loop once SL is adjusted
ENDIF
NEXT
//--------------------------------------------//

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// Prevents order accumulation

DEFPARAM cumulateorders = false

//--------------------------------------------//

// Strategy Configuration Parameters

//--------------------------------------------//

spread = 30 // Spread in pips

valorePip = 0.01 // Value of 1 pip per contract in USD

deltaTPSL = spread * valorePip * 100 // Adjustment factor for TP & SL calculation

commissioni = spread * valorePip / 2 // Commission per contract

contratto = 2 // Number of contracts per trade

// Set initial SL and TP (Take Profit & Stop Loss)

ONCE sl = 1000 - deltaTPSL

tp = 1000 + deltaTPSL

//--------------------------------------------//

// Technical Indicators

//--------------------------------------------//

ema = Average[21,1](close) // 21-period Exponential Moving Average (EMA)

// Bollinger Bands (20-period, 2 standard deviations)

middleBand = Average[20](close)

upperBand = middleBand + (2 * Std[20](close))

lowerBand = middleBand - (2 * Std[20](close))

change = close - close[14] // 14-period price change

atr = AverageTrueRange[14](close) // 14-period ATR (Average True Range)

// MACD Calculation

mymacdLine = macdLine[12,26,9](close)

signalLine = macdsignal[12,26,9](close)

// RSI & Stochastic D

rsiValue = RSI[14](close)

stochD = (close - Lowest[14](low)) / (Highest[14](high) - Lowest[14](low)) * 100

//--------------------------------------------//

// Entry Conditions - Basic Trading Logic

//--------------------------------------------//

// Long Entry Condition (MACD above zero, RSI oversold, Stochastic oversold)

longcondition1 = mymacdLine > 0 AND rsiValue < 30 AND stochD < 20

// Short Entry Condition (MACD below zero, RSI overbought, Stochastic overbought)

shortcondition1 = mymacdLine < 0 AND rsiValue > 70 AND stochD > 80

// Open Long Position if No Open Trade & Condition Met

IF NOT OnMarket AND longcondition1 THEN

sl = 500 - deltaTPSL

BUY contratto CONTRACTS AT MARKET

SET STOP PLOSS sl

SET TARGET PPROFIT tp

ENDIF

// Open Short Position if No Open Trade & Condition Met

IF NOT OnMarket AND shortcondition1 THEN

sl = 500 - deltaTPSL

SELLSHORT contratto CONTRACTS AT MARKET

SET STOP PLOSS sl

SET TARGET PPROFIT tp

ENDIF

//--------------------------------------------//

// Advanced Entry Conditions (Breakout Strategy)

//--------------------------------------------//

// Long Entry Condition - Price breaks above EMA & Upper Bollinger Band

longcondition2 = open < close AND open < ema AND close > ema AND open < upperBand AND close > upperBand AND change > atr AND mymacdLine > 1.00 AND mymacdLine > signalLine

// Short Entry Condition - Price breaks below EMA & Lower Bollinger Band

shortcondition2 = open > close AND open > ema AND close < ema AND open > lowerBand AND close < lowerBand AND change < -atr AND mymacdLine < -1.00 AND mymacdLine < signalLine

// Open Long Position if Advanced Condition is Met

IF NOT OnMarket AND longcondition2 THEN

sl = 1000 - deltaTPSL

BUY contratto CONTRACTS AT MARKET

SET STOP PLOSS sl

SET TARGET PPROFIT tp

ENDIF

// Open Short Position if Advanced Condition is Met

IF NOT OnMarket AND shortcondition2 THEN

sl = 1000 - deltaTPSL

SELLSHORT contratto CONTRACTS AT MARKET

SET STOP PLOSS sl

SET TARGET PPROFIT tp

ENDIF

//--------------------------------------------//

// Profit Calculation for Dynamic Stop Adjustment

//--------------------------------------------//

// Determines the current profit/loss of the open position

IF ONMARKET THEN

profitNow = strategyprofit + (PositionPrice * POSITIONPERF * PipValue * abs(CountOfPosition))

ELSE

profitNow = strategyprofit

ENDIF

//--------------------------------------------//

// Dynamic Stop Loss Adjustment

//--------------------------------------------//

// Ensures SL never drops below a minimum level

MinSL = 100

// Loop from 100 down to 10 (similar to Pine Script logic)

FOR i = 100 DOWNTO 10 DO

tempSL = (i * -100) + 500 - deltaTPSL // Compute the provisional SL level

// Ensure SL is valid & adjust dynamically based on profit level

IF tempSL > MinSL AND (profitNow / contratto) > i THEN

sl = tempSL

SET STOP PLOSS sl

BREAK // Stop loop once SL is adjusted

ENDIF

//--------------------------------------------//

Iván

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