//@version=3
strategy(title = "Strategy Code Example 2", shorttitle = "Strategy Code Example 2", overlay = true, pyramiding = 0, default_qty_type = strategy.percent_of_equity, default_qty_value = 50, currency = currency.GBP, commission_type = strategy.commission.percent, commission_value = 0.1)
// RENKO INIT
renko_t = renko(tickerid, "open", "ATR", 10)
renko_low = security(renko_t, period, low)
plot(renko_low)
// RSI INIT
src = renko_low, len = input(PERIODRSI, minval=1, title="Length")
up = rma(max(change(src), 0), len)
down = rma(-min(change(src), 0), len)
rsi = down == 0 ? 100 : up == 0 ? 0 : 100 - (100 / (1 + up / down))
plot(rsi, color=green, linewidth=3)
// STANDARD DEVIATION
length = input(20, minval=1)
src5 = input(close, title="Source")
stdev = stdev(src5, length)
plot(stdev, color=blue)
// MA's INIT
// === GENERAL INPUTS ===
/// a couple of ma's..
maFast = ema(rsi, VALEUR1)
maSlow = ema(rsi, VALEUR2)
// === STRATEGY RELATED INPUTS ===
tradeInvert = input(defval = false, title = "Invert Trade Direction?")
// the risk management inputs
inpTakeProfit = input(defval = 1200, title = "Take Profit", minval = 0)
inpStopLoss = input(defval = 400, title = "Stop Loss", minval = 0)
inpTrailStop = input(defval = 400, title = "Trailing Stop Loss", minval = 0)
inpTrailOffset = input(defval = 0, title = "Trailing Stop Loss Offset", minval = 0)
// === RISK MANAGEMENT VALUE PREP ===
// if an input is less than 1, assuming not wanted so we assign 'na' value to disable it.
useTakeProfit = inpTakeProfit >= 1 ? inpTakeProfit : na
useStopLoss = inpStopLoss >= 1 ? inpStopLoss : na
useTrailStop = inpTrailStop >= 1 ? inpTrailStop : na
useTrailOffset = inpTrailOffset >= 1 ? inpTrailOffset : na
// === PLOTTING ===
fast = plot(maFast, title = "Fast MA", color = green, linewidth = 2, style = line, transp = 50)
slow = plot(maSlow, title = "Slow MA", color = red, linewidth = 2, style = line, transp = 50)
// === LOGIC ===
// is fast ma above slow ma?
aboveBelow = maFast >= maSlow ? true : false
// are we inverting our trade direction?
tradeDirection = tradeInvert ? aboveBelow ? false : true : aboveBelow ? true : false
// === STRATEGY - LONG POSITION EXECUTION ===
enterLong() => not tradeDirection[1] and tradeDirection and stdev[VALEUR4] >= VALEUR 3 // functions can be used to wrap up and work out complex conditions
exitLong() => tradeDirection[1] and not tradeDirection
// === STRATEGY - SHORT POSITION EXECUTION ===
enterShort() => tradeDirection[1] and not tradeDirection and stdev[VALEUR4] >= VALEUR3
exitShort() => not tradeDirection[1] and tradeDirection
// TRADING STARTEGY AND PARAMETERS
testStartYear = input(2012, "Backtest Start Year")
testStartMonth = input(1, "Backtest Start Month")
testStartDay = input(2, "Backtest Start Day")
testPeriodStart = timestamp(testStartYear,testStartMonth,testStartDay,0,0)
testStopYear = input(2018, "Backtest Stop Year")
testStopMonth = input(5, "Backtest Stop Month")
testStopDay = input(13, "Backtest Stop Day")
testPeriodStop = timestamp(testStopYear,testStopMonth,testStopDay,0,0)
if time >= testPeriodStart
if time <= testPeriodStop
strategy.entry(id = "Long", long = true, when = enterLong()) // use function or simple condition to decide when to get in
strategy.entry(id = "Short", long = false, when = enterShort())
strategy.close(id = "Long", when = exitLong()) // ...and when to get out
strategy.close(id = "Short", when = exitShort())
if time >= testPeriodStart
if time <= testPeriodStop
strategy.exit("Exit Long", from_entry = "Long", profit = useTakeProfit, loss = useStopLoss, trail_points = useTrailStop, trail_offset = useTrailOffset)
strategy.exit("Exit Short", from_entry = "Short", profit = useTakeProfit, loss = useStopLoss, trail_points = useTrailStop, trail_offset = useTrailOffset)
.
